Vortex Methods: Theory and Practice by Georges-Henri Cottet; Petros Koumoutsakos

Review by: Eckart Meiburg

SIAM Review, Vol. 44, No. 3 (Sep., 2002), pp. 502-504
Published by: Society for Industrial and Applied Mathematics
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502
models, and projection pursuit regression.
Any statistics textbook targeting readers
with undergraduate-level mathematics and
statistics yet addressing topics such as pro-
jection pursuit regression faces a tough chal-
lenge. Competing texts deal with this in dif-
ferent ways. Han and Kamber [2] focused
for the most part on detailed descriptions
of specific algorithms for rule mining, pre-
diction, and clustering. Hastie, Tibshirani,
and Friedman [3] focused on a narrower
range of topics (mostly chapters 10 and 11
of Principles of Data Mining) but provide
much more in-depth treatment. Venables
and Ripley [4] assumed their readers have
greater prior knowledge and also focus on a
particular software system for data analy-
sis. Principles of Data Mining succeeds ad-
mirably with its approach, but most classes
using the text will require supplementary
materials such as those just mentioned as
well as relevant research papers.
For readers with a database-centric view
of data mining, Principles of Data Mining
will probably disappoint. There is little or
no coverage of topics such as data ware-
housing, data cubes, OLAP, data prepro-
cessing, and data mining query languages
and standards. For readers with a more
statistics-centric view, but little by way of
graduate-level statistics education, this text
will serve as a terrific resource. In particu-
lar, Principles of Data Mining should find
an important niche in computer science and
electrical engineering graduate programs.
REFERENCES
[1] R. OLSHEN, A conversation with Leo
Breiman, Statist. Sci., 16 (2001), pp.
184-198.
[2] J. HAN AND M. KAMBER, Data Mining:
Concepts and Techniques, Morgan-
Kaufmann, San Francisco,2001.
[3] T. HASTIE, R. TIBSHIRANI,AND J. FRIED-
MAN, The Elements of Statistical
Learning: Data Mining, Inference,
and Prediction, Springer-Verlag, New
York, 2001.
[4] W. N. VENABLESAND B. D. RIPLEY,Mod-
ern Applied Statistics with S-Plus, 3rd
ed., Springer-Verlag,New York, 1999.
DAVID MADIGAN
RutgersUniversity
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BOOKREVIEWS
Vortex Methods: Theory and Practice.
ByGeorges-HenriCottetand PetrosKoumoutsakos.
Cambridge University Press, Cambridge, UK,
2000. $59.95. xiii+313 pp., hardcover. ISBN
0-521-62186-0.
Gaining quantitative insight into the mech-
anisms by which the convection, diffusion,
stretching, and generation of vorticity in-
teract is a prerequisite for understanding a
wide range of problems in fluid mechanics.
This realization prompted the early, inviscid
point vortex calculations by Rosenhead [1],
and it motivated the first attempts to model
viscous effects by means of random walk
methods (Chorin [2]). These investigations
impressively demonstrate the naturally ap-
pealing features of vortex methods, namely
that they require computational elements
only "where the action (i.e., vorticity) is,"
that they avoid the problem of having to
specify boundary conditions at infinity, and
that they do not suffer from numerical dissi-
pation in the same way as many grid-based
algorithms. During the 1980s and 1990s the
theoretical underpinnings of vortex meth-
ods matured rapidly. Simultaneously, their
range of applications increased substan-
tially, mostly due to the development in
the research groups at Ecole Polytechnique
and Caltech of accurate ways to handle vis-
cous flows and the corresponding boundary
conditions (Raviart [3], Koumoutsakos and
Leonard [4]). Furthermore, the emergence
of fast multipole algorithms (Greengard and
Rokhlin [5]) has resulted in considerably
more efficient vortex algorithms that are
able to simulate more complex flows and
to employ much finer resolutions. Both au-
thors of this timely book have been key
contributors to this rapid evolution of vor-
tex methods, and hence they are in a unique
position to present the current state of the
art of the field.
The book focuses on vortex methods for
the incompressible, constant density Eu-
ler and Navier-Stokes equations, and it is
structured accordingly. After a brief re-
view of the underlying mathematical and
physical principles, the conceptually sim-
plest form of inviscid vortex methods in
two dimensions is examined. This provides
the opportunity to introduce the basic con-
cepts of smoothing and cut-off, which are
 BOOKREVIEWS
important to all vortex methods. The anal-
ysis of their conservation and convergence
properties represents an essential element in
the assessment of all vortex methods, since
it proceeds quite differently from grid-based
numerical approaches. The subsequent ex-
tension to three-dimensional inviscid vor-
tex methods discusses both particle as well
as filament approaches. Difficulties arising
with regard to the proper treatment of the
vortex stretching term in the particle vari-
ant, and possible strategies for overcoming
them, are examined in detail.
I particularly enjoyed the conceptual dis-
cussion regarding the formulation of proper
boundary conditions for inviscid and viscous
flows, both at the continuum and at the dis-
crete level. This exposition, which considers
streamfunction-vorticity as well as velocity-
vorticity formulations, provides substantial
mathematical and physical insight that is
very useful beyond the numerical analysis
or even CFD communities.
The section on viscous flow simulations
begins with a general review of the concept
of viscous splitting for the Navier-Stokes
equations. The discussion of the various
strategies for extending vortex methods to
viscous flows starts with the random walk
and resampling approaches, and leads up to
the idea of redistribution in general, and the
particle strength exchange model in particu-
lar. The respective convergence properties
are clearly discussed, along with the key
idea of replacing the differential diffusion
operator with an integral one. Quite useful
with respect to more practical applications
is the review of subgrid scale modeling ap-
proaches for large eddy simulations based
on vortex methods.
A discussion of strategies for overcom-
ing problems associated with distortions
of the Lagrangian "grid" follows. Remesh-
ing procedures are described, along with
the interpolation schemes needed to accu-
rately redistribute circulation among the
computational vortex elements. Difficulties
along these lines are of great importance in
practice, so that approaches for overcoming
them without reducing the overall accuracy
are very useful. The book concludes with
a review of mixed Eulerian-Lagrangian ap-
proaches that employ both particles as well
as a grid.
This content downloaded from 195.34.78.191 on Sat, 14 Jun 2014 20:35:51 PM
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503
Throughout the book, the theory behind
vortex methods is treated rigorously. In
order to keep the book accessible to the
more application-oriented reader, the au-
thors present some of the mathematical as-
pects separately in the appendix. A further
section of the appendix discusses various
fast multipole algorithms, along with their
respective advantages and disadvantages.
The inclusion of this material is very wel-
come, as these numerical tools render vortex
simulations significantly more economical,
and often make them feasible in the first
place.
Overall, the emphasis of the book is on
the theory behind vortex methods and on
a careful analysis of their conservation and
convergence properties. However, a num-
ber of examples are presented that high-
light some of the physical insight gained
through application of these methods, e.g.,
in the field of wake flows (Koumoutsakos
and Leonard [4]).
I would have enjoyed it had the authors
included more of the numerous applications
of vortex methods to interfacial flows in the
book. While the early work of Krasny [6]
on vortex simulations of Kelvin-Helmholtz
unstable flows is discussed, the substantial
body of work on Rayleigh-Taylor or Hele-
Shaw problems or on variable density and
reacting flows is not reviewed. Similarly, a
more extensive treatment of the contour dy-
namics approach would have been welcome.
Nevertheless, even students interested in
these aspects of vortex methods will benefit
from the current book.
Since the book is intended as a text for
a graduate class, a selection of exercises at
the end of each chapter would have been
quite useful. These could focus on theoret-
ical aspects, e.g., on proving certain con-
servation properties, but they could also
involve the generation of components of
simulation codes. In this context, and also
for the benefit of researchers new to the
field of vortex methods, it would have been
desirable to provide a few key subroutines
in a separate appendix. They could demon-
strate, for example, the implementation of a
two-dimensional particle strength exchange
approach, a no-slip boundary condition, or
even a multipole algorithm for a simple
rectangular domain. This would provide
504
valuable guidance to the newcomer in terms
of structuring the simulation code appropri-
ately from the very beginning.
Overall, however, the authors are to be
congratulated on providing the reader with
a well-founded, comprehensive introduction
to a very attractive and rapidly developing
field at the intersection of numerical analy-
sis and computational fluid dynamics. The
book is well written, and I consider it ap-
propriate for beginning graduate students
in applied mathematics, as well as for en-
gineering graduate students with a strong
interest in the more theoretical aspects of
computational fluid dynamics.
REFERENCES
[1] L. ROSENHEAD, The formation of vortices
from a surface of discontinuity, Proc.
Roy. Soc. London Ser. A, 134 (1931),
p. 170.
[2] A.J. CHORIN,Numerical study of slightly
viscousflow, J. Fluid Mech., 57 (1973),
pp. 785-796.
[3] P.A. RAVIART,An analysis of particle
methods, in Numerical Methods in
Fluid Dynamics, Lecture Notes in
Math. 1127, Springer-Verlag,Berlin,
1983.
[4] P. KOUMOUTSAKOS AND A. LEONARD,
High resolutionsimulations of the flow
around an impulsively started cylinder
using vortex methods, J. Fluid Mech.,
296 (1995), pp. 1-38.
[5] L. GREENGARD AND V. ROKHLIN,
fast algorithm for particle simulation,
J. Comp. Phys., 73 (1987), pp. 325-
348.
[6] R. KRASNY, Desingularization of periodic
vortex sheet roll-up, J. Comput. Phys.,
65 (1986), pp. 292-313.
ECKART MEIBURG
University at Santa Barbara
of California
Asymptotics and Mellin-Barnes Integrals.
By R B. Parisand D. Kaminski.CambridgeUni-
versity Press, Cambridge, UK, 2001. $95.00.
xvi+422 pp., hardcover. ISBN0-521-79001-8.
In the last decades of the previous cen-
tury there were several major books in
asymptotics. The books by Bleistein and
Handelsman [1], Olver [2], and Wong [3]
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BOOK REVIEWS
describe the modern methods of asymp-
totics, and they are mainly complementary.
Now there is a new candidate for this cate-
gory. The book under review complements
the previously mentioned books. As the ti-
tle says, it is a book on asymptotics, and
the main tools are Mellin transforms and
Mellin-Barnes integrals. Many of the re-
sults were published in the last decade.
Hence, the results and methods are defi-
nitely state-of-the-art. Furthermore, it con-
tains all the tools for anyone who wants to
use Mellin-Barnes-type techniques to solve
their problems.
There are two main reasons why this
book is very valuable for the asymptotic
community. The first reason is that it is
the first book to contain a detailed intro-
duction to hyperasymptotics. Hyperasymp-
totic expansions give much better approx-
imations than the usual simple Poincare
asymptotic expansions, and they incorpo-
rate a smooth interpretation of the Stokes
phenomenon. Chapter 6 is on the Stokes
phenomenon and hyperasymptotics. The
main tool used here is, of course, Mellin-
Barnes integral representations, and in the
meantime, several well-known hyperasymp-
totic expansions are derived. The field
of hyperasymptotics for higher order lin-
ear ordinary differential equations has sev-
eral major unsolved problems. The re-
sults given in this chapter for a special
class of these differential equations might
A
be a very useful starting point for further
developments.
The second reason is that it contains
a chapter on multiple Mellin-Barnes inte-
grals. It is not obvious at all how to obtain
asymptotic expansions for these integrals.
In chapter 7 the authors give these expan-
sions and use these results to obtain asymp-
totic expansions for Laplace-type double in-
tegrals. For these double integrals it is even
difficult to obtain asymptotic estimates.
Hence, the complete asymptotic expansions
that are derived for a special class of these
integrals are very impressive. These results
especially illustrate what a powerful tool
the Mellin-Barnes integral representations
can be.
Let me finish with a brief description
of the remaining chapters. The introduc-
tion to asymptotics in the first chap-