Introduction Persistence Problem Computational Procedure Results Conclusion

The Persistence Problem in Three-Dimensional

Fluid Turbulence

Akshay Bhatnagar

Centre for Condensed Matter Theory

Department of Physics
Indian Institute of Science
Bangalore, India.

26 July 2012
Introduction Persistence Problem Computational Procedure Results Conclusion

Outline

Fluid Turbulence: Equations.

Eulerian and Lagrangian frameworks.
The Persistence Problem in Fluid Turbulence.
Computational Procedure.
Results.
Conclusions.
Future Plans.
Introduction Persistence Problem Computational Procedure Results Conclusion

Navier Stokes Equation

Fluid motion is governed by:

The Navier Stokes Equation

t u + (u )u = 2 u p + f;

Incompressible Fluid

u=0

u: velocity at point (x, y , z);

f: force at point (x, y , z);
p: pressure;
: kinematic viscosity; = 1: uniform density.
Introduction Persistence Problem Computational Procedure Results Conclusion

Reynolds Number

The ratio of the advection term (u )u and the dissipation term 2 u

yields a dimensionless control parameter called the Reynolds number:

Re = UL/,

where U and L are the characteristic velocity and length scales.

At (low) high Reynolds numbers the flow is (laminar) turbulent.

A turbulent flow displays several vortical structures and the velocity

changes rapidly in space and time.
Introduction Persistence Problem Computational Procedure Results Conclusion

Vorticity

Turbulent flows are rotational, i.e., they have nonzero vorticity.

Vorticity

=u

Figure: Vorticity isosurfaces showing the region || > hi + 4 in

direct numerical simulation with 40963 grid points and Re = 1131. See
T. Ishihara, T. Gotoh, and Y. Kaneda, Ann. Rev. Fluid Mech., 41, 165
(2009).

In turbulent flows, vortical structures appear on many scales.

Introduction Persistence Problem Computational Procedure Results Conclusion

Energy

Total Kinetic energy:

Z Z
1 1
E (t) = |u(x, t)|2 dx = |u(k, t)|2 dk
2V 2V

Energy spectra:
Z
1
E (k, t) = |u(k, t)|2 dk,
2 k3|k|=k

where Z
1
u(k, t) = u(x, t)e ikx dx
V
Introduction Persistence Problem Computational Procedure Results Conclusion

Length and Time Scales

Length Scales

1/4
3

Kolmogorov length scale:d = .

s
E
Taylor microscale: = R .
k 2 E (k)dk
R
E (k)/kdk
Integral length scale: lI = .
E

Time Scales

 1/2
Kolmogorov time scale: = .

lI
Large eddy turnover time:Teddy = .
vrms
Introduction Persistence Problem Computational Procedure Results Conclusion

Homogeneous, Isotropic Turbulence

At length scales smaller than the energy-injection scale L and far

away from boundaries turbulent flows are statistically homogeneous
and isotropic, to a very good approximation.

Kolmogorov 1941 (K41) Phenomenology

Energy spectrum:
E (k) k 5/3 ,
for three-dimensional (3D), homogeneous, isotropic turbulence and with
the wave vector k in the inertial range L1  k  d1 , where d is the
dissipation length. In K41 d = [ 3 /]1/4 , where  is the energy
dissipation rate per unit mass.

We will explore the possibility of a power law in the persistence

problem (see below) in 3D homogeneous, isotropic turbulence.
Introduction Persistence Problem Computational Procedure Results Conclusion

Eulerian and Lagrangian Representations

In the Eulerian description the velocity and other fields are

represented as functions of a fixed position x and time t; thus, we
write u(x, t).

In the Lagrangian description we follow the position of Lagrangian,

tracer particles:

X+ (t, Y) and U+ (t, Y) represents the position and velocity of a

Lagrangian particle at time t that was at position Y at time t0 .

A Lagrangian particle moves with the local fluid (Eulerian) velocity:

+
X (t, Y) = u(X+ (t, Y), t)
t
Introduction Persistence Problem Computational Procedure Results Conclusion

The Persistence Problem

General
For a fluctuating field , the persistence-time probability distribution
function (PDF) P ( ) gives the probability that the sign of , at a point
in space, does not change up to a time .

Persistence has been studied in many nonequilibrium systems, e.g.,

the simple diffusion equation with random initial conditions,
fluctuating interfaces, and granular media.
In many such systems P ( ) as .

The time is called the persistence time and is called the persistence
exponent.
Introduction Persistence Problem Computational Procedure Results Conclusion

The Persistence Problem in 2-D Turbulence

To define the persistence problem in 2D turbulence we use the

Okubo-Weiss parameter as the fluctuating field .
: the discriminant of the characteristic equation for velocity-gradient
tensor A with
Aij = i uj .
In 2D, incompressible flows, = det(A).
If at some point in space is positive (negative) then the flow at that
point is vortical (extensional).
In the Eulerian framework: We calculate the PDF of the persistence time
for which the flow at a fixed point in space remains vortical
(extensional).
In the Lagrangian framework: We follow a Lagrangian particle and
calculate the PDF of the persistence time for which this particle
remains in a vortical (extensional) region.
Introduction Persistence Problem Computational Procedure Results Conclusion

The Persistence Problem in 2-D Turbulence

In the Eulerian case, the persistence-time PDFs have exponential tails.

For Lagrangian particles, in vortical regions, this PDF has a power-law
tail, with the exponent = 2.9 0.2 independent of Re and other
parameters (within error bars).
This power-law tail suggests that no single time scale can be defined for
the time spent by a Lagrangian particle in vortical regions.

P. Perlekar, S.S. Ray, D. Mitra, and R. Pandit, Phys. Rev. Lett. 106, 054501
(2011),
Introduction Persistence Problem Computational Procedure Results Conclusion

3D-Turbulence Generalization of Persistence

In 3D the discriminant of the characteristic equation for the

velocity-gradient tensor A is

= (27/4)R 2 + Q 3 ,

where
Q = Tr (A2 )/2 and R = Tr (A3 )/3.

Depending upon the signs of and R the nature of the flow, at a point,
can be classified, in the Q R plane, as follows:
1 >0 and R >0 (Region:A);
2 >0 and R <0 (Region:B);
3 <0 and R <0 (Region:C);
4 <0 and R >0 (Region:D).
Introduction Persistence Problem Computational Procedure Results Conclusion

Different regimes in the Q R plane

Figure: Three-dimensional flow topologies indicated schematically in the Q R

plane (from A.E. Perry and M.S. Chong, Appl. Sci. Res., 53, 357 (1994).
Introduction Persistence Problem Computational Procedure Results Conclusion

Q R Plots
If Q is large and negative: local strains are high and vortex formation is
not favoured; furthermore, if R > 0, fluid elements experience axial
strain, whereas if R < 0, they feel biaxial strain.
If Q is large and positive, vorticity dominates the flow; if, in addition,
R < 0, vortices are compressed, whereas if R > 0, they are stretched.
Some properties of a turbulent flow can be highlighted by making contour
plots of the joint PDF of Q and R; these Q R plots have a
characteristic, tear-drop shape.

Figure: Joint PDF of Q and R shown as a filled contour plot in loglog (base 10)
scale (G. Sahoo, P. Perlekar, and R. Pandit, New J. Phys.13, 0130363 (2011).
Introduction Persistence Problem Computational Procedure Results Conclusion

Computational Procedure

To calculate the Eulerian velocity field:

Simulation domain: periodic box of length 2.
This box has N grid points in each direction.
The NavierStokes equation is solved numerically with these N 3
grid points by using a pseudospectral method.
A second-order Adams-Bashforth method is used for time marching.
Introduction Persistence Problem Computational Procedure Results Conclusion

The Pseudospectral Method

In this method spatial derivatives are evaluated in Fourier Space.

Discrete Fourier transforms:

X
u(x, t) = u(k, t) exp(k x)
k

The Incompressible Navier Stokes equation in Fourier Space:

u(k, t) = P(k) N(k, t) k 2 u(k, t) + f(k, t),
t

where
ki kj
Pij (k) = ij
k2
and N(k, t) represents the nonlinear term in Fourier space.
Introduction Persistence Problem Computational Procedure Results Conclusion

Computational Procedure contd...

Pressure is eliminated by using the incompressibility condition.

The nonlinear term is first evaluated in real space and then
transformed to Fourier space.
The FFTW package is used to calculate Discrete Fourier transforms.
Introduction Persistence Problem Computational Procedure Results Conclusion

The Adams-Bashforth Method

We use a second order Adams-Bashforth Method for the time

marching of our Fourier-space Navier-Stokes Equation.
In this method the linear part is integrated exactly:
2 2
[u(k, t)e k t ] = F(k, t)e k t .
t

Then the above equation is integrated by using the trapezoidal rule:

2
2 1 e 2k t
3 1
u(k, t+t) = e 2k t
u(k, tt)+ [ F(k, t) F(k, tt)],
k 2 2 2
where
F(k, t) = P(k) N(k, t) + f(k, t).
Introduction Persistence Problem Computational Procedure Results Conclusion

Initial Conditions And Forcing

Initial Condition
The magnitude of the initial velocity field in the Fourier space is
chosen to be p
|u(k, 0)| = E0 k 4 exp(2k 2 );

the initial phases of these Fourier components are chosen from a

uniform random distribution between 0 and 2.

Forcing
We use a constant energy injection scheme; the force is

P(kf k)
f(k, t) = u(k, t),
2E (K , t)

where P is the energy-injection rate and is the Heaviside function.

Introduction Persistence Problem Computational Procedure Results Conclusion

Computational Procedure contd...

Lagrangian Trajectories

To determine the velocity at the position of the Lagrangian particle

we use trilinear interpolation.
To calculate the trajectory we use a first-order, Euler scheme.
First-order Euler scheme:
X+ (t + t, Y) = X+ (t, Y) + U+ (t, Y)t
Introduction Persistence Problem Computational Procedure Results Conclusion

Computational Procedure contd...

Lagrangian Trajectories

In the trilinear-interpolation method the value of a function at a

point is interpolated by using 8 nearest neighbour points.
Trilinear Interpolation

First linear interpolation is done along the x direction:

c00 = (1 xd )V000 + xd V100 ;
c10 = (1 xd )V010 + xd V110 ;
c01 = (1 xd )V001 + xd V101 ;
c11 = (1 xd )V011 + xd V111 ;
and then, similarly, along y and z directions:
c0 = (1 yd )c00 + yd c10;
c1 = (1 yd )c01 + yd c11.
Finally x x0
xd = .
c = (1 zd )c0 + zd c1 . x1 x0
Introduction Persistence Problem Computational Procedure Results Conclusion

Results
Introduction Persistence Problem Computational Procedure Results Conclusion

Table of Parameters

Table of parameters used in our simulations

Run N t Particles P Re
R1 64 7.4 103 103 5000 0.016 32
R2 64 7.4 103 103 5000 0.008 23
R3 128 5.0 103 103 10000 0.016 40
R4 256 5.0 103 103 0.020 45
Introduction Persistence Problem Computational Procedure Results Conclusion

Energy Time Series

Figure: Energy divided by the number of grid points as a function of time

for different Taylor microscale Reynolds numbers.
Introduction Persistence Problem Computational Procedure Results Conclusion

Energy Spectra

Log-log plots of energy spectra for Re = 40 and Re = 45; the

dotted blue line shows the K41 5/3 slope for small values of the
wave number k.

Figure: .
Energy spectrum at Re = 40 Figure: .
Energy spectrum at Re = 45
Introduction Persistence Problem Computational Procedure Results Conclusion

Motion of Lagrangian Particles

Movie: the motion of 5000 Lagrangian particles (left) and the

MSD as a function of time (right).

MSD = h[r(t) r(0)]2 i.

Introduction Persistence Problem Computational Procedure Results Conclusion

Single Lagrangian Particle

Movie: the motion of a single Lagrangian particles and the

corresponding Q R values in the Q R plane.
Introduction Persistence Problem Computational Procedure Results Conclusion

Joint PDFs of Q and R

Contour plots of the joint PDF of Q and R in Eulerian and

Lagrangian frames for Re = 40.

Figure: In the Eulerian frame. Figure: In the Lagrangian frame.

Introduction Persistence Problem Computational Procedure Results Conclusion

Persistence3 time PDFs

Resolution = 64 ; Re = 32

Cumulative persistence time PDFs (obtained by the rank order method) for the four
regimes in the Q R plot.
Introduction Persistence Problem Computational Procedure Results Conclusion

Persistence3 time PDFs

Resolution = 64 ; Re = 32

Log-log plots of the cumulative persistence time PDFs (obtained by the rank order
method) for the four regimes in the Q R plot.
Introduction Persistence Problem Computational Procedure Results Conclusion

Persistence3 time PDFs

Resolution = 64 ; Re = 32

Semilog plots of the cumulative persistence time PDFs (obtained by the rank order
method) for the four regimes in the Q R plot.
Introduction Persistence Problem Computational Procedure Results Conclusion

Persistence 3time PDFs

Resolution = 128 ; Re = 40

Cumulative persistence time PDFs (obtained by the rank order method) for the four
regimes in the Q R plot.
Introduction Persistence Problem Computational Procedure Results Conclusion

Persistence 3time PDFs

Resolution = 128 ; Re = 40

Log-log plots of the cumulative persistence time PDFs (obtained by the rank order
method) for the four regimes in the Q R plot.
Introduction Persistence Problem Computational Procedure Results Conclusion

Persistence 3time PDFs

Resolution = 128 ; Re = 40

Semilog plots of the cumulative persistence time PDFs (obtained by the rank order
method) for the four regimes in the Q R plot.
Introduction Persistence Problem Computational Procedure Results Conclusion

Conclusions

We have found that the persistence-time cumulative PDF Q ( ) e ,
where stands for the different regions A, B, C , and D in the Q R plane.
The values of in the Eulerian and Lagrangian frames are tabulated below.

Run resolution = 643 ; Re = 32.

Region E E /Teddy L L /Teddy

A 2.74 1.32 3.12 1.51
B 3.03 1.47 4.63 2.24
C 0.59 0.28 0.69 0.33
D 2.38 1.15 2.93 1.42

Run resolution 1283 ; Re = 40.

Region E E /Teddy L L /Teddy

A 1.94 1.04 2.61 1.39
B 2.19 1.17 3.88 2.07
C 0.53 0.28 0.67 0.35
D 1.80 0.96 2.51 1.34
Introduction Persistence Problem Computational Procedure Results Conclusion

Conclusions

Given the resolution of our DNS studies, so far we have not found
any power-law regime in cumulative persistence-time PDFs in 3D.
This is in contrast to the result obtained in 2D, where one of these
cumulative PDFs shows a power-law regime.
High-resolution DNS studies are required to confirm if the above
results continue to hold at large Re .
In all the regions in the Q R plane, the Lagrangian times
(obtained from the persistence-time cumulative PDFs) are larger
than their Eulerian counterparts.
Introduction Persistence Problem Computational Procedure Results Conclusion

Future plans

To extend our study to high Re ; this will require

high-resolution DNS and an MPI code, which we are
developing.
Study the persistence problem with inertial particles.
Introduction Persistence Problem Computational Procedure Results Conclusion

Thank You