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or just
v(x) = vi (x)
ei
using Einstein notation. 1
The function vi is commonly referred to as the ith component of the vector
field.
We have the following operations on pairs of vectors.
Definition 1. The dot product (or inner product) of v, w Rd is defined as
v w = vi wi .
We can arrive at this with the following formalism. First, define the dot product on the canonical basis as
(
1 i=j
i e
e j = ij = .
0 i 6= j
i and w = wj e
Then write v = vi e j , and define
v w = vi wj ( j ).
ei e
Carrying out the implied summation yields the earlier definition.
Definition 2. The outer product of v, w Rd is a linear self-mapping of Rd defined via
i e
vw = vi wj e j ,
j is the linear self-mapping of Rd having as matrix representation in the canonical bases
i e
where e
( j )mn = im jn .
ei e
So, the outer product of v, w Rd produces the linear map with the canonical matrix representation
(vw)mn = vm wn ,
a so-called dyadic tensor. This brings us to the next topic.
1A handy notation where repeated indices imply summation.
Math 654, Lecture 1 1/5/11 2
2 Tensors
Definition 3. A 2-tensor on Rd is a bilinear form on Rd . Specifically, T : Rd Rd R is a 2-tensor if it
satisfies
1. Component-wise additivity:
T (v + v0 , w) = T (v, w) + T (v0 , w)
T (v, w + w0 ) = T (v, w) + T (v, w0 ),
2. Component-wise homogeneity:
T (v, w) = T (v, w)
T (v, w) = T (v, w),
given , R.
Proposition 1. The set of 2-tensors on Rd is isomorphic to the set of linear self-maps of Rd .
In other words, 2-tensors are matrices; we pursue this idea throughout the rest of this section. First, just
as the set of linear self-maps of Rd forms a linear space, the set of 2-tensors on Rd forms a linear space.
Moreover, one can easily show that { j }1i,jd is a basis. Given a 2-tensor T , we use this basis to write
ei e
i e
T = Tij e j ,
(T )ij = Tij .
T v = i e
(Tij e j ) (vk e
k )
i e
= Tij vk e j e
k
= Tij vk jk
i .
= (Tij vj ) e
T T0 = 0
Tij Tkl ( j ) (
ei e l )
ek e
0
= Tij Tkl i e
jk e l
= Tij Tjl0 e
i e
l .
Generally, a 2-tensor can be written as a sum of its symmetric and anti-symmetric parts. Indeed,
Tij = Sij + Aij
where
1
Sij = (Tij + Tji ) ,
2
1
Aij = (Tij Tji ) .
2
Just like matrices, we have a trace operation.
Definition 5. Given a 2-tensor T on Rd , its trace is
X
Tr (T ) = Tii = Tij ij .
Note that just as with the inner product, we can also define tensor contraction formally by writing
T : T0 0
= Tij Tkl ( k ) (
ei e l )
ej e
0
= Tij Tkl ik jl
and summing up over all indices.
Remark. Weve seen quite a few definitions regarding 2-tensors, motivated by linear algebra. We can gener-
alize the idea of a tensor by considering mappings T : Rd Rd R which are multilinear (i.e., linear
| {z }
k products
in each component). These so-called k-tensors do not have analogs in linear algebra, but are sometimes
visualized as multi-index arrays.
Example. (Cross-product) We all know that the cross-product of two vectors v, w R3 can be written as
a formal determinant
1 e
e 2 e3
v w = det v1 v2 v3 .
w1 w2 w3
By defining a tensor known as the Levi-Civita symbol,
1 {i, j, k} a cyclic perm. of {1, 2, 3}
ijk = 1 {i, j, k} an anti-cyclic perm. of {1, 2, 3} ,
0 otherwise
we can write the cross-product in a compact way:
(v w)i = ijk vj wk .
Math 654, Lecture 1 1/5/11 4
3 Derivative Operators
Given coordinates x1 , . . . , xd in Rd we know how to take derivatives. It will be convenient to make the
following notation. Let f : Rd R be differentiable, and write
f
= xi f = i f = f,i
xi
to mean the partial derivative of f w.r.t. the ith coordinate. In such a way, we have Leibnizs rule:
i i () ,
grad () = e
v = (
ei i ) (
ej vj )
vj
= i e
e j
xi
i e
= vj,i e j .
(T )ijk = Tjk,i
and is usually written as v. Similarly, we have the curl operator which is defined by
curl v = ijk j vk ,
v = ( v) 4v.
Remark. This is used to define the Laplacian in general coordinates for vector fields a non-trivial job in
arbitrary coordinate systems because derivatives of unit vectors must be considered.
= v.
In components,
i = ijk vk,j .
ij = ijk k
= ijk klm vm,l
= (il jm im jl ) vm,l
= vj,i vi,j
= 2 (anti-symmetric part of vj,i ) .
(v v) = v v + ( v) .
Math 654, Lecture 1 1/5/11 6
Before we deal with the second term, we note that the following hold:
u
V
x
Density, (x, t)
Mass (infinitesimal), m = (x, t)V
n
a
npa
The dynamics of these variables (all presumed to be smooth functions) are related by
Math 654, Lecture 2 1/10/11 2
Conservation of mass
Newtons 2nd Law
Thermodynamics.
Or, we may consider calculating the rate of change of f while moving along with fluid elements:
df f (x + u(x, t)t) f (x, t)
= lim ,
dt moving t0 t
to first order (which suffices in the limit). Moving with the flow means
X(t) = u (X(t), t) ,
where X(t) is the path we take through the fluid. In this manner, we find
df d
= f (X(t), t)
dt moving dt X(t)=X
f i f (x, t)
= (x, t) + X
t xi
f
= + u.f.
t
Df
Well denote the convective derivative by Dt .
Proposition. The convective derivative is a differential operator, i.e., it satisfies the product rule, the chain
rule, etc.
2 Conservation Equations
2.1 Conservation of Mass
Consider a fluid element, having mass m = V . As the fluid flows, the location, volume, and shape of this
element may change. Conservation of mass means
Dm
0 =
Dt
D DV
= V +
Dt
Dt
DV
= + u. V + .
t Dt
Math 654, Lecture 2 1/10/11 3
z
y x x
x x 2
x x+ 2
The rate of change of this line segment depends on the difference in fluid velocity at its endpoints. So,
Dx
= u1 (x + x/2, y, z, t) u1 (x x/2, y, z, t)
Dt
x u1 x u1
= u1 (x, y, z, t) + (x, y, z, t) + u1 (x, y, z, t) + (x, y, z, t) + . . .
2 x 2 x
u1
= x
x
and similarly for y, z. Hence,
DV
= (.u) V,
Dt
and so conservation of mass becomes
0= + u. V + (.u) V.
t
We conclude that
0= + u. + (.u) ,
t
and after applying a vector identity,
0= + .(u).
t
This is called the continuity equation.
Remark. The mass flux of a flow field is given by u.
n
a
mass
(u) .
na = time flowing through a
Remark. The continuity equation is linear in u, so it would seem thus far that things are straightforward.
Math 654, Lecture 2 1/10/11 4
Note that this definition permits normal forces, which we account for in the pressure field.
top = k
n
y
x
bot = k
n
Hence,
3 = k
kF p V.
z
Similarly, we have
iF1
= i p V,
x
jF2
= j p V.
y
So,
m (t u + u.u) = F = V p.
Dividing through by m, we find
1
t u + u.u = p.
The is the momentum equation for ideal fluid motion.
We have
t + .(u) = 0,
1
t u + u.u = p.
But since there are d + 2 variables (, u1 , . . . , ud , p), we need a relation between p and . For example,
we could take p = (kB T ) for an isothermal gas. There are closures for polytropic gases: p = Kn/(n+1) ,
for different values of n. Once we select a thermodynamic closure, we obtain a system of three dynamical
equations for fluid motion. These are known as the Euler equations for an ideal fluid.
There are simplifications to be made. One is to consider so-called incompressible fluids (e.g., water, or air
for low Mach number.) Suppose = 0 + r(x, t) with 0 constant, and further suppose p = p(). Our plan
is to linearize the momentum equation for ideal fluids (i.e., take kuk to be small, so neglect terms which
are order kukr (??), and take |r| to be small, i.e., |r| /0 1.) Linearizing, we find
t r + 0 .u = 0,
1
t u + p() = 0.
The second equation becomes
1
0 = t u + p0 ()r
0 + r
1
= t u + p0 (0 )r,
0
Math 654, Lecture 2 1/10/11 6
t r + 0 .u = 0,
1
t u + p0 (0 )r = 0.
0
Taking the time derivative of the first equation and operating with 0 .() on the second yields
2
r + 0 .t u = 0,
t2
0 .t u + p0 (0 )4r = 0.
Subtracting, we arrive at
t2 r p0 (0 )4r = 0,
which is a wave equation for acoustic waves. If we call c2 = p0 (0 ), then the wave speed is
s
p
c= .
For a very compressible fluid, /p is large. For a nearly incompressible fluid, /p is small. In the
limit /p 0, we reach incompressibility. Note that the sign of /p is important (otherwise wed have
complex wave speeds, a rather unfortunate situation).
Definition 3. An incompressible fluid is one in which /p = 0 or equivalently in which c = .
= constant > 0,
.u = 0,
1
t u + u.u + p = 0.
Now, there are d + 1 variables and d + 1 equations.
Math 654, Lecture 3 1/12/11 1
Last time, we discussed ideal fluids. We applied conservation of mass and momentum, and discussed ther-
modynamic closure. For low Mach number, we arrived at the incompressible Euler equations:
1 1
t u + u.u + p = f (x, t),
= constant,
.u = 0.
Here, f is an externally applied body force (force/volume). Sometimes, we set = 1 for simplicity, which is
just a rescaling of mass units. We have d equations and d unknowns. Note that p is determined implicitly;
well see how this works later.
1 Boundary Conditions
1.1 Velocity
Suppose the fluid lies in a domain , with rigid boundary which is at rest.
(at rest)
fluid
For inviscid solutions, no-slip does not apply. However, suppose n is an outward pointing normal on .
Then, the boundary condition is simply that no fluid flows across the boundary, i.e.,
. u| = 0.
n
Or suppose the fluid lies in a infinite domain . Then, we often take the far-field to be at rest, i.e.,
kuk 0 as kxk .
y
j.u = 0
fluid
x
j.u = 0
1.2 Pressure
How do we evolve the pressure of the fluid? There is no explicit evolution equation in our setup. But take
the divergence of the momentum equation to get
1 1
t (.u) + . (u.u) + .p = .f .
4p = . (u.u) .f .
This is a Poisson equation for the pressure. Now we need boundary conditions for p.
Math 654, Lecture 3 1/12/11 3
This is convenient, as the Poisson equation is solvable by separation of variables when the boundary conditions
are periodic. On the other hand, if velocity is specified at , then we also must specify p at . What about
rigid boundaries?
Suppose we have a domain with rigid boundary which is at rest. Dot the momentum equation with
the outward pointing normal on to get
1 1
t ( n+ n
n.u) + (u.u) . .p = n .f .
. p| = (u.u) .
n .f .
n+n
This is an inhomogeneous Neumann boundary condition. This is also good for solving the elliptic problem
posed above for the pressure.
= k.
There are simplifications. Suppose f = 0 and suppose is flat, e.g., n
fluid
= k
n
Then,
(u.u) .
n = u.u3 = 0.
0 = u. (u.
n)
= (u.u) .
n + u. (
n) .u.
. p| = (u.
n n) .u.
Math 654, Lecture 3 1/12/11 4
n
n
In summary, we have
1 1
t u + u.u + p = f (x, t),
= constant,
.u = 0,
along with the implicit equation for the pressure,
4p = . (u.u) .f .
As the boundary conditions we have
u.
n = 0 (or periodic b.c.),
. p|
n = (u.u) .
n+n .f .
So the initial value problem is the following:
Given
domain, b.c.s, f
initial conditions, u(x, 0)
Ask: is there a solution to the evolution equations for t > 0? If so, does the smoothness of the solution
depend in a regular way on the smoothness of the initial conditions?
given v(x)
Consider a simply-connected domain with boundary . If were given v(x), the theorem says that
v = u + q
. u| = 0.
for u(x), q(x) and for .u = 0 and n
Proof. Define q(x) as the unique (up to constant) solution of the Poisson equation
4q = .v,
. q|
n = . v| .
n
Remark. This operation defines a linear map v 7 u. Call this map P, so that P{v} = u. Then P = P2 , i.e.
P is a projection operator on the space of vector fields. (Proven by application of the theorem twice.) In
this grain, we may write
v = P{v} + (v P{v}) .
Note that the first and second terms here are orthogonal, given the right inner product.
Using this projection operator, we may write the incompressible Euler equations as
d 1
P u = P {f } ,
dt
Math 654, Lecture 3 1/12/11 6
or just
1
t u + u.u q = P{f }.
Taking the divergence, we get
. (u.u) 4q = 0.
This is the view taken in many numerical algorithms. Since the projection operator is linear, we often find
1
t u + P {u.u} = P{f }
in the literature.
Math 654, Lecture 4 1/14/11 1
1 1 ext
t u + u.u + p = f ,
.u = 0,
given u0 (x) and b.c.s. This is a version of Newtons 2nd Law, in the limit where neighboring fluid elements
dont press each other hard enough to compress the fluid.
v(x) = u(x) + q
4q = .v,
. u|
n = . v| .
n
Then
.v = 2 cos(2x) cos(2y),
but note
v = k(2 sin(2x) sin(2y)
4q = .v = 2 cos(2x) cos(2y),
. q|
n = . v| = 0.
n
y y q = 0
x q = 0 x q = 0
x
y q = 0
u = v q
1 1
= i sin(2x) cos(2x) + j cos(2x) sin(2y).
2 2
Math 654, Lecture 4 1/14/11 3
2 Energy Evolution
Consider fluid in 3-space.
u
m = V
x
x y
The kinetic energy of a fluid element is 12 mkuk2 , so the total kinetic energy in some region is
1 1
Kinetic Energy = ku(x, t)k2 dx = ku(, t)k22 ,
2 2
where the L2 -norm is, as usual, s
2
kvk2 = v(x) dx.
How does the energy evolve in time? Suppose u satisfies the incompressible Euler equations with body force:
1 1
t u + u.u + p = f,
.u = 0,
n . u| = 0.
W.l.o.g., we may take f to be divergence-free.1 The kinetic energy evolves in time by
d d 1
KE = ku(x, t)k2 dx
dt dt 2
1
= ku(x, t)k2 dx
2 t
= u.t u dx
1 1
= u. u.u p + f dx
= u. (u.u) dx u.p dx + u.f dx.
1 Write f = P{f } , and lump into the pressure term.
Math 654, Lecture 4 1/14/11 5
Immediately, we see that the second integral is zero, for u.p = .(up) and since n . u| = 0. Physically,
this says that the internal pressures do no work. Now consider the first term. The integrand is
u.p = ui (uj xj ui )
= uj ui j ui
1
= uj j ui ui
2
1
= u. kuk2
2
1
= . ukuk2 ,
2
so
1
u. (u.u) dx = . ukuk2 dx = 0
2
by the divergence-theorem. Hence,
d
KE = u.f dx.
dt
Note 2. The work done on is due only to the divergence-free part of f . Consider f = kg. We can absorb
this into the pressure term by defining the hydrostatic pressure, p = gz + constant.
3 Vorticity
Definition. The vorticity of a vector field u(x, t) is the vector field defined by (x, t) = u(x, t).
u
x
x y
Proof. This is a heuristic derivation. Consider a fluid element with velocity (u(x, y, z), v(x, y, z), w(x, y, z)).
Math 654, Lecture 4 1/14/11 6
u(x, y + y/2, z)
u(x, y y/2, z)
x
x
Recall that
1
u.u = u + kuk2 ,
2
for
(u.u)i = ui,j uj
= ik jl uk,l uj
= (ik jl il jk + il jk )uk,l uj
= (ijm mkl + il jk )uk,l uj
= ijm (mkl uk,l )uj + uj,i uj
1
= imj m uj + i (uj uj )
2
1 2
= ( u)i + kuk .
2 i
Math 654, Lecture 4 1/14/11 7
This decomposes the evolution of the natural kinematics into a spin part and a no-spin part. This has
immediate implications for the solutions, which well see next time.
Math 654, Lecture 5 1/19/11 1
1. View 1:
1 1
t u + u.u + = f,
.u = 0,
. u| =
n 0.
2. View 2:
d 1
P u = P {f } .
dt
Recall that
1
u.u = u + kuk2
2
The second implicitly determines pressure, and the third closes the system.
Note. In principle, given the vorticity, we could recover the velocity field, for
= u = (u) 4u = 4u.
4u = ,
. u|
n = 0.
This has solution by the Biot-Savaart Law, which uses a Greens function.
Math 654, Lecture 5 1/19/11 2
or equivalently,
1 1 1
kuk2 + . p + kuk2 u = u.f .
t 2 2
This says that the local evolution of kinetic energy is determined by fluxes and work done by an external
force. This has immediate consequences.
Definition 1. A flow is said to be stationary if the time derivative of any flow property is zero.
Theorem. (Bernoulli) For stationary ideal flows, the quantity p + 12 kuk2 for any fliud element is constant.
p lower p higher
1
t + u. .u = f,
= u.
d
= .u.
dt
But note that not every component of the velocity gradient tensor contributes. We can write
1 1
(u)ij = uj,i = (ui,j + uj,i ) + (uj,i ui,j ) = Sij + Aij ,
2 2
and the second term is the anti-symmetric tensor
0 3 2
1
A = 3 0 1 .
2
2 1 0
We claim that
. (u) = . (S + A) = .S,
i.e.,
.A 0.
This is a straightforward matrix calculation. So in fact, when there is no external force,
d
= .u = .S,
dt
1
where Sij = 2 (ui,j + uj,i ), the rate-of-strain tensor.
As a consequence, we have the following
Proposition. Suppose we have a smooth solution to the Euler equations, and of a particular fluid element
is zero at t = 0. Then, it will remain zero for all time. In particular, if (x, 0) 0, then 0 forever.
What happen if the vorticity is not zero? In R3 , .u is called the vortex-stretching term, for the following
reason. Suppose of some fluid element is non-zero, and suppose u changes across the fluid element in such
a way that .u 6= 0. Then, the ensuing changes in the fluid elements moment of inertia lead to changes
in , via conservation of angular momentum. Thus, vortex-stretching see the figure below.
u
t ! t + t
Nobody really knows whether vortex-stretching can lead to finite-time blowup, even given regular initial
conditions. Later on, well see why vorticity plays a big role in regularity of solutions.
0. So the dynamics are now
But in R2 , things are more nicely behaved. Indeed, we have z 0 and k.u
1 1
t u + u.u + p = f (x, y, t),
= 0. In components,1
with k.f
1 1
ut + uux + vuy + px = f1 (x, y, t),
1 1
vt + uvx + vvy + py = f2 (x, y, t).
Vorticity satisfies
Hence,
3 .u = 3 z u 0.
.u = k
3 Enstrophy
1
Recall that the kinetic energy is 2
kuk2 dx. Similarly, we define another quantity.
Definition 3. The enstrophy is given by
kk2 dx = kk22 .
We saw that in the absence of external forces, energy is conserved. In a way similar to that calculation, one
can show that
d
(enstrophy) = .S. dx.
dt
d
In R2 , dt (enstrophy) = 0.
Exercise. In R2 ,
d
= 0,
dt
t + uwx + vwy = 0.
Show that
d n
((x, y, t)) dxdy = 0.
dt
Math 654, Lecture 6 1/24/11 1
z
Lz
y
Ly
Lx
x . u| = 0
n
= u
v v
= i +k .
z x
A distinguished solution is one with no vorticity. Then, z v = 0 = x v we obtain solid body flow. Flows
of no vorticity are generally distinguished.
Definition 1. Flows with no vorticity are said to be irrotational.
For the rest of this section, well assume that 0, i.e., u 0. Note that in simply connected domains,
u = for a unique (up to constant) function . So we make a definition.
Definition 2. If u = , we call the velocity potential for u.
dl
dl
u
By Stokes theorem,
u.dl = ( u) .da = 0
C A
as the flow has no vorticity. Thus, we may define
x
(x) = u.dl
x0
along any curve connecting x0 and x. This is well-defined, by the line above.
Definition 3. The circulation of a flow about a simple closed curve C is
C = u.dl.
C
What do the Euler equations look like for potential flows? Barring the presence of external forces,
1 1
t u + p + kuk2 = 0,
2
.u = 0.
u =
= t u = (t ) .
Hence,
1 1 2
(t ) + p+ kk = 0
2
1 1
= t + p + kk2 = 0,
2
and hence
1
t + p + kk2 = C(t),
2
a time-dependent, spatially-invariant constant. This is a diagnostic equation that gives the pressure field:
1
p(x, t) = C(t) t kk2 .
2
We have thus eliminated the need to solve a pde for the pressure. Instead, given a divergence-free velocity
field, we can integrate on curves to get the velocity potential and plug it into the equation on the line above.
Now, the pressure is not a thermodynamic pressure; it is determined by the need to keep C(t) constant in
space.
4 = 0.
So the velocity potential satisfies Laplaces equation! Wed like to think of this as a bvp for . Recall the
boundary conditions in our setup are n . u| = 0, so
. | = 0.
n
Math 654, Lecture 6 1/24/11 4
n
| = 0
u. n
= 0
| = 0
. n
Our problem is now linear so long as we have which solves Laplaces equation with Neumann boundary
conditions, we have generated a velocity field which satisfies the Euler equations (along with the pressure
field determined above).
Laplaces equation with homogenous Neumann boundary conditions have a unique solution up to a constant.
(See the homework.) But the additive constant does not change the velocity field. In fact,
0= 4 dx = kk2 dx,
after integrating by parts and using the Neumann boundary condition. So the only incompressible, irro-
tational flows existing on simply-connected domains are the flows with no flow at all (c.f., channel flow,
topologically a torus).
. u| = un (x, t).
n
Note that
un (x, t) da = 0
must hold for compatibility. So then wed look for solutions of Laplaces equation
4 = 0
subject to
. | = un .
n
Math 654, Lecture 6 1/24/11 5
n
| = un (x, t)
u. n
= 0
Proposition 1. There exists a unique (up to time-depedent constant) solution to the bvp posed above.
So we can find a unique (x, t) satisfying Laplaces equation with specified flux at the boundary. Given
such , we can then compute u = and p = t 12 kk2 . By allowing non-zero flux across the
boundaries, we allow for nontrivial flows to exist.
Since we work in R2 , we have z 0, w 0, and thus u = iu(x, y, t) + jv(x, y, t). Incompressibility means
.u = 0,
Proof. Enforce the limit in the definition of analyticity in two ways. The first relation follows when z = x,
and the second when z = iy.
Weve demonstrated thus that the real and imaginary parts of any complex analytic function comprise the
components of a potential flow in R2 .
Recall that for analytic F , we may write
dW
F (z) = ,
dz
allowing for multi-valued W (e.g., F (z) = log z).
Definition 5. In the notation above, W is called the complex potential.
Note that
u. = u +v
x y
= u(v) + vu
= 0,
and hence
0 = ..
Math 654, Lecture 6 1/24/11 7
Thus, potential flows in R2 have velocity tangent to level sets of , and perpendicular to level sets of . And
if the flow is stationary (t 0), then the level sets of are the particle paths.
=3
=2
=1
=1
=2
=3
A final calculation:
kuk2 = kk2
= u2 + v 2
2 2
= +
y x
= kk2 .
So the fluid speeds up when the gradient of the stream function is large (when the level sets of bunch
together), and slows down when the gradient is small (when the level sets of spread apart). This can be
understood via conservation of mass.
Math 654, Lecture 7 1/26/11 1
t u + u.u + p = 0,
.u = 0.
u = ,
1
t + p + kuk2 = C(t).
2
To find u, we examine solutions of
4 = 0
subject to various boundary conditions.
= 0 | = g(x, t)
. n
1 Potential Flow in R2
and
Recall that in R2 , = k,
u v
+ = 0,
x y
v u
= 0,
x y
Math 654, Lecture 7 1/26/11 2
F (z) = u iv.
We saw that we can write the (possibly multivalued) complex potential W so that
dW
F (z) = .
dz
When we write
W (z) = (z) + i(z),
Example 1. Perhaps the simplest analytic function (beside a constant function) is W1 (z) = (U iV ) z. In
this case, W1 (z) = U x + V y + i (U y V x), so u = = iU + jV . The level sets of are given by
U y V x = const.,
y
= c4
= c3
= c2
= c1
= c3
= c2
= c1
Example 2. The next simplest would be W2 (z) = 12 z 2 . So W1 (z) = 1
2 x2 y 2 + 2ixy , and hence
= 12 x2 y 2 and = xy. The flow has u = = ix jy.
Math 654, Lecture 7 1/26/11 3
stagnation point
Note that the sum of any two analytic functions is also analytic. E.g., we could examine the complex
potential W1 + W2 to get a new flow.
Example 3. W3 (z) = U z + a2 /z for U, a R. Then
a2 x iy
W3 (z) = U x + iy +
x + iy x iy
2
a x a2 y
= U x+ 2 + i y .
x + y2 x2 + y 2
So
a2
= Ux 1 + 2 ,
r
a2
= Uy 1 2 ,
r
with r2 = x2 + y 2 .
Math 654, Lecture 7 1/26/11 4
Example 4. W3 (z) = 2i log az for , a R. Recall that log z = i + log r, so the complex logarithm is
multivalued. But thats okay for our analysis.
dW3
F (z) =
dz
1
=
2i z
x iy
= ,
2i x2 + y 2
= ,
2
r
= log .
2 a
2 1
kuk2 = .
4 2 r2
Math 654, Lecture 7 1/26/11 5
>0
C = u.dl = da
A
C
by Stokes theorem. If C does not enclose the origin, C = 0. If C encloses the origin, deform it to a circle
to get
C = 2r = 6= 0.
2r
u = (x).
At the origin, there is a point vortex of infinite strength. We have found a Greens function for the curl
operator.
Math 654, Lecture 7 1/26/11 6
2 < 0
1 < 0
Now consider N elementary vortices which interact. We demand that each of the vortices moves in the flow
induced by the others, as to satisfy the Euler equations1 . So write
N
X
k z k (t)
W (z, t) = log ,
2i a
k=1
with
k (t) = xk (t) + iyk (t).
dW
Recalling that F = dz = u iv, we define (CHECK THE SIGNS)
N
X
d d j z j
k = log
dt dz 2i a
j=1,j6=k
z=k
N
X j k j
= .
2i |k j |2
j=1,j6=k
This is a 2N -dimensional system of ordinary differential equations. But in fact, there is additional structure.
This is a Hamiltonian system:
H
k x k = ,
yk
H
k y k = ,
xk
1 To be specific, this description of vortex dynamics satisfies the weak formulation of the Euler equations.
Math 654, Lecture 7 1/26/11 7
with
X X k j
kxj xk k
H= log .
j
2 a
k6=j
Here, we have xj = (xj , yj ). In the sense of Hamiltonian dynamics, xk is a canonical position and yk is a
canonical momentum. This is used as a computational tool e.g., we can model a shear layer as many, many
point vortices in a line.
Recall that irrotationality, = 0, means we can write u = . (The potential is unique up to constant in
simply-connected domains.) Incompressiblity implies .u = 0, so we arrive at
4 = 0.
v u
= ,
x y
u v
= .
x y
These are the Cauchy-Riemann equations for F = u iv. Setting z = x + iy, as usual, we can write
F (z) = W 0 (z) with W (z) = + i, allowing for multivalued antiderivatives (e.g., log ()).
If we set N point vortices in the plane at locations k = xk +iyk , k = 1, . . . , N , we can ensure the flow satisfies
the Euler equations by requiring that each point vortex movies in the velocity induced by the others. Then
we arrive at
X
d z j
x k iy k = =
j
log .
dz 2i a
j6=k
z=k
Then the equations of motion are
X j yk yj
x k = ,
2 (xk xj )2 + (yk yj )2
j6=k
X j xk xj
y k = .
2 (xk xj )2 + (yk yj )2
j6=k
What does the Hamiltonian structure tell us? Look for symmetries. The hamiltonian has both translational
and rotational invariance, so we arrive at three other conserved quantities
N
X
X = j xj ,
j=1
N
X
Y = j yj ,
j=1
N
X
L = j x2j + yj2 .
j=1
2 DAlemberts Paradox
Consider a body B in a potential flow with far-field velocity given by the requirement that
u iU + jV as kxk = |z| .
Thus,
F (z) U iV,
W (z) (U iV ) z
Math 654, Lecture 8 1/31/11 3
as |z| . We ask: what is the magnitude and direction of the force felt by the object?
Let f = ifx + jfy be the force1 felt by the object. Then we define a complex force, F = fx ify . We have
the following theorem.
Theorem 1. (Blasius) The force on an object in a stationary, incompressible, irrotational flow with complex
velocity F (z) outside the body is
i 2
F= (F (z)) dz.
2 B
In components,
fx = i.f = p i.
n ds,
B
fy = j.f = p j.
n ds.
B
We can write an infinitesimal length element as dl = idx + jdy and the normal component at the boundary
= i sin + j cos , so that
is n
dl = i ( cos ) ds + j sin ds.
Since i.
n ds = sin ds = dy and j.
n ds = cos ds = dx, we have
dl = idy jdx.
1 As were in R2 , really this is force/length. But recall that the object is infinite in and out of the page.
Math 654, Lecture 8 1/31/11 4
dy
ds
dx
Hence,
fx = p dy,
B
fy = p dx.
B
Therefore,
F = fx + ify
= p (dy i dx)
B
= i p dz,
B
Recall that flow is tangent to the boundary. The tangent to the boundary is dl = idx + jdy. Since u k dl,
0 = u dl = k (udy vdx) ,
Hence,
i 2
F= (F (z)) dz,
2 B
and hence
i 2
F = fx ify = (F (z)) dz.
2 B
This proves the claim.
Theorem 2. (Kutta-Joukowski Theorem) Given the setup above,
f = C U k ,
where
C = u.dl
C
with C being any closed curve containing the object.
Remark. Thus DAlemberts paradox is that f u, so potential flow exerts no drag.
Proof. In our setup, F (z) is complex analytic in the domain outside of the object B. W.l.o.g., we can place
the origin inside B. So F (z) has a convergent Laurent expansion
a1 a2
F (z) = a0 + + 2 + ....
z z
Note that as |z| , F (z) a0 , hence a0 = U iV and there are no positive powers in the expansion
above. Cauchys theorem states that
F (z) dz = 2ia1 .
C
We can take C = B to get
1
a1 = F (z) dz
2i B
1
= (u iv) (dx + i dy)
2i B
1 1
= (u dx + v dy) + (u dy v dx)
2i B 2 B
1
= (u dx + v dy) ,
2i B
as u dy = v dx on the boundary. Thus,
1 C
a1 = u.dl = .
2i B 2i
So we can write
C 1 a2
F (z) = U iV + + 2 + ...
2i z z
2 2 2 C (U iV ) 1 1
= (F (z)) = (U iV ) + +O ,
2i z z2
Math 654, Lecture 8 1/31/11 6
fx = C V,
fy = C U.
Kutta-Joukowski tells us that there is lift exerted on the object, but there is no drag. This is a non-physical
state of affairs. Note that there is a three-dimensional version of this theorem, but still there is no drag. So
what are we missing? Viscosity! Well start this next time.
Math 654, Lecture 9 1/31/11 1
Shear stress comes about in this example from the diffusion of momentum across the fluid boundary. To
incorporate this on a macroscopic level, we consider a fluid element of volume V = xyz.
y
22 (x, y + y/2, z)
21
12 12
(x, y, z)
11 (x + x/2, y, z)
11
22
21
In our setup, ij is the force per unit area in the jth direction across an area element with normal in the ith
direction. Well adopt the following sign convention: ij is the force on the () side due to the fluid on the
(+) side. So the net force on the element in the 1-direction is (to first order)
x y x
F1 = 11 x + , y, z yz + 21 x, y + , z xz 11 x , y, z yz
2 2 2
y z z
21 x, y , z xz + 31 x, y, z + xy 31 x, y, z xy
2 2 2
11 21 31
= + + xyz
x y z
= (.)1 V.
Carrying out this analysis in each direction, we arrive at
F = .V,
or just
ji
Fi = V.
xj
Definition 1. In the above notation, we call the stress tensor of the fluid.
Proposition. The stress tensor is symmetric.
One way to see this is to consider the fluid as having a velocity distribution u (x, t) + u0 . Then ij = u0i u0j
which is obviously symmetric. Another way is to consider the macroscopic dynamics: well see that the
stress tensor must be symmetric to prevent infinite angular accelerations. E.g., in the 3-direction, the torque
on the fluid element is (to first order)
X
N3 = k. r F
faces
x x x x
= 12 x + , y, z yz + 12 x , y, z yz
2 2 2 2
y y y y
21 x, y + , z xz 21 x, y , z xz
2 2 2 2
= V (12 21 ) .
We claim this must be zero to prevent infinite angular accelerations. To conclude this, we first compute the
moment of inertia. Since is locally constant, we have
I33 = x2 + y 2 dxdydz
1 2 2
= (x) + (y) V,
12
and thus
N3 12 21
angular acceleration = 2 2.
I33 (x) + (y)
So if 12 6 21 , then as x, y 0, the angular acceleration blows up.
=
Math 654, Lecture 9 1/31/11 3
ij = ij p + ij
as to isolate the normal stresses (due to p), which are reversible. The deviatoric stress tensor will represent
the irreversible (frictional) stresses. Now we have a definition.
Definition 2. A Newtonian fluid is one in which the frictional stresses are proportional to the rate of
strain tensor.
The rate of strain tensor describes the deviation of the elements motion from rigid body motion. To
account for these motions, consider x which is a small displacement of two points in the fluid, x(t) and
x(t) + x(t).
t + t t + t
x(t) x(t)
(a) Rigid motion. (b) Non-rigid motion.
In time t, rigid body motion will preserve the length of x. But non-rigid body motion leads to changes in
the length of x. The rate of strain tensor will account for the property of the fluid motion which gives rise
to the latter motions. So we have a calculation. On the one hand,
d d
kxk2 = 2kxk kxk,
dt dt
and on the other hand,
d d
kxk2 = 2x. x
dt dt
= 2x. (u (x + x, t) u (x, t))
ui
= 2xi xj
xj
ui uj
= xi + xj .
xj xi
Math 654, Lecture 9 1/31/11 4
Thus,
1 d xi 1 xj
kxk = (ui,j + uj,i ) .
kxk dt kxk 2 kxk
So we have a definition.
Definition 3. The rate of strain tensor is the symmetric part of the velocity gradient tensor,
1
rij = (ui,j + uj,i ) .
2
and we saw that a Newtonian fluid is one for which r, with r = (u)symm. . The most general linear,
isotropic relation between two tensors is
ij = Aijkl rkl
with
Aijkl = aij kl + bik jl + cil jk .
So
where , are constants determined by c1 , c2 . Why would we write this as such? One reason is that the first
term is trace-free, so it represents the volume-preserving deformations of fluid elements. The second term
accounts for deformations which change the volume of fluid elements.
Definition 4. In the notation above, is the coefficient of dynamic (shear) velocity, and is the coefficient
of bulk viscosity.
Math 654, Lecture 9 1/31/11 5
So we have arrived at
1
ij = pij + 2 rij rkk ij + rkk ij .
3
The rate at which work is being done on the fluid element is given by ij rij . So for Newtonian fluids,
2 2 2
rate at which work is being done on fluid element = prkk + 2rij rij (rkk ) + (rkk ) .
3
The first term is the rate of p dv work; the second is the rate of viscous energy dissapation,
2 2 2
= 2rij rij (rkk ) + (rkk ) .
3
For thermodynamic reasons, we expect that 0. This is the same as asking that , 0.
Next time, well see how to put stresses into Navier-Stokes, mainly by
d
u = total force per volume.
dt
Math 654, Lecture 10 2/9/11 1
At each point in the flow, r is symmetric, so we can decompose the dynamics w.r.t. an orthonormal basis of
eigenvectors of r. Then a rod oriented along ei instantaneously stretches at rate i .
3
e e2
e1
Translation u
Rotation =u
Compression/extension .u
Deformation (pure strain) rij 31 rkk ij
W.l.o.g., we wrote
ij = pij + ij ,
with being the deviatoric stress tensor. And for Newtonian fluids, we saw that r along with isotropy
forces
ij = Aijkl rkl
= (c1 ij kl + c2 ik jl + c3 il jk ) rkl
= c1 ij rkk + (c2 + c3 ) rij
1 c2 + c3
= (c2 + c3 ) rij ij rkk + c1 + ij rkk .
| {z } 3 3
2 | {z }
Note that , are physical properties of the fluid in consideration. So for Newtonian fluids,
ij = pij + ij
1
= pij + 2 rij ij rkk + ij rkk .
3
What should the signs be on , ? First, note that for any tensor M we define
kM k2 = tr (M M ) = Mij Mij .
So as long as , > 0, then the work done by the deviatoric stresses will be positive. So it is like a friction.
The first term is the p dv work, and the second term is the dissapative work. Lets give the second term a
name:
1 2
= 2kr tr (r) T k2 + (tr r) ,
3
which is the rate of dissapation in the fluid.
2 Viscous Navier-Stokes
Consider that the total force/volume acting on a fluid element is given by
. + f ext .
Conservation of mass:
d
+ (.u) = 0
dt
+ . (u) = 0.
t
Conservation of momentum:
d
u = . + f ext .
dt
For Newtonian fluids,
+ u. u = p + 4u + + (.u) + f ext .
t 3
d
E = p (.u) + + . (kT ) ,
dt
Math 654, Lecture 10 2/9/11 4
where T is the temperature at a point and k is a material coefficient called the thermal conductivity
coefficient. The third term comes from Fouriers law. We have
E = cT,
pressure: p = p (, T ) ,
material coefficients: , , k, c.
We have five unknowns (, p, u, E, T ) and five equations. Throughout the rest of the course, well assume
that all the material parameters are constants. This will greatly simplify the calculations, but well still find
a wealth of information in the equations. Wed also like to only consider incompressible flows, i.e., wed
like = constant and .u = 0. But consider a special class of fluids flows driven by bouancy due to a
gravatational field. Certiainly we cant demand incompressibility everywhere for these flows!
For many fluids, the coefficient of expansion
1
= >0
T p
(T ) = 0 (T0 ) (T0 ) (T T0 ) + . . .
(T )
= = 1 (T T0 ) + 1 %.
0
Sometimes those %s will matter, and in particular for bouyancy-driven flows. Thus we take the Oberbeck-
Boussinesq approximation we say the flow is incompressible except for bouancy forces. In particular, we
have the following approximations:
1. We model density as
= 0 + 0 (T T0 ) ,
and so for external forces due to gravity we write
= k
f ext = kg 0 g k
0 g (T T0 ) .
Well try to identify the (temperature-driven) situations which might be characterized as having negligible
compared to the convective term, cu.T . Neglecting should be OK if
U2 T
= kuk2 0 c0 U .
l2 l
Note that as we already assume flows to be incompressible, the term in doesnt enter into this calculation
(as .u = 0 from the start). If the flow is driven by bouancy, the momentum equation tells us that
U
0 0 gT,
t
or just
U
gt.
T
Hence,
2
Ul2 0 U
=
0 c0 U T
l
0 c0 lT
0 gt
= .
0 c0 l
For a typical ideal gas, the first term 108 sK. Typically, g = 10 m/s and = 1/300 K. So,
2
Ul2 s t
1010 .
0 c0 U T
l
m l
Thus for dynamics with reasonable t/l, the second approximation is justified.
Math 654, Lecture 11 2/14/11 1
A usual example of external forces is f ext = kg. And we had
d
E = .u + + . (kT ) ,
dt
where E = cT and = ij
diss
rij . To close it, we need an equation of state
p = p (, T ) .
.u = 0,
= constant,
, , c, k = constant.
is approximately constant:
0 0 (T T0 ) .
Note that once we make these assumptions, the external force (supposing gravity only) can be written as
k0 gT [0 (1 + T0 ) z] .
f ext = kg
The second term is the gradient of a hydrostatic pressure. The first is the buoyancy force. Last time, we
argued that if the flow is driven by buouancy and if the l, t-scales of the flow satisfy tl 1010 m/s, then we
can neglect the viscous heating terms in the energy equation.
Math 654, Lecture 11 2/14/11 2
All of the above constitute the so-called Boussinesq approximation. In this setup, the evolution equations
become
.u = 0,
1
t u + u.u + p = 4u + kgT,
k
t T + u.T = 4T.
c
Note that compressional heating can make a difference in gaseous flow! So there is a ghost term here,
coming from the term .u in the original energy equation. But if we define
(
cv liquids
c= ,
cp gases
k
4T.
c
Note that there are some inconsistancy in the Boussinesq approximation. For example, the approximation
does not strictly satisfy mass or energy conservation. But in these approximations we can (to first order)
capture the dynamics of bouancy-driven flows.
There are other applications that take Boussinesq-like approximations. One such application is oceanography.
In this setting, we are interested in salinity throughout the fluid,
= 0 + (S S0 ) ,
f ext
= kgS,
Math 654, Lecture 11 2/14/11 3
2 Boundary Conditions
As usual, we require
. u| = 0,
n
fluid
But now that we have the Laplacian operator to deal with, we need more boundary conditions. A basic
modelling assumption is that the fluid near a wall remains stuck to the wall. This is called the no-slip
boundary condition:
u| = 0.
Note that in many situations, this is empirically valid. But in some applications, the boundary applies
negligible shear stress (e.g., the ocean/air boundary, or the liquid-core/mantle boundary). In these cases,
one would use the free-slip condition, as follows. Consider a boundary with normal component in the
negative z-direction.
fluid w=0
= k
n
Write
u = iu + jv + kw
Math 654, Lecture 11 2/14/11 4
0 = (
n. ) n
1 1
x u 2 (y u + x v) 2 (z u + x w) 0
= 0 0 1 y v 1
(z v + y w) 0
2
z w 1
12 (z v + y w)
= 1 (z u + x w)
2
0
= (z v, z u, 0)
. u|U
n = 0,
. utang |U
n = 0.
So the velocity follows no-slip or stress-free (free-slip) boundary conditions. Temperature is specified on the
boundary, or heat flux
. T |U
n
3 Rayleigh-Benard Convection
Fluid sits between two flat plates which are held at different temperatures. Both no-slip and stress-free
boundary conditions are interesting to study (or some combination). Everything is assumed to be periodic
in x and y with periods Lx and Ly .
z
T = Ttop
g , , , w=0
x
T = Tbottom
u 0,
z
T = Tbot + (Ttop Tbot ) ,
h
1 z2
p = g (Ttop Tbot ) z .
2 h
This is know as the conduction solution. Note that for some choices of parameter values, this can be proven
to be the unique long-time solution. And then it is globally stable.
Lets count the parameters in the problem:
, , , , g, h, Lx , Ly , Ttop , Tbot
make up 10 parameters. But note that these parameters are not really all indepedent, at least from a
mathematical point of view. We can pass to non-dimensional variables. We can rescale time and space (and
consequently velocity), temperature, and pressure. In so doing, we can non-dimensionalize the dynamics. So
first, define a new time variable by
t
t0 = 2 ,
h
h2
motivated by the physical fact that time for heat to diffuse across layer. Also, define
1
(x0 , y 0 , z 0 ) = (x, y, z, ) ,
h
T Ttop
T0 = ,
Tbot Ttop Tbot Ttop
h
u0 = u, and
2
h p
p0 = .
z
T =0
z=1
z=0 x
T =1
.u = 0,
(t + u.) u + p Ra T,
= Pr4u + kPr
(t + u.) T = 4T,
u = 0,
T = 1 z,
1 2
p = z z Pr Ra.
2
L
Note that for given Lhx , hy , there is a critical Rac so that if Ra < Rac , the conduction solution is absolutely
stable. If Ra > Rac , then the conduction solution is unstable. But the Prandtl number does not play a role
in the stability, only in the ensuing fluid dynamics.
Math 654, Lecture 12 2/16/11 1
.u = 0,
(t u + u.u) + p = 4u + f ext .
The dynamics happen in some domain with a boundary . We wrote down boundary conditions last
. u| = 0,
time beyond u
no-slip: u specified on ;
1 Pressure
As with Euler, the pressure is determiend instantaneously everywhere by u. Taking the divergence of the
equations, we arrive at
4p = u. (u.u) + .f ext .
And the boundary conditions look like
. p| = n
n . (everything else)| .
u (x, 0) = u0 (x) ,
then (numerically) wed solve for the pressure and update forward in time.
y
u = iU at y = h
h
x
Lx
Lz
z
u = 0 at y = 0
In fact this is how a Couette viscometer measures viscosity of a fluid: the instrument measures how much
force/torque it takes to maintain steady flow in the given setup. Even though the viscosity does not show up
in the above solution, it is intrinsic to the equations. Now well consider various properties of this solution.
2.1 Vorticity
By definition,
Consider that the force opposes the velocity of the top plate, which makes sense. So we see that
U U2
work/time done on fluid = AU = Lx Lz ,
h h
and also
U
force applied = F = Lx Lz .
h
So given such a flow, the applied force is proportional to the velocity of the top plate. This gives us a way to
measure viscosity. But what geometric/material conditions assure that (steady) plane Couette flow appears?
Under what conditions is plane Couette flow stable? Before we can answer this, we need to discuss energy.
2.3 Energy
Lets consider each term here individually. Since the flow is divergence free,
u.p dx = (u.p) dx
= pu.n da
= 0
for the same reasons. What about the dissapative term? Consider that
u.4u dx = ui 4ui dx
= ui . (ui ) dx
= [. (ui ui ) (ui ) . (ui )] dx
= .ui da
ui n ui,j ui,j dx
= U u dxdz kuk2 dx.
top y
so the first term is the power being put into the flow. The second term is
kuk2 dxdydz
which is negative definite, and is the power dissapated in the flow (by heat).1
Lets check this power balance for plane Couette flow:
dK U U2
=U Lx Lz 2 hLx Lz = 0.
dt h h
Now we can ask if plane Couette flow is stable, and if so, how quickly will arbitrary flows converge to it?
Consider starting in the plane Couette geometry with a general initial condition, i.e., u (x, 0) = u0 (x).
Suppose there exists a unique solution u (x, t). Lets compare this with the plane Couette solution
y
uPC (x) = iU .
h
Define
v (x, t) = u (x, t) uPC (x) .
Note that
v|y=0 = 0 = v|y=h
1 So an experimentalist would worry about removing the extra heat through the plates.
Math 654, Lecture 12 2/16/11 5
as the solutions match the same boundary conditions. If we can conclude that v 0 in some sense, then
we can conclude that uPC is absolutely stable.
Since u = uPC + v, Navier-stokes tells us that
t uPC + v + uPC + v . uPC + v + p = 4 uPC + v .
Note that E (t) 0 at all time. If E(t) 0 as t 0, then v 0 with respect to L2 () and u uPC with
respect to L2 (). So we look for conditions yielding this result.
We have
d
E (t) = v.t v dx
dt
U U
= v. v.v x v ivy p + 4v dxdydz.
h h
After distributing (in the order above), the first term and the fourth term are zero exactly by the same
reasons as before. What about the second term? Observe that
1
v.x v = x kvk2 = 0
2
by the fundamental theorem of calculus and the periodic boundary conditions. So we have
d U
E (t) = vx vy dxdydz + v. (4v) dxdydz
dt h
U
= vx vy dxdydz kvk2 dxdydz.
h | {z }
vi,j vi,j
The second term is 0. But the first term is indefinite. So perhaps if the viscosity is large enough, then
the second term here dominates the first. Next time well derive conditions on to ensure that the energy
decreases.
Math 654, Lecture 13 2/18/11 1
y
u = iU at y = h
h
x
Lx
Lz
z
u = 0 at y = 0
called plane Couette flow. The force required on the top plate to maintain steady flow is
U A
F = Lx Lz 21 =
h
and so requires a power
U 2 A
F U = .
h
The energy dissipation per unit mass is
U 2 A 1 U2
= = 2.
h Ah h
Math 654, Lecture 13 2/18/11 2
A major question we studied last time concerned the stablity of this solution. So we considered an arbitrary
initial condition u0 (x) and subesquent solution u (x, t). We defined
v (x, t) = u (x, t) uPC .
Setting u = uPC + v into the equations left us with
y U 1
t v + v.v + U x v + i vy + p = 4v,
h h
.v = 0.
Similarly we obtained boundary conditions
v|y=0 = 0 and v|y=h = 0.
Theorem 1. (Poincare) Suppose f (y) is a (smooth enough) function on y [0, h] and f (0) = 0 = f (h).
Then h
2 2 2 h 0 2 2
kf k2 = (f (y)) dy 2 (f (y)) dy = 2 kf 0 k22 .
0 h 0 h
Proof. Write
X ny
f (y) = fn sin with
n=1
h
h ny
2
fn = f (y) sin dy.
h 0 h
Recall Parsevals theorem states
hX 2
kf k22 = f .
2 n=1 n
Assuming f 0 is nice enough to have its own Fourier representation,
X n ny
f 0 (y) = fn cos .
n=1
h h
Math 654, Lecture 13 2/18/11 3
Then calculate
h
2
kf 0 k22 = (f 0 (y)) dy
0
h X n2 2 2
= f
2 n=1 h2 n
h X 2 2
f
2 n=1 h2 n
!
2 hX 2
= f
h2 2 n=1 n
2
= kf k22 ,
h2
which is what we wanted to show.
kf k22 0 kf k22
In our case we have functions f (x, y, z) which are periodic in x, z but not y. So we write
X
X
X ny mx lz
f (x, y, z) = fn,m,l sin ei2 Lx ei2 Lz
n=1 m= l=
h
By Parseval we have
Lx h Lz X
X
h 2
kf k22 = dx dy dz = Lx Lz |fn,m,l | .
0 0 0 2 n=1 m,l=
Proof. Write
df
rf
dt
df
+ rf 0
dt
d rt
ert e f (t) 0
dt
Math 654, Lecture 13 2/18/11 6
and conclude
ert f (t) f (0) ,
which is what we wanted to show.
Uh
Re = < 2 2 .
Remark. Its a fact that plane Couette flow is absolutely stable if Re < 88.
then proceed by variational calculus to calculate this minimum (which is just the norm of an operator). The
number that results is exactly 88.
We wrote
energy dissipation rate
=
unit mass
and we had
U2
PC = .
h2
As per convention, consider2
h
(Re) = = function of Re.
U3
This quantity is called the dissipation factor or friction factor. (In general, this would be a function of
the aspect ratio of the box, but were suppressing that here.) For plane Couette flow,
PC h U 2 h 1
PC = = = .
U3 h2 U 3 Re
1
T
2 Here, f = limT T 0 f (t) dt.
Math 654, Lecture 13 2/18/11 7
Re = 88
Re
1 10 100 1000 104 105
0.1
absolutely
stable
0.01
0.001
10!4
10!5 PC (Re)
We showed today that if Re < 88, then PC for arbitrary initial conditions. Thus plane Couette flow
is absolutely stable for Re < 88. Next time well investigate Re 88.
Math 654, Lecture 14 2/21/11 1
Re = 88
Re
1 10 100 1000 104 105
0.1
absolutely
stable
0.01
0.001
10!4
10!5 PC (Re)
Consider a general solution u (x, t) starting from u0 (x). Then consider the energy
(t) = ku (x, y, z, t)k2 dxdydz.
hLx Lz
Let
y
u = iU + v (x, y, z, t)
h
v|y=0 = 0 = v|y=h .
Then
U
u = ji + v
h
2 2 2 2 2 2
vx vy vz U vx vy vz
= kuk2 = + + + + + + + ...
x x x h y y z
U2 U vx
= kvk2 + 2 + 2 .
h h y
Integrating yields
Lx h Lz
U2 U vx
kvk22 = kvk22 + hLx Lz 2 + 2 dx dy dz
h h 0 0 0 y
2
U
= kvk22 + hLx Lz 2 .
h
So with a perturbation,
U2 U2
(t) = 2
+ kvk22 2 ,
h hLx Lz h
U2 U2 h 1
2
= 2
3 = .
h h U Re
Re = 88
Re
1 10 100 1000 104 105
0.1 PC
absolutely
stable
0.01
0.001
10!4
10!5 PC (Re)
2 Stability Analysis
Suppose u0 (x) is an exact steady solution of Navier-Stokes (or any dynamical system in general).
Definition 1. We say that u0 (x) is absolutely stable (globally stable) if starting from any initial condition,
u (x, t) u0 (x)
as t .
as t .
Remark. This last notion of stability is quite weak. So we use it in general to test unstability.
We want to analyze stability of a more general class of solutions to Navier-Stokes. So we make a definition.
Definition 5. A plane-parallel flow is one in which
u0 (x) = iU (y) .
We seek a solution to this system if any < {} < 0, well conclude linear instability.
W.l.o.g., say v (x) has exp (ikx x + ikz z) x, z dependance,2 with
2 2
kx = n and kz = m < n, m < .
Lx Lz
So we write
v (x) = iu (y, ) eikx x+ikz z + jv (y, ) eikx x+ikz z + kw
(y, ) eikx x+ikz z .
1 Time-translation invariance allows us to take the Laplace transform in time. (??)
2 Due to spatial invariance (periodicity) in x, z.
Math 654, Lecture 14 2/21/11 5
Currently we have a three-dimensional system with a divergence-free constraint. Next we aim to turn this
into a two-dimensional system with a divergence-free constraint. This will allow us to use a stream-function
approach.
We want to renormalize our equations. By rearranging the previous equation and by multiplying (2.2) and
(2.4) by k/kx , we arrive at the system
2
k k d 2
0 = u
(y) + k u (y) U 0 (y) v (y) ikU (y) u
(y) ik p (y)
kx kx dy 2
2
k k d d
p
0 = v (y) + 2
k 2 v (y) ikU (y) v (y)
kx kx dy dy
2
d
0 = 2ikU 0 (y) v + k 2 p (y) .
dy 2
Lecture 15: Plane Couette Stability Reduction to 1-D and Non-Normal Growth
Recall what we did last time we considered stability of plane parallel flows, which satisfy
.u = 0,
t u + u.u + p = 4u + f ,
and which arise via
u0 = iU (y) ,
p = constant.
y
u = iUtop
h
0 x
Lx
0 u = iUbot.
Note that the initial condition is determined by the forcing term, via
U 00 (y) + f (y) = 0
subjected to
U (0) = Ubot and U (h) = Utop .
To determine stability (rather, instability) of the plane parallel flows, we look for linear instability. We set
u (x, t) = u0 + v (x, t)
and after linearizing the dynamics for v we get
t v + v.u0 + u0 .v + p = 4v.
We looked for solutions of the form
v = iu (y) + jv (y) + kw
(y) et eikx x eikz z
with
2n 2m
kx = and kz = < n, m < .
Lx Lz
This gave us also
p = p (y) et eikx x eikz z .
Math 654, Lecture 15 2/23/11 2
If w = 0, then v = constant = 0, so
d2
2
u = kz2 u
dy
and hence
l2 2
= + kz2 > 0 l = 1, 2, . . . .
h2
If w 6= 0, take p = constant = 0 w.l.o.g., then
d2
2
w = kz2 w
dy
kx u + kz w p
u
= with k = kx2 + kz2
k
k
p = p,
kx
kx x(1.1)+kz x(1.3)
then we take k then multiply the result by kkx to get
2
k 0 k d 2
u
+ U (y) v + ikU (y) u
+ ik p = k u (2.1)
kx kx dy 2
and we multiply (1.3) by kkx as well to get
k d
p k d2 2
v + ikU (y) v + = k v. (2.2)
kx dy kx dy 2
= k and = k . Taking
by incompressibility. And write now d
ik(2.2) yields
kx kx dy (2.1)
d2
00 + k 2 + ikU 00 + ikU (y) 00 + k 2 =
k2 00 + k 2
dy 2
subject to the boundary conditions
X (t) = X + Y + . . .
Y (t) = Y + . . .
with > 0. There is a unique fixed point at (X, Y ) = (0, 0). Look for a solution et and investigate time
dependence. Doing so, we arrive at the eigenvalue/eigenvector problem
X 1 1 X
= .
Y 0 Y
There is a solution if
1 + 1
0 = det = ( 1) ( ) ,
0 +
so
= 1 > 0 and
= > 0.
Math 654, Lecture 15 2/23/11 5
d
E = X X + Y Y
dt
= X (X + Y ) + Y (Y )
= X 2 + XY Y 2
" #
2 X 2 XY + Y 2
= E.
X2 + Y 2
If this max is positive, then Grenwalls inequality tells us solutions decay immediately. (??) Define to be
this maximum, then we can write
1 21
X
= min
X Y ,
2 +Y 2 =1
X 12
Y
| {z }
M
1 p
= 1 + 2 2 + 2 ,
2
and in particular when = 41 , = 0. As 0, < 0, so becomes negative. So for small enough , the
energy in the perturbation can grow before it decays.
X(t), Y (t)
If this were a non-linear problem, and if the energy grows too quickly, then the non-linear solution could
become unstable (even though the linear problem is stable). This is known as non-normal growth.
Well take the same approach for plane Couette flow. Now,
U y
t v + i vy + U x v + p = 4v,
h h
.v = 0.
and enforce
vy vz
0= + .
y z
Math 654, Lecture 15 2/23/11 7
In this case,
U 2 2
t vx + vy = + 2 vx
h y 2 z
2
p 2
t vy + = + 2 vy
y y 2 z
2
p 2
t vz + = + 2 vz .
z y 2 z
Vy (t) = Vy (0) es
Vx (t) = Vy (0) ses ,
where
2 2
s = + k t,
h2
Re
= , and
+ h2 k 2
2
Uh
Re = .
What is the energy here? We have
1 1 2 2 2
E (t) = Vx2 + Vy2 = s + 1 es (Vy (0)) .
2 2
Just as in the example, we have the following diagram:
Math 654, Lecture 15 2/23/11 8
E(t)
E(0) >1
t
t
asymptotically as . Observe that Re, so Emax Re2 . In practice, its quite easy to obtain very
high Reynolds numbers. And small perturbations in those flows can lead to instabilities and turbulence,
even though the linear problem is stable.
Example 2. As a first step towards pde, and towards understanding the result we just saw, consider the
following system:
X 1 = X1 + aX2
X 2 = X2 + aX3
X 3 = X3 + aX4
X 4 = X4 + . . .
..
.
All eigenvalues are 1 (specifically, any truncation has all eigenvalues 1). A general solution is
X m
(at)
Xn (t) = et Xn+m (0) .
m=0
m!
Xn (t) = rn e(ra1)t
Uy
uPC = i ,
h
pPC = constant,
y
u = iU at y = h
h
x
Lx
Lz
z
u = 0 at y = 0
= kuk2 .
U2
PC = and
h2
PC h 1
PC = = = .
U3 Uh Re
We found that plane Couette flow is the unique long-time solution in this setup for sufficiently small Re; we
also showed PC in general. All this is indicated on the following Re diagram.
Math 654, Lecture 16 3/14/11 2
Re = 88
Re
1 10 100 1000 104 105
0.1 PC
absolutely
stable
0.01
0.001
10!4
10!5 PC (Re)
Again, we have the Navier-Stokes equations with the plane Couette geometry/boundary conditions,
t u + u.u + p = 4u
.u = 0.
(y)
PC
y
h
So then
v (x, t)|y=0 = 0 = v (x, t)|y=h .
Having done this, we find
.v = 0
t v + v.v + v. i (y) + i (y) .v + p = 4v + i00 (y) .
| {z } | {z }
(y)x v
i0 (y)vy
Consider the kinetic energy in v. So dot the second relation above with v and integrate over the space,
which yields
d 1 2
kvk2 + v. (v) .v dx + 0 (y) vx vy dx
dt 2
| box
{z } box
=0
+ (y) v. (x v) dx + v.p dx = kvk22 + vx 00 (y) dx.
| box {z } | box {z } box
=0 =0
We saw why the terms which dissapear evaluate to zero in previous lectures. By integrating by parts on the
last term we arrive at
d 1 vx
kvk22 + 0 (y) vx vy dx = kvk22 0 (y) dx. (1.1)
dt 2 y
We have yet to choose . Our goal is the following: Choose (y) so that c > 0 with
kvk22 + 20 (y) vx vy dx ckvk22
for all divergence free v which also satisfy the homogeneous boundary conditions.
(y)
boundary
layers
y
h
(1 ect )
f (t) f (0) ect + A .
c
f (t)
f (0)
A/c
f (0)
So if such an exists, then well have found that the energy in the perturbation is uniformly bounded in long
T
time. And then we can do the following. Take the time average ( T1 0 [] dt) of the differential inequality
h h
d 2 2
kvk22 + kuk22 Lx Lz 0
( (y)) dy ckvk22 Lx Lz (0 (y)) dy
dt 0 0
to get
T h
1 1 1 2
kv (, T )k22 kv (, 0)k22 + ku (, t)k22 dt Lx Lz (0 (y)) dy.
T T T 0 0
thereby bounding the energy dissipation rate. This all hinges on finding an acceptable , which well do
now.
(y)
y
h h
Note that
U
2 0y<
0 (y) = 0 <y <h ,
U
2 h <y h
so h
2 U2 U2 U2
(0 (y)) dy = + = .
0 4 2 4 2 2
Wed like to get as small as possible to produce as sharp as possible a bound on . First we need a lemma.
Then,
2 1 0 2
|f (x)| x (L x) kf k2 .
L
Proof. By the fundamental theorem of calculus and the Cauchy-Schwarz inequality, we may write
x
|f (x)| = 1 f () d
0
0
x 21 x 12
2
12 d (f 0 ()) d ,
0 0
| {z }
x
and hence
2 x
|f (x)| 2
(f 0 ()) d.
x 0
Math 654, Lecture 16 3/14/11 7
and hence
2 L
|f (x)| 2
(f 0 ()) d.
Lx x
Adding these up we get
2 1 1
|f (x)| + kf 0 k22 ,
x Lx
or equivalently
2 L
|f (x)| kf 0 k22 .
x (L x)
Hence the result.
Now well use the result. First write (as in the proof)
y
vx
vx (x, y, z) = (x, , z) d
0 y
2 ! 21
vx
y (x, , z) d
0 y
2 ! 12 2 ! 21
vx vy
|vx vy (x, y, z)| y d d .
0 y 0 y
for some c > 0 and for all divergence-free vector fields v satisfying the homogeneous boundary conditions,
then we can conclude that the energy in v (and the total energy) is bounded for all time, and that
2
1 h 2
= kuk (0 (y)) dy.
h 0
We proposed trying of the form
Uy
2 0y
U
(y) = y h
2
U (yh)
2 h y h
so the background flow looks as follows.
(y)
y
h h
In this case, if the above requirement holds for some (0, h/2], then
U 2h
.
2
Well pick up the analysis here today.
So write
h vx
|vx (x, y, z)| = 1 (x, , z) d
0 y
y 21 y 2 ! 21
2 vx
1 d (x, , z) d
0 0 y
! 21
y 2
vx
= y (x, , z) d
0 y
Now
" h #
h U
0
2 (y) vx vy dydzdx 2 |vx vy | dydzdx + |vx vy | dydzdx
0 2 0 h
" 2 2
U 2 1 vx vy
dydzdx + dydzdx
4 0 y 0 y
h 2 h 2 !#
1 vx vy
+ dydzdx + dydzdx
h y h y
v
2
U 1
vx
2
y
+
4 y 2 y 2
v
2
U
vx
2
y
+ 2
.
4 y 2 y 2
We showed in homework that if
.v = 0 and
v|y=0 = 0 = v|y=h
then
v
2
v
2
x
y
+ 2
kvk22 .
y 2 y 2
Math 654, Lecture 17 3/16/11 3
Now we take = 2 to acheive
h U
0
2 (y) vx vy dydzdx kvk22
0 4 2
and thus
U
kvk2 + 20 (y) vx vy dx kvk22 kvk22
4 2
box
U
= kvk22
4 2
2
U
1 kvk22
4 2 h2
by Poincares inequality. So pick any satisfying
4 2
.
U
This was a quick calculation with a one parameter family of s which were easy to work with. One could pose
a variational problem to optimize the shape of and solve for the associated optimal bound computationally.
With this approach it was recently shown that
0.011.
The Re diagram below summarizes everything weve discussed regarding plane Couette flow.
Re = 88
Re
1 10 100 1000 104 105
1
0.1
absolutely 8 2
stable
0.01 0.011
10!4
10!5 PC (Re)
This is as far as we can go with analysis alone. For large enough Re, experimental data fits to a curve
h 1
2.
U3 (log Re)
Next well explore a classical theory of turbulence which is capable of predicting such a law.
t u + u.u + p = 4u,
.u = 0.
a long time average. So we aim to derive differential equations for average quantities.
What do we know so far? In the plane Couette setup,
u (x, 0, z) = 0 = u (x, h, z) .
.u = 0.
t u + u.u + p = 4u.
so long as u is bounded pointwise. This is the first modeling assumption. So we arrive at the RANS
equations:
j (ui uj ) + i p = 4ui ,
i ui = 0.
Math 654, Lecture 17 3/16/11 6
(u.u)i = uj j ui = j (uj ui )
v = 0,
which says that the mean fluctuation about the mean is zero, and
.v = 0
and
v|y=0 = 0 = v|y=h .
If we plug this into the full Navier-Stokes and average, we see
(u + v) . (u + v) + p = 4 (u + v)
and thus
u.u + u.v
| {z } + v.u
| {z } + v.v + p = 4u + 4v .
| {z }
=0 =0 =0
So we arrive at
u.u + p = 4u . (vv),
| {z }
j (vj vi )
.u = 0.
Reynolds = vv.
In components,
ij = vi vj .
Re
Re0
laminar turbulent
transition
The transition regime is (purposefully) badly defined in the figure. In reality, it depends on many factors
and changes shape/size based on these. To understand the turbulent regime, we started discussing RANS.
So we considered
1 T
u (x) = lim u (x, t) dt
T T 0
= iu + jv + kw.
u..u + p = 4u.
v = 0 and
v = 0.
Setting this into the averaged Navier-Stokes equations and averaging again yields the RANS equations:
u.u + p = 4u + Rey ,
with
Rey = vv
being the Reynolds stress. So
Rey
ij = vi vj .
Note that
kuk2 = ku + vk2
= kuk2 + 2u : v + kvk2 ,
1 Fluctuations
Take a change of variables u = u + v in the Navier-Stokes equations, which yields
Now we want to look at energy. So dot v into this relation and integrate. This yields
d 1 2 2
kvk2 + v. (u) .v = kvk2 . Rey .v,
dt 2
Math 654, Lecture 18 3/18/11 3
Therefore, D E
fluct = kvk2 = h (u) : vvi = Rij ij
Rey
,
where
1 uj ui
Rij = + .
2 xi xj
This is as far as we can go without making modeling assumptions. But wed like to have a way to solve
RANS forward in time. We need physical intuition to link Rey and u.
Definition. Given the assumption above, we call the constant of proportionality between Rey and R the
eddy viscosity, and write
Rey = e R.
length2
[e ] = ,
time
and the fluctuations are driven by gradients in the mean velocity, which have
1
[u] .
time
It seems, at least in the plane Couette setup, that our length scale should be
This line of reasoning is due to Prandtl and von Karman. As did they, we now make a second modeling
assumption:
2
e kuk (distance to wall) .
And finally we have a third modeling assumption: We assume the turbulent statistics reflect the maximal
symmetry of the problem.
Math 654, Lecture 18 3/18/11 4
In the plane Couette setup, this last assumption implies that all mean quantities can only depend on y. So
we can write1
u = iu + jv + |{z}
kw
|{z}
=0 =0
= iu (y) ,
and similarly
2 Rey
0 = u (y) + (y) , (2.1)
y 2 y 21
p Rey
= (y) . (2.2)
y y 22
Now lets investigate the second assumption for plane Couette flow. Our intuition is that the turbulent flow
should look as follows:
u(y)
y
h
So lets assume u0 (y) 0. Well only consider the bottom half of the layer (by symmetry). Then the distance
to the wall (mixing length) is just y. Thus,
e = 2 u0 (y) y 2
Lets look at (2.1) and (2.2) more carefully. First, (2.2) says
d d Rey
p = (y)
dy dy 22
d 2
= (v2 ) ,
dy
and thus
2
p (y) = (v2 ) + const.
p(y)
h
y
an implicit equation for u in terms of known constants. Equivalently, one can write
" # q 2
r
1 U u
u 2 1 1 + uU Re
= log Re + 1 + Re +
2 u U U uU Re
with
Uh
Re =
as usual. Note that if Re 0, then
U
= u2 ,
h
so then
U
= .
h
And if Re , then
2 U2
u2
4 (log Re)2
and then
h 2 1
.
U3 4 (log Re)2
2
This matches the experimental data with 0.4. In particular, experiments show (log Re) for large
enough Re.
Math 654, Lecture 19 3/21/11 1
Today well discuss a general theory of turbulence, attributed to Komogorov. Others associated with this are
Taylor and Richardson. The theory will describe homogenous, isotropic turbulence; the theory is a scaling
theory.
t u + u.u + p = 4u + f (x, t)
.u = 0.
X
u (x, t) = eik.x u
(k, t) .
k
with
2
k= n, n = in1 + jn2 + kn
3, ni Z.
L
Math 654, Lecture 19 3/21/11 2
ky
kx
L X 3
= (k, t) .
u u (k, t) .
2
k
(k, t) = u
It can be shown that u (k, t) , so
L3 X
Kinetic Energy = u (k, t)k2 .
k
2
k
u (k, t)k2 is sometimes called the spectrum of the flow u (x, t).
Note that k
Now we make a key assumption to this theory: We assume isotropy, i.e., we assume k u (k, )k2 depends only
3 3 3
on kkk. Noting k = 2/L and also that (k) = (2) /L = kx ky kz , we can write
3
1 2
L3 X 2 3 L
k
u (k, )k dx = k
u (k, )k (k)
2 box 2 2
k
3 X
M L 3
= ku (k, )k2 (k) .
2 2
k
Math 654, Lecture 19 3/21/11 3
Remark. In fact, E (k) is the energy spectrum per unit mass; one could think of E (k) dk as the energy per
unit mass contained in a shell of thickness dk about kkk.
ky
dk
!k!
kx
Now we have a famous (dimensional) argument. First, consider the flow of energy in k-space as one stirs the
flow at medium-to-large scales. We know that
d
kuk22 = kuk22 + u.f .
dt 2 | {z }
viscous dissipation | {z }
applied force
Secondary flow is generated from the large scales at sizes smaller than the original scales, resulting in the
well-known energy cascade of three-dimensional turbulence.
Math 654, Lecture 19 3/21/11 4
E(k) cascade
k
energy injected viscous regime
at large scales (heat)
If viscosity were zero, the cascade would go on forever. But note that viscosity has a large effect only at
large wavenumbers. To see why, consider that
X
u = ikeik.x u
(k, t) ,
k
and so
= kuk2 dx
box
= k 2 E (k) dk.
box
So for small k, the dissipation is very small: k 2 = [dissipation], which is the rate of dissipation. (??) If
Navier-Stokes were linear, energy would stay in place; the non-linear term gives rise to the cascade.
Now well determine exactly how E depends on k. The power put into the flow by stirring is given by M L3 .
Since [] = L2 /T 3 , [k] = 1/L, and [E] = L3 /T 2 , a dimensional argument leads us to the well-known relation
2 5
E (k) = Ck 3 k 3 .
Scales exist;
A steady-state exists.
Math 654, Lecture 19 3/21/11 5
E(k)
energy in
L3
E(k) can only
depend on k
inertial range
k
2 2
L cascade independent
of viscosity
energy out
The quantity in the diagram above is the so-called dissipation lengthscale, and will be determined below.
We have
2
U2 = 2 E (k) dk
2
L
2
2 5
= 2 Ck 3 k 3 dk
2
L
" 23 #
3 2 L 32
= 2Ck 3 .
2 2 2
and hence
U3
A
L
3/2
where A = 2/ (3Ck ) . But now recall that = L/U 3 is approximately constant in the turbulent regime!
So dissipation does not scale with the Reynolds number; it is instead universal.
Math 654, Lecture 19 3/21/11 6
Note that the main contribution here is from high k. Continuing on, we find
43 43
3 2 2 2
= 3 Ck
4 L
| {z }
0
3 4 2 4
= (2) 3 Ck 3 3 ,
4
and thus
34 14
3 3
= 2 Ck .
4
Now we have a closed picture.
E(k)
cascade
U3
L
E(k) = Ck 2/3 k 5/3
k
2 inertial range 2
L ! "1/4
3
= O(1)
t u + u.u + p = 4u + f (x, t) ,
.u = 0.
with
1
(k, t) =
u eik.x u (x, t) dx.
L3
The setup here is periodic, boundaryless flow; a cube with side length L:
Denoting a time-space average by hi, we have two experimental laws of fully developed turbulence. The
first law is that
2
ku (, ) u ( + l, )k2 = C (l) 3
where < l < L and viscosity does not matter in this regime. Dimensional analysis leads to this law as
well. The Fourier version of this, assuming homogeneity and isotropy as before, is
2 5
E (k) 3 k 3
for 1 k L1 . The second law says that = kuk2 stays finite and non-zero as 0. So for
turbulent flow, kuk2 as 0. This is akin to energy cascading to the small scales.
and so
k f (k, t)
for all k. Also suppose time dependence of the coefficients of f ei1 t , ei2 t where 1 /2 6 Q. And suppose
max < . Then by dotting the momentum equation with u and integrating over the box, we get
d 1
ku (, t)k22 = ku (, t)k22 + f (x, t) .u (x, t) dx.
dt 2
Now if we assume (w.l.o.g.) that u (x, 0) satisfies ui (x, 0) dxdydz = 0, the Poincare lemma reads
4 2
kuk22 kuk22 .
L2
To see this, write
X
kuk22 = L3 u (k)k2
k
k
4 2
= kuk22 .
L2
And by Cauchy-Schwarz,
f .u kf k2 kuk2 .
Since
d 1 d
kuk22 = kuk2 kuk2 ,
dt 2 dt
we have
d 4 2
kuk2 2 kuk2 + f (, t)2 .
dt L
Math 654, Lecture 20 3/23/11 3
By Gronwalls inequality,
t
4 2 4 2
ku (, t)k2 ku (, 0)k2 e L2
t
+ kf (, t0 )k2 e L2
(tt0 ) dt0
0
2
4
t
4
2 1e L2
ku (, 0)k2 e L2
t
+ sup {kf (, t00 )k2 } 4 2
.
t00 L2
!u (, t)!2
! $
!f (, t )!2
sup " 42 #
t L2
Note that transient time L2 /, and in long enough time ku (, t)k2 supt00 {kf (, t00 )k2 }, i.e., lim supt kuk2
is bounded. This is a neccesary condition for a statistical steady state to exist given any amount of viscosity.
Now we can write
1 T d 12 ku (, t)k22 1 T ku (, t)k22 f (x, t) .u (x, t) dxdydz
= +
T 0 dt L3 T 0 L3 L3
and thus
1 1 1
ku (, T )k22 ku (, 0)k22 = kuk2 T + hf .uiT .
T 2 2
Assuming the terms on the right have finite limits as T we arrive at the power balance
= hf .ui .
Now define
1
U = kuk2 2 .
Lets look for a lower bound on :
= kuk2
4 2
2 kuk2
L
4 2
= U 2
L2
Math 654, Lecture 20 3/23/11 4
by Poincares lemma. So
L
=
U3
4 2 L
U 2 3
L2 U
= 4 2
LU
2 1
= 4 .
Re
= hf .ui
1
1
kf k2 2 kuk2 2
1
= kf k2 2 U.
Dotting the momentum equation with f and integrating over the box yields
f .t u + f . (u.u) = f .4u + kf k22 .
This implies
1
1
kf k2 kt f k2 2 U + sup {kf (x, t)k} U 2 + k4f k2 2 U.
| {z } x,t | {z }
2
1 | {z } C2 2
1
max hkf k i 2 1 L2
hkf k i 2
1
C1 L hkf k2 i 2
Note that C1 depends on the spectrum of f but not the amplitude, and similarly for C2 . Hence,
21 1 C2
kf k2 max U + C1 U 2 + 2 U,
L L
and hence
1 1 3 C2
U kf k2 2 max U 2 + C1 U + 2 U 2 .
L L
This all goes to show
L L 1
=
max + C1 + C2 .
U3 U Re
There are multiple ways to send Re ,1 but in any case is bounded above independent of viscosity.
1 Hold U fixed and send 0, or hold fixed and send U , or some combination.
Math 654, Lecture 20 3/23/11 5
The bounds we found on for turbulent flow in a box are depicted in the -Re diagram below.
Re
1 10 100 1000 104 105
100
10 max LU 1 + C1 + C2 Re1
bound
depends
1 on how
Re
0.1
4 2 Re1
0.01
0.001
1 Turbulence in R2
Consider turbulent flow in a 2-dimensional box.
t u + u.u + p = 4u + f ,
.u = 0,
1 2
Energy: 2 kuk2
Enstrophy: kk22
Math 654, Lecture 21 3/28/11 2
Energy dissipation rate: = kuk2
Enstrophy dissipation rate: = kk2 .
where
k.
u (k, t) = 0;
this is the spectral version of .u = 0. We are in R2 , so vorticity appears as
X
=u=
k eik.k ik u
(k, t).
| {z }
k
k (k,t)
Thus
X
kk22 = L2 (k, t)k2
k
k
X
2
= L kkk2 k
u (k, t)k2
k
= kuk22 ,
and thus
= 2 and = k4uk2 .
Recall that if = 0, then energy is conserved. And in 2D, enstrophy is conserved as well. Now if we take
k = 2/L in the Fourier decomposition, then
1X L2 1 X 2
k
u (k, t)k = u (k, t)k2 (k)
k
2 4 2 2
k k
E (k) dk
where weve assumed homogenous isotropic turbulence. This shows that the energy spectrum in 2D is
L2
E (k) = u (k)k2 2k.
k
8 2
The important quantities are
Kinetic Energy: E (k) dk
Enstrophy: k 2 E (k) dk
Energy dissipation rate: k 2 E (k) dk
Math 654, Lecture 21 3/28/11 3
Enstrophy dissipation rate: k 4 E (k) dk.
Observe that in 2D, we cant simultaneously conserve kinetic energy and enstrophy if energy only cascades
to larger wave numbers (smaller scales). So instead, 2D flows have both an inverse cascade of energy to
larger scales and a forward cascade to smaller scales.
E(k)
k
2 2
L l
Can we see the form of E (k)? Notice that [] = L2 /T 3 , [] = 1/T 3 , [k] = 1/L, and [E (k)] = L3 /T 2 .
Dimensional reasoning gives us two choices: 2/3 k 5/3 and 2/3 k 3 . It has been argued that nature follows
the smaller of these two choices, for a given k.
E(k)
k
3 k 3 3 k 3
2 5 2
In particular if we say
E (k) 2/3 k 3
Math 654, Lecture 21 3/28/11 4
dX
= X 2 , X (0) = x0 R.
dt
Questions we might ask:
3. Will these solutions exist for all t > 0 or just some t > 0?
So there are two types of solutions: global solutions which exist for all time, and local solutions which
exist for some time t > 0. In general, the answer to the questions above depend on the initial data. From
algebraic considerations we know a solution is
x0
X (t) = .
1 x0 t
If x0 < 0, then X(t) exists for all t > 0, and X (t) 0 as t . If x0 > 0, then X (t) as t 1/x0 .
What if we try to continue X (t) beyond the singularity at 1/x0 ? Suppose we allow smoothness to fail at
t = 1/x0 . For any 0 a we can produce such a solution:
1x
x0
0 t < x10
0t
X (t) = |a|
t > x10 .
1
1+|a| t x
0
X(t)
x0
x1
0
t
||
Now well discuss existence and uniqueness of solutions to systems of ode. Consider z (t) = z 1 (t) , . . . , z N (t)
CN with q
2 2 2
|z| = |z 1 | + + |z N | .
The setup is
dz
= F (z)
dt
with F : CN CN , so
dz 1
= F 1 z1, z2, . . . , zN
dt
..
.
dz N
= F N z1, z2, . . . , zN .
dt
The initial data is
z (0) = z0 CN .
Definition. F : CN CN is said to be Lipschitz continuous if there exists K R so that for all z, z CN ,
|F (z) F (
z )| K |z z| .
Here K is called the Lipschitz constant.
Remark. An alternate characterization of K is
|F (z) F (z )|
K = sup .
z CN
z, |z z|
Theorem. If F is Lipschitz continuous, then there is a unique global solution to the initial value problem
dz
= F (z) , z (0) = z0 CN .
dt
Proof. The idea is to write the ode in integral form, then iterate towards a solution. So we explicitly construct
solutions to t
z (t) = z0 + F (z (t0 )) dt0 .
0
Start from n = 0 and define Picard iterates
t
zn+1 (t) = z0 + F (zn (t0 )) dt0 .
0
So
t
z1 (t) = z0 + F (z0 ) dt0 = z0 + F (z0 ) t
0
t
z2 (t) = z0 + F (z1 (t0 )) dt0
0
..
.
and so forth. We need to demonstrate convergence. Let K be the Lipschitz constant for F , and consider
t [0, T ] for T < K 1 . Each zn is continuous. Well show that the sequence of continuous functions {zn (t)}
converges in the space
C [0, T ] ; CN = f : [0, T ] CN s.t.f is continuous
|F (z) F (z 0 )| K |z z 0 | .
We were in the middle of proving a theorem giving sufficient conditions for existence and uniqueness in ode.
z = F (z) , z (0) = z0 CN
Proof. We proceed by Picard iteration. Define a sequence of continuous functions {zn+1 } via
t
zn+1 (t) = z0 + F (zn (t0 )) dt0
0
for t [0, T ] where T < K 1 . Now well show the zn (t) converge in C [0, T ] ; CN in the norm
Consider that
t
kzn+1 zn k = sup 0 0
[F (zn (t )) F (zn1 (t ))] dt 0
t[0,T ] 0
t
sup |F (zn (t0 )) F (zn1 (t0 ))| dt0
t[0,T ] 0
t
sup K |zn (t0 ) zn1 (t0 )| dt0
t[0,T ] 0
( )
sup K sup |zn (t0 ) zn1 (t0 )| t
t[0,T ] t0 [0,T ]
= KT kzn zn1 k.
Therefore,
Since
n
X
X
k1 k1 1
(KT ) (KT ) = ,
1 KT
k=1 k=1
we can conclude that {zn (t)} is a uniformly convergent sequence of continuous functions.1 Thus,
as n . To finish the proof, we must extend the solution to t > 0. Just apply the same process with
new initial conditions at t = T and go forward in steps. But if we had uniqueness, then we could restart the
process at T and smoothness (differentiability) would be guaranteed.
So to prove uniqueness, suppose z (t) and z (t) both satisfy the ivp:
dz d
z
= F (z) and with z (0) = z0 = z (0) .
dt dt
Then define y (t) = z (t) z (t). We have
dy
= F (z (t)) F (
z (t)) = F (z (t)) F (z (t) y (t)) ,
dt
1 Proof of this is by completeness of C and the Weierstrass M-test.
Math 654, Lecture 22 3/30/11 3
so
d 2
|y (t)| = y (F (z) F (z y)) + y F (z) F (z y)
dt
2 |y| |F (z) F (z y)|
2
2K |y|
How can we generalize the idea of Lipshitz continuous to problems like Navier-Stokes?
Definition 2. We say F : CN CN is locally Lipshitz if for each bounded set A CN CN there exists a
bounded K (z, z 0 ) KA < so that
|F (z) F (z 0 )| K (z, z 0 ) |z z 0 |
on A.
Theorem 2. If F is locally Lipshitz, then the initial value problem
z = F (z) , z (0) = z0 CN
Proof. Picard iteration, but locally. Choose c R so that c > |z0 | and let
K0 = sup K (z, z) .
|z|,|
z |<2c
1
Let T = (K 0 + |F (z0 )| /c) , then construct a solution on [0, T ] via Picard.
Now show that all iterates stay in a ball of radius 2c. So we proceed via induction. For the base case, observe
that
|z0 | < c < 2c,
and since
z1 (t) = z0 + F (z0 ) t,
we also have
For the inductive step, suppose kz1 k, . . . , kzn k < 2c, and argue that kzn+1 k < 2c. Write
t
kzn+1 zn k = sup [F (zn (t0 )) F (zn1 (t0 ))] dt0
t[0,T ] 0
0
K T kzn zn1 k
n
(K 0 T ) kz1 z0 k
n
(K 0 T ) |F (z0 )| T,
then write
n
X
kzn+1 k = kz0 + (zm+1 zm )k
m=0
Xn
kz0 k + kzm+1 zm k
m=0
Xn
m
kz0 k + (K 0 T ) |F (z0 )| T
m=0
|F (z0 )| T
kz0 k +
1 K 0T
2c
by choice of T .
Now proceed as before: iterate forward in T , then prove uniquess.
But the solution is not global in general. The following example shows why.
Example 1. Consider the differential equation
dx
= x2
dt
which has local solution
x0
x (t) = .
1 x0 t
This has finite-time blow-up. But x2 is locally Lipshitz, so the theorem guarantees the uniqueness of this
solution locally.
How would we demonstrate the existence of the global solution in the previous example, even though we
only have local Lipshitz? The idea is as follows: If we know a priori that
then there is no problem constructing solutions for t 0. So if we have a priori bounds on solutions, then
local Lipshitz is effectively global Lipshitz, and we have continuous and unique solutions for all time.
But note that local Lipshitz is necessary. The canonical example is as follows:
and demonstrated the existence of a limiting function z which solved the ode in question.
We know the following facts concerning the ode z = F (z) with z CN :
3. If F is locally Lipshitz and we have an a priori bound on the solution then there exists a global solution.
4. Without the local Lipshitz condition, there may not be a unique solution.
Today well construct a sequence of approximations to Navier-Stokes, each of which falls under the third
case.
t u + u.u + p = 4u + f (x)
.u = 0
with initial condition u (x, 0) = u0 (x). The domain is a cube with periodic boundary conditions.
with
2
k= in1 + jn2 + kn
3 , ni Z.
L
k2
k1
As usual,
1
(k, t) =
u eik.x u (x, t) dx.
L3
We can write the initial condition as X
u0 (x) = 0 (k) eik.x ,
u
k
(k, t) = u
u (k, t) .
Now well rewrite Navier-Stokes in Fourier spaces, i.e., well find a set of odes involving the Fourier coefficients
(k, t). The first step is to multiply Navier-Stokes by eik.x and integrate: we do this term by term. The
u
t u term becomes
1 ik.x d 1 ik.x d
e t u (x, t) dx = e u (x, t) dx = u (k, t) .
L3 dt L3 dt
Math 654, Lecture 23 4/4/11 3
Now well deal with the pressure term. Taking the divergence of Navier-Stokes and manipulating the result
yields
4p = . (u.u) ;
taking the Fourier transform then yields
X
kkk2 p (k, t) = ik.i k00 .
u (k0 , t) u
(k00 , t)
k0 +k00 =k
once we recall
d (k) = ik.
.v v (k) .
So
k X
p (k, t) = k00 .
u (k0 , t) u
(k00 , t) ,
kkk2
k0 +k00 =k
and since
c (k) = ik
p p (k)
we find
X
c (k) = i kk
p k00 .
u (k0 , t) u
(k00 , t) .
kkk2
k0 +k00 =k
This relation holds for k 6= 0; well deal with this case in a bit.
kk
Observe that the operator P = I kkk2 is a projection operator onto vectors perpendicular to k. Indeed P
is a projector, as
kk kk
P2 = I I
kkk2 kkk2
kk kkkk2 k
= I 2 2
+
kkk kkk4
kk
= I
kkk2
= P.
From here on, well assume u 0 (0) = 0 and f (0, t) 0 for simplicity, otherwise well complicate things
without gaining any understanding. To build approximate solutions to Navier-Stokes, we could keep only
the Fourier modes of u with kkk < K for positive K. This would yield K 3 modes. Or we could keep the
modes with ki < K, again yielding K 3 modes. Both of these truncations are pictured on the next page.
Math 654, Lecture 23 4/4/11 5
The first method of truncation is called Galerkin truncation, and is what well pursue throughout the
remainder of the course.
Consider the Galerkin projection operator PN which projects onto modes into the set {k s.t.kkk < K}:
(
u (k, t) kkk < K
PN (
u (k, t)) = .
0 kkk K
Well build the N th approximate to u by requiring that the u N (k, t) satisfy Navier-Stokes in Fourier space
whenever kkk < K. Otherwise, well require u N (k, t) 0. Now the odes are
X
d N kk
(k, t) = kkk2 u
u N (k, t) i I k00 . N (k00 , t) + f N (k, t) .
uN (k0 , t) u
dt kkk 2 | {z }
k0 +k00 =k
PN (f (k,t))
Note the sum here is now a finite sum, due to the truncation. The initial conditions are given by
N (k, 0) = PN (
u u0 (k)). This is a set of approximately K 3 odes, and is locally Lipshitz in time. Next
time, well show that X
uN (k, t)k2 < M
k
k
t u + u.u + p = 4u + f
.u = 0
W.l.o.g., we demand
.f = 0 and f (x) dx = 0.
We wrote
1
(k, t) =
u eik.x u (x, t) dx
L3
with
2nx 2ny 2nz
k = i +j +k
L L L
where ni = . . . , 2, 1, 0, 1, 2, . . . . With this we showed NSE is equivalent to
X
d kk
(k, t) = k 2 u
u (k, t) i I 2 u (k00 , t) + f (k) .
(k0 , t) .k00 u
dt k 0 00 k +k =k
ky
kx
Note that k = 0 is not in the set. Now let N be the order of a Galerkin truncation, i.e., the number of
wave-numbers considered. Then the Galerkin truncated ode is
" #
d (N ) X
u 2 (N )
(k, t) = k u iP
u (N ) 0 00 (N )
(k , t) .k u (k, t) + f (N ) (x) (0.1)
dt 0 00
k +k =k
As initial conditions, (
(N ) u 0 (k) k in the set
u (k, t) = .
0 otherwise
This is a set of N ivps. set is locally Lipshetz, hence there exists a local unique solution. But to get global
existence, we need an a priori bound.
k in the set
X
= L 3
PN g (k) h
(k)
k
= PN g (x) h (x) dx,
so PN is self-adjoint.
Now multiply (0.1) by eik.x :
" #
d (N ) X 0 00
eik.x u (k, t) = k 2 u
(N ) eik.x iP eik .x u
(N ) (k0 , t) .k00 eik .x (N )
u (k, t) + f (N ) (x) eik.x .
dt
k0 +k00 =k
So then write
(N )
u (x, t) = 4u(N ) (x, t) PN u(N ) .u(N ) + p(N ) + PN f (x)
t
and after rearranging,
(N )
u (x, t) + PN u(N ) .u(N ) + p(N ) = 4u(N ) (x, t) PN f (x) . (1.1)
t
The initial conditions are
u (x, 0) = PN u0 (x) .
This is almost NSE (in a rough sense, PN I as N ). Note that
X
PN g (x) = eik.x g (k)
k in the set
X
1 0
= eik.x eik.x g (x0 ) dx0
L3
k in the set
= P (x, x0 ) g (x0 ) dx0
with X
(x, x0 ) = 1
P eik.(xx ) .
0
L3
k in the set
Now dot uN (x, t) into (1.1) and integrate over the box:
d 1 (N ) 2 (N )
ku (, t)k2 = ku (, t)k2 + u(N ) (x, t) .f (x) dx.
2
dt 2
By Parseval and Poincare,
X
ku(N ) k22 = k 2 k
u(N ) (k, t)k2
k in the set
4 2 X
u (k, t)k2
k
L2
k in the set
4 2 (N ) 2
= ku k2 .
L2
So by Cauchy-Schwarz,
d (N ) 4 2
ku k2 2 ku(N ) k2 + kf k2 .
dt L
Now by Gronwall:
2
4 t
(N ) 4 2 1e L 2
ku(N ) (, t)k2 ku0 k2 e L2 t + kf k2 4 2
.
L2
Note that
! 21
(N )
X
ku0 k2 L3 u0 (k)k2
k
k in the set
! 12
X
3
L u0 (k)k2
k
k
= ku0 k2 ,
and hence
4 2
4
2 1 e L2 t
ku(N ) (, t)k2 ku0 k2 e L2
t
+ L2 kf k2 .
4 2
Weve obtained a uniform bound for all time and all N .
! !
! (N ) !
!u (, t)!
2
L2 !f !2
4 2
Next time well discuss how difficult these questions really are.
Math 654, Lecture 25 4/10/11 1
t u + u.u + p = 4u + f
.u = 0
And there is no flow on average, i.e., u0 dx = 0 and f dx = 0. To approximate we projected onto N
Fourier modes via PN to give Galerkin approximations
PN uN = uN (x, t) .
The first is really an integral-differential equation, as the PN operator acts like an integral against a Dirichlet
kernel.
Next, given X
kuN k22 = L3 uN (k, t)k2 ,
k
kS
where S is the set of retained wave numbers in the truncation, we derived the evolution equation
d 1 N 2
ku k2 = kuN k22 + uN .f .
dt 2
This gave an a priori energy bound and thus global existence of (approximate) solutions. Today we look at
convergence of these solutions; in particular, well ask if they converge at all.
Math 654, Lecture 25 4/10/11 2
Definition 2. We say u (x, t) satisfies the weak form of NSE if, given any smooth, periodic, and divergence-
free v (x, t) and any smooth and periodic q (x), we have (1.2) and (1.3).
Its a fact that weak solutions satisfy the energy equality (and subsequent inequality) (1.1). Wed like to
ask if a weak limit has the same characteristic. First, consider functions which are periodic on [0, L] in the
following example.
Example 1. Consider the sequence {N } given by
2N x
N (x) = 2 sin .
L
Then we have
kN k22 = L,
so N B (0, L) for all N . And the N do not converge in the norm topology. Nevertheless,
L L L 0 2N x
(x) N (x) dx = (x) 2 cos dx
0 2N 0 L
L ! 1
2
L 0 2 1
( (x)) dx L2
2N 0
0
as N . So N 0 in the weak topology! Let be the weak-limit of N . Weve found
= 0 and kk2 = 0,
but
lim kN k = L 6= 0.
N
Weve come to a general fact. Let u denote the weak limit of the Galerkin approximations, uN . Then
kuk2 lim kuN k2 .
N
So what was the energy equality, (1.1), becomes an inequality in the weak limit. What would happen if this
inequality is strict? This would indicate that some part of the energy dissapeared into the fine scales when
we smear the uN with a test function and integrate. But really we dont know if this inequality is strict or
not. This is unsettling indeed.
Its even worse: the weak form of NSE is non-predictive. Consider the next example, first due to Leray in
1932.
Example 2. Suppose x R3 . Define u by
u (x, t) = a (t) (x)
for some with 4 (x) = 0. We claim u is a weak solution of the (unforced) NSE, so long as a satisfies
T
2
(a (t)) dt < .
0
Math 654, Lecture 25 4/10/11 4
Its clear from the definition that u satisfies (1.3), where now test functions have compact support. What
about (1.2)? Since v is divergence-free (it is a test function), each term in (1.2) dissapears immediately
expect for the third term on the left. But
2
u.v.u dx = (a (t)) ,i vj,i ,j dx
2
= (a (t)) vj ,i ,ij dx
2 1 2
= (a (t)) v. kk dx
2
= 0,
for again v is divergence-free. So indeed u is a weak solution. But u lives on an infinite domain, and has
infinite energy! This is entirely unphysical.
Math 654, Lecture 26 4/13/11 1
1 Uniqueness of Solutions
satisfying
Suppose we have u, u
t u + u.u + p = 4u + f ,
+u
t u .
u + p = 4
u+f
u.
v (x, t) = u
where
ku (, t)k = supku (x, t)k.
x
So by Gronwall,
t
0 0
kv (, t)k2 kv (, 0)k2 exp ku (, t )k dt .
0
We need more regularity to guarantee a bound.
Here are some sufficient conditions for everything to be nice. . .
t
0
ku (, t0 )k42 dt0 < , or
ku (, t)k22 < .
If we could know either of these, then we could demonstrate both that the solution is C ((0, t)) and that it
is unique. Recall that ku (, t)k22 = kk22 , so we could say the second condition is an enstrophy condition.
Lets look at the second condition some more.
Math 654, Lecture 26 4/13/11 2
t + u. = 4 + .u + f .
Of course we could do all this with Galerkin approximations, then wed get
t N + uN . N = 4 N + N .uN + PN ( f )
and similarly for Navier-Stokes. As always, we could dot into the vorticity equation and integrate. Or we
could dot 4u into Navier-Stokes and integrate. (They are morally the same.) The second results in the
equation
1 d
kuk22 = k4uk22 + u. (u) .4u,
2 dt
after forgetting about the forcing term. Equivalently, we could write (after integration by parts)
1 d
kk22 = kk22 + . (u) ..
2 dt
Well continue with the first of these.
The analysis goes as follows. First,
1 d
kuk22 = k4uk22 + u. (u) .4u
2 dt
k4uk22 + kuk kuk2 k4uk2
in R3 .
Proof. We write
X
|u (x)| = e ik.x
(k)
u
k6=0
X
|
u (k)|
k6=0
X X
= |
u (k)| + |
u (k)|
0<|k|K |k|>K
Math 654, Lecture 26 4/13/11 3
! 21 !
K
1 k 2 dk 1 k 2 dk
3 4 kuk2 + 2 4 k4uk2
(2) 0 k2 (2) K k4
1 1 1
K 2 kuk2 + 1 k4uk2 .
2 K2
Note that in our setup dk = 2/L, since we are in a box of side length L. Now we are free to choose
positive K. So pick K = k4uk2 /kuk2 , then
2 1 1
|u (x)| kuk22 k4uk22 .
2
So take C = 2/ 2 to finish the proof.
Since 2/ 2 < 1 we can now write
d 1 3 3
kuk22 k4uk22 + k4uk22 k4uk22
dt 2
1 3 3
k4uk22 + k4uk22 k4uk22
6
kuk2
C
4
C
= kuk62
3
for some constant C. Setting X (t) = ku (, t)k22 , we have thus
dX 2C
3 X 3.
dt
Going forward, we write
d 2C 2
X (X (t)) X (t)
dt 3
Math 654, Lecture 26 4/13/11 4
and hence t
2C 0 2 0
X (t) X (0) exp X (t ) dt .
3 0
Hence t
2C
ku (, t)k22 ku (, 0)k22 exp ku (, t 0
)k42 dt 0
.
3 0
So if we knew ku (, t0 )k42 had only time-integrable singularities, then in fact ku (, t)k22 would be finite for
all time.
We could also write
dX 2C 3
X
dt 3
X(t) t
1 2C 0
= dX dt
X(0) X3 0
3
and hence
2 2
1 1 1 1 2C
+ t
2 X (t) X (0)2 3
2
X (0) 4C 2
= +1 (X (0)) t
X (t) 3
2
X (0) 4C 2
= 1 (X (0)) t
X (t) 3
2
X (t) 1
= 2 .
X (0) 1 4C
(X (0)) t
3
Therefore,
X (0)
X (t) q .
2 4C
1 (X (0)) t 3
2
Thus X (t) is finite until time t = 3 / 4C (X (0)) . Weve just shown the following:
Proposition 2. If ku (, 0)k22 < , then there exists T > 0 so that ku (, t)k22 < for t < T .
We said earlier that ku (, t)k22 < is enough to guarantee smoothness of solutions, so if enstrophy is
bounded at t = 0 then a smooth and unique solution exists for finite time. See 8 of the text for more
details.