A Unified Multiple-Scales Approach To One-Dimensional Composite Materials and Multiphase Flow

SIAM J. APPL. MATH.

c 2011 Society for Industrial and Applied Mathematics
Vol. 71, No. 1, pp. 200–217
A UNIFIED MULTIPLE-SCALES APPROACH TO

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ONE-DIMENSIONAL COMPOSITE MATERIALS AND

MULTIPHASE FLOW∗
S. J. CHAPMAN† AND S. E. MCBURNIE†
Abstract. The method of multiple scales is adapted to homogenization problems in which

the size of the unit cell is not constant but varies with the solution (corresponding to frequency
modulation as well as amplitude modulation). The method is illustrated by two one-dimensional
examples taken from solid mechanics and fluid mechanics, respectively, namely, the nonlinear elastic
deformation of a composite material and the ab initio derivation of the equations of multiphase slug
flow.
Key words. homogenization, multiple scales, asymptotic, effective medium, averaging, multi-
phase, coarse graining, slug flow
AMS subject classifications. 34E05, 34E13, 35B27, 35C20, 74Q05, 76M50
DOI. 10.1137/100784515
1. Introduction. The method of multiple scales is a powerful asymptotic tech-

nique for solving problems in which the solution comprises a slowly modulated rapid
oscillation (see, for example, [8, 11]). Such problems typically arise in two ways: the
oscillation may be intrinsic, with the modulation arising from the addition of a small
amount of damping, for example (as in the Van der Pol oscillator); or the oscillation
may be due to some underlying rapid oscillation in the coefficients of the equation (as
in the homogenization of periodic microstructure).
In the first case, the method of multiple scales is appropriate when the modulation
is an amplitude modulation and notoriously fails when the modulation is a frequency
modulation (see [8]). For the case of frequency modulation the WKB method must
be used for linear problems, and the method of Kuzmac must be used for nonlinear
problems (see, for example, [11]). The key difference when the frequency is modulated
is that the length of the unit cell (the period) is unknown a priori but must be
determined as part of the solution.
When multiple scales is used as a homogenization technique the microstructure
is usually assumed fixed so that frequency modulation (or, since we are usually ho-
mogenizing in space rather than time, wavelength modulation) does not occur. Such
is the case, for example, if we are averaging a rapidly varying diffusion coefficient or
a rapidly varying permeability in Darcy flow. However, there are some situations in
which the size of the unit cell may depend on the solution. This will happen in par-
ticular when the underlying material deforms, and this deformation depends on the
microstructure. As an example we can think of nonlinear wave propagation through
a bubbly fluid, in which the oscillation of the bubbles causes the separation between
bubbles to vary.
A whole area of solid mechanics has developed in the past 40 years which is
concerned with theoretically predicting the effective properties of a composite material
∗ Received by the editors January 29, 2010; accepted for publication (in revised form) November 9,
2010; published electronically February 8, 2011.

http://www.siam.org/journals/siap/71-1/78451.html
† Centre for Industrial and Applied Mathematics, Mathematical Institute, University of Oxford,
Oxford, OX1 3LB, United Kingdom (chapman@maths.ox.ac.uk, mcburnie@maths.ox.ac.uk).

200
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COMPOSITE MATERIALS AND MULTIPHASE FLOW 201
directly from the individual properties of its constituents [13]. Significant progress has
been made in the case of linearly elastic materials. In particular, the results of Hashin
and Shtrikman [4, 5, 6] and Hill [7] are very well known.
Most methods involve analyzing a small but representative sample of the material,
usually called a representative volume element (RVE) (see, e.g., [9, 13]). A variety
of boundary conditions are applied to the RVE and the resulting boundary value
problem is solved. The averages of the stress and strain are calculated, and it is then
assumed that the relationship between these averages holds for the composite material
in general.
This approach works fairly well for linear materials [12]. The method of multiple
scales is related but rather more systematic. For periodic microstructures this again
has an RVE (the unit cell), but the macroscopic averages appear in the cell problem
not as a boundary condition but as an inhomogeneous term (which can of course be
rewritten as a boundary condition by subtracting a particular solution) [1, 10].
In the linear elastic case the effective properties are independent of the state of
strain, and the method of multiple scales allows them to be deduced from solving a
small set of canonical cell problems. In the nonlinear case much less is known, and the
cell problem depends on the homogenized solution, so that the micro- and macroscale
are coupled and need to be solved together.
The corresponding problems in fluid mechanics are those of two-phase flow. Since
these problems are almost always nonlinear, the usual modeling approach is either to
simply postulate effective equations (for example, for bubbly fluids in [15]) or to derive
effective equations through an averaging procedure [3]. In the latter case the averaged
equations are not closed, and various constitutive relations need to be postulated.
Only for the linear problem of linear acoustic wave propagation through bubbly fluids
has the method of multiple scales been successfully applied [2].
The aim of the present paper is to apply the multiple-scales technique carefully
to problems in which the size of the unit cell depends on the macroscopic (homoge-
nized) solution. Our main results concern the ab initio derivation of a homogenized
model for multiphase slug flow in section 3. However, because the application in fluid
mechanics is quite complicated, we first introduce ideas behind the technique we will
employ in the simpler situation of the nonlinear deformation of a composite elastic
material.
2. Composite materials. We consider a one-dimensional problem in nonlinear

elasticity. Let x̂ refer to position in the reference configuration and x refer to position
in the deformed configuration, so that the displacement is u = x − x̂. We suppose the
existence of an elastic energy which depends on the deformation gradient du/dx̂, and
which is nonhomogeneous in space, varying rapidly and periodically with position x̂,
so that

x̂ du
W =W , ,
dx̂
where 0 < 1 and W has period 1 with respect to its first argument. The Cauchy
stress, which in this simple configuration is the same as the first Piola–Kirchoff stress,
is then given by

∂W x̂ du
(1) σ = du = G , ,
∂ dx̂ dx̂

202 S. J. CHAPMAN AND S. E. MCBURNIE
say. With a body force b per unit length, the equations of equilibrium are then
dσ
(2) + ρ0 b = 0
dx̂
in a Lagrangian framework, where ρ0 is the undeformed density. This is a standard
problem in multiple scales. Introducing the fast variable X = x̂/ we treat X and
x̂ as independent and write u = u(x̂, X), σ = σ(x̂, X) with u and σ periodic in X.
Then, since
d ∂ 1 ∂
= + ,
dx̂ ∂ x̂ ∂X
we have
∂σ 1 ∂σ
(3) + + ρ0 b = 0,
∂ x̂ ∂X
∂u 1 ∂u
(4) σ = G X, + .
∂ x̂ ∂X
Expanding u = u0 + u1 + · · · , σ = σ0 + σ1 + · · · gives, at leading order,

∂σ0 ∂u0
= 0, = 0.
∂X ∂X
Thus u0 = u0 (x̂), σ0 = σ0 (x̂). At the next order in (3)–(4) we find
dσ0 ∂σ1
(5) + + ρ0 b = 0,
dx̂ ∂X
du0 ∂u1
(6) σ0 = G X, + .
dx̂ ∂X
Integrating (5) over X gives

1
dσ0 ∂σ1 1
(7) + ρ0 b = − dX = [σ1 ]0 = 0
dx̂ 0 ∂X
by periodicity. Inverting (6) gives
du0 ∂u1
+ = G−1 (X, σ0 ).
dx̂ ∂X
Now integrating over X and using the periodicity of u1 gives
1
du0
(8) = G−1 (X, σ0 ) dX.
dx̂ 0
Equations (7) and (8) are the equilibrium equations for the effective composite mate-
rial. Equation (7) is just the usual force balance in Lagrangian coordinates; equation
(8) forms the new composite material law.
Rewriting (7) and (8) in Eulerian form (and dropping the subscript zero) using
the fact that
dx du 1
= +1=
dx̂ dx̂ 1 − du/dx

gives
dσ
(9) + ρb = 0,
dx
du
(10) ρ = ρ0 1 − ,
dx
du 1
(11) =1− 1 .
dx 1+ −1
G (X, σ) dX
0
It is illustrative to perform the same homogenization procedure in Eulerian rather

than Lagrangian coordinates, to arrive at (9)–(11) directly.
In Eulerian form (1)–(2) are
dσ
(12) + ρb = 0,
dx
du
(13) ρ = ρ0 1 − ,
dx

x−u 1
(14) σ=G , −1 .
1 − du/dx
Note that now the period of the fast oscillation of G is not fixed but depends on the
solution u. The key to dealing with such situations is to introduce a fast variable
which is unknown at this stage but in which G is exactly periodic (cf. Kuzmak’s
method; see, for example, [11]). In the present case this means that the fast variable
is not x/ but X = (x − u)/. Of course, this is exactly the same fast variable x̂/ we
used in the Lagrangian framework. Here we are effectively using a Lagrangian fast
variable and an Eulerian slow variable.
Although the definition of X seems innocuous, we need to remember that u
depends on X so that X is now defined implicitly. In particular,
dX 1 1 ∂u 1 ∂u dX
= − − ,
dx ∂x ∂X dx
so that

d ∂ 1− ∂u
∂x ∂
(15) = + ∂u
.
dx ∂x + ∂X
∂X
Writing u = u(x, X), σ = σ(x, X) and using (15) in (12)–(14) gives

∂σ 1 − ∂u
∂x ∂σ 1 − ∂u
∂x
(16) + ∂u
+ ρ0 ∂u
b = 0,
∂x + ∂X ∂X + ∂X

∂u
+ ∂X
(17) G X, − 1 = σ.
1 − ∂u
∂x
Expanding u = u0 (x) + u1 (x, X) + · · · , σ = σ0 (x) + σ1 (x, X) + · · · gives at leading

order

dσ0 1 − du
dx
0
∂σ1 1 − dudx
0
(18) + + ρ0 b = 0,
dx 1 + ∂u
∂X
1 ∂X 1 + ∂u
∂X
1

1 + ∂u 1
(19) G X, ∂X
− 1 = σ0 .
1 − dudx
0

∂u1
Multiplying (18) by 1 + ∂X and integrating over X gives

dσ0 du0
+ ρ0 1 − b = 0.
dx dx
Inverting (19) gives

∂u1
1+
∂X
− 1 = G−1 (X, σ0 ).
1− du0
dx
Integrating over X gives

1
1
−1= G−1 (X, σ0 ) dX,
1 − du
dx
0
0
which rearranges to give (11) as expected.

Thus we have been able to recover the Eulerian description of the averaged mate-
rial by a multiple-scales ansatz in which the fast scale is Lagrangian but the slow scale
remains Eulerian. Such a procedure is not especially useful in solid mechanics, where
a full Lagrangian description is appropriate even for the averaged material. However,
in fluid mechanics the Lagrangian description is in general much less useful than the
Eulerian description, and the ability to homogenize a rapid Lagrangian oscillation via
multiple scales while retaining an Eulerian description for the mean flow is useful.
3. Multiphase flow. We consider one-dimensional homentropic flow. In dimen-
sionless variables conservation of mass, momentum, and energy therefore give
∂ρ ∂
(20) + (ρu) = 0,
∂t
∂x
∂u ∂u ∂p
(21) ρ +u =− ,
∂t ∂x ∂x
γ
ρ
(22) p = pa .
ρ∗
We suppose that the phase of the mixture is determined by a phase-parameter φ and

that the material constants pa , ρ∗ and the ratio of specific heats γ are functions of φ.
For ease of exposition we will suppose that φ is smoothly varying. The adjustments
necessary when φ is a step function and the interface between phases is sharp are easy
to make, and in fact the multiple-scales limit and the sharp-interface limit commute.
Now, since the fluid composition is convected with the flow,
∂φ ∂φ
+u = 0.
∂t ∂x
We consider a multiphase slug flow in which φ = φ0 (x/) initially, with 0 < 1
and φ0 periodic with period one. Our goal is to perform a multiple-scales analysis to
eliminate the fast scale x/ and derive systematically two-phase flow equations valid
on the scale of many slugs. In general the microstructure will cease to be periodic in
Eulerian coordinates at positive times. However, in a Lagrangian description of the
problem the current configuration is given in terms of the initial position; thus the
microstructure will always be periodic in Lagrangian coordinates.

One option, then, is to transform the equations into Lagrangian coordinates,

perform a multiple-scales averaging, and then return to Eulerian coordinates in the
slow variables. However, as observed recently in [14], there is no need to transform the
slow variable from Eulerian to Lagrangian coordinates and back again; we can simply
introduce a fast Lagrangian variable alongside our original slow Eulerian variable.
Thus we denote the Lagrangian coordinate by x̂, with x = x̂ initially, so that
∂ x̂ ∂ x̂
(23) +u = 0.
∂t ∂x
We define the fast Lagrangian coordinate by X = x̂/ and, as is usual in multiple
scales, assume X and x are independent. Thus we write p = p(x, X, t), u = u(x, X, t),
and ρ = ρ(x, X, t). Note that φ = φ0 (X), so that pa = pa (X), ρ∗ = ρ∗ (X), and
γ = γ(X).
Then, using the chain rule, (20)–(22) become

∂ 1 ∂ x̂ ∂ ∂ 1 ∂ x̂ ∂
(24) + ρ+ + (ρu) = 0,
∂t ∂t ∂X ∂x ∂x ∂X

∂u 1 ∂ x̂ ∂u ∂u u ∂ x̂ ∂u ∂p 1 ∂ x̂ ∂p
(25) ρ + +u + =− − ,
∂t ∂t ∂X ∂x ∂x ∂X ∂x ∂x ∂X
γ
ρ
(26) p = pa .
ρ∗
We now expand all variables in powers of as
(27) u = u0 + u1 + · · · ,
(28) p = p0 + p1 + · · · ,
(29) ρ = ρ0 + ρ1 + · · · ,
(30) x̂ = x̂0 + x̂1 + · · · .
Substituting (27)–(30) into (23)–(26), we find that at leading order
∂ x̂0 ∂ x̂0
(31) + u0 = 0,
∂t ∂x
∂ x̂0 ∂ρ0 ∂ x̂0 ∂
(32) + (ρ0 u0 ) = 0,
∂t ∂X ∂x ∂X
∂ x̂0 ∂ x̂0 ∂u0 ∂ x̂0 ∂p0
(33) ρ0 + u0 =− ,
∂t ∂x ∂X ∂x ∂X
γ
ρ0
(34) p0 = pa .
ρ∗
Using (31) in (32) gives
∂u0
= 0,
∂X
after which (33) gives
∂p0
= 0.
∂X

Thus u0 and p0 are independent of X. However, (26) then gives ρ0 as

1/γ(X)
p0
(35) ρ0 = ρ∗ (X) ,
pa
so that ρ0 is a function of the fast scale X. Proceeding with the expansion we find
that at first order in (23)–(26)
∂ x̂1 ∂ x̂1 ∂ x̂0
(36) + u0 + u1 = 0,
∂t ∂x ∂x
∂ x̂1 ∂ρ0 ∂ x̂1 ∂ρ0 ∂ρ0 ∂ x̂0 ∂ρ1
+ u0 + +
∂t ∂X ∂x ∂X ∂t ∂t ∂X
∂ ∂ x̂0 ∂
(37) + (ρ0 u0 ) + (ρ1 u0 + ρ0 u1 ) = 0,
∂x ∂x ∂X
∂u0 ∂ x̂0 ∂u1 ∂u0 ∂ x̂0 ∂u1 ∂p0 ∂ x̂0 ∂p1
(38) ρ0 + + u0 + u0 =− − ,
∂t ∂t ∂X ∂x ∂x ∂X ∂x ∂x ∂X
γp0 ρ1
(39) p1 = .
ρ0
Using (36) and (23) to simplify (37)–(38) gives
∂ρ0 ∂ ∂ x̂0 ∂u1
(40) + (ρ0 u0 ) + ρ0 = 0,
∂t ∂x ∂x ∂X
∂u0 ∂u0 ∂p0 ∂ x̂0 ∂p1
(41) ρ0 + u0 =− − .
∂t ∂x ∂x ∂x ∂X
We now need to use the periodicity of u1 and p1 with respect to X to derive solvability
conditions on (40), (41) which will be our homogenized equations for u0 , ρ0 , and p0 .
First, from (40) we find
1 1
∂u1 1 ∂ρ0 ∂ 1
0= dX = + (ρ0 u0 ) dX
0 ∂X 0 ρ 0 ∂t ∂x ∂ x̂0 /∂x
1
1/γ(X)
1 ∂p0 ∂ 1/γ(X)
= + (p u0 ) dX
0 F p0
1/γ ∂t ∂x 0
1
1 1 ∂p0 ∂u0 1 ∂p0
= + p0 + u0 dX
0 F p0 γ(X) ∂t ∂x γ(X) ∂x
1
∂p0 ∂p0 1 ∂u0 1 1
= + u0 dX + p0 dX,
∂t ∂x 0 F γ(X) ∂x 0 F
where we have written F = ∂ x̂0 /∂x. Thus

∂p0 ∂p0 ∂u0
(42) + u0 C + p0 A = 0,
∂t ∂x ∂x
where
1 1
1 1
A= dX, C= dX.
0 F 0 F γ(X)
Similarly, we divide (41) by F and integrate to give

∂u0 ∂u0 ∂p0
(43) B + u0 = −A ,
∂t ∂x ∂x

where
1
ρ0
B= dX,
0 F
and we have used the periodicity of p1 with respect to X. We now have two homog-
enized equations (42) and (43) for the two unknowns u0 and p0 ; unfortunately A,
B, and C are also unknowns (depending on x and t) for which we need additional
equations.
To derive these equations let us return for the moment to the equation relating
the Lagrangian and Eulerian coordinates,
∂ x̂ ∂ x̂
+u = 0.
∂t ∂x
Differentiating with respect to x gives
∂ 2 x̂ ∂ 2 x̂ ∂u ∂ x̂
+u 2 + = 0,
∂t∂x ∂x ∂x ∂x
which in multiple-scales form is
2
∂ 2 x̂ ∂ 2 x̂ ∂u ∂ x̂ 1 ∂u ∂ x̂
+u 2 + + = 0.
∂t∂x ∂x ∂x ∂x ∂X ∂x
At leading order this gives
∂F ∂F ∂u0 ∂u1 2
(44) + u0 + F+ F = 0.
∂t ∂x ∂x ∂X
Now using (40) and (44) we find
D ρ0 1 Dρ0 ρ0 DF
= − 2
Dt F F Dt F Dt
1 ∂u0 ∂u1 ρ0 ∂u0 ∂u1 2
(45) = −ρ0 − ρ0 F − 2 − F− F = 0.
F ∂x ∂X F ∂x ∂X
If we write
1/γ(X)
ρ0 a
= ρ∗ (X)
F pa
for some a, then
Da
= 0,
Dt
with a = p0 initially. Since p0 is independent of X, we conclude that a is independent
of X. Using (35) we may write
1
p −1/γ(X)
0
= .
F a

This enables us to determine A, B, and C in terms of a, so that we have a closed

system of equations. Dropping the subscripts, these are
∂a ∂a
+u = 0,
∂t ∂x
∂p ∂p ∂u
+u C + p A = 0,
∂t ∂x ∂x

∂u ∂u ∂p
B +u = −A ,
∂t ∂x ∂x
with
1
p −1/γ(X)
A(p, a) = dX,
0 a
1 1/γ(X)
a∗
B(a) = ρ (X) dX,
0 pa
1
1
p −1/γ(X)
C(p, a) = dX.
0 γ(X) a
We now define the equation of state for the mixture as
B
ρ(p) = .
A
Then, noting that
∂A
C = −p
∂p
and since DB/Dt = Da/dt = 0,
Dρ B DA B ∂A Dp BC Dp B ∂u ∂u
=− 2 =− 2 = =− = −ρ .
Dt A Dt A ∂p Dt pA2 Dt A ∂x ∂x
Thus, with this definition, our system is
∂a ∂a
(46) +u = 0,
∂t ∂x
∂ρ ∂
(47) + (ρu) = 0,
∂t ∂x
∂u ∂u ∂p
(48) ρ +u =− .
∂t ∂x ∂x
Note that, in general, the density depends not only on the current pressure but also
on the initial pressure advected to the current position. The model simplifies if the
pressure is uniform initially, so that p = pa at t = 0. In that case a ≡ pa and the new
equation of state is
1
0
ρ∗ (X) dX
1
−1/γ(X)
ρ(p) = .
p
0 pa dX

It is reassuring that (47)–(48) correspond to mass and momentum conservation

for an effective fluid; there was no reason a priori that this should be the case. The
effective equation of state we have derived is new and as far as we know is the first
derivation of such an equation from first principles, without the need for a closure
assumption. We will compare our results with more standard models of two-phase
flow in the next section, but first we consider the particular example of a binary
mixture.
3.1. Binary mixture. As an example, suppose we have a binary mixture, with
volume fraction α of p = pa (ρ/ρ∗1 )γ1 and 1 − α of p = pa (ρ/ρ∗2 )γ2 . Then

p −1/γ1
p −1/γ2
A=α + (1 − α) ,
a a

p −1/γ1
p −1/γ2
B = αρ∗1 + (1 − α)ρ∗2
a a
,
a a
α
p −1/γ1 (1 − α)
p −1/γ2
C= + ,
γ1 a γ2 a
so that
−1/γ1 −1/γ2
αρ∗1 (pa /a) + (1 − α)ρ∗2 (pa /a)
ρ(p) = −1/γ1 −1/γ2
.
α (p/a) + (1 − α) (p/a)
If a ≡ pa , this reduces to
αρ∗1 + (1 − α)ρ∗2
ρ(p) = −1/γ1 −1/γ2
.
α (p/pa ) + (1 − α) (p/pa )
4. Comparison with other theories. In section 4.2 we compare the theory

we have derived with existing models of two-phase flow. First, in section 4.1, we
confirm that small amplitude waves in the model we have derived are consistent
with a standard multiple-scales analysis of small amplitude acoustic waves in a one-
dimensional bubbly fluid.
4.1. Linear wave propagation through bubbly fluids. If we linearize the
multiphase model (46)–(48) by setting
a = p0 + â, p = p0 + p̂, ρ = ρ0 + ρ̂, u = û,
with p0 constant, and linearizing in , we find, on dropping the hats, that

∂a
(49) = 0,
∂t
∂ρ ∂u
(50) + ρ0 = 0,
∂t ∂x
∂u ∂p
(51) ρ0 =− .
∂t ∂x
Since a = p(0) initially, we find a ≡ p(0). Now,
∂ρ
ρ̂ = p̂,
∂p

where
∂ρ B0 ∂A B0 C0
=− 2 = ,
∂p A0 ∂p p0 A20
with
1 1
1
A0 = 1, B0 = ρ0 dX, C0 = dX.
0 0 γ(X)
Combining (50) and (51) gives
∂2p B0 C0 ∂ 2 p
(52) 2
= .
∂x p0 ∂t2
We can compare this result of homogenization followed by linearization with the
approach of linearization followed by a standard multiple-scales homogenization.
Linearizing (20)–(22) by setting p = p0 +p̂, u = û, ρ = ρ0 +ρ̂ gives, on dropping
the hats,
∂ρ ∂u
(53) + ρ0 = 0,
∂t ∂x
∂u ∂p
(54) ρ0 =− ,
∂t ∂x
p0 γ
(55) p= ρ.
ρ0
Combining (53) and (55) gives
1 ∂p ∂u
(56) + = 0.
γp0 ∂t ∂x
Now eliminating u from (54) and (56) gives

∂ 1 ∂p 1 ∂2p
= .
∂x ρ0 ∂x γp0 ∂t2
Writing the linearized equation in this way gives the correct jump conditions (conti-
nuity of p and u) if γ or ρ∗ is discontinuous.
A standard multiple-scales calculation now gives
1 2
1 ∂2p 1 ∂ p
(57)
2 = dX ,
1
ρ0 dX ∂x 0 γp0 ∂t2
0
which clearly agrees with (52). This result is also equivalent to the one-dimensional
version of the analysis in [2].
4.2. Other models for two-phase flow. Standard models of two-phase flow
can of course cover much more general situations than the one-dimensional slug flow
we are considering. However, it is instructive to specialize the standard models to
this restricted case and compare the results with our multiple-scales analysis.
If α is the volume fraction of gas, ρg is the average gas density, and v is the
average gas velocity, then conservation of mass of gas implies
∂ ∂
(αρg ) + (αρg v) = 0.
∂t ∂x

Similarly, if u is the average velocity of the liquid, then conservation of mass of liquid
implies
∂ ∂
((1 − α)ρl ) + ((1 − α)ρl u) = 0.
∂t ∂x
In our one-dimensional setting there can be no relative motion between the gas and
the liquid, so that u = v. Then adding the equations above gives
∂ρ ∂
+ (ρu) = 0,
∂t ∂x
where
ρ = αρg + (1 − α)ρl .
Conservation of momentum for the gas and liquid are often written as
∂ ∂ Mlg ∂p
(αρg u) + αρg u2 = −α ,
∂t ∂x A ∂x
∂ ∂ Mgl ∂p
((1 − α)ρl u) + (1 − α)ρl u2 = − (1 − α) ,
∂t ∂x A ∂x
where Mlg is the force per unit length exerted by the liquid on the gas, and Mgl =
−Mlg is the force per unit length exerted by the gas on the liquid. Adding gives
∂ ∂ 2 ∂p
(ρv) + ρu = − .
∂t ∂x ∂x
Thus in our particular one-dimensional slug-flow setting the usual theory of two-phase
flow gives an effective fluid with equation of state
ρ = αρg + (1 − α)ρl
1/γg 1/γl
∗ p ∗ p
(58) = αρg + (1 − α)ρl .
pa pa
This should be compared to the expression we derived in section 3.1, namely,
αρ∗g (pa /a)−1/γg + (1 − α)ρ∗l (pa /a)−1/γl

ρ= −1/γg −1/γl
,
α (p/a) + (1 − α) (p/a)
or, when a ≡ pa ,
αρ∗g + (1 − α)ρ∗l
(59) ρ= −1/γg −1/γl
.
α (p/pa ) + (1 − α) (p/pa )
Note that the two models (58) and (59) give different values for the wavespeed
(c0 , say) for the linearized equation. We saw in the previous section that for (59)

1 ∗ ∗ α 1−α
= (αρg + (1 − α)ρl ) + ,
c20 p a γg p a γl
while the usual equation of state (58) gives
1 αρ∗g (1 − α)ρ∗l
= + .
c20 p a γg p a γl

t t
3.0 3.0
2.5 2.5
2.0 2.0
1.5 1.5
1.0 1.0
0.5 0.5
x x
0.05 0.05 0.10 0.15 0.20 0.05 0.05 0.10 0.15 0.20
(a) (b)
Fig. 1. Characteristics for the expansion of a two-phase mixture by a piston. The parameters
are ρ∗1 = 1, ρ∗2 = 1000, γ1 = 1.4, γ2 = 7, α = 0.5, up = −0.02, representing an air-water mixture.
(a) Traditional two-phase equation of state (58); (b) the new two-phase equation of state (59).
In the next section we illustrate the difference between the two models for a nonlinear
example.
4.3. Example: Expansion by a moving piston. We will compare the behav-
ior of the traditional and new two-phase flow equations of state for a classical problem
in compressible flow, namely, the expansion of a fluid by a moving piston. We consider
the fluid to occupy the region x > 0 initially and to be stationary. At time t = 0 a
piston at x = 0 moves to the left with velocity up < 0. Thus the fluid occupies the
region x > up t, and satisfies (47)–(48), along with the appropriate equation of state,
with the boundary conditions
u(up t) = up , u → 0 as x → ∞.
The system of equations is hyperbolic with Riemann invariants u ± w = constant on

characteristics dx/dt = u ± c, respectively, where

2 dp ρ
c(ρ )
c = , w= dρ ,
dρ ρ0 ρ
and ρ0 is the initial value of the density. The characteristics dx/dt = u−c all meet the
(uniform) initial condition u = 0, w = 0, so that the associated Riemann invariant is
identically zero. Thus u = w everywhere, and the remaining family of characteristics
gives that 2u is constant on characteristics dx/dt = u + c. Since u is constant along
characteristics, so is w and therefore also ρ and c. Thus the characteristics are straight
lines. The solution therefore comprises a family of characteristics dx/dt = c0 on which
u = 0 emanating from the initial condition t = 0, x > 0; a family of characteristics
dx/dt = up + cp on which u = up emanating from the moving piston t > 0, x = up t;
and an expansion fan emanating from the origin x = 0, t = 0, as illustrated in
Figure 1. Here c0 = c(ρ0 ) is the value of c at the initial density, and cp is the value of

p
u
1.0
x
0.1 0.2 0.3 0.4 0.5
0.8
0.005
0.6
0.010
0.4
0.015
x
0.020 0.1 0.2 0.3 0.4 0.5
(a) (b)
Fig. 2. (a) Velocity and (b) pressure profiles for the two-phase mixture ρ∗1 = 1, ρ∗2 = 1000,
γ1 = 1.4, γ2 = 7, α = 0.5, up = −0.02, at time t = 3. Results for the new equation of state (59) are
shown solid, and those for the traditional equation of state (58) are dashed.
uc
α
0.2 0.4 0.6 0.8 1.0
0.1
0.2
0.3
0.4
0.5
0.6
Fig. 3. Critical cavitation velocity for the two-phase mixture ρ∗1 = 1, ρ∗2 = 1000, γ1 = 1.4,
γ2 = 7 as a function of volume fraction of gas α. Results for the new equation of state (59) are
shown solid, and those for the traditional equation of state (58) are dashed.
c on the piston. This is determined from the fact that the density at the piston, ρp ,
say, is known, since w(ρp ) = u = up there. The velocity is linear in x in the expansion
fan region and constant on either side. Velocity and pressure profiles are shown in
Figure 2.
We see that the pressure drop at the piston is greater for the traditional two-phase
equation of state and that the disturbance propagates more quickly away from the
piston.
Of particular interest is the maximum velocity that the piston can achieve before
the pressure is zero there, corresponding to cavitation. This is shown in Figure 3. We
see that the traditional equation of state has a critical velocity close to that of a pure
liquid, even for significant volume fractions of gas, while the new equation of state
has a much larger critical speed.

5. The assumption of periodicity. We comment here briefly on the assump-

tion we have made in both our problems that the underlying microstructure is peri-
odic. In fact we can generalize the microstructure considerably without affecting the
analysis. Consider, for example, (1),

x̂ du
(60) σ=G , .
dx̂
We can require instead that G is periodic, not in x̂/, but in φ(x̂)/ for some slowly
varying function φ (i.e., the derivative of φ should be O(1) and not O(1/)). This
allows us to stretch the unit cell as x̂ varies, so that the period of the microstructure
is not uniform but slowly varying. In addition to this, we can allow G to depend on
x̂, so that the structure within the unit cell may vary slowly with position. Thus, in
general,

φ(x̂) du
(61) σ = G x̂, , .
dx̂
Now we simply choose the fast scale to be X = φ(x̂)/, and we find in fact on
repeating the analysis that (7)–(8) still hold. That this should be true is clear when
we realize that varying the size of the unit cell is akin to varying , but the leading-
order homogenized problem is independent of .
We illustrate these two procedures with two examples. Let us suppose we have a
constitutively, linear but geometrically nonlinear elastic bar made up of two materials
having Young’s modulus 1 and 2, respectively. Then our original periodic problem is

x̂ du x̂ du
G , =g ,
dx̂ dx̂
where g has period 1 and takes values g = 1 in the first material and g = 2 in the
second material. For definiteness we may take each material to occupy half the unit
cell, so that
g(X) = S(X − X, 1/2),
where · denotes the integer part, and S is the step function

1, 0 < y < z,
S(y, z) =
2, z < y < 1.
The composition of the bar is shown as a function of x̂ in Figure 4(a) for = 0.05.
If we now suppose that g is not a function of x̂/ but of φ(x̂)/, then we are
stretching the unit cell but not changing the relative composition of the unit cell.
Thus each material will still occupy a volume fraction of one half. If we choose, for
example,
φ(x̂) = x̂ + 0.05 sin(12x̂),
then the new composition of the bar is shown as a function of x̂ in Figure 4(b), again
for = 0.05.
To change the relative composition of the unit cell as well, we allow g to depend
also on x̂. If we choose, for example, the functions
φ(x̂) = x̂ + 0.05 sin(12x̂),
g (x̂, X) = S(X − X, 0.8x̂ + 0.1),

0.0 0.2 0.4 0.6 0.8 1.0

(a)
0.0 0.2 0.4 0.6 0.8 1.0

(b)
0.0 0.2 0.4 0.6 0.8 1.0

(c)
Fig. 4. The composition of the bar as a function of x̂; dark corresponds to a Young’s modulus
of 2 and light to a Young’s modulus of 1. (a) g = g(x̂/); (b) g = g(φ(x̂)/); (c) g = g(x̂, φ(x̂)/).
then the composition of the bar is shown as a function of x̂ in Figure 4(c), again
for = 0.05. Clearly we could also slowly vary the value of the Young’s modulus
in each component, but the present example serves to illustrate the point that the
microstructure can be far from periodic after these two transformations.
To compare the solution to the full problem with that of the homogenized model,
consider the behavior of the bar in Figure 4(c) under unit tension in the absence of a
body force, so that b = 0 and σ(0) = σ(1) = 1. Then σ ≡ 1, so that the full problem
is

x̂ + 0.05 sin(12x̂) x̂ + 0.05 sin(12x̂) du
σ=1=S − , 0.8x̂ + 0.1
dx̂
with u(0) = 0, say. The homogenized problem is, from (8),

1
du0 dX
= = 0.4x̂ + 0.55,
dx̂ 0 S (X, 0.8x̂ + 0.1)
so that u0 = 0.2x̂2 + 0.55x̂. For = 0.05 the two curves are shown in Figure 5.
6. Summary. We have considered problems involving multiple scales in which
the fast scale is not fixed in space but depends on the solution of the equations
and have shown how the method of multiple scales may be generalized to cope with
these situations. We introduced the method by considering the nonlinear elasticity of
composite materials and then applied it to an ab initio derivation of the equations of
multiphase slug flow.
The method relies simply on the correct identification of the appropriate fast
scale; in the examples we have considered this corresponds to a Lagrangian variable.
Crucially it is not necessary to also use a Lagrangian formulation for the slow variable:
since the fast and slow scales are assumed independent in the method of multiple
scales, the slow scale can be chosen to be Eulerian or Lagrangian as appropriate.

u0
0.7
0.6
0.5
0.4
0.3
0.2
0.1
x̂
0.2 0.4 0.6 0.8 1.0
Fig. 5. The displacement under unit tension of the bar (c) for the full problem (solid) and for
the leading-order homogenized problem (dashed).
This is similar to the analysis presented recently in [14], in which the fast scale is
described in a curvilinear coordinate system in which the microstructure is periodic,
but the slow scale is described in the usual Cartesian coordinate system. Care has
to be taken when computing the derivative of the fast scale with respect to the slow
variable (see (15) and (23)), but otherwise the differing coordinate systems present
no problem.
The problems we have considered are all one-dimensional. In higher dimensions
we anticipate that things will be much harder. In particular, in our one-dimensional
setting there can be no relative motion between the phases in two-phase flow, while
this is not true in higher dimensions.
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A Unified Multiple-Scales Approach To One-Dimensional Composite Materials and Multiphase Flow

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SIAM J. APPL. MATH.

A UNIFIED MULTIPLE-SCALES APPROACH TO

ONE-DIMENSIONAL COMPOSITE MATERIALS AND

Abstract. The method of multiple scales is adapted to homogenization problems in which

AMS subject classifications. 34E05, 34E13, 35B27, 35C20, 74Q05, 76M50

1. Introduction. The method of multiple scales is a powerful asymptotic tech-

2010; published electronically February 8, 2011.

Oxford, OX1 3LB, United Kingdom (chapman@maths.ox.ac.uk, mcburnie@maths.ox.ac.uk).

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2. Composite materials. We consider a one-dimensional problem in nonlinear

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Expanding u = u0 + u1 + · · · , σ = σ0 + σ1 + · · · gives, at leading order,

Integrating (5) over X gives

by periodicity. Inverting (6) gives

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It is illustrative to perform the same homogenization procedure in Eulerian rather

Writing u = u(x, X), σ = σ(x, X) and using (15) in (12)–(14) gives

Expanding u = u0 (x) + u1 (x, X) + · · · , σ = σ0 (x) + σ1 (x, X) + · · · gives at leading

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Inverting (19) gives

Integrating over X gives

which rearranges to give (11) as expected.

We suppose that the phase of the mixture is determined by a phase-parameter φ and

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One option, then, is to transform the equations into Lagrangian coordinates,

We now expand all variables in powers of as

Substituting (27)–(30) into (23)–(26), we ﬁnd that at leading order

Using (31) in (32) gives

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Thus u0 and p0 are independent of X. However, (26) then gives ρ0 as

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At leading order this gives

Now using (40) and (44) we ﬁnd

for some a, then

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This enables us to determine A, B, and C in terms of a, so that we have a closed

We now deﬁne the equation of state for the mixture as

and since DB/Dt = Da/dt = 0,

Thus, with this deﬁnition, our system is

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It is reassuring that (47)–(48) correspond to mass and momentum conservation

4. Comparison with other theories. In section 4.2 we compare the theory

a = p0 + â, p = p0 + p̂, ρ = ρ0 + ρ̂, u = û,

with p0 constant, and linearizing in , we ﬁnd, on dropping the hats, that

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αρ∗g (pa /a)−1/γg + (1 − α)ρ∗l (pa /a)−1/γl

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The system of equations is hyperbolic with Riemann invariants u ± w = constant on

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5. The assumption of periodicity. We comment here brieﬂy on the assump-

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0.0 0.2 0.4 0.6 0.8 1.0

0.0 0.2 0.4 0.6 0.8 1.0

0.0 0.2 0.4 0.6 0.8 1.0

with u(0) = 0, say. The homogenized problem is, from (8),

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[1] R. Burridge and J. B. Keller, Poroelasticity equations derived from microstructure, J.

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with periodic microstructure: A computational approach, Comput. Methods Appl. Mech.

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