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ANALELE UNIVERSITATII BUCURESTI

MATEMATICA, ANO L, 2001


Annual National Conference Caius Iacob of Fluid Mechanics and Technical Applications Dumitru-Ion ARSENIE and Ichinur OMER, Determination of the pressure in a pipeline with uniformly distribution of the discharge 3 5

Florin BALTARETU, Numerical prediction of air ow pattern in a ventilated room 11 Florin BALTARETU, Cornel MIHAILA, Numerical simulation of a horizontal buoyant jet deected by the Coand eect a 17 Galina CAMENSCHI, The eects of the temperature - dependent viscousity on ow in cooled channel 23 Claude CARASSO and Ruxandra STAVRE, Numerical simulation of a jet of ink 31 Adrian CARABINEANU, Numerical and qualitative study of the problem of incompressible jets with curvilinear walls 37 Mircea Dimitrie CAZACU, On partial dierential equations of the viscous liquid relative ow through the turbomachine blade channel 45 Mircea Dimitrie CAZACU and Loredana NISTOR , Numerical solving of the bidimensional unsteady ow of a viscous liquid, generated by displacement of a at plate 53 Eduard - Marius CRACIUN, Behaviour of the 4 2m piezoelectric crystal containing a crack in antiplane state 61 Liviu Florin DINU , An example of interaction between two gasdynamic objects: a piecewise constant solution and a model of turbulence 67 Alexandru DUMITRACHE , An Analytical Model of the Glass Flow during the Pressing Process 79 C. FALUP-Precurariu, D. MINEA, Oana FALUP-PRECURARIU, Laura DRACEA, The dynamic of mechanical forces on lung properties 87 Constantin FETECAU , Nonsteady shearing ow of a uid of Maxwellian type 93

Sumar

Sommaire

Contents

Florin FRUNZULICA and Lucian IORGA, An adaptive method for structured meshes in CFD problems 99 Stelian ION, A Numerical Method for Richards Equation 109

Mirela KOHR, Boundary Integral Method for an Oscillatory Stokes Flow Problem 115 Mircea LUPU, Adrian POSTELNICU, Ernest SCHEIBER, Analytical Method for maximal drag airfoils optimization in cavity ows 123 Dorin MARINESCU, On a Boltzmann Model of Fermions 141

Anca Marina MARINOV, A Two Dimensional Mathematical Model for Simulating Water and Chemical Transport in an Unsaturated Soil 149 Alexandru M. MOREGA, A Numerical Analisys of Laminar Transport Processes in Ducts with Cross-Sectional Periodicity 159 Sebastian MUNTEAN, Romeo F. SUSAN-RESIGA, Ioan ANTON and Victor ANCUSA, Domain Decomposition Approach for 3D Flow Computation in Hydraulic Francis Turbine 169 Elena PELICAN, Constantin POPA, Approximate orthogonalization of linearly independent functions with applications to Galerkin-like discretization techniques 179 Dumitru POPESCU, Stelian ION and Maria Luiza FLONTA, Appearance of pores through black lipid membranes due to collective thermic movement of lipid molecules 185 Mihai POPESCU, Optimality and Non-Optimality Criteria for Singular Control193 Lucica ROSU, Liliana SERBAN, Dan PASCALE, Cornel CIUREA and Carmen MAFTEI, The study of the water stability in canals with rectangular cross section by means of frequency analysis 199 Valeriu Al. SAVA, Translation ows of non-local memory-dependent micropolar uids 205 Romeo F. SUSAN-RESIGA and Hafiz M. ATASSI, Nonreecting Far-Field Conditions for Unsteady Aerodynamics and Aeroacoustics 211 Victor TIGOIU, On the Uniqueness of the Solution of the Initial and Boundary Value Problem for Third Grade Fluids 223

Annual National Conference Caius Iacob of Fluid Mechanics and Technical Applications anniversary session
Institute of Applied Mathematics Caius Iacob ten years

In the Romanian scientic life it is acknowledged as a tradition the fact that the researchers in the Fluid Mechanics eld participate at a scientic meeting every year in October. This scientic event, also known as National Colloquium on Fluid Mechanics and its Technical Applications for a long time, initiated since 1959 by the Society of Mathematical Science has become, thanks to all uid mechanics researchers eort, an annual meeting. It take place in various economic or universitary centers all over the country. In addition to the usual signicance of this event, the meeting that will ghater us this year has a special meaning: it celebrate ten years since the Institute of Applied Mathematics Caius Iacob of Romanian Academy was founded. The process of setting up such an institute has begun after the breaking up of the scientic institutes of Romanian Academy and has been carried on by the Colloquies. As for this years Conference, we do consider it necessary that this tradition should be preserved and that an old goal should be achieved: that a large amount of productive units, as well as the youth in Universities should be involved in such scientic events: [..] that the Fluid Mechanics course should be introduced in every University (Caius Iacob and C. Ciobanu, preface of the Proceedings of National Colloquium on Fluid Mechanics, Iasi, 1978)

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 510

Determination of the pressure in a pipeline with uniformly distribution of the discharge


Dumitru Ion ARSENIE and Ichinur OMER November 2, 2001

Abstract - In the literature, the most studied is the samples pipelines in the steady and unsteady conditions. We propose to study the waterhammer phenomenon in the pipeline with uniformly distribution of the discharge. By using the impulse variation theorem, we obtain the variation of the medium velocity, the variation of the velocity of elastic wave propagation and the variation of the pressure along the pipeline. We have determined these when in the nal section occurs a quick totally close manoevre of the valve. We applie the results into a numerical example, using an original program. Key words and phrases : pipeline with uniformly distribution of the discharge, pressure, discharge, velocity of the elastic wave propagation, waterhammer.

Mathematics Subject Classication (2000) : 76A05

Introduction

In the literature the most studied pipeline is the simple pipeline, in the steady and unsteady ow, less treated being specials pipelines. In this paper we propose to study the waterhammer in the pipeline with uniformly distribution of the discharge in the case of the quick totally close manoeuvre of the valve which is in the nal section of the pipeline. This pipe represent one of the simplied models of water supply pipes, irrigations etc. We shall obtain the variation of the medium velocity, the variation of the velocity of elastic wave propagation and the variation of the pressure along the pipeline. In the end of the paper we present a numerical example . Useful notations : p - the pressure, - ununiform coecient of the rate (Boussinesq), - water density, v - ow velocity, A - area of the transversal section, Q - discharge, t - the time, V - the volume, p-the medium pressure variation on the segment, vx,t - the velocity in the x section and at t time, x cj = - the medium velocity of elastic wave propagation on the segment t 5

D.-I. Arsenie , I. Omer

j, j = 1, n 1,the segment j being delimited by the sections i and i+1, vi+1,i q0 x q0 B = , i+1 = . vx,0 = v1,0 + (L x) - the velocity in the x 2A B A section at initial time before the stop manoeuvre of the valve. For the section x of the segment j and after the moment when the waterhammer wave has arrived in this section, the velocity is: vx,t = vi,t + q0 A 1+ pj [L (i 1) x x] . p0

In the numerical example, the pipeline with the uniformly distribution of the discharge was divided into equals lengths segments x. In the x - coordinate sections which delimit these segments, we applied the precedents formulas, considering: x = ix; i = 1, n. The rst section is the nal section (going out of the pipeline with the uniformly distribution of the discharge) and the last section is the initial section (entrance of the water in the pipeline with the uniformly distribution of the discharge), the sections order being in the same direction like the waterhammer propagation direction. One of the used hypothesis refers to the way of the discharge variation which leaves the pipe and which has an uniformly distribution in the initial steady ow. We considered that the specically discharge q0 , corresponding to the pressure p0 , is changed when the steady condition, respective when the pressure in the pipeline become p0 + p, by the orice-nozzle type relation: q0 = = k p0 , qx = k qx = q0 1+ p0 + px px p0 (1)

Mathematical model

To determine the proposed relation, we applie the variation of impulse theorem on the control volume which delimit the liquid comprised into the sections i and i+1 (the segment j). In the projection on the water ow direction (the horizontally axis), the scalar relation is. pi A = vi Qi vi+1 Qi+1 +
V

vx dV t

(2)

Determination of the preassure

Figure 1: The calculus scheme Because the pipelines axis is horizontal, the weight of the liquid ( G ) and the reaction of the pipelines wall ( R ) dont appear in this equation. Replacing the expression of the velocitys derivative by a nit dierence: vx vx,t vx,0 = t t and solving the integral, the relation (2)becomes: pi+1 = cj v1,0 + cj q0 x 2A q0 A i 1 2 x vi,i1 (4) (3)

1+

pj p0

Making the follow notation yi+1 = thus:

ci+1 , the relation (4) can be write cj

D.-I. Arsenie , I. Omer

1+

pj v1,0 vi+1,0 yi+1 vi+1 = + 2i 1 + p0 B B B

(5)

Rasing to square the relation (5) and solving the equation in yi+1 , we obtain the calculus relation for this parameter: pj vi+1,0 1 v1,0 yi+1 = (6) + 2i 1 + 1+ i+1 B B p0 Because the segments have small length, we admitted that between the medium value 1 + p0j and the values of the segments extremities is one relation corresponding to the linear variation: 1+ pj 1 = p0 2 1+ pi + p0 1+ pi+1 p0 (7)
p

In the relation (6) result that have appeared two unknown variables yi+1 and pi+1 . Between these two variables exists the Jukovski relation: pi+1 = ci+1 vi+1 = cj yi+1 vi+1 (8)

For solve this problem we used an iterative procedure, considering the initial approach pj pi , which permits to calculate yi+1 , respective ci+1 . = Then with the relation (8) we determine pi+1 and thus we may calculate again pj in the next approach. In the numerical example treated, the iterative process stopped when the relative error of the value pj lowers under 1%. The velocity vi+1 is: p1 p2 +2 1+ + ... p0 p0 pi + p0 1+ pi+1 ) p0 (9)

vi+1,i = B( 1 + +2 1 + and the variation of velocity:

vi+1 = vi+1,i vi,0 For the nal segment 1, the previous relations become

(10)

Determination of the preassure

y1 = 1 +

1 1 + 2 2

1+

p1 p0 v1,0

(11)

v2 = B

1+

p1 + p0

1+

p2 2 p0

(12)

Figure 2: The distribution of velocitys variation, pressure variation and velocity of elastic wave propagation along the pipeline.

Numerical example

We consider a pipeline with the uniformly distribution of the discharge for which we know the follows characteristically elements: d = 250 mm, l = 200m, Qi = 80 l/s, q0 = 0,0002m3 /ms, c1 = 1000m/s, p1 =4 bari (400000 N/m2 ).We divided the pipeline into equals lengths segments x = 10m and

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D.-I. Arsenie , I. Omer

we determined the variation of the medium velocity, the variation of the velocity of elastic wave propagation and the variation of the pressure along the pipeline (for four segments).

Conclusions

We observe in the Figure (2) that the medium velocity, the velocity of elastic wave propagation and the pressure diminish along the pipeline, strating from the nal section of the pipeline where is the valve. It is possible that in some situations the pressures variations becomes so small, that they may be neglected. The quality aspect (the attenuation of the waterhammer along the pipeline) doesnt meet in the simple pipeline.

References
[1] Tron, P., Water Supply. E.D.P., Bucureti, 1983. s [2] Jeager, Ch., Fluid Transients in Hydro-Electric Engineering Practice Blackie, London, 1977. [3] Cioc, D. Hydraulic. E.D.P., Bucureti, 1975. s Dumitru Ion Arsenie Ovidius University Constantza, B-dul Mamaia nr.124, 8700-Constanta, ROMANIA E-mail: icky@univ-ovidius.ro Ichinur Omer Ovidius University Constantza, B-dul Mamaia nr.124, 8700-Constanta, ROMANIA E-mail: icky@univ-ovidius.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 1116

Numerical prediction of air ow pattern in a ventilated room


Florin BALTARETU November 2, 2001

Abstract -

This paper is concerned with the numerical simulation of turbulent air

ow in a ventilated room with ceiling slot air supply and return. The room is operated isothermally with the walls and supply air at the same temperature. In order to avoid the shortcut of the ow, the distance between the supply slot and the vertical wall is chosen as to produce the attachment of the inlet jet on the vertical wall by the Coand a eect. Turbulence k model with nite volume method and the SIMPLE computational algorithm are used to study the air ow in the room. Numerical results and comparison with experimental data of time averaged velocity and turbulence characteristics in the room are presented. Key words and phrases : nite volume method, k model, indoor air ow

Mathematics Subject Classication (2000) : 76A05

Introduction

Indoor air quality and thermal comfort are a major concern of modern times, because most of the time are spent in interior activities. It is therefore necessary to study the air ow patterns in the room, which has a great inuence on the spreading of contaminants and on the temperature distribution within the room. This paper describes a numerical investigation, using turbulence k model with nite volume method and the SIMPLE computational algorithm, in order to validate the capability of a personal code to predict the air ow pattern inside a ventilated room.

Experimental measurements

Xu et al. [7] conducted experimental measurements at the University of Minnesota. Interior measurements were made using a computer controlled three-axis positioning system, with a position accuracy within 0.4 mm in 11

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F. Baltaretu

all three directions. The chamber used has inside dimensions of 1.95 m wide, 1.45 m high and 1.95 m in depth, in order to simulate a single room with a scalin factor of 2.0. The air was supplied downward through a slot 1.97 m long and 5 cm wide, designed to provide fully developed turbulent channel ow at the exit. The return was of the same design, and both supply and return slots were located 0.36 m from the nearest wall. The inlet air velocity was 200 ft/min (1.02 m/s). All the other experimental conditions are specied in [7].

Model equations

We considered the general governing dierential equations: Uj =0 xj p Ui + (Ui Uj ) = + (ij ui uj ) t xj xi xj ij = Ui Uj + xj xi 2 Uk ij 3 xk (1) (2) (3)

with Boussinesq approximation: 2 Uk + k ui uj = 2t Sij ij t 3 xk (k) + t xi () + t xi t k k xi (4)

and the standard k turbulence model of Launder & Spalding (1974) [6]: Ui k = (Pk ) (5) (6) (7) Ui xj (8)

Ui

t xi

= (C1 Pk C2 ) k

t = C CD Pk = t

k2 Ui Uj + xj xi

The turbulence model constants are: C = 0.5478, CD = 0.1643 C CD = 0.09 k = 1.0, = 1.314, C1 = 1.44, C2 = 1.92 (9)

Air flow pattern

13

Because of the known limitations of the standard k model, which uses a single time scale, poor predictions are obtained in a certain number of cases and especially in the case of free jets and in the case of reattachment ows. For this reason, we considered the Chen & Kim (1987) [2] turbulence model modication, which improves the results for non-equilibrium turbulence. By considering an additional time scale, a new term is added into (6):
2 Pk k The modied turbulence model constants are:

S = C4

(10)

k = 0.75, = 1.15, C1 = 1.15, C2 = 1.9

(11)

In order to take into account the eect of relaminarization, the turbulent viscosity is multiplied by a damping funtion of local turbulent Reynolds number: k2 k2 t = fRet C CD , Ret = (12) We used the damping function of Jones & Launder (1972) [3]: fRet = exp 3.4 1+
Ret 2 50

(13)

We considered the non-dimensional variables: p pref t Ui xi , t = , Ui = , p = x = i 2 Lref Lref /Uref Uref Uref k = k , = , = 3 2 Lref Uref Uref Uref /Lref + Uj t xj xj (14)

The general transport equation is:


= S

(15)

Boundary conditions

The boundary conditions at the wall are considered by placing the rst internal node within the fully turbulent region, and using the so-called wall functions (semi-empirical laws of the wall): w = C D kP
+ UP 1/2 1/2

UP , kP =

2 UP 1/2 + 2 C D UP

, P =

CD kP

1/2

3/2

yP

(16)

14 where:
+ UP =

F. Baltaretu
1/2

1 + + ln yP + B , yP = and the constants take the values = 0.41, B = 5.0. For inlet section, the values for k and are taken: k = I 2 U 2 , = (C CD )3/4 where I stands for turbulence intensity, and lm width.

CD kP

1/2

yP

(17)

k 3/2 (18) lm 0.1W , with W the slots =

Numerical method

The numerical method is explained in detail in [1]. We choosed the nite volume method [4], using total implicit scheme for convection-diusion term discretization. The source term was liniarized, in the form: S = SC + SP P (19)

with SP 0 condition. The method coecient and value is used for implementing boundary conditions, as ctive source terms. For solving the velocity-pressure coupling, the SIMPLE pressure correction procedure [4] is chosen, using hybrid dierencing scheme [5]: aE = max (aE , Fe , 0) , aW = max (aW , Fw , 0) , aN = max (aN , Fn , 0) , aS = max (aS , Fs , 0) (20) The solution of discretized equations is obtained with the TDMA lineby-line relaxation method, by rewriting the discret analog as: aE E + aP P aW W = [aN N + aS S + b] For all the variables, under-relaxation is used: P = n + (1 ) o with the under-relaxation factors listed below: Variable U 0.3 . . . 0.7 V 0.3 . . . 0.7 p 0.2 . . . 0.3 k 0.5 . . . 0.7 0.5 . . . 0.7 (22) (21)

In order to avoid physically incorrect negative values of k and , we used a limitation procedure, which consist in imposing positive minimum values.

Air flow pattern

15

Numerical results

The numerical results are presented in gure 1 and gure 2.

(a) Data of Xu et al. [7]

(b) Present simulation

Figure 1: Comparision of velocity distribution

Figure 2: Turbulence kinetic energy distribution

Conclusions

The general pattern of air ow obtained using a personal code is very similar with the pattern presented by Xu et al. [7]. One can observe that the inlet jet attaches the right side vertical wall at a distance of approximatively 0.83 m from the oor, in very good agreement with experimental data. The turbulence kinetic energy distribution is also very similar with the experimental one, excepting the outlet region. This fact occurs because of the lack of k model to produce an accurate evaluation of the kinetic energy production term for the regions with large velocity gradients.

16

F. Baltaretu

References
[1] Bltretu, F., Mathematical and numerical modelling of transport phea a nomena in buoyant jets. Ph.D. Thesis, U.T.C.B., 2001. [2] Chen, Y.S., Kim, S. W., Computation of turbulent ows using an extended k model, NASA CR-179204, 1987. [3] Jones, W.P., Launder, B. E., The prediction of laminarization with a two-equation model of turbulence, Int. J. Heat Mass Transfer, 15(1972), 301-314. [4] Patankar, S. V., Numerical Heat Transfer and Fluid Flow. Hemisphere, New York, 1980. [5] Spalding, D. B., A novel nite dierence formulation for dierential expressions involving both rst and second derivatives, Int. J. Num. Meth. Engng., 4(1972), 551-559. [6] Wilcox, D. C., Turbulence modeling for CFD. DCW Industries, La Caada, CA, 1994. n [7] Xu, J., Liang, H., Kuehn, T. H., Comparison of numerical predictions and experimental measurements of ventilation in a room, Proceedings ROOMVENT94 (1994), 2, 213-227. Florin Bltretu a a U.T.C.B. (Civil Engineering Technical University of Bucharest) Thermodynamics and Heat Transfer Department Bd. Pache Protopopescu 66, sect.2, RO-73232, Bucharest-39, ROMANIA E-mail: orin@rnc.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 1722

Numerical simulation of a horizontal buoyant jet deected by the Coand eect a


Florin BALTARETU and Cornel MIHAILA November 2, 2001

Abstract - In the present paper, the reattachment of a horizontal buoyant jet on a plane wall - by the Coand eect - is investigated numerically using a nite volume method for a the solution of time averaged continuity, Navier-Stokes, and energy equations. The critical condition of the Coand eect breaking the buoyancy eect is reported. The numerical a method is based on the SIMPLE approach for velocity and pressure coupling, and the k turbulence model including buoyancy correction is used. The results are expected to be of importance for indoor air distribution and heating and air-conditioning of industrial spaces. Key words and phrases : nite volume method, k model, buoyancy, Coand eect a

Mathematics Subject Classication (2000) : 76A05

Introduction

An important problem relating the heating or cooling of a large interior space using air jets is how to control the buoyancy eect. Considering the heating case, it is essential to limit the action of the warm air in the occupied zone, otherwise the air rises, and the local heating eect is lost. A very eective method for capturing the jet is the Coand eect (attachment of a the jet in the near presence of a solid surface), and such a ow is often called an oset jet [5], [6]. However, critical conditions occur in the case of a non-isothermal jet, because the buoyancy eect and the Coand eect act in a opposite directions. This paper deals with numerical simulation of described phenomena, having as an objective to nd out the critical situation.

Experimental measurements

A series of experiments was conducted by Yamada et al. [9], by using a model chamber, whose upper side and opposite end were opened. The jet 17

18

F. BAltaretu, C. Mihaila

considered is plane and horizontal, with initial velocity of 3,4 and 5 m/s . The distance between the inlet slot and the oor was considered 0.6 m to 0.8 m.

Key factors on ow development

The key factors on ow development are: - the distance between the oor and the inlet slot, Hs ; - the initial temperature dierence, T0 , between the warm jet and the ambiant air; - the initial jet velocity, U0 ; - the width of the inlet slot, h; - the ambiant temperature, Ta ; - the pressure values in the regions above and below the jet. Most of the factors mentioned above are present in the Archimedes number: Ar = gh 2 T0 U0 (1)

which is often used to characterize the evolution of a free non-isothermal jet. As shown by Yamada et al. [9], an more complete number for a nonisothermal oset jet is: Hs 3/2 K = Ar (2) h

Model equations

The governing equations for a non-isothermal ow are: Uj =0 xj Ui + t xj Uj Ui e Ui xj = 1 p + xi xj T xj e = Uj xi Sh cp (3)

+ gi (T Tr ) (4) (5)

T + t xj

Uj T e

where e represents eective kinematic viscosity and e represents eective thermal diusivity: e = + t , e = + t = t + P r T (6)

Numerical simulation The standard k model for a non-isothermal ow is: (k) + t xi () + t xi Ui k t xi t k k xi = (Pk + GB )

19

(7) (8)

Ui

= (C1 Pk + C3 GB C2 ) k

where GB is the buoyancy term: GB = g t 1 t T g h xi T xi (9)

In order to improve the performance of the k turbulence model for reattaching ows, we used the Chen & Kim modied k model. We also considered a damping function which includes corrections for the eect of relaminarization and for buoyancy eects: t = f C CD k2 , f = fB fRet (10)

For relaminarization eects we used the Jones & Launder correction function: 3.4 k2 fRet = exp (11) , Ret = 2 1 + Ret 50 We chosed as buoyancy measure parameter the term B = GB /, and the Chikamoto et al. correction function [4]:. for B 1/a0 0 1 a0 B for 1/a0 < B < 0 , where a0 = 1. fB = (12) 1 for B 0 For this model: C3 = 1.44 for GB > 0 0 for GB 0

(13)

Numerical results

We used the nite volume method for the discretization of the ow equations and the SIMPLE procedure for pressure-velocity coupling. The numerical approach is explained in [1], [2]. Some numerical results are presented in gures 1 and 2. Numerical results show that the attachment occur for K 0.2. In order to have a stable attachment, the K 0.15 condition is proposed.

20

F. BAltaretu, C. Mihaila

Conclusions

The reattachment of a horizontal buoyant jet on a plane wall - by the Coand a eect - is investigated numerically. The critical condition of the Coand a eect breaking the buoyancy eect is reported, as a measure of the nondimensional factor K.

(a) Velocity distribution

(b) Temperature distribution

(c) Velocity distribution

(d) Temperature distribution

Figure 1: U = 3.5 m/s: T = 17.5 C and T = 15 C

Numerical simulation

21

(a) Velocity distribution

(b) Temperature distribution

(c) Velocity distribution

(d) Temperature distribution

(e) Velocity distribution

(f) Temperature distribution

Figure 2: U = 5 m/s: T = 35 C, T = 33.5 C, T = 30 C

22

F. BAltaretu, C. Mihaila

References
[1] Bltretu, F., Mathematical and numerical modelling of transport phea a nomena in buoyant jets. Ph.D. Thesis, U.T.C.B., 2001. [2] Bltretu, F., Numerical prediction of air ow pattern in a ventilated a a room, An. Univ. Bucureti, Mat., 50 (2001), 1116. s [3] Chen, Y.S., Kim, S. W., Computation of turbulent ows using an extended k model, NASA CR-179204, 1987. [4] Chikamoto, T., Murakami, S., Kato, S., Numerical simulation of velocity and temperature elds within atrium based on modied k model incorporating damping eect due to thermal stratication, Proceedings ISRACVE (1992), 501-510. [5] Hoch, J., Jiji, L. M., Two-dimensional turbulent oset jet-boundary interaction, ASME J. Fluid Eng., 103(1981), 1, 154-161. [6] Holland, J.T., Liburdy, J. A., Measurements of the thermal characteristics of heated oset jets, Int. J. Heat Mass Transfer, 33(1990), 1, 69-78. [7] Patankar, S. V., Numerical Heat Transfer and Fluid Flow. Hemisphere, New York, 1980. [8] Wilcox, D. C., Turbulence modeling for CFD. DCW Industries, La Caada, CA, 1994. n [9] Yamada, N., Kubota, H., Kurosawa, K., Yoshida, Y., Hanaoka, Y., Local space heating by covering with a warm plane jet, Proceedings ROOMVENT94 (1994), 2, 299-308. Florin Bltretu, Cornel Mihil a a a a U.T.C.B. (Civil Engineering Technical University of Bucharest) Thermodynamics and Heat Transfer Department Bd. Pache Protopopescu 66, sect.2, RO-73232, Bucharest-39, ROMANIA E-mail: fiorin@rnc.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 2330

The eects of the temperature - dependent viscousity on ow in cooled channel


Galina CAMENSCHI November 2, 2001

Abstract - The mathematical model of an incompressible linear viscous uid motion with the dynamical viscousity coecient depending only on the temperature in a thin cooled channel with small curved walls is presented assuming a relation between the Reynolds number and the ratio of middle breadth and the length of the channel. The governing system of equations leads, following the mentioned assumptions, to dierential equations for the pressure and the temperature. The velocity eld equations depends on the pressure, the function (T ) and the geometry of the channel. The boundary conditions refers to the adherence of the uid to the channel walls, the prescription of the temperature on them and then pressure dierence at the exit and imput in the channel. The geometry of the channel walls and the function (T ) being given the pressure and the temperature can be determined. Particulary, the problem can be used as a model for basaltic ssure eruptions. Key words and phrases : cosity cooled channel, viscous uid, temperature-dependent vis-

Mathematics Subject Classication (2000) : 76D99

Introduction

Let S0 and S1 be two xed rigid vertical walls with small curvature. In the Ox1 x2 x3 coordinate system, where Ox1 x3 belongs to the tangent plane in O to S0 , the S1 surface equation is x2 = h(x1 , x3 ) (g.1). In the actual conguration Bt = {(x1 , x2 , x3 )/x1 (, +), x2 h(x1 , x3 ), x3 (0, l)} the motion is governed by Cauchys equation, the continuity equation, the constitutive equation and the internal energy equation in spatial description 23

24

Galina Camenschi

a = b + divTT , divv = 0, T = pI + 2(T)D, e = T D + r divq, where a is the accelaration vector, T and D the stress tensor and the deformation rate tensor.
x3 = l

in Bt

(1)

S0 Bt x3

S1

x1

x2

Figure 1: The geometry of the problem We neglect the body forces ( b = 0 )and the heat sources (r = 0) as well as the scalar product T D for the incompressible uid motion. The internal energy density is considered by e = c T where c is the specic heat which is a constant. The heat ux vector q is given by the Fourier law q = T, (2)

where T is the absolute temperature and is the constant heat conductivity coecient. The previous hypothesis lead to vl 1 p 1 vl + vm = + t xm xl xm vl vm + (T ) xm xl

(T )

, l = 1, 3

(3)

vm = 0, xm T +v t T = aT,

(4)

(5)

Temperature - dependent viscousity where a= . c

25

(6)

The boundary conditions corresponding to the adherence of the uid to the walls, to the constant temperatures T1 and T0 at the walls as well as the imput in Bt , are expressed in the form v1 (x1 , 0, x3 ) = v2 (x1 , 0, x3 ) = v3 (x1 , 0, x3 ) = 0, v1 (x1 , h(x1 , x3 ), x3 ) = v2 (x1 , h(x1 , x3 ), x3 ) = v3 (x1 , h(x1 , x3 ), x3 ) = 0, T (x1 , 0, x3 ) = T (x1 , h(x1 , x3 ), x3 ) = T1 , T (x1 , x2 , 0) = T0 .

(7) Let l be the characteristic length for the xi , (i = 1, 3) directions and d (the mean thicknes of the channel) the characteristic length for the x2 direction. Nondimensionalising the equations system (3)-(5) using the values of the characteristic time, speed and pressure given by d2 al 0 al2 , v0 = 2 , p0 = , T = T0 T1 > 0, a d d4

t0 =

(8)

where 0 = (T0 ) is a constant, one obtains t = t0 t0 , xi = lx0 , i = 1, 3, x2 = dx0 2 i


0 0 vi = v0 vi , i = 1, 3, v2 = v0 v2 , p = p0 p0 , = 0 0 , T = T T 0 .

(9)

Introducing (9) in (4) it results


v0 =

d a v0 = . l d

(10)

The relation (6) gives = 1. ca We denote the Reynolds, Prandtl and Peckle numbers by v0 l , 0 0 c , v0 l . a (11)

Re =

Pr =

P e = Re P r =

(12)

26

Galina Camenschi

Following [1] for the numerical data d 0, 3m, l 10km, 3000kg m3 a 106 ms1 , (13) T = T0 T1 , 100K, Re 10, P r 3 it results = d l 1, Re
2

104

1,

1 Pr

1, P e =

1
2

1,

(14)

usually P e 3 105 . Introducing (9) and (10) in (4) one obtains the dimensionless continuity equation
0 vm = 0, x0 m

in Bt

(15)

and the equations of motion (3), via(9) and (10), in the form
0 0 v1 0 v1 + vm 0 t0 xm

Re

p0 + x0 1
0 v2 x0 1

x0 l
2

20

0 v1 x0 1

x0 2
4

0 v1 x0 2

x0 2

x0 3

0 v1 v 0 + 0 3 x0 x0 3 1

Re

0 0 v2 0 v2 + vm 0 t0 xm

= x0 2 x0 3

p0 + x0 2
0 v2 x0 2

x0 1 +

0 v2 x0 1

x0 1 x0 3
2

0 v1 x0 2 0 v2 x0 3

20

(16)

0 v3 x0 2

, x0 l
2 0 v3 v 0 + 0 1 x0 x0 1 3 0 v3 x0 3

Re x0 2

0 0 v3 0 v3 + vm 0 t0 xm

p0 + x0 3 +

0 v3 x0 2

x0 2

0 v2 x0 3

x0 3

20

Temperature - dependent viscousity

27

The equation for the temperature results from (5), via (9) and (10) as
0 T 0 0 T + vm 0 = t0 xm 2

2T 0 2T 0 0 2 + x0 2 x1 3

2T 0 . x0 2 2

(17)

The velocity eld and the presure equation

Using the estimations (14) in (16) and (17) one can write the dimensional system equations for the linear viscous incompressible uid motion having the dynamical viscousity coecient (T ) in the cooled channel in the form v1 p = (T ) , x1 x2 x2 vm = 0, xm T 2 T +v T =a 2 . t x2 p = 0, x2 p = x3 x2 in Bt (T ) v3 x2 , (18)

The equation (18)1,3 , via (18)2 and the boundary conditions (7) lead to the v1 and v3 velocity components determination in the form
x2

v1 (x1 , x2 , x3 ) =

p x1

x2

x2 dx2 (T )

h(x1 ,x3 )

x2 dx2 (T )

0 h(x1 ,x3 )

dx2 (T ) , dx2 (T ) (19) dx2 (T ) . dx2 (T )

0 x2

v3 (x1 , x2 , x3 ) =

p x3

x2

x2 dx2 (T )

h(x1 ,x3 )

x2 dx2 (T )

0 h(x1 ,x3 )

(20) If we denote = h(x1 , x3 ), the continuity equation, the equations (19), (20) and the adherence condition on S0 lead to determination of the v2 velocity component in the form h3 1

28

Galina Camenschi
0 0

v2 (x1 , x2 , x3 ) =
h3 1

2p x2 1

2p x2 3

x2

d d+ (T )
0 0

+0

x2 dx2 (T ) dx2 (T )
h3 1

x2

h3 1

p d d + (T ) x1

x2

d d + 2 (T ) x1 d d (T ) dx2 (T )

x2

x2 dx2 2 (T ) x 1 + h h3 0 1 3, x ) x1 (x1 , h1 3

0 h3 1

x2 dx2 (T ) 0 2 ( 3
h1

h3 1

h3 1

dx2 (T )

x2

0 +

dx2 (T )
h3 1

1 d d + 2 (T ) x1

p + x3

2 (T ) x
x2

dx2 +

h 1 3, x ) x1 (x1 , h1 3
h3 1

x2

d d + (T )

x2 d d + dx2 + 2 (T ) x3 2 (T ) x3 0 0 0 h3 x2 1 h h3 d dx2 1 + d : 3, x ) x3 (x1 , h1 3 (T ) (T ) 0 3 0 2 3 0 3


h1

dx2 1 d d 2 (T ) x (T ) 3 0 0 0 3 0 0 h1 x2 1 h 1 d dx2 d . 2 (T ) x3 x3 (x1 , h3 , x3 ) (T ) 1 x2 dx2 : (T )


0 0 0

h1

dx2 (T )

h1

x2

(21)

Temperature - dependent viscousity

29

The boundary condition on the wall S1 : v2 (x1 , h(x1 , x3 ), x3 ) = 0, allows us the determination of the pressure equation d dx2 d dx2 (T ) (T ) 0 0 0 3 0 h3 h3 1 1 h1 x2 x2 dx2 p d dx2 dx2 : (T ) (T ) x1 2 (T ) x1 0 0 0 0 3 3 3 x2 1 + x2 3
h1

2p

2p

h3 x2 1

h3 x2 1

x2 dx2 2 (T ) x 1 x2 dx2 : (T )

h3 1

h3 1

2 dx2 (T )

h h3 1 3, x ) x1 (x1 , h1 3
h3 1

h1 x2

d dx2 : (T )
x2

h1

dx2 (T )

dx2 (T )
h3 1

h3 1

0 x2

h 1 1 dx2 2 (T ) x1 x1 (x1 , h3 , x3 ) 1 0 0 0 3 h3 1 h1 x2 x2 p d dx2 + dx2 + 2 (T ) x 2 (T ) x x3 3 3 0 0 0 h3 x2 h3 1 1 h h3 dx2 d 1 dx2 : 3, x ) x3 (x1 , h1 3 (T ) (T ) 0 0 30 2 3 3 h3 h1 h1 h1 x2 1 x2 dx2 dx2 1 dx2 : d dx2 2 (T ) x (T ) (T ) (T ) 3 0 0 0 3 0 3 0 h1 h1 x2 1 h 1 d dx2 dx2 = 0. 2 (T ) x3 x3 (x1 , h3 , x3 ) (T ) 1
0 0 0

h3 1

d dx2 (T )

1 d dx2 2 (T ) x1

Comments

It easy to see that if the h(x1 , x3 ) function for the surface S1 is given and (T ) is also given (as in [1] for example), the pressure can be determined from the last equation.

30

Galina Camenschi

Then introducing the functions h(x1 , x3 ) and (T ) in (19) - (21) the velocity eld can be also obtained. From the equation (18)5 the absolute temperature can be determined with the initial condition T (0, x1 , x2 , x3 ) = T (x1 , x2 , x3 ). For the integration of the pressure equation we assume as usual that pressure dierence p = p(x1 , 0) p(x1, l) is given and is a constant.

References
[1] J.J. Wylie, J. R. Lister - The eects of temperature dependent viscousity on ow in a cooled channel with application to basaltic ssure eruptions, J.Fluid Mech., 305, (1995), 239-261. [2] K. R. Hefrich - Thermo-viscous ngering of ow in a thin gap: a model magma ow in dikes and ssures, J.Fluid Mech., 305, (1995), 219-238. [3] D. Berscovici - A theoretical model of cooling viscous gravity currents with temperature dependent viscousity, Geophys. Res. Lett., 21, (1994), 1177-1180. Galina Camenschi Department of Mechanics, University of Bucharest , 14 Academiei Str., 70109 Bucharest, Romania

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 3136

Numerical simulation of a jet of ink


Claude CARASSO and Ruxandra STAVRE November 2, 2001

Abstract - The hydrodynamics of a jet of ink, exiting from a printer is considered. A one-dimensional model is obtained from the Navier-Stokes equations, by using a rational asymptotic expansion. A partial dierential system for the rst order approximation is obtained and some numerical computations are performed. Key words and phrases : breakup of the jet, similar solutions

Mathematics Subject Classication (2000) : 76B10, 76D05, 76M45

Introduction

This paper deals with a one-dimensional model evolution equation, which describes the hydrodynamics of a jet of ink, exiting from a printer. The mathematical model is obtained from the Navier-Stokes equations by using a rational asymptotic expansion of the unknown functions. This is a problem with applications in the industrial process of conception of printers with jet of ink. By giving the vibrations of the liquid at the nozzles of the reservoir, we study, both from the theoretical and the numerical points of view the breakup of the viscous jet. This problem was previously studied in [1]. In this paper, the authors used the Cosserat model for obtaining, under some hypotheses, a nonlinear partial dierential system. Some numerical computations were also performed. Experimental observations of jet breakup phenomena have been carried out in [2], [3], [4], [6]. The study of an innite jet breakup is performed in [5]. The model, derived from the Stokes equations, is employed in extensive simulations to compute breakup times for dierent initial conditions; satellite drop formation is also supported by the model and the dependence of satellite drop volumes on initial conditions is studied. In Section 2, by using a cylindrical coordinate system, we give the dimensionless equations, the boundary and the initial conditions which describe the unsteady ow of a semi-innite, incompressible Navier-Stokes jet. By assuming that the ratio between the radius of the nozzles to the 31

32

R. Stavre

dimensional axial length scale is an asymptotically small parameter which can be used in an asymptotic expansion of the unknown functions, we derive, in Section 3, the system of partial dierential equations for the rst order approximation. Our interest is in the description of the breakup phenomenon. In Section 4 we show that the system describing the leading order approximation has a singularity with the jet radius vanishing and the uid velocity becoming innite after a nite time, at some axial location. The next section deals with the numerical study of the problem. The system for the rst order approximation is solved by using a nite dierence method. The numerical experiments show that the breakup of the jet depends on the initial conditions.

The mathematical model

We consider the evolution of a semi-innite jet of incompressible viscous uid (ink), exiting from the nozzles of a printer. We suppose that the ow is axisymmetric. Initially the jet is a semi-innite cylinder of radius r0 (the radius of a nozzle) and constant velocity. By giving the vibrations of the uid at the nozzles, we obtain a free boundary problem, in cylindrical coordinates, (r, z). If > 0 is the constant density of the uid, > 0 the constant viscosity of the uid, > 0 the constant surface tension coecient, u, v and p the radial velocity, the axial velocity and the pressure of the uid, respectively, R the unknown radius of the jet and v 0 , v 1 , f, r0 positive given constants,we obtain for the nondimensional variables: r= z 1 r0 R vs r , z = , (, v ) = (u, v), p = u p, R = , t = t, r0 L vs vs r0 r0

the following system: kv + 1 (ru) = 0, z r r 1 u Re(ut + uur + kvuz ) = pr + urr + ur + k 2 uzz 2 , in (t), (1) r r Re(vt + uvr + kvvz ) = kpz + vrr + 1 vr + k 2 vzz , r u = Rt + kvRz , 2 2kRz (kvz ur ) (1 k 2 Rz )(vr + kuz ) = 0, 2 2 p(1 + k 2 Rz ) 2(ur + k 3 Rz vz ) + 2kRz (vr + kuz ) on r(t) = R(z, t), 2 (RR + R2 ) 1+k zz z =A , 2 R2 )1/2 R(1 + k z (2)

Numerical simulation of a jet of ink u(r, 0, t) = 0, v(r, 0, t) = V0 + V1 sinF t, R(0, t) = 1, u(r, z, 0) = 0, v(r, z, 0) = V0 , R(z, 0) = 1,

33

(3)

(4)

where r0 and L are the length scales in the radial and axial directions revs r0 spectively, vs the velocity scale, the pression scale, the time scale, r0 vs r0 v0 v1 r0 k = , V0 = , V1 = , F = 2f . The unknown ow ,A = L vs vs vs vs region, (t) is dened by: (t) = {(r, z)/z > 0, 0 < r < R(z, t)}, t 0. (5)

The asymptotic expansions

Since the lenght scale L does not have a physical meaning, we suppose that r0 << L, so that k can be considered as an asymptotically small parameter. We use as asymptotic parameter the coecient of the highest-order derivative of (1). We seek the solution (u, v, p, R) of the problem (1)-(4), as an expansion in powers of k 2 , of the form: u(r, z, t) = u0 (r, z, t) + k 2 u1 (r, z, t) + ..., v(r, z, t) = k
1

(6) (7) (8) (9)

(v0 (r, z, t) + k v1 (r, z, t) + ...),


2

p(r, z, t) = p0 (r, z, t) + k 2 p1 (r, z, t) + ..., R(z, t) = R0 (z, t) + k R1 (z, t) + ....

The boundary problem satised by the rst order approximation (v0 , R0 ) is the following: R + v R + 1 R v = 0, 0t 0 0z 0 0z 2 (10) BR v 3R v 6R v +BR v v AR0z =0, in IR IR , 0 0t 0 0zz 0z 0z 0 0 0z + + R0 v0 (0, t) = V0 + V1 sinF t, v0 (0, t) = 0, t 0, (11) z R0 (0, t) = 1, v0 (z, 0) = V0 , (12) R0 (z, 0) = 1, z 0. By solving (10)-(12) we obtain v0 , R0 .

34

R. Stavre

The breakup of the jet

In the sequel we shall prove that the system (10) has a solution with the following property: the jet radius vanishes and the uid velocity becomes innite after a nite time, at some axial location. The next theorem proves this property.
Theorem 1. There exists (zb , tb ) IR+ IR+ so that

lim ( lim R0 (z, t)) = 0,


z zb t tb

lim ( lim v0 (z, t)) = .


z zb t tb

(13)

Proof. Let (z0 , t0 ) be an arbitrary point in IR+ IR+ . For (z, t) [0, z0 [[0, t0 [, we dene the new variables = z0 z and = t0 t and we introduce the similarity variable = . We seek a solution (R0 , v0 ) of the system (10) of the form: R0 = f (), (14) v0 = g().

Introducing (14) into (10) we obtain: 2(f af ) b+1 (2f g + f g ) = 0, 3 2a+b2 f 2 g + 6 2a+b2 f f g A a f + B(b 2a+b1 f 2 g 2a+b1 f 2 g + 2a+2b f 2 gg ) = 0.

(15)

Choosing a, b and so that does not appear explicitly in (15) (i. e. a = 1, b = 1/2, = 1/2) and introducing the new variable f1 = Af, denoted also by f, the system (15) becomes: f ( 2g) f (2 + g ) = 0, B 3(f 2 g ) f + f 2 (g 2 g) = 0. 2 We seek a solution of (16) of the form: f () = a1 p + a2 p1 + ..., g() = b1 n + b2 n1 + ..., (17)

(16)

Numerical simulation of a jet of ink

35

with a1 , b1 IR and p, n Z. Introducing the expansions (17) in (16) it follows: p p1 + O(p2 ) (2p + n)a b p+n1 1 1 (p 2)a1 + (p 3)a2 ((2p + n 2)a b + (2p + n 1)a b )p+n2 + O(p+n3 ) = 0, 2 1 1 2 nBa2 b2 2p+2n1+Ba1 b1 ((2n 1)a1 b2 + 2na2 b1 )2p+2n2+O(2p+2n3 ) 1 1 B (n + 1)a2 b 2p+n B a (2(n + 1)a b + na b )2p+n1+O(2p+n2 ) 1 2 1 1 2 2 1 1 2 p1 (p 1)a p2 O(p3 ) = 0. pa1 2 (18) We study in the sequel the following cases: i) p < p + n 1. In this case we obtain from (18) a contradiction. ii) p = p + n 1. (18)1 becomes: a1 ((p2)(2p+1)b1 )p+((p3)a2(2p1)a2 b12pa1 b2 )p1+O(p2 )=0. (19) In this case max(2p + 2n 1, 2p + n, p 1) =max(2p + 1, p 1). ii1 ) 2p + 1 > p 1. Then p > 2 and max(2p + 1, p 1) = 2p + 1. The coecient of 2p+1 in (18)2 is Ba2 b2 Ba2 b1 , which yields b1 = 1. 1 1 1 Introducing this value in (19) we get p = 3, in contradiction with p > 2. ii2 ) 2p + 1 < p 1. Then p < 2 and max(2p + 1, p 1) = p 1. From (18)2 we obtain, since a1 = 0, p = 0, again a contradiction with p < 2. ii3 ) 2p + 1 = p 1. In this case p = 2 and the identication of the coecients (for 2 , 3 in (4.6)1 and for 3 , 4 , 5 in (18)2 leads us to a contradiction. The last case is iii) p > p + n 1. In this case n < 1 and (18)1 yield p = 2; hence max(2p + 2n 1, 2p + n, p 1) = max(2n + 3, n + 4, 1) =max(n + 4, 1). iii1 ) n + 4 < 1. Then max(n + 4, 1) = 1 and from (18)2 we obtain pa1 = 0, which is impossible for p = 2. iii2 ) n + 4 1. Then max(n + 4, 1) = n + 4 and (18)2 gives B(n + 2 b = 0 which yields n = 1. Hence the only possible values for p and n 1)a1 1 are 2 and 1, respectively. For the above determined values of a, b, , p, n, the relations (14) become: R0 = (z0 z)2 (a1 + O(1 )), v0 = (z0 z)1 (b1 + O(1 )), and, hence, the assertion of the theorem follows. (20)

Numerical results.

In the previous section it was proved that there exist solutions of (10) characterized by the breakup phenomenon. In this section we shall study the

36

R. Stavre

inuence of the boundary conditions on the breakup. For solving the problem (10)-(12) we use a nite dierence method. Since for nonlinear problems the stability depends on the structure of the nite dierence procedure, we chose an implicite scheme. We denote by z and t the mesh size on Oz n and Ot, respectively and by fj the value f (jz, nt) for any function f. The values for the physical data, used for the computations, are: = 800 kg/m3 , = 5 103 Pas, = 103 N/m, r0 = 3 106 m, v 0 = 5 m/s, v 1 = 1 m/s. For the parameters L and vs , without a physical meaning, we chose the values 4 105 m and 0.05 m/s, respectively; z = 0.4, t = 0.1. Experimental observations show that sometimes the jet radius does not vanish. The numerical computations, performed for dierent values of the frequence of the vibrations, f, are in agreement with the experiments. For smaller values of f (f < 34 103 Hz), we obtain after 150 iterations in time a stabilization of the oscillations of the jet radius around its initial value. If we increase the number of iterations in time, we obtain a similar behaviour of the jet radius. The breakup phenomenon appears for f > 34000 Hz.

References
[1] Carasso, C.,Largillier, A.,Regal M-C.,Formation des gouttes dans un uide non newtonien soumis ` un champs lectrique, 2eme colloque francoa e chilien de mathmatiques appliques, C. Carasso, C. Conca, R. Coreea, e e J. P. Puel ed., CEPADUES Editions,(1991), 133-144. [2] Chaudhary, K. C.,Maxworthy, T., The nonlinear capillary instability of a liquid jet. Part 2-3. Experiments on jet behavior before droplet formation, J. Fluid Mech., 96, (1980), 275-297. [3] Donelly, R. J.,Glaberson, W., Experiments on the capillary instability of a liquid jet, Proc. Roy. Soc. Lond. A 290, (1966), 547-556. [4] Goedde, E. F.,Yuen, M. C., Experiments on liquid jet instability, J. Fluid Mech., 40, (1970), 495-511. [5] Papageorgiu, D. T., On the breakup of viscous liquid threads, Institute for Computer Applications in Science and Engineering Report 95-1, (1995). [6] Peregine, D. H., Shoker, G.,Symon, A., The bifurcation of liquid bridges, J. Fluid Mech., 212, (1990), 25-39. Ruxandra Stavre Institute of Mathematics Simion Stoilow, Romanian Academy, P. O. Box 1-764 RO-70700 Bucharest, Romania E-mail: rstavre@stoilow.imar.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 3744

Numerical and qualitative study of the problem of incompressible jets with curvilinear walls
Adrian CARABINEANU November 2, 2001

Abstract - The jet ow problem concerning the discharge of a uid (from an orice in a container) into the atmosphere is studied herein in the framework of the HelmholtzKirchho model. The problem is reduced to the study of a system of nonlinear equations. Using Leray-Schauders xed point theorem we prove that the system of functional equations has at least one solution. Then we present a semi-inverse method which gives us the possibility to calculate numerically the unknown free lines for jets whose walls consist of semi-innite straight lines and arcs of circle Key words and phrases : incompressible ow, free-lines, jet, topological-degree

Mathematics Subject Classication (2000) : 76B10, 35J25

Introduction

The free - boundary streamline ow is still an open research eld. Recent papers dedicated to this subject are dealing either with numerical [2] or analitical [4] methods of investigation. The jet ow problem is concerned with the discharge of a uid from an orice (in a xed vessel or container) into an atmosphere at constant pressure. For purposes of theory the convenient idealization assumes that the vessel has two semi-innite walls 1 and 2 (extending to innity upstream) each of them consisting of a semi-innite straight portion and a nite curvilinear portion nearby the orice (gure 1). In this paper we assume that the walls 1 and 2 are simmetric with respect to the Ox - axis. We assume that the wall 1 consists of an arc of circle having the radius R and the length R and a semi-innite straight line, streching to innity upstream (x ) and making with the Ox - axis the angle (1 ) 1 where 0 . Let A and B be the edges of the orice of the jet (i.e. 2 the endpoints of the walls 1 and 2 ) and let L = |zA zB | be the length of the orice of the jet 37

38

A. Carabineanu

Two free lines 1 and 2 detach from the edges of the orice (named the detachement points) and extend to innity downsteam. The domain bounded by the walls of the vessel and by the free lines is the ow domain. We neglect the gravity and we consider that the jet emerges because of the dierence of the pressures inside and outside the vessel. We consider that the uid is ideal, incompressible and the uid ow is plane, steady and irrotational. Denoting by v = (u, v) the velocity of the uid we have from the conditions of irrotationality and mass conservation u v u v = 0, + = 0, y x x y u= = , v= = . x y y x (1)

(2)

Figure 1: Flow domain From the Cauchy - Riemann condition (2) we deduce that the function f (z) = (x, y) + i (x, y) (named the complex potential) is holomorphic, and denoting by w (z) = u (x, y) iv (x, y) the complex velocity, we have df = w. dz The walls of the vessel and the free lines are stream-lines i.e. |
1 1

h , | 2

2 2

h = . 2

(3)

Incompressible jets

39

Outside the ow domain the uid is at rest. From Bernoullis law we deduce that df | = V0 = const. (4) dz 1 2

Levi-Civitas method. The functional ecuation

The function f= h 1 ln + h + i , = + i, 2 (5)

is the conformal mapping of the unit half-disk from the - plane onto the innite horizontal strip of width h in the f plane. We introduce T. Levi - Civitas function (z) = (, ) + i (, ) w () = w (z ()) = From (6) it follows (, ) = ln |w ()| , (, ) = arg w () . V0 (7) df = V0 exp (i ()) , dz (6)

(, ) is the angle of the velocity with the Ox - axis . From relation (4) we deduce that (, 0) = 0, [1, 1] , (8) On the unit half - circle the function (cos s, sin s) , s [0, ] is discon tinuous in s = because 2
s

lim (cos s, sin s) = , lim (cos s, sin s) = .


2

We shall introduce therefore the continuous function () = (, ) + iT (, ) , such that (cos s, sin s) = (cos s, sin s) , s 0, (cos s, sin s) = (cos s, sin s) , s T (, 0) = 0, [1, 1] . , 2 (9) (10) (11)

, , 2

40 From (9) - (11) it follows

A. Carabineanu

Re [ () + ()] = , = exp (is) , s 0, Re [ () + ()] = , = exp (is) , s

, 2

(12) (13) (14)

, , 2

Im [ () + ()] = 0, = [1, 1] . From (12) - (14) we deduce that () = 2i ln From (6) and (15) it follows dz 1 i = exp 2 ln + 2i i () d V0 +i df . d i + 2 () +i

(15)

(16)

Denoting by l (s) the length of the arc from 1 having the endpoints z (exp (is)) and z (0) we deduce from (5) and (16) that h s dl = exp (T (s)) cot 2 tan s, s 0, . ds V0 4 2 2 (17)

(In the sequel we shall use the notations T (s) = T (cos s, sin s) , (s) = (cos s, sin s) , (s) = (cos s, sin s).) The function z () mapps the unit half - circle onto a curve consisting of half - lines and arcs of circle. According to Schwarzs principle concerning the analytic continuation the function z () can be extended in a vicinity of the half - circle {exp (is) ; s [0, ]} . Taking into account (16) one deduces that the function () can also be extended in a vicinity of the half - circle {exp (is) ; s [0, ]} . The conjugate harmonic functions T and satisfy the relation T = , (18) n s is the inward normal derivative and is the tangential derivative. n s Using U. Dinis formula and seeking for () such that (0) = 0 we get where i () = 1
2 0

T (s) ln (exp (is) ) ds. n

(19)

Incompressible jets

41

From (11) it follows that the function () can be extended to the whole unit disk, acording to Schwarzs continuation principle, by means of the relations T (, ) = T (, ) , (, ) = (, ) . (20)

On the other hand, because of the symmetry of the ow domain we have T (, ) = T (, ) , (, ) = (, ) . From (20) and (21) we deduce that T T T T (2 s) = (s) , s [0, ] , ( s) = (s) , s 0, . n n n n 2 (22) From (19) and (22) it follows : 1 i () =
2 2

(21)

T (exp (is) ) (exp (is) + ) (s) ln ds. n (exp (is) ) (exp (is) + )
2

(23)

From (23), putting = exp (i) and separating the real parts we obtain 1 T () = 2 T (s) ln n sin s + sin sin s sin ds, 0, . 2 (24)

From (18) and (24) it follows : 1 T () = 2


2

(s) ln s

sin s + sin sin s sin

ds, 0,

. 2

(25)

Let z (exp (is0 )) 1 reprezent the point where the rectilinear and the circular portions are matching. Obviously we have d d 1 (s) = 0, s s0 , , (s) = , s (0, s0 ) . dl 2 dl R From (9), (17) and (26) it follows : (s) = 0, s s0 , , s 2 h s (s) = exp (T (s)) cot 2 tan s, s (0, s0 ) . s RV0 4 2 From (25), (27) and (28) we deduce :
s0

(26)

(27) (28)

T () =
0

s h exp (T (s)) cot 2 tan s ln 2 RV 2 4 2 0

sin s + sin sin s sin

ds (29)

42

A. Carabineanu

The existence of the solution

We shall consider the operator F (T (s) , s0 , h, k) : D [0, 1] C 0, R2 2 given by the right hand side of the system of equations
s0

T () =
0

s h exp (T (s)) cot 2 tan s ln 2 RV 2 4 2 0


s0

sin s + sin sin s sin

ds, (30) (31) (32)

h s0 = s0 + kR RV0 h=

exp (T (s)) cot


0

s tan s ds, 4 2

V0 L + 2RV0 [cos ( ) cos ( k) ] . 2 1 1 d 1+ sin (, 0) 0 + 1

From (30) - (32) we easily check that F (T (s) , s0 , h, k) is continuous with respect to T (s) , s0 , h and uniformly continuous with respect to k. In [1] one demonstrates that there is a constant s 0, such that for 0 2 every solution(Tk (s) , s0k , hk )of the system (30) - (32) we have 0 s0k < s 0 and hk < V0 L0 , L0 = L + 2R [cos ( ) cos ]. We denote by L0 M = max 2 2 R [0, 2 ]
s 0 0

cot 2

s tan s ln 4 2 T (s) C 0,

sin s + sin sin s sin

ds

; |T (s)| < M + 1 2 ] . For any solution (T (s) , s , h ) of (30) - (32) we have [0, V0 L0 ] [0, s0 k 0k k We consider the domain D = 0 < max |T (s)| + |s0k | + |hk | < M + V0 L0 + s + 1, 0 s[0, ] 2 whence it follows that F (T (s) , s0 , h, k) has no xed point on D. Taking into account the expression of the kernel of the integral equation (30) it follows that F maps the cartesian product of an arbitrary bounded set of continuous functions with an arbitrary bounded set from R2 onto the product of a bounded set of equi-continuous functions with a bounded set from R2 . Taking into account Arzelas theorem we deduce that F (T (s) , s0 , h, k) is a compact operator. For k = 0, the operator F (T (s) , s0 , h, k) is constant and it is given by the right hand side of the following relations T (s) = 0, s0 = 0, h = V0 L + 2RV0 [cos ( ) cos ] . (33) 2 1 2 1 d 1+ sin 2 arcsin 2 0 1 + 1

Incompressible jets

43

Hence the topological degree of the operator I F (T (s) , s0 , h, 0) in R2 is 1. From Leray - Schauder [3] xed point theorem it 0 C 0, 2 follows that F (T (s) , s0 , h, k) has at least one xed point, k [0, 1] .

The semi - inverse method. Numerical results

Figure 2: Example Let us consider the operator L : C 0,


s0

C 0, where 2 2 sin s + sin sin s sin


2

L (T ) () =
0

s h exp (T (s)) cot 2 tan s ln 2 2 RV0 4 2

ds. (34)

we can establish the relations Considering T0 () = 0, 0, 2

L (T0 ) () L3 (T0 ) () ... L2n+1 (T0 ) () ... T () ... L2n (T0 ) () ... L2 (T0 ) () 0, 0, (35) 2 whence we deduce the lower and upper bounds for T : lim L2n+1 (T0 ) () T () lim L2n (T0 ) () , 0, . (36) n n 2 For h and s0 small enough the two bounds conicide because L is a contraction. In the sequel for various values of h and s0 we shall verify numerically that the lower and upper bounds coincide. For calculating

44

A. Carabineanu

consistT = lim L2n+1 (T0 ) () we consider an equidistant grid on 0, n 2 ing of the nodes 0 = 0 , 1 , ..., m = and another grid on [0, s0 ] consisting 2 of the nodes 0 = s0 , s1 , ..., sp = s0 . Using Simpsons quadrature formula one calculates L (T0 ) (i ) and then, iteratively L2 (T0 ) (i ) , L3 (T0 ) (i ) .... We stop the culculus when Ln (T0 ) (i ) Ln+1 (T0 ) (i ) < where is an apriori given small number. Using Cauchys formula we calculate then (cos i , sin i ) . We calculate also (i , 0) , i [0, 1] by means of Schwarz Villat formula. From (31) and (32) we then calculate and L. Then by means of (16) one may calculate numerically the positions of the points belonging to the free lines. In gure 2, we give an example of ow domain and calculated free lines. Acknowledgement. This work has been supported by the Ministry of Education and Research, Romania, under CNCSIS Grant 35262/2001.

References
[1] Carabineanu A., Asupra problemei jeturilor incompresibile cu pereti curbilinii. I, Stud. Cerc. Mat., 37, 5 (1985), 377-398. [2] Hureau J., Brunon E., Legallais Ph., Ideal free streamline ow over a curved obstacle, J. Comput. Appl. Math, 72(1996) 193-214. [3] Leray J., Schauder, Topologie et quations fonctionelles, Ann. Sci. Ec. e Norm. Sup., 51(1934), 45-78. [4] Lupu M., Scheiber E., Studiul unor probleme la limit inverse in cazul a jeturilor uide incompresibile, Stud. Cerc. Mat., 49, 3-4(1997), 197209. Adrian Carabineanu University of Bucharest, Faculty of Mathematics, Str. Academiei 14, sector 1, Bucharest, RO - 70109, Romania E-mail: acara@math.math.unibuc.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 4552

On partial dierential equations of the viscous liquid relative ow through the turbomachine blade channel
Mircea Dimitrie CAZACU November 2, 2001

Abstract - Taking into consideration the reality of the relative ow into the rotor blade eld and the great advantage presented by the boundary conditions in the study of the uid relative ow through the rotational blade channel of a turbomachine, we present the transformation of Navier-Stokes partial dierential equation system, written in cylindrical coordinates, from the absolute to the relative coordinate system. In the same time one gives two characteristic examples of ow patterns, considered from the xed and moving coordinate systems. Key words and phrases : viscous liquid, relative whirl, centrifugal turbomachines

Mathematics Subject Classication (2000) : 76D05, 76M99

Introduction

Leonhard Euler was the rst researcher, who paid attention to the relative ow of the inviscid liquid through the rotating impeller channels of a hydraulic reaction turbine [10]. Although his experimental laboratory model has small sizes, he had foreseen the possibility of the cavitational phenomenon appearance at the upper impeller inlet. To avoid this undesirable phenomenon the engineers have realized the bigger hydraulic turbines with a larger size at the inlet of the impeller channels, diminishing by this way the entrance velocities and consequently increasing the pressures. Therefore, by the enlarging of impeller channels, simultaneously with the emphasizing of the matter inertia property (maybe by the relevant experience of Foucaults pendulum) one arrives at the beginning of 20th century [11] to consider, but only for the centrifugal turbomachines, the dislocation ow so called relative whirl, whose negative eect was appreciated especially at the outlet from the rotor (its eect at the inlet of the rotor being 45

46

M. D. CAZACU

reduced due to the pass ow) and only by modication of the velocity triangles, consequently with eect on the real realized pump head by introduction of so called head diminishing factor = Hth /Hth < 1, due to the nite number of the blades and inertia of the uid [15]. While the problem was solved for the moment, it could not explain the positive eect of the relative whirl in the centripetal ows [1] as: in modern reaction hydraulic turbines, in centripetal pumps with greater eciency, in Ljungstrms steam turbine for the rst pass ow, or that o working with water of Donat Bnki [14], as well as in the case of transversal a (cross) fan [2]. With this occasion we observe that the energy losses may be considered only in the relative ow, which is only real ow, while the absolute ow is ctitious, although we can seen it from the xed coordinate system [2]. By the viscous liquid relative ow study, introduced by us in the last years [4][5][3][6][12][8][16][7], we emphasize (put into the evidence for the rst time) the real aspect of the relative ow through the rotating blades of an impeller and the ction of the absolute ow, even it can be calculated [4] and observed from the xed coordinate system [2]. At the elaboration of this paper my colleague Prof. Dr. Eng. Mihai Exarhu [9] contributed with a valuable remark, for which I thank him.

Partial dierential equation system for viscous liquid absolute ow in cylindrical coordinates

The Navier-Stokes system, for unsteady ow in general, of nonlinear with partial dierential equations consisting from Newtons action principle and mass conservation equation [13], written in cylindrical coordinates, convenient in general to the unsteady and three-dimensional motion of the viscous liquid in the turbomachines and reported to the xed system of reference (Oa , Ra , , Za ) [4][5][6] with the notation from gure 1, are:
2 V VR 1 P VR VR VR V + VR + + VZ + = Ta Ra Ra Za Ra Ra 2 VR 2 V VR 1 2 VR 2 VR 1 VR = + 2 2 + 2 + 2 2 2 Ra Ra Za Ra Ra Ra Ra

(1)

V V V V V VR 1 P V + VR + + VZ + + = Ta Ra Ra Za Ra Ra 2 V 2 VR V 1 2 V 2 V 1 V = + + 2 2 , + 2 + 2 2 Ra Ra 2 Za Ra Ra Ra Ra

(2)

On pde of the viscous liquid flow VZ VZ V VZ VZ 1 P + VR + + VZ + = Ta Ra Ra Za Za 1 VZ 2 VZ 1 2 VZ 2 VZ + = + 2 + 2 2 Ra Ra Ra Ra 2 Za VR VR 1 V VZ + = 0, + + Ra RA Ra Za

47

(3)

(4)

in which, after Eulers concept of the motion, V (VR , V , VZ ) = V [Ra (Ta ), a (Ta ), Za (Ta ), Ta ] the absolute velocity of a uid particle, relative to the xed coordinate system and P (Ra , a , Za , Ta ) the static pressure, as functions of absolute variables, are the unknown functions, and being the liquid density and the cinematic viscosity respectively, considered as constants.

Fig. 1 Two reference systems and decomposition of the velocity triangle In this conditions and taking into consideration Eulers conception of the motion, that permitted us to study the ow of a dense ensemble of particles, which ll whole the space, interacting by the surface forces of pressure and friction, we can write more: VR = d dZa dRa , V = Ra , VZ = and also dTa dTa dTa dRr d dZr WR = , W = Rr , WZ = , dTr dTr dTr

(5)

while the partial derivatives have no sense Zr = 0, excepting Tr Tr

Ra Za Rr = = = = Ta Ta Ta Tr

dRr d Zr dZr Tr dTr Rr = = 1, = = 1, = = 1, = = 1. Ra dRa d Za dZa Ta dTa

(6)

48

M. D. CAZACU

With these considerations we can calculate the partial derivatives to transform the Navier-Stokes equation system for the relative ow: Fa Fr Fr Zr Fr Tr Fr Rr + + + and also = Ra Rr Ra Ra Zr Ra Tr Ra Fr Fr Fr Fr Fa 0+ 0+ 0, = 1+ Rr Zr Tr Fa Fr Fr Fr Fr = 0+ 1+ 0, 0+ Za Rr Zr Tr Fa Fr Fr Fr Fr = 0 0+ 1. + Ta Rr Zr Tr
1 0 0 0

(7)

Viscous uid relative ow in rotational blade channel

To transform the Navier-Stokes equations, written in cylindrical coordinates for the xed inertial system, in a non-inertial moving system, having the same origin but a rotational motion = Ta , with = const. (g.1), we shall utilize the vectorial relation between the absolute V , relative W and transport U = R velocities, in virtue of the three-entity property of the physical space and projecting the velocity triangle on the three rectangular directions R, or and Z, V a = W r + U t , VR = WR , V = W + U = W + R, VZ = WZ . (8)

The last three relations can be obtained also by time derivation of the relations between the absolute and relative variables, the second relation being multiplied by the radius R Ra (Ta ) = Rr (Tr ) = R(T ), Za (Ta ) = Zr (Tr ) = Z(T ), (Ta ) = (Tr ) + (Ta ) or (Ta ) = (Ta ) Ta , at which we add Ta = Tr = T = T (Ra , Rr , , , Za , Zr ), (10) (9)

the time passing in the same manner for the all particles, found in any spatial position and independently of the spatial variables in both reference systems. Though our interest in practice is the permanent motion of the turbomachines, the uid particle being in a steady ow between the moving blades in relative trihedron, constituting a z-connected domain (z being the number of

On pde of the viscous liquid flow

49

impeller blades), in that case the streamlines coinciding with the particle trajectories, we shall consider the general study of the relative ow, as unsteady ow W (WR , W , WZ ) = W [Rr (Tr ), r (Tr ), Zr (Tr ), Tr ], in the same Eulers conception, relative only to the moving system (Or , Rr , r , Zr ), interdependent with the impeller blades, driven with the angular velocity = const. Taking into consideration the variable dependence of the absolute and relative functions (7) we can calculate the partial derivatives obtaining the partial dierential equations, from the relations (5) to (7) observing that = = . Ta Ta (11)

With these considerations the partial dierential equation system (1-4) becomes for the relative ow case WR W WR WR (W + R)2 1 WR + WR + + WZ + PR = T R R Z R 2 WR 2 W WR 1 2 WR 2 WR 1 WR = 2 2 , + 2 + + R2 R 2 Z 2 R R R R (12)

W W W W W WR 1 W + WR + + 2WR + WZ + + P = T R R Z R R 2W 2W 2W 2 WR W 1 1 W = + 2 2 , + 2 + + 2 2 2 R R Z R R R R (13) WZ W WZ WZ 1 WZ + WR + + WZ + PZ = T R R Z (14) 2W 2W 2W Z 1 Z 1 WZ Z = + 2 + + R2 R R R 2 Z 2 the mass conservation equation having the same form WR WR 1 W WZ + + + = 0. R R R Z (15)

Demonstrative cases

For example we analyse two bidimensional cases of the inviscid or viscous uid steady ows: 4.1 Absolute water source, springing from the origin of the systems in a steady ow.

A similar image is shown in [2] and represents what one see at large distances from the relative system (g.2), with which the camera is interdependent

50

M. D. CAZACU

and moves with a constant angular velocity = constant. In this case, when an absolute of ideal or viscous uid source springs from the origin, we have V = VZ 0 and from the mass conservation equation (4) with (9) K dVR VR + = 0, VR = = WR , dR R R (4 )

the absolute equation system reduces to the rst equation (1), which gives the radial pressure distribution VR dVR 1 dP d2 VR 1 dVR VR + + = dR dR dR2 R dR R2 = 0, P (R) = P0 K 2 , (16) 2R2

the pressure distribution being function of the intensity of the ow, measured by the constant K. For the relative motion (12) we see in addition a counterow with W = Rw, proportional to the radius R, as in gure 2.

Fig. 2 Relativ ow pattern in the trasversal fan

K 2 , 2R2 (12 ) with the same distribution of the pressure only on the radius, the pressure being a scalar, consequently independent of the referential system. In gure 3, a we can see the variations with the radius of velocity radial component and the trajectory angle WR = 0, P (R) = P0 dR Rd 2 = , = 0 R . WR W 2K (17)

d2 VR dVR 1 dP 1 dVR WR + = + 2 2 dR dR dR R dR R

On pde of the viscous liquid flow 4.2 Absolute potential whirl

51

In this case when VR = WR = VZ = WZ 0 and V = V (R) = /2R , for the bidimensional ow and for the potential whirl with a constant circulation
2

=
0

V Rd = const. V =

= = W + R, 2R R

(18)

we obtain from the rst equation (1) or (12) the same pressure distribution (12) and from equation (18) the velocity variation with the radius W (R) = R R as in gure 3,b.

Fig. 3

References
[1] M. D. Cazacu, Pompe, ventilatoare, suante, compresoare. Note de curs, Univ. Polit., Bucureti,1954. s [2] M. D. Cazacu, Flow visualization at the liquid free surface. R.M.A., Tome 34(1989), nr.6, 617628. or The 5th International Symposium on Flow Visualization, Prague, 21-25 August 1989, Journal of Flow Visualization and Image Processing, Vol. 1, Nr. 3, July-September 1993, 181188. [3] M. D. Cazacu, A. Ciocnea, The inuence of a duct vibration on the ina ternal ow, The 4th Conf. on Hydraulic Machinery and Hydrodynamics, Timioara, 26-30 Sept.1994, Vol. I, Sect.I-Hydrodynamics, 3-10. s [4] M. D. Cazacu, R. M. R. Neacu, Micarea absolut i relativ a lichidus s as a lui vscos dintre paletele de descrcare a presetupei, Conf. de Maini a a s hidraulice i Hidrodinamic, Timioara, 15-17 noiembrie, 1990, vol. IV s a s - Pompe, echipamente, actionri i automatizri hidraulice, 83-88. a s a

52

M. D. CAZACU

[5] M. D. Cazacu, R. M. R. Neacu. Relative and absolute motion of the s viscous liquid through rotating vanes of an impeller with and without pass-ow, The 4th Conference on Hydraulic Machinery and Hydrodynamics, Timioara, 26-30 September 1994, Vol. I, Section III - Pumps, s 189196. [6] M. D. Cazacu, R. M. R. Neacu, S. M. Tomeh, Micarea relativ i plan s s as a a lichidului vscos a ntre paletele unei turbomaini centrifuge, Bul.St.al s Univ.Polit., Timioara, Tom 44 (58) Mecanic 1999, 595-602. s a [7] M. D. Cazacu, S. M. Tomeh, On determination of the cavitational term h at a centrifugal pump, Workshop on Numerical Simulation for Fluid Mechanics and Magnetic Liquids, 24-25 mai 2001, 160167. [8] A.Ciocnea-Teodorescu, Inuenta vibratiilor asupra curgerii interioare a unei evi. Tez de doctorat, Univ. ,,Politehnica, Bucureti, 1997. t a s [9] M. Exarhu, Consideratii privind schimbul de energie rotoarele n turbomainilor stationare i mobile, Col. de Mecanica Fluidelor i s s s Aplicatiile ei Tehnice, Galati, 1979. [10] N. N. Kovalv, B. S. Kviatkovskii, Ghidroturbostroenie v S.S.S.R. e GOSENERGOIZDAT, Moskva-Leningrad, 1957, p. 13. [11] Kucharski. Strmungen im rotierenden Kanal, Zeitschrift Turbinenweo sen, 1917, 201. [12] R. M. R. Neacu, Contributii la studiul schimbului de energie ros n torul turbomainilor, Tez de doctorat, Universitatea ,,Politehnica , s a Bucureti, 1997. s [13] T. Oroveanu, Mecanica uidelor vscoase. Ed. Acad., Bucureti, 1967. a s [14] D. Pavel, Maini hidraulice, Vol.I, Ed. Energetic de Stat, Bucuresti s a 1954. [15] C. Peiderer, Strmungsmaschinen, Springer-Verlag, Berlin/Gttingen o o Heidelberg, 1957. [16] S. M. Tomeh, Contributii privind fenomenul de cavitatie la pompele centrifuge, Tez de doctorat, Univ. ,,Politehnica, Bucureti, 2001. a s

Mircea Dimitrie Cazacu University Politehnica of Bucharest, Splaiul Independentei 313 RO-772061 Bucharest, Romania, E-mail : cazacu@hydrop.pub.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 5360

Numerical solving of the bidimensional unsteady ow of a viscous liquid, generated by displacement of a at plate
Mircea Dimitrie CAZACU and Loredana NISTOR November 2, 2001

Abstract - This paper presents the numerical solving for the two-dimensional unsteady ow of a viscous liquid contained in a channel, and produced by the displacement with a constant velocity of a at plate, which is disposed in his axis and perpendicularly on the channel walls. It consists in the sudden starting of the plate, which moves afterwards with a constant velocity. In this case we are interested on the frequency of the separate alternate vortices, this frequency being present in the partial dierential stream-line equation. The theoretical results are compared with the experimental ones, obtained in the POLITEHNICA University Laboratory, on the calibrating stands of ow meters with separate alternate vortices and on the installation for visualization of viscous liquid ows. Key words and phrases : viscous vortex ow, numerical integration, alternate vortices separation.

Mathematics Subject Classication (2000) : 76D05, 75D17, 76M25

Introduction

The studied problem presents both theoretical and practical importance. The theoretical importance is presented by the numerical integration of the Navier and Stokes equation system in the special boundary conditions for unsteady macroturbulent ow. The practical importance consists in the study of the ow-meter with alternate separation vortices [1, 2, 3]. 53

54

M.D. CAZACU, Loredana NISTOR

Equation system written in dimension and dimensionless form

The partial dierential equation system consists in two motion equations:


1 UT + U UX + V UY + PX = (UX 2 + UY 2 ), 1 (u 2 + uy2 ), Sh ut + uux + vuy + Eu px = Re x

(1)

1 VT + U VX + V VY + PY = (VX 2 + VY 2 ), 1 (v 2 + vy2 ), Sh vt + uvx + vvy + Eu py = Re x and mass conservation equation UX + VY = 0, ux + vy = 0,

(2)

(3)

for which we take as characteristic parameters: the length of the plate B, the moving velocity of the plate Up and the time period T of vortices separation.

Equation transformation for numerical solving

To eliminate the mass conservation equation, unstable in iterative numerical solving [6], we introduce the stream function, by the relations: U = Y , V = X , or u = U = Y = y , Up Up V = X = x . or v = Up Up

(4)

Considering the Schwarz relation, that refers to the commutativity property of mixed partial dierentials of a 2nd order function, the mass conservation equation is veried identically. To eliminate in the two motion equations the unknown function P (X, Y, T ) on the boundary using the same Schwarz relation that refers to the equality of the mixed partial dierentials of 2nd order, we dierentiate the formula (1) with respect to Y and formula (2) with respect to X, and replace the components of the velocity with the streamline function components by the formula (4) substitutions, we shall have by substraction tX 2 + tY 2 + Y X X Y = . (5)

Numerical solving

55

Writing of a dimensionless equation system

The writing of dimensionless equation system is important for generality of the numerical solution. It can be obtained choosing as work domain a rectangle having the length L and the width C, in which the plate with length B is moving with the constant velocity Up , and we write the dimensionless equation using the following notations: X , B Y , B U , Up V , Up
U B

x=

y=

u=

v=

, L Up

t , T

(6)

p and Sh1 = B the Strouhal and Re = p the Reynolds number of the ow. Dimensionless equation thus obtained will be

U T

y2 + x2 Re Sh + Re y

x x y

= .

(7)

Method of stream function development in Taylors series

This method is based on the splitting of the motion area by a square grid (g. 1) and the calculating of the unknown function at a certain moment in every node of the grid. This calculus will be made using an iterative method, by determining the repetitive values in the grid from node to node, after a certain direction and way, until is obtained a convergent solution. To calculate the unknown function in every node, we shall expand the unknown function using the nite Taylor series, until the term with the same derivative order as that of the dierential equation veried by the unknown function (x, y, ). The partial dierential equation is a 4th order equation, therefore we shall write the series until the 4th order, inclusive. The grid used for the calculus is a square integration grid with step for both direction of the distance in the purpose of not advantaging any of the owing directions. Anyway this grid will have a dierent (smaller) step on the time direction, because of the suciently fast motion.

56

M.D. CAZACU, Loredana NISTOR

13

10

14 I+2

5 x 9 1

I+1

11 I y

7 I1

16

12

15

I2 0 0

J+2

J+1

J1

J2

Fig. 1 Knot marking in space bidimensional grid Using the function developments in nite Taylors series in space [6], at the moment t, for a single step, will have the values for the stream-line function in the knots of the grid, from 1 to 16, the only dierence between the values calculated in the points 1 to 8 and those calculated in the points 9 to 16 being that, instead of the single step , will have double step 2. Using these formulas we can calculate the values for every partial dierential of the dimensionless streamline function, for ordinary points like 0, taking into consideration the values of the dimensionless stream-line function in all the other sixteen nodes around 0. The calculus is based on the convenient adding and substracting of dierent Taylors series developments [6]. Beside the known terms of the partial dierentials [6] we will have a mixt term xy = 1 1 1 (5 + 7 6 8 ) + (14 + 16 13 15 ) . 2 3 48

Identically, we shall determine the other 3rd and 4th order partial dieren-

Numerical solving

57

tials. As far as it concerns the non-permanent part of the motion, the values of the partial dierential with respect to time t will be 1 + 3 20 2 + 4 20 + = x2 + y2 = x,y 2 2 4 4 1 = 2 i 40 i 40 .
i=1 i=1

(8)

Algebraic relation associated to partial dierential equation

The algebraic equation will be determined replacing the expressions of the dimensionless partial dierentials in the partial dierential equation by the unknown function (x, y, ), expliciting its value in the ordinary point 0(x0 , y0 , 0 ) Simplifying at most the above equation, the nal form of the equation (7) 0 = Re {[8(2 4 ) + 12 10 ] 96Re Sh2 + 480 [5 + 8 + 9 6 7 11 + 4(3 1 )]+ +[8(3 1 ) + 9 11 ] [5 + 6 + 10 7 8 12 + 4(4 2 )]}+ + Re Re Sh2 + 5 2 5 Sh2
4 1

(9)

1 4

4 (i i ) + 0 + 1 8 5

10 + 3Re Sh2

1 i 10

1 i 20

12

i
9

is the algebraic solution associated to the stream-line function, which allow us to determine the stream-line function in every ordinary point 0 of the grid. To solve rigorously this problem there are necessary several boundary conditions.

Stability of numerical solution

Taking into consideration the hyperbolic type of stream line equation and the impossibility to know the end values of the function for the nal time, the unsteady ow numerical solution is obtained by the alone passage in time of the network [4], which must be stabilized only in space eld for each consecutive time moment, considering in each knot as xed values the stabilized values of the function at the foregoing time moment.

58

M.D. CAZACU, Loredana NISTOR

Boundary conditions

The necessary boundary conditions are imposed for the limit of the channel and for singular points such as the corners of the channel. (see g. 1). 8.1 On the channel walls the stream-line function is null = 0. We shall have therefore the following conditions, if we consider the channel split in 103 columns and 40 rows: with = 0 on I = 3 and 3 J 103, I = 43 and 3 J 103, J = 3 and 3 I 43, J = 103 and 3 J 43. 8.2 For the channel corners the stream-line function has the same values as these inside the channel [6] (the reection condition). 8.3 The perfect reecting condition for the points on the limit of the channel. 8.4 On the plate
Y (L/2) y(L/2)

(y) =
0

Up dy =
0

Up dy = Up y.

(10)

8.5 At the initial time t = 0, for the sudden start of the plate, Up = 1.

Fig. 2 Unsteady ow with alternate vortices separation behind the at plate

Experimental results

The momentary visualization of the unsteady ow with alternate vortices separation behind the at plate (g. 3) are made for dierent Reynolds

Numerical solving

59

number on the free surface of the viscous liquids in a special experimental installation with a proper technics [6, 5].

Fig. 3 Unsteady ow with alternate vortices separation behind the at plate

10

Conclusions

After the obtaining of theoretical values for time period of vortices separation by numerical integration of unsteady ow for dierent Reynolds number, we intend to verify the experimental results concerning the dependence of Strouhal number as function of Reynolds number, in comparision with the very known constant value Sh 0, 21. According to whom, for a vortex ow-meter, for air, in the central area of the measuring domain appear a variation with 3% of the Strouhal number Sh = 0, 34 0, 37 [2, 3]. This variation inuence directly the precision of the ow-meter and represent an internal accuracy limitation of the equipment due to the functioning principle.

References
[1] Cazacu, M.D., Cristescu,C., Olaru, V., Aristotel, I. Traductorul de debit VORTEX cu desprindere de vrtejuri. Ses.Jubiliar 45 ani ai a ICPE, Bucuresti, 30-31 oct.1995, Sectia Senzori i Traductoare, Vol. s ST, 7781.

60

M.D. CAZACU, Loredana NISTOR [2] M. D. Cazacu, A. Ciocnea, I. Aristotel, Msurarea debitelor de lichide a a i gaze pe principiul desprinderii alternate de vrtejuri. Debitmetrul s a de tip VORTEX. Ses. Jubiliar 45 ani ai ICPE, Bucureti, 30-31 oct. a s 1995, Sectia Msurri electrice, Vol. MS, 4144. a a [3] M. D. Cazacu, A. Ciocnea, I. Aristotel, Inuenta vscozitii la a a at msurarea debitelor utiliznd debitmetre de tip Vortex, Automatizaa a tion Revue, Bucharest, nr.3 / 1995, 2731.

[4] M. D. Cazacu, Mouvements unidimensionnels et nonpermanents des uides compressibles dans le cas des petites variations de pression, avec des applications au coup de blier (Doctoral Thesis).Bul. Institutului e Politehnic, Bucuresti, 1958, Tom XX, fasc.3, 5992. [5] M. D. Cazacu, Flow visualization at the liquid free surface, The 5th International Symposium on Flow Visualisation, Prague, 21-25 August 1989, also Rev.de Mc.Appl., 34 (1989), no. 6, 617-628 and Joure nal of Flow Visualization and Image Processing. Vol.1, No. 3, JulySeptember 1993, 181188. [6] D. Dumitrescu, M. D. Cazacu, Theoretische und experimentelle Betrachtungen uber die Strmng zher Flssigkeiten um eine Platte bei o u a u kleinen und mittleren Reynoldszahlen. ZAMM, 50(1970), 257280. Mircea Dimitrie Cazacu and Loredana Nistor University Politehnica of Bucharest, E-mail : cazacu@hydrop.pub.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 6166

Behaviour of the 42m piezoelectric crystal containing a crack in antiplane state


Eduard - Marius CRACIUN November 2, 2001

Abstract - We consider a piezoelectric crystal having as symmetry group 4 2m containing a crack, in the third fracture mode and loaded by an initial applied electric eld. We shall prove that the incremental displacement of the crack tips are due to the initial applied electric eld. This observed phenomenon is being produced by the induced anisotropy of the considered material. Key words and phrases : piezoelectric crystal, crack in the third mode

Mathematics Subject Classication (2000) : 74M05

Introduction

In the paper we prove that in the case of a 4 2m piezoelectric crystal the occurrence of the incremental displacement of the crack tips is due to the initial applied electric eld. In Section 2 we analyze the behaviour of the incremental displacement of the crack tips. In Section 3 is proved the main result of the paper those that the incremental displacement of the tips vanish if the initial applied electric eld of a 4 2m piezoelectric crystal containing a crack vanishes.

Incremental displacement of the crack tips

We consider a prestressed and prepolarized piezoelectric crystal, having class 4 2m, containing a crack of length 2a situated in the symmetry plane x1 x3 of the body. We assume that the crystal is initially loaded by a homogenous axial stress o o . Also, we consider that, initial is applied a homogenous electric eld E , 61

62

E.-M. Craciun

acting in the plane of the crack, but perpendicular to the direction of the o axial stress . o We suppose also that in the initial deformed equilibrium state B of the body, at large distances from the crack, the body is loaded by an incremental shear o stress > 0, acting in the direction of E . In the above given conditions the crystal will be in antiplane incremental state, relative to the plane x1 x2 . The involved boundary condition on the two faces of the crack are (see [1],[2]):
+ 23 (x1 ) = 23 (x1 , 0+ ) = 23 (x1 ) = 23 (x1 , 0 ) = (x1 ) for a < x1 < a, (1)

+ (x1 ) = + (x1 , 0+ ) = (x1 ) = (x1 , 0 ) = w(x1 ) for a < x1 < a. 2 2 2 2 (2) Here = (x1 ) is a given incremental shear stress and w = w(x1 ) is a given incremental electrical surface density. In our nal considerations we shall assume that = (x) = const. > 0 and w = w(x1 ) = 0, for a < x1 < a. We shall reduce the boundary value problems to the Riemann-Hilbert problems, and solving them using Plemeljs functions and Cauchys integral we get the following incremental displacements of the crack tips: u3 (a, 0) = where we have used following notations m + in = b1 b2 l1 l2 (4) (5) ma (3)

b = M + iN , l = P + iQ with m= M P + N Q N P M Q , n= 2 + R2 P P 2 + R2

M = M1 M2 , N = N1 N2 , P = P1 P2 , Q = Q1 Q2 .

(6)

4 2m piezoelectric crystal

63

4 2m piezoelectric crystal

The structure of material constants for a 4 2m piezoelectric crystal in Voigts notation is described by the following relations (see [3] Appendix): C11 C12 C13 0 0 C16 0 C11 C13 0 0 C16 0 0 C33 0 0 0 0 0 0 C44 0 0 0 0 0 0 C44 0 0 0 0 0 0 C66 0 0 0 e14 0 0 11 0 0 0 0 e14 0 , 0 0 0 0 0 0 e36 0 , 0 0 11 0 . 0 33

The characteristic Eqs. in the case of our material becomes (see [1]) 1 P() = 2332 4 + 21332 3 + [1331 + 2332 ] 2 + 21332 + 1331 = 0. 11 (7) The involved instantaneous elasticities klmn can be obtained taking into account the special structure of the material constants for the 4 2m symmetry group, as well as the special structures of the initial applied mechanical and electrical elds. Long, but elementary calculus lead to the following expressions : 2332 = C44 11 E 2 , 1331 = C44 + 11 E 2 , 2331 = 1332 = e14 E . (8) Here, for simplicity we have used the following notations = 11
o

and

E =E 3 .

(9)

Now, taking into account (8), the characteristic Eq. becomes : 1 P() = 11 C44 11 E 2 4 2e14 E 3 + 2C44 + 211 E 2 2 2e14 E + C44 + 11 E 2

= 0.

(10)

64

E.-M. Craciun

Taking into account the structure of material constants for the 4 2m symmetry group, we get: 113 = 223 = 11 E , 123 = 213 = e14 , 122 = 0.

(11)

c =

11 E +2e14 + 11 E 2

11 (1 + 2 ) e14 + 11 E 11 E +2e14 + 11 E 2 (12) 1 + 2

b =

(1 + 2 ) e14 + 11 E 11 E +2e14 + 11 E 2

. (13)

l = e14 E + C44 11 E 2

b + e14 + 11 E c .

(14)
o

In the following we assume that initial is applied only an electric eld E , the initial applied mechanic stress being zero, i.e. = 0. For simplicity, we shall use the following notation 11 = , e14 = e, 11 = , c44 = c. in the case of the 4 2m symmetry group takes the following form ( +
o 1 1 ) (c E 2 )( + ) 2e E = 0. o

(15)

(16)

Using this simplied alternative, we can see that the characteristic Eq.(7)

(17)

This Eq. has the following roots


o o

1 = i, 3 =1 = i, 2 =

cE c
E2

+i

1(

cE c

2 ) E2

, 4 =2 . (18)

4 2m piezoelectric crystal

65

In the same time the parameters c , b and l become E 1 + 2 + 2e c = = 1 + 2 l + E E +2l + E 2 1 + 2 , = 1, 2


(19) (20)

b =

(21)

l = l E + c E 2

b + l + E c .

(22)

We have also the following useful relation between c and b E 1 + 2 + 2e c = (1 + 2 )

E 1 + 2 + 2e . b =
o

(23)

Examinating Eqs.(18)-(22) we can conclude that are true the following exact relations for any value of the initial applied electric eld E .
i 1 1 = i, c1 = , l1 = 2e, b1 = 0, l1 = E +ie .

(24)

The same Eq. leads to the validity of the following approximate relation, true if the parameter E= has small absolute value : i 2 = i + E, 1 + 2 = 2iE, c2 = , 2 = 2e (1 i) , 2 E l c E b2 = i , l2 = i . e e In this way, nally we get : m + in b1 b2 i = . l1 l2 c (27)

e c
E2

(25)

(26)

66

E.-M. Craciun
o

This important result shows that when the initial applied electric eld E converges to zero, by m + in has the following behaviour : m + in i/c when E 0. Hence m 0 when E 0. We can conclude that the nonvanishing incremental displacement u3 of the o crack tips is due to the initial applied electric eld E . More exactly, to the anisotropy induced by the eld in the initial deformed and polarized o equilibrium conguration B of a piezoelectric crystal containing a crack and having a material symmetry characterised by 4 2m crystal group.

Final remarks

We have considered a piezoelectric crystal prestressed and prepolarized, being loaded by initial applied stress eld and electric eld. The initial deformed equilibrium conguration is locally stable. The nal result is to study of the incremental displacements of the crack tips. The above displacements vanish if the initial applied electric eld is zero in our piezoelectric crystal, with the symmetry class 4 2m. Here the observed propriety is produced just by the induced anisotropy in the material. Acknowledgement. The author gratefully acknowledge the support provided for this research by Romanian Academy under GAR no. 305/2001.

References
[1] E.M. Crciun, E. Sos, Incremental states in piezoelectric crystal Proa o ceedings of the 5-th GCM, Ed.Academiei Romne(2001), in press. a [2] E. Besu, D. Fortune, E. Sos, Incremental behaviour of hyperelastic a o dielectrics piezoelectric crystal, ZAMP, (2000), (in press). [3] Sirotin, I.I. and Skasholskaya Moscow,(1975), (in Russian) M.P., Crystal Physics, Nauka,

Eduard-Marius Crciun a Universitatea Ovidius Constanta, B-dul Mamaia 124, 8700, Constanta, Romania E-mail: mcraciun@univ-ovidius.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 6778

An example of interaction between two gasdynamic objects: a piecewise constant solution and a model of turbulence
Liviu Florin DINU November 2, 2001

Abstract - The context of the considered interaction assumes a minimal nonlinearity - in the form of a nonlinear subconscious. Consequently the interaction solution is essentially constructed as an admissible solution. The present analysis has essentially two objectives: (a) nding an explicit optimal form for the interaction solution, and (b) oering an exhaustively classifying characterization of this mentioned solution. Realising the objective (a) is connected with: (a1) considering a singular limit of solution, (a2) considering a hierarchy of (natural) partitions of the singular limit, (a3) inserting some (natural) gasdynamic factorizations at a certain level of the mentioned hierarchy and noticing a compatibility (coherence) of these factorizations, (a4) identifying some inner connections inside one of the mentioned partitions, (a5) predicting some exact details of the interaction solution, (a6) indicating some parasite singularities [= strictly depending on the method] to be compensated [= pseudosingularities], (a7) re-weighting the singular limit of solution. Realising the objective (b) is connected with nding some Lorentz arguments of criticity. The interaction solution essentially appears to (exhaustively) include a subcritic and respectively a supercritic contribution. Key words and phrases : interaction of gasdynamic objects (turbulence, shock discontinuity), nonlinear subconscious, (compatible) gasdynamic factorizations, relativistic ingredients (Lorentz arguments of criticity, subcritic / supercritic incidence).

Mathematics Subject Classication (2000) : 76N99, 76Q05

35L60, 35L65, 35L67, 35L99,

A Fourier-Snell representation of the parallel linearized interaction between a planar shock discontinuity and a planar compressible nite-core vortex the axis of which is parallel to the shock has been considered rst time by Ribner (1959) in a theoretical attempt consecutive to a pioneering and most sugges67

68

L.F. Dinu

tive experimental approach of Hollingworth and Richards (1956) concerning the mentioned interaction. An ample and signicant series of theoretical and experimental developments has followed the two mentioned works [see Ribner (1985) for a thorough review]. A planar compressible nite-core vortex the axis of which is parallel to the shock has the representation 2 (1/r )[ y , x ] for r r s p 0 (1) [u(x , y ), v(x , y )] = 2 )[ y , x ] for r r , 2 (1/r

where we shall use the Lagrangian reference frames x , y (xed on the undis

turbed ow ahead of the shock) and x, y (xed on the undisturbed ow behind of the shock) in addition to the frame X, Y xed on the shock discontinuity; we have x = X M T, x = X M T = x +(M M ) ; y = y = Y ; t

t = t = T,

where M and M are the Mach numbers respectively associated to the regions behind or ahead of the shock discontinuity [both are taken with respect to the sound velocity behind]. The limit r 0 of (1) results in [u(x , y ), v(x , y )] =

[ y , x ] , 2 2 x + y 2

sp0

(2) (3)

v u = (x )( y ). x y

The present paper (see Dinu [1], [2]) has three main objectives: (i) to notice a gasdynamic factorization of the vorticity-shock interaction; via E(z2 ) (d01 z2 + d02 )2 + (d03 z2 + d04 )2 (z2 z2 ) d2 (z2 + a2 )(z2 b2 )(z2 c2 ) c 03 where a= b2= M (2M M 1)2M M M > 1, M 1 MM +1

1 M M M , c2= (2M M 1)+2M +1 M

Interaction between two gasdynamic objects

69

[the coecients d0j should be presented below] and to make use of this factorization to give an explicit, closed form to Ribners representation; (ii) to identify a sequence of other ve gasdynamic factorizations in the explicit form of the vortex-shock interaction solution [since a vortex represents a structured vorticity, the present factorizations appear to be induced by that mentioned in (i) by structuring] and to take into account the reality of a factoring compatibility of these factorizations in order to select an extensible (to the case of the oblique interactions) structure of the mentioned explicit form; an optimal simplicity [see (5)-(10)] is seen to be induced in the extensible structure by this factoring compatibility; we use the Lorentz transform x + Mt X t + Mx x= = , y = y, t = . (4) 2 2 1M 1M 1 M2 in order to present the mentioned factorizations by ( 2 + 2 + i )2 4 2 i = 1 = 2 [(z t x z2 i )2 i y 2 ][(zc t + x z2 i )2 i y 2 ] c c (x + y 2 )2 c with
zc =

M z ty z x t2 x2 y 2 , = 2c 2, = c x +y x2 + y 2 1 M2
z2 i t c z2 i y( 2 + 2 + i )] c

p E1 (i )[2(z2 i )x + 2zc c

p + E2 (i )[2zc t + y( 2 + 2 + i ) 2 z2 i x] c

=[

z2 i E1 (i ) E2 (i )][2 c

z2 i x + 2zc t y( 2 + 2 + i )] c

p p = [ z2 i E1 (i ) E2 (i )] [y/(x2 + y 2 )][(zc t + x z2 i )2 i y 2 ] c c

z2 i t[z2 (t2 x2 ) i (x2 + y 2 )] zc x[z2 (t2 x2 ) i (2t2 x2 y 2 )] c c c

(t z2 i c

xzc )[(zc t x z2 i )2 i y 2 ] c

2i T1v (i ) + ( 2 + 2 + i )T2v (i )
v v v + z2 i 2i [yE1 (i )] + ( 2 + 2 + i )[zc tE1 (i ) xE2 (i )] c v v = [E2 (i ) E1 (i ) z2 i ][( 2 + 2 + i )(zc t + x z2 i ) 2i y] c c v v = [E2(i )E1(i ) z2i ][1/(x2 +y 2)](zc tx z2i )[(zc t+x z2i )2i y 2] c c c

70

L.F. Dinu
zc [z2 (t4 t2 x2 t2 y 2 x2 y 2 ) i (t2 y 2 x2 y 2 y 4 t2 x2 )] c

where

z2 i tx[z2 (t2 y 2 ) (z2 i )(x2 + y 2 )] c c c

= [t(zc t

x z2 i ) z2 y 2 ][(zc t x z2 i )2 i y 2 ] c c c

Q1 (z2 ) := d11 z2 + d12 , Q2 (z2 ) := d01 z2 + d02 , Q3 (z2 ) := d03 z2 + d04 ,


p p E1 (i ) := M Q2 (i ) + zc Q3 (i ), E2 (i ) := zc Q2 (i ) + M (z2 i )Q3 (i ) c v v E1 (i ) := Q3 (i ), E2 (i ) := Q2 (i ) v v v T1v (i ) := yE2 (i ), T2v (i ) := x(z2 i )E1 (i ) + tzc E2 (i ), c

with d01 M 8 M 2 M (1 2M 2 ), d02 = d01 = (1 M 2 ), +1 M M ( + 1)2 M 2 d03 = d11 = 2 +1 1 M 2 , d04 = M d03 , M


2

8 M (1 M 2 ), d12 = d11 . ( + 1)2 M

(iii) to use the mentioned extensible structure in order to indicate an exhaustively classifying, deterministic and explicit characterization of Lighthills statistic and implicit approach concerning the turbulence planar shock interaction; cf. Fig.1. The incident turbulence, regarded as a perturbation, is modelled by a nonstatistical/noncorrelative superposition of some compressible nite core (or point core) planar vortices. The linearized context implies the taking into consideration of a linear problem with a nonlinear subconscious; the resultant perturbation is regarded as a solution (interaction solution) of such a linearized problem. A nonlinear subconscious results when the nonlinearity is allowed only at the zeroth order of a perturbation expansion: we linearize the perturbation of a piecewise constant admissible solution and prove that the requirement of admissibility is still active at the rst order and essentially structures the linearized description. The turbulence planar shock interaction is associated with a class of interaction elements. An interaction element models the interaction between a planar shock and a single incident vortex corresponding to a certain inclination of the vortex axis with respect to the shock. The resulting relativistically motivated classication, which is essentially oblique, takes into account the importance of some subcritical, critical or

Interaction between two gasdynamic objects

71

Figure 1: The simplest nonstatistical model of turbulence refraction (t > 0)

72

L.F. Dinu

supercritical inclinations of the incident vortices with respect to the shock in the mentioned interaction. A nal (extensive) version of the above mentioned analysis consists in replacing the vorticity incident perturbation by a general gasdynamic incident perturbation. In fact, it may be proven that the structure (i)(iii) of the above mentioned interaction analysis persists in this nal version. The approach of the present paper (see Dinu [1], [2]) corresponds to a minimal nonlinearity [associated to the presence of a nonlinear subconscious]; still coupled with a maximal (exhaustive; explicit and oblique) classifying characterization of the turbulence shock interaction. This approach could be set in contrast with a lot of recent studies which allow (analytically or numerically) a more complete considering of the nonlinearity contribution yet in presence of the minimal case of a (strictly) parallel interaction; see for example Grove and Meniko (1990), Han and Yin (1993) or Inoue et all (1999). The work of Han and Yin allows more nonlinearity yet in presence of a set of (approximating) restrictions [cf. its pag. 188]. These authors classify the context of their work to be complicated [pag. 189]. Still, from such a (complicated) context an analogue of the maximal (exhaustive; explicit and oblique) characterization included in this memoir does not emerge. A possible cause for such an issue appears to be the absence of some structuring arguments (needed to replace a complicated context by a complex context). More nonlinearity is (numerically) allowed in the parallel interactions considered in the papers by Inoue et all or Grove and Meniko. A rst aspect of the complex character concerns the modal (entropy /vorticity / sound) structure involved.
Remark. Even in presence of a suitable set of structuring arguments we may need a bit of chance in order to get a succesful calculation. For example, the attempt to obtain an explicit/closed form for the parallel interaction solution may be fruitless if we are not aware of the presence of a lot of traps:

(a) the emergent sound contribution cannot be computed directly; in fact, if r is the radius of the core of the planar incident vortex, this contribution can be put in an explicit form directly only in the limit r 0 [which replaces the incidence (1) by (2)] and only in the interior points of the sonic cylinder [X > 0, x2 + y 2 < t2 ]; incidentally it can be predicted (and veried)

Interaction between two gasdynamic objects in the exterior points of the sonic cylinder too; cf. p = pr + ps , u = ur + us , v = vr + vs , [pr (x, y, t), ur (x, y, t), vr (x, y, t)] =
4

73

(5)

K
i=1

r ki ()Q (i ) [k (i )y, k (i )y, tk (i ) + xk (i )] (i ) + xk (i )]2 i y 2 [tk (6)

and ps (x, y, t) =
4 i=1 4 i=1

K t2 x2 y 2

H(t

x2 + y 2 )

k i ()Q (i )k (i )

y[tk (i ) + xk (i )] + [tk (i ) + xk (i )]2 i y 2 y[tk + (i ) + xk (i )] [tk + (i ) + xk + (i )]2 i y 2 (7)

k i ()Q+ (i )k + (i ) H(t

us (x, y, t) =

K t2 x2 y 2
4 i=1

x2 + y 2 ) y[tk (i ) + xk (i )] + [tk (i ) + xk (i )]2 i y 2 x2 + y 2 ) y[tk + (i ) + xk + (i )] [tk + (i ) + xk + (i )]2 i y 2 (8)

k i ()Q (i )k (i ) K t2 x2 y 2
4 i=1

vs (x, y, t) =

H(t

k i ()Q+ (i )k + (i ) H(t

vs (x, y, t) =

4 i=1 4 i=1

K t2 x2 y 2

x2 + y 2 )

k i ()Q (i ) k (i ) k i ()Q+ (i ) k (i )

(t + M x)[tk (i ) + xk (i )] M y 2 + [tk (i ) + xk (i )]2 i y 2 (9)

(t + M x)[tk + (i ) + xk + (i )] M y 2 [tk + (i ) + xk + (i )]2 i y 2

where 1 = a2 , 2 = b2 , 3 = c2 , 4 = 1,

74

L.F. Dinu Q (i ) = Q1 (i )[Q2 (i ) Q3 (i ) z2 i ]; c

z M z2 i M zc z2 i 1 c c 2 , k (i ) = c , k (i ) = , 2 d03 1 M2 1 M2 1 i (2i)(3i) r k(i ) = k i () |i |; , k i () = (i j ) , ki ()= 2 1M 2 z2 i c

K=

j=i

r k2 ()

= 0,

r k3 ()

= 0; k (1 ) = 0; Q+ (1 ) = 0, Q (2 ) = 0, Q (3 ) = 0.

(b) the emergent vorticity contribution cannot be computed directly even in the limit r 0; its explicit form results by taking into account its connection with the emergent sound contribution: uvorticity (x, y, t) = u y , = T t
T

X M

M p+ y, t = T

X M

p (x, y, )d usound (x, y, t) x X M + (M M ) X y, t = T y M

X TM

vvorticity (x, y, t) =

v y , = T t
T

p (x, y, )d vsound (x, y, t) y

X TM

where we have to insert, M = +1 3 M x X + = , y = y. , T = t, T 4M + 1 M M M

The entropy component (in the sense of Carrier) of the resultant solution is: 2 1 x s(x, y, t) (M M )2 p+ , y . M 4M M We end this paragraph by presenting the expression of the shock discontinuity perturbation . Since lim = 0, we obtain
T t

(y, t) =

+1 p+ (y, ) + u (y, ) d 4M

Interaction between two gasdynamic objects

75

where the subscripts + or correspond respectively to the sides behind or ahead of the shock discontinuity. (c) nally, the explicit form of the nonsingular parallel interaction solution which corresponds to the incidence (2) results from a re-weighting {a re-set of the weight lost in the limit r 0; cf. Dinu and Dinu [3]}. We have to strictly follow this recipe in order to reach an extensible Lorentz-type arguments structure of the mentioned parallel representation: pr + ps ur + us vr + vs p (x, y, t; 1 , 2 , 3 , 4 ; zc ; Q1 , Q2 , Q3 ) u (x, y, t; 1 , 2 , 3 , 4 ; zc ; Q1 , Q2 , Q3 ) v (x, y, t; 1 , 2 , 3 , 4 ; zc ; Q1 , Q2 , Q3 ).

(10)

The structure of the limit r 0 of the parallel interaction solution reects: the shape of the incident vortex [the emergent sound singularities are distributed along a (circular) sonic arc], the details of the modal [vorticity-shock] interaction {some pseudosingularities [= compensated singularities: they are singularities for the components (6)(9) taken separately still they appear to be compensated in the sums (5)] are present}, the presence of a singularity in the incident contribution, a memory of the various inner connections [cf. the compatibility of the mentioned factorizations], a gasdynamic specicity [in most cases the above mentioned factorizations become immaterial if the gasdynamic context is extended/lost; cf. Dinu and Dinu [4]. We could abstract these key phrases by saying that the details of the interaction analysis in this paper (see Dinu [1], [2]) allow a structural characterization of the prodigious memory of the interaction solution. A second aspect of the complex structure of the interaction solution considered appears to be connected with the presence of a relativistic structure. Modelling the incident turbulence by a superposition of compressible planar vortices appears to correspond to a rst level of decomposition; next, in order to proceed, each incident vortex is decomposed (by a Fourier representation) into planar monochromatic waves a second level of decomposition; nally, each incident planar monochromatic wave is Snell passed through the shock discontinuity. The composition of the mentioned levels leads to a FourierSnell representation of the interaction solution. The main

76

L.F. Dinu

point of the present paper is that the result of the passage through the shock can again be presented by two levels of recombination so that each incident level of decomposition has a correspondent in the emergent solution. In fact, a relativistic character appears, at the rst level of decomposition, to reect the importance of a critical (relativistic) inclination corresponding to tg = zc . (cf. Dinu [1], [2]) where is the the inclination of the vortex axis with respect to the plane of the discontinuity. This remark is used in Dinu [1], [2] to particularly obtain the following oblique subcritic extension of the sound contribution (10) p(x, y, t) = {1 + [z () zc ]} c p [x, y, t; a 2 , b b 2 , c c 2 , 2 ; z (); Q , Q , Q ] + c 1 2 3 M [z () zc ] c u [x, y, t; a 2 , b b 2 , c c 2 , 2 ; z (); Q , Q , Q ] c 1 2 3 M 1+
M2 1 2 2 zc [zc () zc z tan ] c M M 2 + (M 2 M 2 ) sin2

u(x, y, t) =

cos

u [x, y, t; a 2 , b b 2 , c c 2 , 2 ; z (); Q , Q , Q ] c 1 2 3 + M 1 zc z () zc tan 2 c zc M cos M + (M 2 M ) sin2


2 2

p [x, y, t; a 2 , b b 2 , c c 2 , 2 ; z (); Q , Q , Q ] c 1 2 3 v(x, y, t) = w(x, y, t) = v [x, y, t; a 2 , b b 2 , c c 2 , 2 ; z (); Q , Q , Q ] c 1 2 3 M 2+ M2 M


2

zc [z () zc ] c

( sign ) sin M + (M 2 M ) sin2 ( sign ) sin M + (M 2 M ) sin2


2 2 2 2

u [x, y, t; a 2 , b b 2 , c c 2 , 2 ; z (); Q , Q , Q ] c 1 2 3 + 1+ M2 M
2

zc [z () zc ] c

p [x, y, t; a 2 , b b 2 , c c 2 , 2 ; z (); Q , Q , Q ] c 1 2 3

Interaction between two gasdynamic objects where


z () := c z2 tan 2 , c

77

a 2 = a2 +tan 2 , b 2 = |b2 tan 2 |, c 2 = |c2 tan 2 |, 2 = 1+tan 2 b = sign (tan 2 b2 ), c = sign (tan 2 c2 )

Q (z 2 ) := d11 z 2 + (d11 tan2 + d12 ) Q1 (z2 ) 1 Q (z 2 ) := d01 z 2 + (d01 tan2 + d02 ) Q2 (z2 ) 2 Q (z 2 ) := d03 z 2 + (d03 tan2 + d04 ) Q3 (z2 ). 3

and x, y, t have the extended subcritic Lorentz expressions [which reduce to (4) in the limit 0] x = y = t =
zc cos

M +(M 2 M ) sin2 M zc + M y; z = z M z () cos c M +


2

x+

M zc t M ( sign ) sin

X ; z = 2 1 M2 2 M 2 ) sin2 M +(M x+
z2 c

(M 2

M ) sin +

M z () c
z2 c

t ( sign ) sin M +
2

M z () c

(M 2

M ) sin

z
2

We nally notice that the second level of decomposition /recombination appears (see Dinu [1], [2]) to be essential for proving the exhaustive character of the classication (iii).

References
[1] Dinu, L.F., Gasdynamic interactions with shocks: a linearized fundamental solution, Revue Roumaine Math. Pures Appl., 46(2001), 267-287.

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L.F. Dinu

[2] Dinu, L. F., Mathematical concepts in nonlinear gas dynamics, CRC Press, London [to appear]. [3] Dinu, L.F. and M.I. Dinu, Solutions with a nonlinear subconscions in the linearized adiabatic gas dynamic [to appear]. [4] Dinu, L.F and M.I. Dinu, The parallel interaction between a planar vortex and a planar ionizing shock [to appear]. [5] Grove, J.W. and Meniko, R., Anomalous reection of a shock wave at a uid interface, J. Fluid Mechanics, 219(1990), 313-336. [6] Han, Z. and Yin, X., Shock dynamics, Kluwer, 1993 [7] Hollingworth, M.A. and Richards, E.J., On the sound generated by interaction of a vortex and a shock wave. British Aeronautical Research Council Report 18, No. 257(1956) FM 2371. [8] Inoue. O., Hattori, Y., Onuma. S and Hyun, J.M., Shock-vortex interaction and sound generation. Proceedings of the 22nd International Symposium on Shock Waves, 1999. [9] Ribner, H.S., The sound generated by interaction of a single vortex with a shock wave. Institute of Aerophysics, University of Toronto, Report, 61(1959). [10] Ribner, H.S., Cylindrical sound wave generated by shock vortex interaction, Journal, 23(1985) 17081715. Liviu Florin Dinu Institute of Mathematics of the Romanian Academy, P.O. Box 1-764. RO-70700 Bucharest, Romania E-mail : Liviu.Dinu@imar.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 7986

An Analytical Model of the Glass Flow during the Pressing Process


Alexandru DUMITRACHE November 2, 2001
Abstract - Industrial glass is produced at temperatures above 600 C, where glass becomes a highly viscous incompressible uid, usually considered as Newtonian. An analytical approximation to the viscous glass ow during the pressing phase is described, including a general slip boundary condition. Explicit expression for ow velocity and pressure gradient are obtained, by using a perturbation method based on the slowly varying geometry of mould and plunger. Based on these results, the total force on the plunger for given plunger velocity is calculated and an ordinary dierential equation (ODE) for the resulting plunger velocity can be derived, if the force is prescribed. The comparison of present solution with numerically obtained FEM solutions showed a good agreement. Key words and phrases : Reynolds equation, Asymptotic methods

Mathematics Subject Classication (2000) : 76D08

Introduction

To obtain a glass form a two-stage process is often used. First, a blob of hot glass called gob falls into a conguration consisting of a mould and plunger. As soon as the entire glass drop has fallen into this mould, the plunger starts moving to press the glass. This process is called the pressing phase. At the end, the glass drop is reshaped into an preform of bottle called parison. After a short period of time, inserted for cooling purposes (the mould is kept at 500 C) , the parison is blown to its nal shape in another mould. This process is called blowing phase. The contents of this paper concerns with glass ow in the pressing phase in manufacturing glass jars or parisons. A typical feature of the shape of a parison is the fact that wall thickness and radius vary very slowly (except for the bottom part). This slow variation will be utilized to obtain an explicit, analytical description of velocity and pressure eld of the glass ow. The results will be compared with numerically obtained exact solutions. 79

80

A. Dumitrache

Governing Equations and Dimensional Analysis

The motion of glass at temperatures above 600 C can be described [1] by the Navier-Stokes equations for incompressible Newtonian uids, given by v + v . v = . P, t .v = 0 (1a,b)

where v denotes the velocity eld, and the density. P is (minus) the uid stress tensor P = p I , or Pij = p ij ij (2) where p is the pressure, I = (ij ) is the unit tensor, dened by ij = 1 if i = j, and = 0 otherwise, and is the deviatoric or viscous stress tensor. In Newtonian uids, a linear relationship is assumed between and the deformation rate of the uid element, expressed in the rate-of-strain tensor . = v + ( v)T : . = or ij = vj vi + xj xi . (3)

depends on temperature, and may vary in space and time, but for a uniform temperature as we have here, remains constant. Together with . v = 0, . P reduces to p 2 v. As a result equations (1a,b) adopt their common form v + v. v = p + t
2

v,

.v = 0

(4a,b)

In view of the geometry of plunger and mould, we choose cylindrical coordinates (r, , z), while u, v, w will denote the z, r, component of the velocity v. We assume the problem to be axisymmetric, so that both w as well as any -derivatives vanish, and the problem reduces to a two-dimensional one in (r, z)-plane; see Figure 1. To make a dimensional analysis we scale on a typical velocity V , typical length D, density and viscosity : z = Dz , r = Dr , u = V u , v = V v , p = D V 2 p , t = t Re V

where Re = V D/ is Reynolds number. Substitute the above scaling into the Navier-Stokes equations and further ignore the asterisks . According to [1], a typical velocity of the plunger, that can be used as a characteristic velocity, is V = 101 m/s. A suitable choice for a characteristic length scale is the average wall thickness of the parison, say D 102 m.

Analytical Model of the Glass Flow

81

According to [2], the dynamic viscosity of glass varies greatly with temperature, but for a temperature around 800 C it is in the order of 104 kg/s m. The density of glass is 2500 kg/m3 . Therefore, we obtain a Reynolds number Re = 2.5104 . Because the Reynolds number is small, we can ignore the inertia terms, and obtain the Stokes equations p=
2

v,

.v = 0

(5a,b)

Notice that since the Reynolds number is small, we use V 2 /Re as the scaling pressure.

z Rp Rm

plunger

mould

zp

glass r

Figure 1: Sketch of conguration. Note that Rp = Rp (z zp ), Rm = Rm (z).

We can prove, via the energy equation, that temperature remains constant during the pressing process. If we start with a uniform temperature eld, it will remain uniform everywhere, and it follows that the viscosity also remains constant (excepting boundary layer). To utilize the slowly varying geometry of plunger and mould, given by r = Rp (z) and r = Rm (z) respectively, it is convenient to introduce a dimensionless small parameter and functions Rp and Rm (independent of ), such that Rp (z) = Rp (z) and Rm (z) = Rm (z). In the sequel we will solve equations (5 a,b) asymptotically for 0 (valid beyond a certain distance away from the plunger top). Introduce the slow variable Z = z. Then we assume that u, v, and p, written in the variable Z, have an asymptotic series expansion for small .

82

A. Dumitrache

To determine the power of to leading order of the series, we introduce the scaling: u(r, z) = U (r, Z; ), v(r, z) = n V (r, Z; ), p(r, z) = m P (r, Z; ).

We substitute the above scaling into equations (5a-b), and using the homogeneity of the order of magnitude, we obtain n = 1, so v = V and m = 1, so p = 1 P . Introduce the expansion U=
i=0

i Ui (r, z) ,

V =
i=0

i Vi (r, z) ,

P =
i=0

i Pi (r, z) .

For the rest, we only consider the leading order term, and nally we obtain P0 2 U0 1 U0 = , + Z r2 r r 2.1 P0 = 0, r U0 V0 V0 + + = 0. Z r r (6a,b,c)

Boundary conditions

To solve above equations, we need some boundary conditions. We will consider here a simple but adequate model, consisting of a linear relation between shear stress and slip velocity. The coecient of this relation (the slip factor) may vary between zero and innity, but depends on the problem and is to be obtained from experiments. The slip boundary condition we adopt will be the slip velocity or tangential velocity dierence vs = (v vw ) . t proportional to tangential shear stress in (r, z)-plane, vs = (v vw ) . t = s(P . n) . t , (7)

where slip factor s (a positive number) measures the amount of slip. There is no slip if s = 0, while there is no friction if s = . The inverse, s1 , might be called the friction factor. In general, s = s(Z) may vary with position. In the examples below, it will be left constant. To apply the above conditions to the moving plunger surface, we recall that this is dened as: r = Rp (z zp (t)), where z = zp (t) is the position of the top of the plunger at time t. Subscript p denotes the value at the plunger. Unless indicated otherwise, we will write in the following for short Rp = Rp (z zp ). To determine the slip velocity, we note that the plunger is going down dz with speed dtp = vp . We make equation (7) dimensionless (ignore as before

Analytical Model of the Glass Flow

83

the asterisks). Then we apply the slow variable Z = z, and introduce Zp (t) = zp (t) such that dZp = vp (8) dt where by assumption (the now dimensionless) vp = O(1). Like before, Rp is to be read as Rp (Z Zp ). For small we obtain the boundary condition U0 = sp U0 + vp r at r = Rp . (9)

The other boundary conditions at the plunger is that the ow cannot penetrate the wall of the plunger, which is v . n = 0, leading to the exact relation (in dimensionless form), V = (U vp )Rp which can be used in exact form. The surface of the mould is given by r = Rm (z), (subscript m denotes the value at the mould). In a similar way as for the boundary conditions on the plunger we obtain the approximate boundary condition U0 at r = Rm , (11) U0 = sm r and the exact conditions V = U Rm at r = Rm . (12) at r = Rp , (10)

In our slender-geometry approximation the exact shape of the free surface cannot be determined. Within the present approximation, we will deal with the average level b of the free surface, as follows p = 0 at z = b(t), where b is a function of the time-dependent geometry, implicitly dened in such a way that the (incompressible) glass volume is constant for all t.

The Results

Now we are ready to solve the equations (6a-c) with boundary conditions (9,10) and (11,12). At rst, we consider equation (6a): 2 U0 1 U0 1 U0 dP0 = + = r 2 dZ r r r r r r

84 with solution

A. Dumitrache

1 dP0 U0 = r 2 + A(Z) ln(r) + B(Z) (13) 4 dZ Using boundary conditions (9) and (11), we obtain A(Z) and B(Z). We want to know the value of the ux at some level z (or Z) through cross section. The value of this ux depends on z, since the plunger goes down and causes the glass to move upward through a varying cross section. Since glass is an incompressible uid, we have with Gauss divergence theorem 0=

. v dx =

v . n dS

(14)

where v = U ez + V er . From this follows that the ux is


Rm

2
Rp

2 rU (r, Z) dr = vp Rp .

(15)

Using equation (13) and (15), we can determine the pressure gradient dP0 . dZ Finally we solve equation (6c) with boundary conditions (10) or (12). We can rewrite equation (6c) as U (V r) + r = 0, r Z use (12), to obtain V = A(Z) 1 r r r U 1 d dr = Z r dZ
Rm

rU (r, Z) dr.
r

(16)

Finally, V is approximated (by V0 ). We discuss now the total force on the plunger and use the result to nd the velocity of the plunger. The total force on the plunger between top level z = zp (t) and glass level z = b(t) is given by
b

f = 2
zp

p 2

u z

Rp +

v u + z r

Rp dz.

(17)

Note that this glass level, as a function of time, is determined by using the condition of constant glass volume. We make equation (17) dimensionless by using the same scaling as before, and scale the force as f = 2V Df . This yields (we ignore again from here on the asterisks ) :
b

f=
zp

p2

u z

Rp +

v u + z r

Rp dz.

(18)

Analytical Model of the Glass Flow

85

As before, we will utilize the slowly varying duct radius to asymptotically determine the total force. So we introduce in addition to the foregoing notation 1 1 B = b, f = F = F0 + . . . . and read Rp here as Rp (Z Zp (t)). Substitute these into equation (18) to obtain:
B

F =
Zp

P 22

U Z

dRp V U + 2 + dZ Z r

Rp dZ,

which is to leading order


B

F0 =

Zp

P0

dRp U0 + dZ r

Rp dZ.

(19)

During the pressing phase, the plunger goes down as the glass moves up. So the velocity of the plunger (vp ), the position of the top of the plunger (Zp ), and the glass level (B) vary with time. Therefore we have to nd a system of 3 equations for vp , Zp , and B. First, we observe that the (scaled) volume of the total amount of glass is for all t equal to the constant.
B

=
0

2 Rm dZ

B Zp

2 Rp dZ,

where Rp = Rp (Z Zp ).

(20)

(/ is the real dimensionless volume.) Furthermore,we found already expression (19) for the total force on the plunger. After dierentiating equations (and (19 and 20) and using the dening relation (8) between Zp and vp , we obtain the system of dierential equations, with the three unknowns Zp , B, and vp . This system can be integrated numerically. Examples Two cases are considered: (i) with no-slip boundary conditions (sp = sm = 0) (not represented here) and (ii) with mixed boundary conditions (sp = and sm = 0). For case (i) there is a good agreement between the numerical and the analytic solution (the error is O(2 ) 1%. For case (ii), (gure 2), in the axial velocity the numerical solution () appears to dier rather a lot from the analytical solution (full line). This is, however, exactly consistent with the approximation of equation, where the error is O(2 ) 4%.

86
Mixed Boundary Conditions
0.03

A. Dumitrache
Mixed Boundary Conditions
0.03

axial component of velocity

radial component of velocity

0.025

t = 0.7 t=0

0.025

0.02

0.02

0.015

0.015

0.01

0.01

t = 0.7
0.005

0.005

t=0
0

0.005 0.2

0.4

0.6

0.8

1.2

1.4

1.6

1.8

0.005 0.2

0.4

0.6

0.8

1.2

1.4

1.6

1.8

a) Axial velocity

b) Radial velocity.

Figure 2: Axial and radial velocity. Parabolic geometry, mixed slip.

Conclusions

We described a model for highly viscous incompressible glass ow during the pressing phase of the production. By using a perturbation method based on the slowly varying geometry, we obtained explicit expressions for ow velocity and pressure gradient. Based on these results, we calculated the total force on the plunger for given plunger velocity, and an ODE for the resulting plunger velocity if the force is prescribed. Representative examples showed a very good agreement of the ow velocity between the present solution and numerically obtained exact FEM solutions.

References
[1] de Snoo, S.L., Mattheij, R.M.M., and van de Vorst, G.A.L. Modelling of Glass, in Particular Small Scale Surface Changes. Rana 96-11, Eindhoven University of Technology, 1996. [2] van den Broek, W.A. Glass Morphology in Manufacturing Jars. Master Thesis, Eindhoven University of Technology, 1996. Alexandru Dumitrache Caius Iacob Institute of Applied Mathematics, Calea 13 Septembrie no.13, 76177-Bucharest, sect. 5, ROMANIA E-mail: dalex@ns.ima.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 8792

The dynamic of mechanical forces on lung properties


Cristian FALUP-PECURARIU, Dan MINEA, Oana FALUP-PECURARIU and Laura DRACEA November 2, 2001

Abstract - The relationships between mechanical forces and structures of human body have many implications. The lung is one of the most studied organ, subjected to varying mechanical forces throughout life. This paper analyze the eects of this forces on fetal lung growth, the rst breathing, on signal transduction and gene expression in pulmonary endothelial cells, in childhood and adult life. We highlighted the fact that mechanical forces may be secondary to gradients in gravity motion or osmotic forces. The basic science and clinical medical correlation with direct application are discussed in detail. Key words and phrases : surface tension, fetal lung growth

Mathematics Subject Classication (2000) : 92C40

Introduction

This research area is broadly dened as cellular bioengineering, a new and rapidly growing eld. Experimental work combined cell culture with quantitative analysis to focus on two main areas: (1) biophysical mechanisms which regulate uid balance and transport in the lungs, and (2) mechanisms by which physical forces such as uid shear stress and cyclic strain regulate the function of lung cells. The lung is a mechanically dynamic organ, and cells in the lung are subjected to shear stress due to uid ow, tensile and compressive forces due to respiratory motion, and normal forces due to vascular or airway pressure. In the last ten years, it has become apparent that most cells sense their mechanical environment and respond to changes. Although there are signicant changes in airway mechanics during mechanical ventilation and in some airway diseases, little is known about how such changes aect cellular functions in the lung [8, 10]. Mechanical forces have a powerful inuence on cell behaviour, aecting production of potent signalling molecules such as nitric oxide in blood vessels 87

88

C. Falup, D.Minea, O. Falup, L. Dracea

and of substances vital for function such as surfactant in the lung. They also inuence the composition of the extracellular matrix [8, 4]. Mechanical forces may be secondary to gradients in gravity, motion, osmotic forces and interactions between cells and/or matrix components. With normal movement, following collision of the organism with an object, the ciliary beat pattern reverses and the ciliary beat frequency increases, providing an immediate correction in the directionality of movement.

The nature of physical forces in the lung. Quantitation of physical forces

Cells within a complex three-dimensional structure such as the lung are likely to be subjected to a variety of dierent physical forces. One might speculate that most lung cells would be subjected to same degree of strain. Strain might be more prominent in cells of the alveolar wall and epithelium during breathing, while shear forces may have dierential eects on various portions of the vascular bed, with a gradient from the pulmonary arterial endothelium to the capillaries. Vascular endothelium might also be subjected to strain and hydrostatic pressure. Changes in cellular shape(modulated by matrix components) may result in changes in dierentiation and/or proliferation. Conversely, physical forces have been shown to stimulate cells to modulate the synthesis of matrix components [4] and to strengthen the integrin cytoskeleton linkages of focal adhesion complexes (FAC) [2]. There have been several dierent approaches to quantifying the extent to which cells undergo mechanical deformation with changes in the extent of lung ination. The interpretation of this studies is complicated because the degree of unfolding or stretching of the alveolar epithelium is dependent on the lung volume history prior to xation [2] and because investigators have measured dierent end-points, such as the surface area of the alveolar tissue-air interface [7], collagen ber length, or epithelial basement membrane surface area [10].

Fetal lung growth. Physiology of the First Breath

During the last third of gestation, the lung grows proportionately with increasing body weight. Lung growth occurs as an increase in cell number, with DNA/g lung being constant during this period. Fetal lungs are kept inated to a volume similar to postnatal functional residual capacity by the active secretion of uid (Kitterman, 1996). It has therefore been suggested

The dynamic of mechanical forces

89

that mechanical distension is the major factor inuencing lung growth during fetal development [6]. During the rst Breath of Life, several physiologic responses occur very rapidly. The infants chest is subjected to elevated pressures ( +100 cm H2 O) during delivery, but then is returned to zero, immediately following birth. This change in pressure is important for two reasons: (1) As the infant passes through the birth canal, the increased thoracic pressure, helps to clear the childs large airways of uid. (2) Decreasing the chest wall pressure prepares the infant for beginning the process of initiating his rst breath. Inspiratory pressures exceeding ( 70 cm H2 O) must be developed for the infant to initiate the rst breath. Expelling the fetal uid and creating an increased negative thoracic pressure, both play an important role in providing a patent airway and establishing appropriate gas exchange Surface tension can be described as a molecular cohesive force existing in the surface lm of all liquids which tends to contract the surface to the smallest possible area. A soap bubble on the end of a tube is an example of an air-liquid system in which the surface tension tends to shrink the surface area. The bubble trans-mural pressure, when it is greater than 0, tends to expand the bubble. The surface tension at the inside and outside surfaces tends to prevent further expansion. Assuming that the thickness of the bubble is negligible, the relationship between trans-mural pressure (P), surface tension (T), and the radius (r) for a soap bubble at equilibrium is given by the following relationship, P = KT /r known as the Young-LaPlace relationship. This expression states that with a constant surface tension the transmural pressure increases as the radius decreases. The substance, thought to contain dipalmitoyl lecithin as an essential component, oats on the alveolar surface and helps to stabilize alveolar surface forces. Pulmonary surfactant has a short half-life of 14 hours and therefore must be continually synthesized in the lungs. Mechanical factors and fetal lung growth and dierentiation: Factor eect Lung Surfactant Alveolar (example) growth maturation dierentiation Continuous distension + Possible - (?) Type I cell favored; (tracheal ligation) type II cell inhibited Intermittent distension + Possibly (fetal breathing Possible + (?) type II cell favored movements) (?) Underdistension (diaphragmatic hernia, None(?) Type II cell favored lung liquid drainage)

90

C. Falup, D.Minea, O. Falup, L. Dracea

Mechanotransduction: how are mechanical signal transduced to cause changes in gene expression and cell metabolism

Cells adhere to neighboring cells and to the extracellular matrix (ECM) via transmembrane receptors of the cadherin and integrin families, respectively. These receptors are bound in vivo to one other. Some proteins have been called cytoskeletal plaque proteins and, as a group, form the focal adhesion complex (FAC), which serves as a macromolecular scaold which mechanically couples the cytoplasmic portion of integrins to the actin cytoskeleton. Flow-dependent Regulation of Gene Expression in Pulmonary Vascular Endothelial Cells [1, 3, 5, 9] Endothelial cells subjected to uid shear stress undergo shape modication from a polygonal to ellipsoidal shape and become uniformly oriented in the direction of ow [3]. This change in shape is associated with the formation and redistribution of actin-containing microlament bundles, or stress bers. Focal contacts and the associated protein, vinculin, shift to the proximal (relative to ow direction) cell margins. In this way, endothelial cells respond to shear stress and alter their morphology and functions dynamically. When stimulated with shear stress, endothelial cells perceive the stress and transmit the signal into the cell interior, resulting in the activation of a certain transcription factor (shear stress-related transcription factor; SSTF). SSTF enters the cell nucleus and binds to a cis-element, shear stress responsive element (SSRE), in the promoter of the VCAM-1 gene, and suppresses its transcriptional activity and decreases the mRNA levels. The synthesis and cell surface expression of VCAM-1 protein decrease as a result. Finally, adhesion of the lymphocytes to endothelial cells via the binding of VLA-4 and VCAM-1 is suppressed. Shear stress-mediated regulation of endothelial gene expression Shear stress stimulates endothelial cells to release nitric oxide, a potent vasodilating factor. Nishida et al (cit. by [1]) demonstrated that expression of constitutive nitric oxide synthase (NOS) mRNA is markedly increased by 24 hours exposure to shear stress (15 dynes/cm2) in bovine aortic endothelial cells. It is unclear at present whether inducible nitric oxide synthase is inuenced by shear stress. Thrombomodulin (TM) is a membrane glycoprotein expressed in vascular endothelial cells which plays a central role in endothelial anti-thrombotic activity by inactivating thrombin. Expression of its gene can be aected by shear stress. Shear-stress signal transduction The fact that endothelial cell functions are regulated by shear stress

The dynamic of mechanical forces

91

strongly suggest the presence of a mechanism by which endothelial cells perceive shear stress, a mechanical force produced by blood ow, and transmit the signal into the cell interior. Various second messengers, including Ca++ , inositol triphosphate, diacylglycerol, cAMP, cGMP, phosphatidylinositol-3 kinase, protein kinase C, tyrosine kinase and so on, have been reported to be involved in the endothelial response to shear stress. That is mainly because no sensor (receptor) for shear stress has ever been found. Although the existence of a shear stress sensor remains unclear, there are some hypotheses concerning the signal transduction pathway for shear stress: 1) the Ca++ theory, 2) the membrane hyperpolarization theory, and 3) the integrin theory. In addition to indirect eects on transcriptional events, there may be direct eects on nuclear structures from mechanically perturbed cells. The tensegrity model predicts that application of mechanical force to the cell will be transduced to the nucleus. The nuclear protein matrix is involved in chromosome organization and contains xed sites for regulation of DNA replication and transcription. Mechanical forces may therefore directly after gene expression and DNA synthesis, either by rearranging DNA regulatory nuclear membrane- associated proteins by allowing previously restricted DNA molecules to unfold (Roberts and DUrso, 1988) or by modulating nuclear pore size and nucleo- cytosplasmic transport of mRNA (Feldherr and Akin, 1990) (cit. by [10]).

Conclusions

In recent years, there has been a growing recognition that physical forces are important in pathophysiologic processes in human disease states. Three areas in which physical forces clearly are important are fetal lung development, surfactant metabolism, and mechanical ventilation. There is a renewed interest in the eects of mechanical forces (both pressure and volume) on the lung functions in patients requiring mechanical ventilation. There are needed more studies in this interdisciplinary eld in order to answer to complex questions regarding therapeutic aspects.

References
[1] Ando J, Kamiya A., Flow-dependent regulation of gene expression in vascular endothelial cells, Jap Heart J, 37(1996), 19-32.

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[2] Choquet D, Felsenfeld DP, Sheetz MP., Extracellular matrix rigidity causes strengthening of integrin-cytoskeleton linkages, Cell, 88(1997), 39-48. [3] Dewey CF, Bussolari SR, Gimbrone MA Jr, Davies PF., The dynamic response of vascular endothelial cells to uid shear stress,J Biomech Eng, 103(1981), 177-184. [4] Leung DYM, Glagov S, Mathews MB., Cyclic stretching stimulates synthesis of matrix components by arterial smooth muscles cells in vitro, Science, 191(1976), 475-477. [5] Masuda H, Shozawa T, Hosoda S, Kanda M, Kamiya A. Cytoplasmic microlaments in endothelial cells of ow loaded accine carotid arteries, Heart and Vessels, 65-9, 1985 [6] Mercer RR, Laco JM, Crapo JD., Three-dimensional reconstructions of alveoli in the rat lung for pressure-volume relationships,J Appl Physiol, 62(1987), 1480- 1487. [7] Oldmixon EH, Hoppin FC Jr., Alveolar septal folding and lung ination history, J Appl Physiol, 71(1991), 6, 2369-2379. [8] Waters C.M, Ridge K.,. Sunio G, Venetsanou K, Sznajder J.I, Mechanical stretching of alveolar epithelial cells increases Na, K-ATPase activity, J. Appl. Physiol., 87(1999), 715-721. [9] Wechezak AR, Viggers RF, Sauvage LR., Fibronectin and F-actin redistriburion in cultured endothelial cells exposed to shear stress, Lab Invest, 53(1985), 639-647. [10] Wirtz HR, Dobbs L., The eects of mechanical forces on lung functions, Respiration Physiology 119(2000), 1-17. Cristian Falup-Pecurariu, Dan Minea University Transilvania Braov s Faculty of Medicine, Department of Neurology Oana Falup-Pecurariu, Laura Dracea University Transilvania Braov s Faculty of Medicine, Department of Pedriatics E-mail: crisfp@rdslink.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 9398

Nonsteady shearing ow of a uid of Maxwellian type


Constantin FETECAU November 2, 2001
Abstract - The ow of a uid of Maxwellian type between two innite parallel plates is studied. Our solution, as it results from the comparative diagrams, seems to be in close proximity of that of a second grade uid for suitable choices of the material constants. Key words and phrases : uid of Maxwellian type, shearing ow, velocity eld, stress tensor

Mathematics Subject Classication (2000) : 76A05, 76D30, 76M99

Introduction

The rheological properties of materials are generally specied by their so called constitutive equations. The concept of constitutive equation is in many cases a severe simplication. In practice one uses equations that may be considered as a compromise between an adequate representation of material properties and mathematical simplicity. The simplest constitutive equation for a uid is a Newtonian one S = 2D (1)

in which S is the extra-stress tensor, D is the rate of deformation tensor and is the dynamic viscosity. The mechanical behavior of many real uids, especially those of low molecular weight (cf. Coleman et al. [3]), appears to be accurately described by the equation (1) over a wide range of circumstances. However, in cases of time dependent ows or to time dependencies at the boundaries, relaxation phenomena should be included. The simplest way to do this is to use a mechanical model of Maxwell type (see Bhme [2]). o In this note we consider a mechanical model whose constitutive equation, as it was considered by Fetecau and Fetecau, S (S LS SLT ) = 2D, 93 (2)

94

C. Fetecau

is quite near of that of a Maxwell uid. Here is a positive constant, L is the velocity gradient and the superposed dot denotes the material time derivative. The exact solution for the ow of an incompressible uid of type (2) between two parallel innite plates is established. This solution, for tending to zero, aspires to that corresponding to Navier-Stokes uids. Further, as the nal diagrams show (see Figs. 1 and 2), our velocity eld is in close proximity of that obtained by Fetecau and Fetecau [5] for a second grade uid.

Statement of the Problem

Consider a uid of Maxwellian type, at rest, lying between two innite parallel plates at distance h apart. At time t = 0+ the lower plate begins to move with the constant velocity V in a direction parallel to the upper one which is stationary. In a suitable cartesian co-ordinate system the velocity eld can be assumed to be of the form. v = (v(y, t), 0, 0). For such a ow the tensors L and D have the components L= 0 0 0 y v(y, t) 0 0 0 and 0 0 1 D = y v(y, t) 2 0 0 y v(y, t) 0 0 0 0 0 (3)

while the dynamical equations reduce to the linear partial dierential equation of second order
2 2 t v(y, t) + t v(y, t) = y v(y, t); 0 < y < h, t > 0.

(4)

Here = / is the kinematic viscosity and is the constant density of the uid. Assuming that the uid adheres to the walls, we have the boundary conditions v(0, t) = V, v(h, t) = 0; t > 0, (5) as well as, the initial condition v(y, 0) = 0; 0 y h (6)

Nonsteady shearing flow

95

Regarding the components of the stress tensor S, when the function v(y, t) is determined, they can be easily obtained by mens of the equation (2) and the initial condition S(y, 0) = 0. Having in mind the components of the tensor L and D it is easily to show that S22 = S33 = S13 = S23 = 0.

Solution of the problem

Multiplying both sides of equation (4) by sin(ny/h), integrating between the limits y = 0 and y = h and using (5) and (6), we nd that d2 vn dvn 2 + + n vn = V n ; vn (0) = 0, dt2 dt (7)

where vn = vn (t) is the nite Fourier sine transform of v(y, t) and n = n/h. The general solution of the ordinary dierential equation (71 ) is of the form vn (t) = c1 exp 1
2 1 + 4n t +c2 exp 2

1+

2 1 + 4n V t + , (8) 2 n

where the constant c2 has to be zero since vn (t) becomes unbounded for t . Taking into account the initial condition (72 ) our solution acquires the simple form vn (t) = V 1 exp n 1
2 1 + 4n t 2

(9)

Inverting this result by means of Fouriers sine formula (see Sneddon [6]) we get the velocity eld v(y, t) = V 1 y 2V h h
n=1

sin(n y) exp n

2 1 + 4n t , 2

(10)

that is likewise, as form, with the velocity eld (see eq. (9.5) of Bandelli and Rajagopal [1]) v(y, t) = V 1 y 2V h h
n=1 2 sin(n y) n exp t , 2 n 1 + n

(11)

corresponding to the same ow of a second grade uid.

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Letting and to tend to zero in (10) and (11) we attain to the same solution y 2V v(y, t) = V 1 h h
n=1

sin(n y) 2 exp n t , n

(12)

corresponding to a Navier-Stokes uid. For t all these solutions go to the steady-state solution v(y) = V 1 y . h (13)

The tangential component Sxy of the stress tensor S, corresponding to the shearing ow of the uid of Maxwellian type, will be obtained by means of the linear dierential equation Sxy (y, t) t Sxy (y, t) = y v(y, t); 0 < y < h, t > 0, with the initial condition Sxy (y, 0) = 0; 0 y h. Its form is V [exp(t/) 1] + h 1 exp 1
2 1 + 4n t 2

(14)

Sxy = 4V exp h t
n=1 1 +

cos(n y)
2 1 + 4n

Conclusions

In this paper we have considered a mechanical model whose constitutive equation (2) is quite near of that of a Maxwell uid (actually, it corresponds to a Maxwell uid having a negative relaxation time). The velocity eld (10) corresponding to the shearing ow (3) of this uid satises the linear partial dierential equation (4) and all initial and boundary conditions (5) and (6). Moreover, for 0, as well as the solution (11) corresponding to a second grade uid, it tends to the solution (12) for a Navier-Stokes uid. For t 0 all these solutions tends to the same steady state (13). It is well known that in a Maxwell uid the relaxation phenomena are taken in consideration while in a second grade uid, prevalently, are the retardation ones (cf. Dunn and Rajagopal [4]). In spite of this our velocity eld (10), as it results from the comparative diagrams, is in close proximity of that corresponding to a second grade uid (11).

Nonsteady shearing flow

97

Figure 1: Variation of the velocity elds (10) and (11) for h = 30, V = 10, = 0.05, = 0.005, for values of t = 5, 10and12s.

Figure 2: Variation of the velocity elds (10) and (11) for h = 30, V = 10, = 0.05, = 0.005, for values of t = 10, 30 and 50s.

In Figs. 1 and 2, for comparison, the variations of these velocity elds, for xed values of and , are ploted for values of = 6, 21079, respectively, 1,138. In both cases the curves v1 , v3 and v5 correspond to a uid of Maxwellian type and v2 , v4 and v6 to a second grade one. From these diagrams and many others, which are not included here, it results that for each > 0 it corresponds one > 0 so as to the velocity proles corresponding to the two models to be close by.

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C. Fetecau

References
[1] Bandelli, R. and Rajagopal, K. R., Start-up ows of second grade uids in domains with one nite dimension,Int. J. Non-Linear Mechanics, 30(1995), 6, 817-839. [2] Bhme, G., Strmungsmechanik nichtnewtonscher Fluide. B. G. Teubo o ner, Stuttgart-Leipzig-Wiesbaden 2000. [3] Coleman, B. D., Markovitz, H. and Noll, W., Viscometric ows of nonNewtonian uids. Springer-Verlag, Berlin-Heidelberg-New York, 1966. [4] Dunn, J. E. and Rajagopal, K. R., Fluids of dierential type: critical review and thermodynamic analysis, Int. J. Engng. Sci., 33(1995), 689729. [5] Fetecu, C. and Fetecu Corina, The Rayleigh-Stokes Problem for a uid a a of Maxwellian type, Int. J. Non-Linear Mechanics, (in press). [6] Sneddon, I. N., Functional Analysis, in Encyclopedia of Physics, Springer-Verlag, Berlin-Gttingen-Heidelberg, Volume II 1955. o Constantin Fetecau Technical University Gh. Asachi Iasi Blvd. Dimitrie Mangeron, nr. 67, 6600 - Iasi ROMANIA E-mail: fetecau@math.tuiasi.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 99108

An adaptive method for structured meshes in CFD problems


Florin FRUNZULICA and Lucian IORGA November 2, 2001

Abstract - This paper proposes an iterative method for adaptive meshes obtained by the deformation of the initial mesh, for computational uid dynamics problems. The deformation of the mesh is performed over an elastic, isotropic and continous domain. The adaptive process is controlled with the principal strains and principal strain directions of the mesh elements; one obtains the nodal forces on basis of the strain eld, used for the mesh deformation. The method is tested over a structured multi-zonal mesh used for Euler 2D solver. Key words and phrases : local error, dimensional modication, principal strains, nodal displacements, nite element method, structured mesh, Euler solver.

Mathematics Subject Classication (2000) : 65N50, 76J20, 76M12

Introduction

During the last decade there were signicant progress in the development of static or dynamic adaptive methods used for the integration of diferential equation systems, for practical use. These methods have the purpose of achieving a greater spatial accuracy in order to obtain the right solution in an eective way. The aim of greater spatial accuracy requires a greater number on points in the mesh, which inevitably leads to an increase in computing costs(due to an increase in hardware needs, computing time periods, etc). For an increased eeciency of the computing process it is usually preered to locally adapt the mesh based on the numerical solution of the problem, rather than a global discrete network. The main ways to follow in order to obtain adaptive meshes are: 1) mesh regenerating, 2) moving the inner nodes, 3) adding or extracting a number of nodes, 4) a composed method, taking into account the previous 3 methods already presented. The author suggest the reader to consider references [1], 99

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[2] for the case 1), [5], [10], [11] for the case 2), [3], [4], [9] for the case 3), [8] for the case 4). The present method belongs to the 2) category, because the nodes are moved towards the areas with large values of gradient of variable s (a solution of the problem) . The deformation of the mesh is performed over an elastic, isotropic and continuous domain. The adaptive process is controlled with the principal strains and principal strain directions of the mesh elements. Due to the fact that our interest lies in the eld of uid ow modelling, the proposed method was tested, for beginning, on 2D structured meshes used for the study of internal or external ows using an Euler 2D solver. The proposed method can be easily extended to the 3D problem, the only problem being the hardware resources needed.

The numerical integration of the Euler system

Compressible shock wave ow calculations can be done solving the Euler equation system. This system, along with initial and boundary conditions, make up the exact mathematic model for perfect gas compressible ows. When viscosity eects are negligible, various phenomenon, such as shock wave development and dynamics, vortex production, transport and the transmission of acoustical perturbation are correctly represented by the Euler model. For the numerical integration of the Euler system second order cellcentered nite volume discretization was used. Finite volumes are quadrilateral (in the 2D case), that make up a structured calculation mesh. Second order spatial accuracy results from liniar reconstruction of primitive variables in every cell (nite volume). The gradient is determined using information from neighbouring cells or nodes, using the smallest square method or by using the Gauss formula. Flow calculation through cell interference is done upwind with a version of the well known ROE formula for the solving of the local Riemann problem. For second order accuracy, primitive variable values on either side of the interference is calculated using gradients in neighbouring cells. Where gradients are great, the ow limitator used to avoid short wave-length oscillations is of Van Leer type and is normally applied to the interface. The integration formula is explicit, of Runge-Kutta type with four intermediate steps. The time step is determined to every iteration based on a numerical stability criteria. In case of complicated domains, we can decide to divide the calculation domain in simpler, structured domains. We have chosen, for reasons of

An adaptive method

101

implementation simplicity, to use a divization which on the frontier level between sub-domains ensures a punctual continuity of nodes. In order to asses ows through the common frontier we used a buer zone in the vicinity of the frontier, which includes a string of cells on both sides of the frontier. In the nodes on the common interface is assured primitive variable continuity.

3
3.1

An adaptive method
The elements deformation function

The adaptive process is all about a controlled deformation of mesh cells, which leads to an enhancement or, on the contrary, a decrease of the number of nodes, based upon a local error indicator. For this indicator the following formula is proposed: = | s| | s|min | s|max | s|min (1)

The physical variable s is chosen depending on the type of problem to study. In the case of uid ow, it can be: density, pressure, or Mach number. As one can notice, the local error indicator can have values between 0 and 1. Increasing or decreasing density of nodes supposes to modify the dimension of the element; by dimension of the element we mean the length in one-dimension, the area in two dimensions, and the volume in tree dimensions.We will consider to be the function that characterizes cells dimension change: N = O (N =new cell dimension, O=old cell dimension). This function can have one of the following values: - > 1, when 0, in the case of element size increase, and - < 1, when 1, in the case of element size decrease (the mesh becoming locally more dense). For the function we can propose the following form:
= 1 1 0
2 2

(2)

The value = 1 /0 represents the ratio between the small size and the great size of the adapted mesh (0 < < 1). When approaches 0 there is a signicant increase in high gradient areas. If the control parameter is determined, parameter 0 can be calculated using the length conservation condition in the uni-dimensional case, area conservation and volume conservation in the 2D case and 3D case, respectively:

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dO =

dN

(3)

The function can be also written as a function of element specic deformations 1 , 2 , 3 assessed in the middle of the element, as seen in the following line (for the 3D case): = (1 + 1 ) (1 + 2 ) (1 + 3 ) = f1 f2 f3 (4)

For an brick element, a thorough choice of the functions f1 , f2 , f3 would be given by the izotropic distribution of the function on the main deformation directions: f1 = f2 = f3 = 1/3 . In case of a preferential deformation of the element we can choose the functions as follows: f1 = k1 , f2 = k2 , f3 = k3 , unde k1 + k2 + k3 = 1 (5)

The direction given by the gradient of s, g = s / | s| can be considered as a preferential direction of deformation. But, during the process of deformation the direction given by g will be dierent than that of the maximum specic deformation direction and, in order to take this into account, we will have to modify the control functions (2) of the specic deformations:
k1 (1 2 n2 ) k1 2 n2 1 1 , 1 k2 (12 n2 ) k2 2 n2 2 2 , 1 k3 (1 2 n2 ) k3 2 n2 3 3 1

(6) where (n1 , n2 , n3 ) are the components of the direction g, referred to a coordinate system attached to the principal deformation directions. Equations (6) are used for the calculation of the main deformation directions 1 , 2 , 3 and implicitely for the calculation of the specic liniar deformation (x , y , z ) and angular (xy , yz , zx ) in the global mesh reference system. For the 2D case, relations between main specic deformations and specic angular and liniar deformations are as follows:

f1 = 0

f2 = 0

f3 = 0

x + y = 1 + 2 , x y
2 xy

(7) (8) (9)

= 1 2 ,

(x 1 ) l1 + xy m1 = 0 or xy l1 + (y 1 ) m1 = 0

where 1 is the maximum specic deformation and (l1 , m1 ) is the main maximum deformation direction.

An adaptive method

103

An interesting alternative to this calculation process would be making specic angular deformations equal to zero. This choice seems to reduce the risk of strongly distorted elements. In order not to alter the convergence of the 2D Euler solver we chose to limit an elements area. In the calculations done we considered that the element can be deformed until: (0.01...0.05) e e (1.5...2)e . O N O 3.2 Determining the nodal displacements of the mesh

In order to determine the node displacements (u, v, w) knowing the elements specic deformations, we considered that the calculation domain to be modelled as being an elastic, homogeneous and izotrope material. In the 2D case, the model will be a at plate, its thickness being , submitted to at strains and at stress. The idea of the adaptive algorithm is to determine the nodal forces that lead to the state of the supposed specic deformation. For the calculation of the displacements using the nite element method, in the 2D and 3D case, the notion of concentrated force applied to the element nodes is somewhat imposed in order to be able to achieve a simple calculation model for the adaptation of the mesh. We will consider the coordinates of the elementary nodes as well as the nodal displacements to be represented by the same set of interpolation functions (elements are iso-parametric):
p p

x=
i=1

Ni (, , ) xi , u =
i=1

Ni (, , ) ui

(10)

Between the specic deformations {} and the nodal displacement vector {d} for each element, stands the relation: {} = [B] {d} (11)

where the matrix [B] contains the derivatives of the interpolation functions Ni Ni Ni , , . x y z i=1...p It is known that the stiness matrix for an element can be calculated as follows: [K e ] =
e

[B]T [E] [B] d

(12)

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F. Frunzulica & L. Iorga

where [E] is the elasticity matrix. If we multiply the matrix [K e ] at the right by the nodal displacement vector for each element {de } we will obtain the following formula: [K e ] {de } =
e

[B]T [E] {} d

(13)

By adding the contribution of every element that have the node i in common, we can obtain an estimation of the concentrated forces that if applied to node i inict the local mesh deformation:
ei

{Fi } =
e=1

[B]T [E] {} d
e

(14)

The next step is determining the mesh nodal displacements with the help of the nite element method. Without going into unnecessary detail, it would be worth reminding that the problem to be solved at this point is: [K] {d} = {F } (15)

where [K] is the global stiness matrix of the structure, {d} is the nodal displacement vector in the global coordinate system, and {F } is the nodal force vector apllied to the structure. It is necessary to attach to the system (15) boundary conditions. These conditions can be: a) blocking type (the nodal displacements are blocked) and b) sliding type, in this case nodal displacement being allowed on the curve/surface that describes the domain frontier. The solving of system (15) with the associated boundary conditions can be done with a procedure usually associated to the band matrix type problems. After solving this system we obtain the nodal displacements (ui , vi , wi )i=1...nn , with the help of which mesh node position can be updated: xN xO + ui , i = 1...nn i i 3.3 Adaptive algorithm (16)

Imput data: original mesh, the values of s estimated in nodes, the characteristics of the elastic medium (E and ). Steps: 1) estimating the value of s and selecting the principal strain directions; 2) one takes the values of the principal strains given by the functions (6) according with the values of the error parameter ; 3) computing the linear and angular strains;

An adaptive method

105

4) computing the nodal forces F , with the aid of (14 ); 5) determine the nodal displacements by using FEM solver; 6) establishing the position of the mass-centres for the elements of the new mesh; 7) updating the values of s in nodes and s. The iterative process continues with step 1) until the new position of the nodes will be obtained with the imposed precision.

4
4.1

Results and discussion


Adaptive mesh over a square domain

The rst case study deals with an adaptive mesh built for a square, having 35 x 35 equally spaced nodes. The variation of s is described by: s(r) = 0 for |r| > 2 2 2 C e /( r ) for |r| (17)

where = 0.85 and r = x2 + y 2 . Boundary conditions: 1. freezing the 4 corners; 2. considering the slip condition over all the edges. The adaptive mesh obtained in 3 iterations is shown in gure no. 2. One may notice an increasement of the number of the nodes in the areas where s has large values.

Fig.1: Function s(r) 4.2 Steady supersonic ow in 2D chanel

Fig.2: The adaptive mesh

The second test was conducted on a 2D channel (g.4), in which ow is supersonic (Mach = 1.6). Choosing = 0.3 and maximum allowed reduction

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F. Frunzulica & L. Iorga

order 0.35, the adapted mesh looks similar to the one in the gure no.3b. There is also a comparison between the isobar curves in the two situations (g. no.4).

Fig.3: Mesh before (a) and after (b) the adaptive process

Fig.4: Isobar curves - (a) original mesh ; (b) adapted mesh

Conclusion

The adaptive algorythm is robust and relatively quick. Basically, for a 2D mesh, the algorithm converges after a few iterations. Keeping the number of nodes and mesh connectivities, the necessary hardware resources for

An adaptive method

107

the adaptive process are relatively small. The Euler solver converges fairly quickly on the adapted mesh, having as initial data the solution obtained on the original mesh, and then extrapolated on the adapted mesh. The adaptive procedure is also suitable for multi-zoned meshes, in this case the adaptive process being done in this case on sub-domains. The frontiers between subdomains are either determined by the analist or allowed to deform, ensuring however the displacement continuity on the common frontiers. The results obtained through 2D testing are encouraging, suggesting that the algorithms implementation on a structured 3D mesh and association with an 3D Euler solver would be rather eective.

References
[1] Anderson, D. A., Steinbrenner, J., Generating Adaptive Grids with a Conventional Grid Scheme, AIAA Paper, 86-0427, New York 1986. [2] Anderson, D. A., Equidistribution schemes, Poisson generations and adaptive grids, Appl. Math. Comput, 24(1987), 211-277. [3] Berger, M., Oliger, J., Adaptive mesh renement for hyperbolic partial dierential equations, J. Comput. Phys., 53(1984), 484-512. [4] Biswas, R., Strawn, R. C., Tetrahedral and hexahedral mesh adaptation for CFD problems, Applied Numerical Mathematics Journal, (to appear). [5] Carcaillet, R., Optimization of three-dimensional computational grids and generation of ow adaptive computational grids, AIAA Paper, 860156, Reno USA, 1986. [6] Frunzulic, F., An adaptive method using grid deformation, National a Simposium SISOM 2000. [7] Frunzulic, F., An adaptive method using grid deformation, The scia entic bulletin - University Politehnica of Bucharest, No.1/2001. [8] Hwang, Wu S. J., Global and Local Remeshing Algoritms for Compressible Flows, J. Comput. Phys., 102(1992), 98-113. [9] LeVeque, R. J., Wave propagation algorithmus for multi-dimensional hyperbolic systems, J. Comput. Phys., 131(1997), 327-353.

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[10] Liao, G., Anderson, D., A new approach to grid generation, Appl. Anal., 44(1992), 285-298. [11] Liao, G., Pan, T. W., Su, J., A numerical grid generator based on Mosers deformation method, Numer. Methods Partial Dierential Equations, 10(1994), 21-31. Florin Frunzulic a Department of Aerospace Engineering, University ,,Politehnica of Bucharest, Str. Gh. Polizu, No.1, 78126, Bucharest, Romania E-mail: ffrunzi@yahoo.com Lucian Iorga Mechanical & Aerospace Engineering Fellow, Rutgers, The State University of New Jersey, U.S.A. E-mail: l iorga@yahoo.com

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 109114

A Numerical Method for Richards Equation


Stelian ION November 2, 2001

Abstract - The Richards equation represents the mathematical model of water ow into porous media. It is a strong nonlinear parabolic equation in unsaturated ow domain and linear elliptic in saturated ow domain. In the paper a numerical method is given to obtain an accurate solution of one dimension Richards equations for layered soil. The method consists in the nite volume scheme with imposed ux continuity for the space discretization and the implicit backward dierentiation formulae (BDF) for the time integration. The numerical results are presented to illustrate the performance of the method. Key words and phrases : partial dierential equations, method of lines, dierential algebraic equation, discontinuous coecients, ux continuity

Mathematics Subject Classication (2000) : 65M20, 76S05

34A09, 35K15, 65H10, 65L80,

Introduction

Richards equation models water ow in a porous medium. This partial dierential equation (PDE) combines the mass balance with Darcy law for velocity and can cast in several forms, depending on whether pressure, water content or both are used as state variable. In the case of picewise homogeneous soil it is advantageous to use the pressure as state variable because it is continuous function, while the water content is not so. In this paper we restrict our consideration to the numerical approximation of vertical unidimensional inltration ow. The discrete numerical approximation of the continuous model is presented in the third section. The space discretization is obtained by using the integral form of mass balance on the proper net of the space domains. The net is dened so that an interface between two dierent layers does not intersect its elements. On the interface the numerical ux is dened by a formula that reects the continuity of the pressure head and the normal component of velocity. 109

110

S. Ion

Physical problem and Mathematical model

We are interested in modeling and nding quantitative evaluation of the water inltration into a heterogeneous soil. We suppose that the soil is composed by vertical homogeneous layers (see Fig.1). z

layer 2 interface layer 1

Fig.1 Layered soil A widely used mathematical model of this physical problem is Richards equation t + div v = 0 (1) where stands for volumetric water content and v denotes the Darcy velocity. To obtain a complete model of the water ow in many applications water content and velocity are given as functions of pressure head h v = K(h) (h + z) = (h) (2)

where K(h) represents the hydraulic conductivity. On the interface physical considerations require the continuity of the pressure head and the normal component of the velocity. So, we have h(t, S) | = h(t, S) |+ v(t, S) n | = v(t, S) n |+ (3) Both functions K(h) and (h) reect the hydraulic properties of the soil and share the common property to be constant for h > 0. Note that, the

A Numerical Method for Richards Equation

111

water content and hydraulic conductivity are discontinuous functions on the interface.

Space Discretization. Time Integration

To obtain the space approximation of Richards equation we use the nitevolume method(FVM). Vi
d  d

Interface
d

z1/2 z1

zi1/2 zi

zi+1/2

zi+1

zN

Fig. 2 Control volumes In FVM techniques the control volumes Vi = (zi1/2 , z1+1/2 ) are introduced. The net {zi1/2 } is dened so that any Vi is entirely included into a single layer. Therefore, one interface is located at some zi1/2 . The centroid of Vi , zi , is used as location points for pressure head, hi (t) = h(t, z = zi ). The space discretization is obtained from integral form of (1) over each control volume Vi (see Fig. 2) t
zi+ 1
2

zi 1
2

(h)dt + vi+ 1 (t) vi 1 (t) = 0


2 2

(4)

Now, we consider as unknowns the values of the pressure head, hi (t)i=1.N , that will be determined as the solution of a system of ordinary dierential equations (ODE) that approximate this integral form. To obtain this ODE the integral is approximated by the middle point quadrature formula and the velocities is dened by divided dierences of pressure head. t
zi+ 1
2

zi 1

(h)dt (zi+1/2 zi1/2 ) (hi )t hi (hi+1 + zi+1 ) (hi + zi ) 2 zi+1 zi (5)

vi+ 1 Ki+ 1
2

The numerical hydraulic conductivity Ki+1/2 is dierently evaluated, depending whether the point evaluation is an interface point or not. Let z = zi+1/2 be an interface point. We denote by h the value of pres sure head at this point and by K (K+ ) the left(right)limit of the hydraulic

112

S. Ion

conductivity value. We evaluate the velocity on the left (right) by taking constant values of hydraulic conductivity, K (K+ ), and by linear interpolation of pressure head on each side of interface point, for example on the left we have (h + z ) (hi + zi ) . v = K z zi Next, we will impose the continuity conditions (3) and then a nonlinear equation it is obtained for h H =
K K+ Hi + Hi+1 z zi zi+1 z K K+ + z zi zi+1 z 1

where H = h + z. Observing that the right term is between Hi+1 and Hi we approximate the solution of the equation by the arithmetical mean of these values. So, we take for h = (hi + hi+1 )/2 and obtain for numerical hydraulic conductivity 1 Ki+1/2 = 1 zi+1 z 1 z zi + K zi+1 zi K+ zi+1 zi (6)

If the point zi+1/2 is not interface point from the continuity of the hydraulic conductivity we obtain Ki+1/2 = K(h ) (7) The system of dierential algebraic equation is obtained from (5, 6, 7) and is given by C(h)t h + A(h)h + f (h) = 0 where A is a tridiagonal matrix, f is a vector and C is a diagonal matrix with the property C(hi ) = 0 , if hi > 0. We note that the numerical scheme that approximates the space dierential operator z (K(h)z (h + z)) is conservative and the numerical hydraulic conductivity giving by the formula (6) represent the physical conditions (3). In the case of linear elliptic equation with discontinuous coecients it was shown [6] that the conservativeness is a necessary condition for a numerical scheme to be convergence. Also for the linear case a formula like (6) was obtained in the papers ([1], [3]). For the time integration we use a backward dierentiation formulae (BDF) hn+1 hn+1 0 aC n+1 + A(hn+1 )hn+1 + f (hn+1 ) = 0 tn+1

A Numerical Method for Richards Equation

113

where the constant a depends of the order of BDF and hn+1 is the predicted 0 value of the pressure head (it is known from the previous time steps). For more details about BDF scheme see [2]. To know the values of pressure head hn+1 at the next time level tn+1 a nonlinear system of algebraic equation G(x) = 0 must be solved. To solve this nonlinear equation the modied Picard method is used [5]. This iterative method, that can be viewed as truncated Newton method, is given by 1 x0 hn a 2 ( n C k + Ak )xk = G(xk ) t 3 xk+1 = xk + xk

Numerical Results

We present the numerical results for two type of stratied soil. In the both cases the soil consists in two dierent porous media, sand and clay, that alternate in ve equal width layers (0.20 m thickness). For each layer the hydraulic conductivity and water content function are giving by the van Genuchten model [4]. The pressure head is giving at boundaries,hbot = 1.0m, hup = 0.5m and at initial time h(0, z) + z = 2.0m.
Time evolution of pressure head. Five layers of type b/g/b/g/b
Time evolution of pressure head. Five layers of type g/b/g/b/g

-0.2

-0.2

-0.4 Depth
Depth

-0.4

-0.6

-0.6

-0.8 time=4h time=12h time=24h time=48h -1.8 -1.6 -1.4 -1.2 -1 pressure head -0.8 -0.6 -0.4 -0.2

-0.8 time=4h time=12h time=24h time=48h -2 -1.8 -1.6 -1.4 -1.2 pressure head -1 -0.8 -0.6 -0.4

Fig. 2a. Berino sand on the top

Fig. 2b. Glendale clay on the top

Both gures represent the pressure head distribution at several moments of time (4h, 12h, 24h and 48h). Here we wish to make a short comment about the two pressure head proles. In the case of the sand on the top (Fig. 2a) followed by the clay (the sand is more permeable than clay) the pressure head has its maximum along

114

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the rst layer on the bottom, while in the case of the clay (Fig. 2b) followed by the sand the maximum is attained on the top. Physically this means that the water is accumulating in the rst case and it is draining in the second case.

References
[1] K. Aziz and A. Settari, Petroleum Reservoir Simulation, Applied Science Publishers, London, 1979. [2] K.E. Brenan, S.L. Campbell and L.R. Petzold,Numerical Solution of Initial Values Problems in Dierential-Algebraic Equations, Classics in Applied Mathematics, SIAM, 1996. [3] M. G. Edwards and C. F. Rogers, Finite volume discretization with imposed ux continuity for the general tensor pressure equation, Computational Geosciences 2 (1998), 259-290. [4] van Genuchten, M. Th., A closed-form equation for predicting the hydraulic conductivity of unsaturated soils, Soil Sci. Soc. Am. J., 44 (1980), 892-898. [5] F. Lehmann and Ph. Ackerer, Comparasion of Iterative Methods for Improved Solutions of the Fluid Flow Equation in Partially Saturated Porous Media, Transport in Porous Media 31 (1998), 275-292. [6] A. Samarski, V. Andreev, Methodes aux dierences pour equations elliptiques, Editions Mir, Moscou, 1978. Stelian Ion Institute of Applied Mathematics ,, Caius Iacob Calea 13 Septembrie, No. 13, Sector 5 Bucharest, P.O. Box 1-24, 70700 E-mail : istelian@gheorghita.ima.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 115122

Boundary Integral Method for an Oscillatory Stokes Flow Problem


Mirela KOHR November 2, 2001

Abstract - In this paper we obtain a boundary integral method in order to determine the oscillatory Stokes ow due to translational or rotational oscillations of a solid particle in an unbounded viscous incompressible uid. As an application of this boundary integral method, we treate the case of high-frequency oscillations. Key words and phrases : Boundary integral method, oscillatory Stokes ow.

Mathematics Subject Classication (2000) : 76D05

Mathematical formulation of the problem

Let us consider an oscillatory ow due to the translational or rotational vibrations of a solid particle with the velocity U exp(it), where is the frequency of oscillations, in an innite quiescent Newtonian incompressible uid. If the Reynolds number is small, the velocity eld v and the pressure eld p satisfy the following equations of the unsteady Stokes ow v = f t p+
2

v,

v = 0 in D,

(1)

where and are the density and the dynamic viscosity of the uid, respectively, f is the body force and D is the domain of the ow, exterior to the surface of the solid particle. Supposing that the body force is constant, we introduce the modied pressure P = p (f x). Also using the assumption that the ow is an oscillatory one, as well as the linearity of Eqs. (1), we deduce that the elds v and P can be written as follows v(x, t) = u(x) exp(it), P (x, t) = q(x) exp(it). (2)

Next we introduce the non-dimensional quantities x , u and q dened by x = Lx , u=Vu, 115 q= V q, L (3)

116

Mirela KOHR

where L is a characteristic length of the particle and V is a characteristic velocity. Then substituting Eqs. (2) and (3) into Eqs. (1), we obtain the non-dimensional equations of oscillatory Stokes ow 2 u = q +u, u = 0 in D. (4)

Here 2 = iL2 / is the frequency parameter and is the kinematic viscosity of the uid. Furtermore, we assume that the boundary of the solid particle is a closed surface of class C 2 . On this surface the eld u must satisfy the boundary condition below u = U on , (5) where U is the amplitude of oscillations of the particle. Moreover, since the uid is in rest at innity, we have to add the following conditions |u (x )| 0, |q (x )| 0 as |x | . (6)

Also for simplicity, we will further neglect primes from Eqs. (4)-(6). Now using the divergence theorem, we may prove the following uniqueness result for the classical solution (u, q) of the oscillatory Stokes problem (4)-(6) (i.e., u C 2 (D) C 0 (D), q C 1 (D)): Theorem 1. The system of Eqs. (4) has at most one solution that satises the boundary condition (5) and the decay conditions at innity |u(x)| = O(|x|1 ), | u(x)| = O(|x|2 ), |q(x)| = O(|x|2 ) as |x| . (7)

The oscillatory free-space Green function


2 2

Let G = (G )i,j=1,3 be the oscillatory free-space Green function, and ij 2 2 2 2 let = ( , , ) be the pressure vector of the oscillatory Stokes 1 2 3 ow generated by an oscillatory point force placed at a point x0 of R3 . These functions satisfy the equations (2 )G (x) +
2

(x) = (x)I,

G (x) = 0,

(8)

where (x) is the three-dimensional delta function and x = x x0 . The components of the oscillatory Green function are given by [5], [6] G (x) = ij
2

1 4

xi xj ij A(r) + 3 B(r) , r r

i, j {1, 2, 3},

(9)

Oscilatory Flow Problem

117

where r = |x| and C is that square root of 2 which has positive real part, and B(k) = ek (1 3k 1 3k 2 ) + 3k 2 (10) 2 are where k C \ {0}. Also the components of the pressure vector given by [6] 1 xi 2 (x) = , i {1, 2, 3}. (11) i 4 r3 Furthermore, the stress tensor S associated to the oscillatory Green function has the components [6]
2 Sijk (x)
2

A(k) = ek (1 + k 1 + k 2 ) k 2 ,

2 (x)ik j

G (x) G (x) ij kj + . + xk xi
2

(12)

Using Eqs. (9)-(12), the components of the tensor S can be given explicitelly [6]. 2 Also note that the pressure tensor , associated to the stress tensor 2 S , has the following components [6] (x y) == ik
2

1 4

ik 2 2 6xi xk ( r 2) + r3 r5

i, k = 1, 2, 3.

(13)

Next we consider a continuous vector function h = (h1 , h2 , h3 ) on the s d surface , and denote by V2 h and V2 h the oscillatory single-layer and double-layer potentials, given by
s (V2 h)j (x0 ) = d (V2 h)j (x) =
2

G (x)hi (x)d(x), ij

x0 , x0 ,

(14) (15)

Sijk (y x)nk (y)hi (y)d(y),

s where n is the outward unit normal vector to . Additionally, let P2 h and d P2 h be the functions dened by s (P2 h)(x) = d (P2 h)(x) =

(x y)hi (y)d(y), i
2

x0 . x0 .

(16) (17)

(y x)nk (y)hi (y)d(y), ik

s s d d The functions (V2 h, P2 h) and (V2 h, P2 h) are smooth functions in each of the domains R3 \ D0 and D0 respectively, where D0 is the inner domain

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Mirela KOHR

with the boundary . Also these functions satisfy the equations of oscillatory Stokes ow, i.e.,
s (2 )(V2 h)(x) + d (2 )(V2 h)(x) + s (P2 h)(x) = 0, d (P2 h)(x) = 0, s (V2 h)(x) = 0, d (V2 h)(x) = 0,

x0 , (18) x0 . (19)

Let G be the steady Stokeslet (or the Oseen-Burgers tensor) of the Stokes ow, and let S be the corresponding stress tensor. These functions have the components [1], [6] Gij (x) = 1 8 ij xi xj + 3 r r , Sijk (x) = 3 xi xj xk , 4 r5 i, j, k {1, 2, 3}. (20) We note the decomposition formulas G (x) = Gij (x) + G (x), ij ij
2 2 2 2

Sijk (x) = Sijk (x) + Sijk (x),

(21)

where G and Sijk are continuous functions. Thus we have ij

G (x) Gij (x), ij

Sijk (x) Sijk (x)

as

r0

(22)

and hence the oscillatory potentials have the same singular behaviour as in the case = 0. Let us introduce the notations w+ (x0 ) =
xx0 x 3 \D0

lim

w(x),

w (x0 ) =

xx0 xD0

lim w(x),

(23)

for the limiting values of a function w on the two sides of . Additionally, the formula below
d (V2 h) (x0 ) = j PV Sijk (y x0 )nk (y)hi (y)d(y),
2

(24)

gives the principal value of the oscillatory double-layer potential on . Also the symbol P V means that the integral in evaluated in the principal value sense [6]. Similarly, (H2 h) (x0 ) = nk (x0 ) j
PV Sjik (x0 y)hi (y)d(y)
2

(25)

means the principal value of the surface force of the single-layer potential on . Using the above arguments, we obtain the result below.

Oscilatory Flow Problem

119

Theorem 2. Let be a closed surface of class C 2 and let h be a continuous vector function on . Then the following properties hold on ,
s s s (V2 h)+ = (V2 h) = V2 h,

(26) (27) (28)

1 d d d d (V2 h)+ (V2 h) = h = (V2 h) (V2 h) , 2 1 (H2 h)+ (H2 h) = h = (H2 h) (Hd 2 h) . 2 Moreover, at innity the decay conditions occur,
s (V2 h)(x0 ) = O(|x0 |3 ), d (V2 , h)(x) = O(|x|2 ), s (P2 h)(x) = O(|x0 |2 ) as |x0 | . d (P2 h)(x) = O(|x|2 ) as |x| .

(29) (30)

Boundary integral equation of the problem

In this section we give a boundary integral formulation in order to solve the oscillatory Stokes problem (4)-(6). More exactly, we have: Theorem 3. Let U be a given constant vector. Then the boundary integral equation 1 d s h(x0 ) + (V2 h) (x0 ) + (V2 h)(x0 ) = U, 2 x0 , (31)

has exactly one continuous solution h on , and the boundary integral representations x0 D (32) yield the unique solution (u, q) of the oscillatory Stokes system (4), which satises the boundary condition (5) and the decay conditions (7). Proof. Using the decomposition formula (21) we deduce that the singles d layer and double-layer operators V2 and V2 that appear in Eq. (31) have weakly singular kernels and hence, they are compact on the Banach space C 0 () of continuous functions on . Therefore Eq. (31) is a Fredholm integral equation of the second kind for which the Fredholm alternative can be applied. Thus for a given constant vector U, Eq. (31) has a unique
d s u(x) = (V2 h)(x) + (V2 h)(x), d s q(x) = (P2 h)(x) + (P2 h)(x),

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Mirela KOHR

solution h in the space C 0 () if and only if the following homogeneous adjoint equation has only the trivial solution in the same space, 1 0 h (x0 ) + (H2 h0 ) (x0 ) + (V s2 h0 )(x0 ) = 0, 2 x0 . (33)

Let h0 C 0 () be a solution of Eq. (33). Consider the following functions u(0) = V s2 h0 , q (0) = P s2 h0 , x0 . (34)

These functions satisfy the equations ( )(V2 h0 )(x) +


2

q (0) (x) = 0,

(V s2 h0 )(x) = 0

(35)

in each of the domains D and D0 . Moreover, from Eqs. (28) and (33), we deduce that the surface force H2 h0 , associated to the elds given by Eqs. (34), has the following limiting value on the inner side of , (H2 h0 ) = V s2 h0 on .

(36)

Straightforward computations and Eq. (36) lead to the identity [ |u(0) |2 + 2ejk ejk ]dv =
2 (0) (0)

|V s2 h0 |2 d,
(0) (0)

(37)

D0

where n is the outward unit normal vector and 2ejk = uj /xk + uk /xj . This identity yields that u(0) = 0 on D0 , and from Eq. (36) we obtain the property (H2 h0 ) = 0 on . (38) On the other hand, using the fact that the functions u(0) and q (0) determine an oscillatory Stokes ow in the unbounded domain D, with zero velocity eld on the surface , and applying Theorem 1, we get u(0) = 0, q (0) = 0 in D, and consequently (H2 h0 )+ = 0 on . (39)
(0)

Finally, using Eqs. (28), (38) and (39) we deduce that h0 = 0 on , and thus Eq. (31) has a unique continuous solution h on . This function and Eqs. (32) yield the solution of our problem.

Oscilatory Flow Problem

121

Asymptotic solution for high-frequency oscillations

It is not dicult to see that in the case of high-frequency limit ||r , the oscillatory Green function becomes [3], [6] G (x) = ji where
2

1 Qi (x) , 2 xj

(40)

1 xj , j = 1, 2, 3. (41) 4 r3 Furthermore, using the Eqs. (32) and (40), we obtain the velocity eld u in the form Qj (x) = (x) = j
2

uj (x) =

1 2

Qi (x) hi (y)d(y) + xj

Qj (x)ni (y)hi (y)d(y).

(42)

Therefore, in the case of high-frequency limit ||r , u takes the form u(x) = (x), for x in the ow eld. Note that is the velocity potential given by (x) = 1 2 Qi (x)hi (y)d(y) + 1 4 1 ni (y)hi (y)d(y). r (44) (43)

Moreover, using the equation u = 0 and Eq. (43), we deduce that the velocity potential is a harmonic function. The velocity eld of the resulting irrotational ow vanishes at innity, satises the impenetrability condition on the surface , but it does not satisfy the non-slip boundary condition on the same surface. At high frequences the ow is composed by an outer irrotational ow and a thin viscous boundary-layer of thickness ||1 that resides on the particle surface. The outer irrotational ow may be computed by solving the equations
PV

(x0 ) = 2

(45) where x0 , G(x, x0 ) = 1/(4r) is the fundamental solution of the threedimensional Laplace equation. Note that Eq. (45) has a unique solution [6]. Also for a point x0 away from the surface , we have (x0 ) = G(x)Uk (x)nk (x)d(x) + G(x) n(x)(x)d(x).

G(x, x0 )Uk (x)nk (x)d(x)+2

G(x, x0 )n(x)(x)d(x),

(46)

122

Mirela KOHR

Finally note that the equations of the thin boundary-layer can be found in [3]. Remark. Another application of the boundary integral method, developed in this paper, can be given in the case of small frequency oscillations. For more details see [2].

References
[1] M. Kohr, Modern Problems in Viscous Fluid Mechanics. Cluj University Press, Cluj-Napoca, 2000 (in Romanian). [2] M. Kohr, A boundary integral equation method for an oscillatory ow problem, Mathematica (Cluj), to appear. [3] M. Loewenberg, Axisymmetric unsteady Stokes ow past an oscillating nite-length cylinder. J. Fluid Mech., 265(1994), 265-288. [4] C. Pozrikidis, A singularity method for unsteady linearized ow, Phys. Fluids A, 1(1989), 1508-1520. [5] C. Pozrikidis, A study of linearized oscillatory ow past particles by the boundary-integral method, J. Fluid Mech., 202(1989), 17-41. [6] C. Pozrikidis, Boundary Integral and Singularity Methods for Linearized Viscous Flow, Cambridge University Press, 1992. Babe-Bolyai University s Faculty of Mathematics and Computer Sciences 1 M. Koglniceanu Str., 3400 Cluj-Napoca, Romania a E-mail: mkohr@math.ubbcluj.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 123140

Analytical Method for maximal drag airfoils optimization in cavity ows


Mircea LUPU, Adrian POSTELNICU, Ernest SCHEIBER November 2, 2001
Abstract - In the paper there are solved direct and inverse boundary problems and analytical solutions are obtained for optimization problems in the case of some nonlinear integral operators. It is modeled the plane potential ow of an inviscid, incompressible and unlimited uid jet, which encounters a symmetrical, curvilinear obstacle (the deector of maximal drag), using the Jukowski-Roshko-Eppler cavity model. There are derived integral singular equations, for direct and inverse problems and the movement in the auxiliary canonical half-plane is obtained. Next, the optimization problem is solved in an analytical manner. The design of the optimal airfoil is performed and nally, numerical computations of the drag coecient, which depends on the cavitation number, geometrical and hydro-aerodynamical parameters are carried-out. Key words and phrases : inviscid jets, cavity ow, singular integral equation, nonlinear integral operator, optimization of airfoils.

Mathematics Subject Classication (2000) : 65M32, 65R20, 76G25

Introduction

As a general rule, the problems involving the optimization of the airfoils / hydrofoils, in the case of ows with free surfaces, lead to the study of nonlinear integral- dierential operators. This may be a reason for the scarcity of the purely analytical methods with respect to the analytical-numerical ones, presented in the open literature. Important results are presented in recent papers, [4], [5], [20]. We present in the paper an analytical method, which uses the half-plane as canonical domain, concerned with the optimization of the maximum drag deector in wake-ows. The problems focusing on maximal drag are very important, in relation with applications to the thrust reversal devices, control of the direction of reactive vehicles, slowing by means of uid jets, jet aps systems from the airplanes wings, or turbine blades. 123

124

M. Lupu, A. Postelnicu, E. Scheiber

Concerning the monographical studies and results on the cavity ows, we refer to the recent works by Simona Popp [20], Maklakov [15] and Nicolescu [18]. The stationary potential plane ow of an inviscid uid is considered in the absence of mass forces (Hyp). Relating the velocity eld w(z) = u(x, y)+ iv(x, y) to the x0y frame in the physical ow domain Dz , z = x+iy, it follows within the hypotesis (Hyp) formulated above, rot v = 0(v = grad (x, y)), div v = 0. The complex potential f (z) and the complex velocity w(z) are dened through the analytic functions: f (z) = (x, y) + i(x, y); w = u iv = df = V ei . dz (1)

Here (x, y) is the velocity potential, (x, y) is the stream function; 1 v V = (u2 +v 2 ) 2 and = arctan u , are the velocity magnitude and respectively its angle to the Ox axis. In the case of the direct problem the ow will be studied using the hodographic method [8], [4], [20] and f (W ), z(W ), (W = V + i) will be obtained. In the case of a curvilinear domain Dz it is generally dicult to obtain directly f = f (z) and w = w(z) by solving the boundary problem, therefore it should be introduced a canonic auxiliary domain D , = + i, || 1 (Levi Civita circle [13]) or the half-plane D , = + i, 0 [9], [10]. To the domain Dz , y 0 of the plane simmetrical jets it corresponds the domain Df , (, ), 0 < . We try to determine the analytic function f = f () which is the conformal mapping Df D , with f = 0; = ; = . (2)

To obtain the analyticity conditions for the velocity W (V, ) we introduce the Jukovski function , by considering along the free lines V = V 0 : V0 , V

= t + i,

w = V 0 e ,

t = ln

0 V V 0,

(3)

f = 0. (4) In the case of free surface ow, the ow domain Dz is generally bounded by polygonal rigid walls (curvilinear) obstacles and stream lines. Along these free lines the velocity, pressure and density have constant values V 0 , p0 , 0 =

= t ,

= t ,

= t ,

t = ,

f = 0,

Maximal drag airfoils optimization

125

, respectively. Applying Bernoullis law for the case of incompressible ow along a stream line = const. we obtain 1 2 p 1 2 p0 V + = V0 + . 2 2 Now we consider the following Theorems [9], [10] Theorem 1. In the hypothesis (Hyp), if there is a conformal mapping f = f (), f = 0 with Df D then z = z() is analytic, with Dz D . Theorem 2. In the hypothesis (Hyp), if the function f is analytic in and realizes a conformal mapping between Df D then = () is analytic and it is the conformal mapping between D D . At this stage, we shall nd f = f () so that the boundaries of the domains Dz , Df correspond to the boundary of D , = 0, (, ), on which we have the streamlines = const. As x Ox is the axis of symmetry, we shall prove that for the found function f = f () the following conditions hold = 0, = const. and |=0 = 0 In this case, we have on = 0 dx + idy = 1 (cos + i sin )d. V (6) (5)

Separating the real and imaginary parts we nd

x() =
0

cos d + x0 , V

y() =
0

sin d + y0 . V

(7)

Integral equations for direct and inverse problems

In the conditions stated in the previous section, we will consider the plane ow of an unlimited uid jet, formed by a uniform upstream ow of velocity V1 = V1 . The uid encounters a symmetrical curvilinear obstacle BOB and the streamlines (BC) and (B C ) emanate from BandB respectively. They connect to the solid lines (CD) and (C D ) which are parallel to the symmetry axis x Ox (Fig. 1). On the free lines (BC) and (B C ) , the magnitude of the velocity V0 is known, hence 0 < V1 V 0 . In this case we may use the Jukovski- Roshko-Eppler model [18], [19], [20]: the nite area of cavitation (CBOB C) , followed by a Helmholtz wake, limited by the two plates, where the uid is motionless. Hence, the movement physical plane

126

M. Lupu, A. Postelnicu, E. Scheiber

is in the outer area; at innity upstream in A0 and at innity downstream (D, D ) the ow velocity is V 0 i. The length of the airfoil (B OB) is 2L, the distance between the plates is (CC ) = (DD ) = 2h and the depth of the cavitation domain is xC = xC = d (Fig. 1). We looking for the optimal shape of the airfoil (BOB ) which leads to maximum drag, when the cavity 0 number Q = ( V 1 )2 1 and the distance L are given. V We solved recently the same problem for the Helmholtz model without cavitation V1 = V 0 , by otimising the shape of the impervious parachute of maximal drag [11]. Also recently we solved the limited jet ow past an obstacle, nding the deector (BOB of minimal drag [12]. In the case of direct problem without optimization the shape of the prole BOB is known and only the ow and the equations of the free lines are to be obtained. If the obstacle is a triangle then many results are reported in [6], [16], [20], [22]. For an inverse problem the boundary (A0 OBCDA0 ) is completely unknown, but V 0 is known on the free lines and the function V = V () (or p = p()) is given on the obstacle B OB. The shape of the obstacle B OB must be found in order to maximize or minimize the drag. In order nd the optimal shape of maximal deector we shall apply the Theorems 1 and 2. Let us consider the biunivocal correspondance between the domains Dz and Df with the halfplane D , 0, so that the boundary (A0 OBCDAA0 ) be placed upon the = 0 axis, (, ) : A0 (), O(1), B(a), C(1), D() (Fig. 2). We will looking for the parameter a < 1. We nd f () = + i analytic in D , 0, such that = 0 and with the boundary values = 0 for (, ), = 0. The solution to this Dirichlet problem (Df D ) is [3], [10], [12] |=0 = A; |=0 = 0. (8) Once the boundary values = 0, (, 1) (1, ); = (), (1, a); t = 0, (a, 1) are known we determine the analytic function in D , 0, () = t + i. This is a mixed problem and we transform it into () , in a Dirichlet problem for the function S1 () = R + iI = ( 1)( a) which case along the boundary we have: R = 0, (, 1) (a, ) and () R= , (1, a). We obtain (1 )( a) f () = A; A > 0; () = 1 () = ( 1)( a)
a

ds + C1 , s (s a)(s 1)

(s)

Maximal drag airfoils optimization

127

V1 A0 -

y 6z B ............  C O ............ B C


V0 D V0 D x
-

Fig. 1. Motion range in the physical plane Dz .

with the constant C1 = 0, if the velocity in O is such as: V ( = 1) = 0 and t(1) = . Applying the Sohotski - Plemelj formula [3], [4] to the integral part, we obtain ( 1)( a)
a 1

t() =

ds (s 1)(s a) s (s)

(1, a). (9)

For the inverse problem, if we put t() = t(()), from V = V (), [1, a] then (9) becomes a singular integral equation. The singularity of the integral must be taken in the sense of Cauchys principal value [3], [4], [17]. This problem was solved for several distributions [10], [12], [16]. Once = () obtained, for t = t() we nd = () and using (7) we deduce z = z(), the optimal design of the airfoil (OB). If we suppose that, on the airfoil, t = t() is known, then we deduce another formula for = (). () whose Thus, using the analytical function S2 = R + iI = i 2 1 real part satises on the boundary the conditions: R = 0, (, 1) t() + (a, ); R = , (1, a) we deduce an analogous solution in D : 1 2 () = 2 1
a

t(s) ds 2s 1s

(10)

128

M. Lupu, A. Postelnicu, E. Scheiber

6 = 0 1 t() = 0 O ()

= + i a 1 =0 D B Ct = 0

A0

Fig. 2. Correspondence of eld Df , D with D .

Applying the Sohotski-Plemelj formula for (1, a), = 0+ we have () = 1 2


a

t(s) ds , 2s 1s

(1, a)

(11)

If V = V () or = (V ), = (t()) is given on the airfoil, then for the inverse problem we have a singular integral equation in the unknown function t = t(). Next the solution = () and z = z() may be deduced. We remark that the relations (9) and (11) are inversion formulae for () t(), and (1, a), respectively. Using (6), we compute the curvature of the boundary K = K() = 1 |x y y x| () = V (), where R() is the curvature radius. For 3 = R() () (x 2 + y 2 ) 2 V0 t = ln and V = K() , using (8) we deduce V ln () = ( 1)( a)
a

ds AK() +ln , (1, a). V0 (s 1)(s a) s

(s)

For the direct problem, when the curvature K() of the prole is given the above equation is a new form of the integro-dierential equation obtained in [8], [16]. Denoting () = () and integrating by parts it results another singular integral equation (for the circle arc, K 1). This is in agreement with the results contained in [4], [5], [15], [16].

Maximal drag airfoils optimization

129

The solution to the nonlinear optimization problem

The purpose of this section is to nd the optimal deector for maximal drag in the uid cavity ow. This design corresponds to turbine blades or to the impermeable parachute. We shall obtain the design of the corresponding prole. d Using (6) and (8), with the arc element dS = the length of the V () prole OB is given by

S=
1

d , V ()

L=A
1 a

d . V ()

(12)

In this case the condition


a

A
1

A d = 0 V () V

exp(t())d = L
1

(13)

must be fullled. The above equality may be used to nd A if L and V () 0 are known. We will consider that the cavity number Q = ( V 1 )2 1 is given V [1], [18], [20]. Due to the fact that the actual problem is a plane one and x Ox is a symmetry axis, it is enough to deal only with the superior halfplane A0 OBCDAA0 , where the prole is OB. In this case, the aerodynamical drag has only one component namely Px . From the Bernoulli formula (5), we compute the aerodynamic resultant for the whole airfoil BOB in the physical plane z. Let us consider the circle C(O, R) which cuts the free lines in the points H and H . On the line Kz (OBHCR H B O), we calculate the resultant force 2(Px + Py ) = (p p0 )dz.
Kz

Due to the symmetry and to the fact that on (BC) and (BC ) we have p = p0 and on HC and H C the resultant force vanishes, we get Py = 0 and further
h

2Px =

(p1 p0 )dy = (p1 p0 )h

or nally Px = P . Using (5) where V = V1 and the denition of Q, we get h P = V12 Qh = V12 QL( ). L We pass now to the evaluation of the width h. Returning to (3), w= df d = V 0 e() d dz (14)

130

M. Lupu, A. Postelnicu, E. Scheiber

and using (8), we get dz = A () e d V0 (15)

Computing the velocity in the point D, where V V1 , = 0, V (D) = V1 = V 0 exp((D)); from (10), (D) = lim () =

a 1

t(s) ds 1 s2

Now, returning to: Q + 1 = exp we get the condition:


a 1

a 1

t(s) ds 1 s2

t(s) ds = ln(Q + 1) 2 2 1s

k.

(16)

Using a quadrature for (15), we get for the point D ih =


K

A V
0 e()

due to the fact that in D. We will evaluate this integral, by performing the inversion: 1 , Z0 = , Z 1 Z2 a t(s) 1 a t(s) (Z) = ds; (0) = ds. 1 1 s2 1 s2 (sZ 1) 1 In this case ih = A (Z) dZ e , where C(O, ) is a circle of radius (small 0 Z2 C V enough) and the function appearing in the integral has just the singularity Z = 0, which is in fact a double pole. Applying the residues theorem, (e(Z) )Z=0 = e(0) (0) we get, after some algebra:
a

h = 2
1

st(s)ds exp 1 s2

a 1

t(s) ds . 1 s2

(17)

Maximal drag airfoils optimization Using (13), (14), (16) and (17), we obtain the resultant force on (OB) 1 P = V12 Q Q + 1 2
a 1

131

(s)t(s) ds 1 s2

a 1

et(s) ds

(18)

which will be extremed, in the maximing sense. Let us consider the nonlinear functional 1 a a (s)t(s) I[t] = ds et(s) ds . (19) 1 s2 1 1 The optimization problem becomes: nd the velocity distribution t = t(), (1, a) on the OB airfoil, which maximizes the functional (19), along the restriction (16), with a given value of the cavitation number Q. Within the optimal solution, besides t = t(), the parameter a will be also found. Using (19) and the restriction (16), the following equivalent functional is introduced:
a

J[t, a] = I[t] exp

f (s) ds k 1 s2 , g(a)

g(a) =
1

1s ds, 1+s

(20)

where the factor g(a) = arcsin 1 a2 + 1 a2 was chosen for algebraic convenience, to simplify the form of J. The assertion concerning the equivalence of functionals may be readily justied, by invoking the positivity of I[t] and the fact that the exponential maximum value is 1, by analysing the integrand and t(s). In this way, the design of the OB airfoil and nally, using (7), its (maximal) drag are obtained. From (16) and V ( = 1) = 0, to ensure the convergence of the integrals, we put V () = V 0 ( + 1) j(), with 0 < < 1, j(1) = 0.. Without losing V0 , we have the generality, we choose = 1 . From t() = ln 2 V () t() = G() ln 1+ , 1 (1, a), (21)

where the term G() is generated by j(). Introducing (21) in (20) we get
a

J[G, a] =

a 1

U + h(a) exp 1 s G(s) e ds 1+s

G(s) ds f (a) k 1 s2 g(a)

(22)

132 where

M. Lupu, A. Postelnicu, E. Scheiber

U=
1 a

(s)G(s) ds, 1 s2

f (a) =
1

ln

1 s ds , 1 + s 1 s2 1 a2 ln 1a . 1+a

h(a) =
1

ln

1 s sds = + arcsin a 1 + s 1 s2 2

In order to nd G(), the functional J[G] is maximized to a functional H[G], whose maximum point may be readily computed and with the property that in this maximum point the two functionals have the same value (global maximum). Now we apply the Jensens inequality [7],[13],[15]: If f (x) 0, g(x) are integrable functions on [a,b] then
b a

f (x)eg(x) dx
a

f (x)dx exp
a

f (x)g(x)dx :
a

f (x)dx ,

(23)

where the equality case holds if and only if g(x) is a constant function. Applying the inequality (23) to the denominator of J[G, a], we get J[G, a] H[U, a], where U + h(a) H[U, a] = g(a) U + f (a) + k exp g(a)
1

(24)

For a given a (1, 1), the global maximum of the positive H[U ] is obtained by a simple dierentiation with respect to U . We get U = g(a) h(a) = 1 a2 + 1 a2 ln 1+a . 1a (25)

In this case, with (24) and (25), we obtain J max H[U, a] = M (a), where M (a) = exp (26)

h(a) f (a) k 1. The equality in (23), (26) holds g(a) when G() = G0 = const., i.e. with (25) 1 a2 + 1 a2 ln 1+a = 1a
a 1

G (s) 0 = G0 1 s2

1 a2 .

Due to the small value of the global maximum, G() G0 , we have G() = 1 + ln 1+a 1a

Maximal drag airfoils optimization and therefore for (21), t() = 1 + ln 1+a ln 1a 1+ , 1 (1, a).

133

(27)

Looking for the maximal value of M (a), we obtain as a result of the dierentiation with respect to a, the following equation,whic is in fact (16),: arcsin 1 a2 ln(e
1+a )+ ln tan d = k, 1a 2 arccos a

a (1, 1). (28) a = cos : (29)

By denoting its root, a =

a ,

equation (28) becomes, with


ln(ecot ) + 2

ln tan d = k = ln(Q + 1). 2 2

Denoting the root by a , the maximum has the expression M (a ) = 1 e 1 a 1 = tan 1+a e 2

in agreement with that reported by Maklakov [15]; he used in his derivation as canonical domain the Levi-Civitta half-circle. Our numerical runs show that equation (28), k = F (a) has a small root: a (1, 1), for k (0, 10). 20 1), in agreement with the theoretical This fact implies Q (0, exp V0 prediction: Q = ( )2 1, V 0 > V1 . Using (27) and (3), we get the V1 velocity distribution on the airfoil: V = V0 e 1a 1+a 1+ , 1 (1, a), a = a . (30)

Using (27) to compute () given by (11), we get 1 ln e 1 2 1+a 1a


a 1 1+ 1 1+

() =

ln

1a 1+a 1a 1+a

ln
1

1+s ds , 1 s 1 s2 (s )

(1, a),

134
a

M. Lupu, A. Postelnicu, E. Scheiber

ds is the rst term multiplied by ( 1 2 ). For 1 s2 (s ) 1 the second integral of (), we need the series where T () = 2
n=0

2n+1 1 = [Li 2 () Li 2 ()] , 2 (2n + 1)

0 < < 1,

(31)

where Li 2 () =

n is known as Eulers dilogarithm series [15], [21].The 2 n=0 n following relations may easily deduced: dT 1 1+ = ln , d 1 T () = 1

ln
0

1 + d , 1

T (1) = . (32) 4

Using successively the substitutions s = cos and t = tan ( 2 ), along with (31) and (32) , the integral I2 becomes

1 () = + ln 2

1 1+ 1 1+

1a 1+a 1a 1+a

T (

1+ 1

1a ), 1+a

(1, a). (33)

As we have previously remarked, the relations (27) and (33) may be interpreted as solutions to equations (9) and (11) and they enable us to compute (), when the velocity distribution t() is given and reciprocally (in inverse problems). In the hodographic plane W (, V ) we nd from (30) and (33) the following dependence on the airfoil (V ) = 1 1+ + ln 2 1
eV V0 eV V0

eV V0

0<V <

V0 . e

(34)

If in (34) the function (V ) = (t) is given on the airfoil, then (34) is the solution of the inverse problem. For the Hemholtz model whitout cavitation (impermeable parachute), we have previously [14] obtained, in the same way, the velocity distribution and the value of the angle on the airfoil t() = 1 + ln V0 1+ 2 , V () = , +1 e 2 1 2+ +1 1+ () = + ln T( ), 2 2 2 +1 (1, 1), (35)

(1, 1).

(36)

Hence, the hodographic formula will be the same.

Maximal drag airfoils optimization

135

Aerodynamical and geometrical parameters for the optimal deector

The design of the optimal deector may be obtained using the normalised versions of the equations (6) and (7) with (25), (26)

X() =

x() = L

1 1 1

cos (s)ds V (s)(a s) , ds V (s)(a s)

Y () =

y() = L

1 1 1

sin (s)ds V (s)(a s) , ds V (s)(a s) (37)

(1, a), a = a . The optimal airfoil OB is given in (X,Y) coordinates, see Fig. 3. With L and V0 given, using (13) and (27), or (30), we nd the parameter A as: A= V 0L eg(a) 1a . 1+a (38)

The velocity distribution V = V (S) , along the arc S may be also computed, using (12), (30) and (33) S arcsin 1 2 + 1 2 = , L arcsin 1 a2 + 1 a2 a = cos( ), V =
V 0 tan ( 2 ) ; e tan ( ) 2

(39)

= cos(),

with (1, a), S [0, L]. The cavitation height d is the abscisa of the point C and is computed using (7), normated with the length of the arc BC. V12 L , we obtain the maximal Further, with (18) and (19), by dividing to 2 drag coecient
Cx (Q)

Q Q+1 = 2e

1 a , 1 + a

a (1, 1),

(40)

which can be computed once Q is given and a is obtained by solving (28). For the Helmholtz model without cavitation, i.e. the problem of the impervious parachute in unlimited ow, when (BD), (B D ) become free jet lines and V1 = V 0 the following value was obtained [14], [15]:
Cx (0) =

8 0.93679, e

136

M. Lupu, A. Postelnicu, E. Scheiber

which is the minimum in (40). This fact will be more closely highlighted in the numerical results to be given below. In the case of the Helmholtz model for the normal at plate (BOB ) (normal to the ow), without cavitation, it is known that [6], [8], [22]:
p Cx (0) =

2 0.8798. 4+

Further, using the J-R-E cavitational model applied to the normal at plate, in [1], [6], [18], [20] it is shown that:
p Cx (Q) =

2 (1 + Q). 4+

For these cases of compressible ows with or without cavitation, we notice here the results obtained by Simona Popp for the dihedral angle [20], at plate [6], [19] or the Riabuchinski model [2], [20]. Our present results are very general for direct problems, moreover that in [20] there are reported comparisons for the Roshko, Wu, Tulin, Efros in the case of Ciaplighin gas using the method of Imai-Lamla. Galina Camenschi has solved in [2] the problem for compressible cavity ows, using the Efros-Kreisel-Gilbarg model (the method of the reversed jet); there are obtained various results by analytical and numerical means for the well-known approximations of the Ciaplighin gas, in the cavitational case. Other direct problems were studied by Simona Popp [19], [20] for the compressible case, using the J-R-E model, for the dihedral angle or for the at plate in channel. We mention also [11], where the J-R-E model is used for the case of a cone in tunnel, an axially-symmetrical problem, by means of the (p,q) analytic functions. Other methods were introduced by P.P Kufarev and V.A. Shtanko [6], when (BOB ) are arcs. If we take in equations (28) and (29) F (a) = ln(Q + 1), then we obtain from (40): F () 1+Q sinh tan . Cx (Q) = 2 e 2 In equation (29) we develop in the integral around and taking the rst approximation, we obtain sinh In this case,
Cx (Q1 ) =

F () 4 tan , 2

Q (0, 2).

8 (1 + Q). e

(41)

Maximal drag airfoils optimization

137

Therefore, this result (which is in a fact a rst approximation) shows a 0 litle inuence on the optimal parachute Cx , for small values of Q. Taking into account other therms in the series, beeter approximations for Cx may be obtained. Our values are comparable with those reported in the previously studies, or with the classical ones [1], [6], [15]. In Table 1 there are presented the results of our computations concerning p Cx (Q1 ), Cx (Q), for Q [0, 10], by nding the corresponding root a of (28). In Fig. 3, using the formulae (37), there are plotted the shapes of the optimum airfoil for Q = 0.1, 0.5, 1, 1.5, 2, 4, with V 0 = 1. We remark that for small values of Q 2, these airfoils are close to the optimum parachute airfoil [14].
Cx (Q),

Fig. 3. The plot of optimal airfoil OB.

By inspecting the expression of V from (30) and S L from (39), in the neighbourhood of the point B (where the free line (BC) separates), we

138

M. Lupu, A. Postelnicu, E. Scheiber Q 0.06 0.1 0.5 1 1.5 2 4 6 10 a -0.9990 -0.9972 -0.9501 -0.8577 -0.7588 -0.6636 -0.3537 -0.1375 0.1369
Cx 0.9932 1.0358 1.4080 1.8801 2.3560 2.8340 4.7621 6.7063 10.6305 Cx1 0.9930 1.0305 1.4052 1.8736 2.3420 2.8104 4.6840 6.5576 10.3048 p Cx 0.9326 0.9678 1.3197 1.7596 2.1995 2.6394 4.3990 6.1586 9.6778

Table 1. The geometrical and aerodynamical optimal parameters.

remark the jump due to lim a V () = Ve , lim a V () = V 0 . Practically, this jump occurs because the shape of the airfoil around the point B appears to be a innitesimal spyral, reported in Tulin type ows, [15], [20]. The same conclusions are obtained by using polar coordinates lima () = and the curvature jump K( = a). This innitesimal spyral at B and B dont perturb the drag coecient, hence they may be eliminated. A comparison of the Helmholtz model in the at plate case and the optimum cases of the parachute with or without cavity ow reveals that
p Cx =

8 8 2 p < Cx (0) = < Cx (Q) = (1 + Q) 4+ e e

For modern problems, we remark the results reported by Maklakov [15] for cavity liquid ows around airfoils and the studies by B. Nicolescu [18] dealing with ows with cavity bubbles also around airfoils.

Final conclusions

We obtained in the present paper the correct analytical solution for the optimum airfoil in the case of the cavity J-R-E model. Using intensively numerical techniques, we prove that for small values of the cavity number Q in the range 0...2, the airfoil design is close to the case without cavitation [14]. But, when Q raises, the drag coecient Cx also raises; in all these situations, the drag experienced by the curvilinear airfoil OB is greater as the drag of the at plate normal to the ow or when BOB is a dihedral angle.

Maximal drag airfoils optimization

139

The present results may be useful as a rst approximation for the direct or inverse problems in the case of compressible or axially-symmterical cavity ows. Practically, our results are very useful for the blades of the ship propellers, wind turbines and lifting surfaces in aviation.

References
[1] Anton, I., The cavitation, vol. I,II, Romanian Academy Publishing House, Bucharest, 1984 (Romanian). [2] Camenschi, Galina, On the cavity ows of the compressible uid about of the at plate, Studii Cerc. Math. Acad. Romn, 19(1967), no. 7, pp. a a 957-962 (Romanian). [3] Carabineanu, A., Bena, D., The method of conformal mapping for neighbouring domains, Ed. Acad. Romne, Bucureti, 1993 (Romaa s nian). [4] Dragos, L., Fluid Mechanics, Romanian Academy Publishing House, Bucarest, 1999 (Romanian). [5] A. M. Elizarov, N. B. Ilinskiy, A. V. Potashev, Inverse boundary value problems of aerohydrodynamics, Ed. Fiz-Mat, Moskva, 1994 (Russian). [6] Gurevici, I. M., Theory of jets in ideal uids, Academic Press, NewYork, 1965. [7] Hardy, G.H., Littlewood, J.E., Polya, G., Inequalities, Cambridge Univ. Press, 1959. [8] Iacob, C., Introduction math`matique ` la mcanique des uides, Ed. e a e Gauthier-Villars. Bucharest-Paris, 1959. [9] Lupu, M., Obtaining and studying Beltrami type equations for axially symmetric MHD jets, in V. Barbu (editor), Dierential equations and control theory, Ed. Longman, London, 1991, pp. 171-182. [10] Lupu, M., Scheiber, E., A study on some inverse boundary problems, St. Cerc. Math, 49 (1997), pp. 197-209. [11] Lupu, M., Generalisation and study of the Jukovski - Roshko - Eppler model in the case of axial-symmetrical jet ows, using (p q) analytical functions, Studii Cerc. Mecanic Aplicat, no. 3-4, 1991, pp. 167-183 a a (Romanian). [12] Lupu, M., Scheiber,E., Optimal design in jet aerodynamics in case of an inverse problem through analytical and numerical methods, An. Univ. Bucuresti, Math., 48 (1999), pp. 131-142. [13] Lupu, M., Scheiber,E., Analytical methods for airfoils optimization in the case of nonlinear problems in jet aerodynamics. Revue Roumaine des Math. Pures et Appliques. no. 5-6, 2000. e

140

M. Lupu, A. Postelnicu, E. Scheiber

[14] Lupu, M., Scheiber, E., Postelnicu, A., Optimal airfoil for symmetrical Helmholtz model in aerodynamics. Proceedings of the Satellite Conference of 3d ECM, Symmetry and Antisymmetry, Transilvania University of Brasov, July 2000, pp. 185-198. [15] Maklakov, D.V., Nonlinear problems in hydrodynamics, Ed. Yanus K., Moskva, 1997 (Russian). [16] Marcov, N., Carabineanu, A., The study of the uid ows with free lines by nonlinear integral equations, St. Cerc. Math. (Mathematical Reports), Romanian Academy, 1(51), no. 3, pp. 359-377. [17] C. Meghea, I. Meghea, Dierential and integral calculus Part 2, Technical Publishing House, Bucharest, 2000 (Romanian). [18] Nicolescu, B.N., Georgescu, A., Popa, N., Bolosteanu, B., Cavity ows models and solutions, Applied and Industrial Mathematics Series, University of Piteti Press, 1999 (Romanian). s [19] Popp, Simona., Theoretical investigations and numerical evaluations of wall eects in cavity ows, Symposium of Cavity Flows, Minnesota, USA, (1975), pp. 119-129, Trans ASME, Journal of Fluids Eng. [20] Popp, Simona, Mathematical models in cavity ow theory, Technical Publishing House, Bucharest, 1985 (Romanian). [21] A. P. Prudnikov, Y. A. Bricikov, O. I. Marishev, Integrals and series, Ed. Nauka, Moskva, 1981 (Rusian). [22] Y. V. Sungurtsev, Plane ows of jets gas, Ed. M.G.U., Moskva (Rusian). Mircea Lupu, Department of Mathematics, Transilvania University of Brasov, 2200 Brasov, Romania, m.lupu@info.unitbv.ro Adrian Postelnicu, Department of Thermo and Fluid Mechanics, Transilvania University of Brasov, 2200 Brasov, Romania, adip@unitbv.ro Ernest Scheiber, Department of Informatics, Transilvania University of Brasov, 2200 Brasov, Romania, scheiber@unitbv.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 141148

On a Boltzmann Model of Fermions


Dorin MARINESCU November 2, 2001

Abstract - We consider a space homogeneuos model of fermions described by a nonlinear Boltzmann type equation with unbounded collision terms. We prove the existence of a global solution for the Cauchy problem, we validate the macroscopic conservation laws and we obtain a H-theorem. Key words and phrases : kinetic theory, Boltzmann equation, nonlinear equations

Mathematics Subject Classication (2000) : 47H10, 45G10, 47J35

Introduction

The statistical evolution of a rareed gas of fermions can be described in the frame of the kinetic theory by a modied Boltzmann equation [6]. The last years, it was an increased interest in studying the mathematical properties of Boltzmann-type equations for systems of fermions. We mention the contributions of Hugenholtz [5], Landau and Ho [4] in the derivation of Boltzmann-type equation for systems of fermions and the contributions of Golse and Poupaud [3] in studying uid limits for the Fermi-Dirac statistic. In this paper we present the results of a study concerning qualitative properties of the solution for a Boltzmann-type equation describing the evolution of a space homogeneuos model of fermions. To the end of this Section we introduce the kinetic equation for fermions and we make some general assumptions for the kernel of the collision operator. Section 2 is dedicated to the bounded case (for the collision kernel). We investigate the global existence and uniqueness of the solution, the macroscopic conservation laws and the H-Theorem. In Section 3 we extend the results to the unbounded case by adapting Arkeryds argument to the classical Boltzmann equation [1], [2], i.e. we prove the existence of a global solution (no uniqueness), the macroscopic conservation laws and the H-Theorem. One considers the Cauchy problem for the following nonlinear kinetic equation. 141

142

D. MARINESCU f (t, ) = Q(f )(t, ), t

f (0, ) = f0 ,

0 f0 1.

(1)

The unknown f : [0, ) R3 [0, 1] (depending on the time t and velocity ) is the one particle distribution function. The collision operator Q has the form Q(f ) := P (f ) S (f ) , where the gain operator P is dened by P (g)( ) := d d B( , , )g g (1 g)(1 g ), (2)

(3)

R S
3

and the loss operator S(g) := R(g) g, with R dened as follows R(g)( ) := d d B( , , )g (1 g )(1 g ). (4)

R3 S
In (3) and (4), S designates the unit sphere in R3 and g = g( ), g = g( ), g = g( ). The variables , are the pre-collision velocities and = ( , , ), = ( , , ) represent the post-collision velocities and they satisfy the following properties. + = + , 2 2 2 2 + = + . For each xed S, the Jacobian of the map ( , ) ( , ) (7) (5) (6)

equals to one and the kernel B : R3 R3 S R+ is a measurable function such that B( , , ) = B( , , ), B( , , ) = B( , , ). (8) (9)

On a Boltzmann Model of Fermions

143

The Bounded Case

Consider Cb (R3 ) the space of real continuous and bounded functions on R3 with the norm g := sup 3 g( ) .

We suppose that the kernel B fullls the following assumption. Assumption 1:

R S
3

d d B(, , ) Cb (R3 ).

(10)

An immediate consequence of (10) is that the operators P : Cb (R3 ) Cb (R3 ) and R : Cb (R3 ) Cb (R) given by (3), (4) are well dened Lipshitz operators. Let T > 0 and C(0, T ; Cb (R3 )) := (11) {f : [0, T ] R3 R3 [0, T ] t f (t, ) Cb R3 continous}

be endowed with the norm f := sup


t[0,T ]

f (t)

(12)

Let Cb (R3 ) := {g Cb (R3 ) | 0 g 1}, and BT := {f C 0, T ; Cb R3 | f (t, ) Cb R3 , () t [0, T ]}. (14) (13)

The Cauchy problem in Cb (R3 ) associated to (1) can be formulated as follows: dt f (t) = P (f (t)) R(f (t)) f (t), f (0) = f0 . (15)

For each 0, f C(0, T ; Cb (R3 )) and f0 Cb (R3 ) we consider the applications [0, T ] t I (f0 , f ) (t) Cb (R3 ), (16)

144

D. MARINESCU I (f0 , f ) (t) := exp


0 t t

[R(f ( )) + ]d f0 + (17) P (f (s))ds.

+
0

exp

[R(f ( )) + ]d
s

Note that, the problem (15) is equivalent to the following equation I (f0 , f ) = f, in BT (f0 ) := f C(0, T ; Cb (R3 )) |f (0) = f0 , 0 f0 1 , (18) (19)

for f0 Cb (R3 ) and = 0. We have the following estimation. Lemma 1. For all , 0 and T > 0 , if f0 , g0 Cb (R3 ) and f BT (f0 ), g BT (f0 ), there exists a constant a C > 0 (independent of , , T , f0 , g0 , f and g) such that I (f0 , f ) I (g0 , g) CT (| | + f g ) + f0 g0
.

(20)

Using (20) and Banach xed point Theorem, rst, we can prove the global existence and uniqueness of the solution of (18) when > 0. Proposition 1. For each T, > 0 and f0 Cb R3 , (18) has a unique solution in BT (f0 ) on the interval [0, T ]. Applying Proposition 1, by passing to limit, 0, we obtain the following existence result. Theorem 1. For each T > 0 and f0 Cb R3 the equation (15) has an unique solution in BT (f0 ). Obviously, if f is a solution of (17) in BT (f0 ), f also satises the equation
t

f (t) = f0 + as well as

Q(f )(s)ds,
0

(21)

On a Boltzmann Model of Fermions


t

145

f (t) = f0 +

Q(f )(s)ds,
0

(22)

where f := f if 0 f 1 and f := 0 otherwise. Consider C(0, T ; L1 (R3 )) := {g : [0, T ] L1 (R3 )|0 g(t) 1 t [0, T ]}, endowed with the norm g and dene ST (f0 ) := BT (f0 ) C(0, T ; L1 (R3 )). Using Theorem 1 we can also prove the following existence result. Theorem 2. If f0 Cb R3 L1 (R3 ), for each T > 0, the equation (22) has an unique solution in ST (f0 ). Let ( ) := 1 + 2 . (25) (24)
1

:= sup
t[0,T ]

g(t)

L1 ,

(23)

The following conservation laws of the mass, momentum and energy are fullled. Theorem 3. Let f be the solution of (21) and f0 L1 (R3 ). Then,

R3 R3 R3

f (t, )d =

R3 R3 R3

f0 ( )d , f0 ( )d , 2 f0 ( )d .

(26) (27) (28)

f (t, )d =

2 f (t, )d =

In order to prove the H-Theorem we must show the following properties. Lemma 2. If g L1 (R3 ), then h(g) := g ln(g) + (1 g) ln(1 g) belongs to L1 (R3 ). (29)

146

D. MARINESCU

Lemma 3. If f0 L1 (R3 ), if f is the solution of Theorem 2 and if q(f ) :=

R3 S

d d B ln

f f (1 f )(1 f ) f f (1 f )(1 f )

(30)

[f f (1 f )(1 f ) f f (1 f )(1 f )], then, h(f ) C(0, T ; L1 (R3 )), q(f ) L1 ([0, T ] R3 ), and d h(f (t)) +
0 t

(31) (32) d h(f0 ). (33)

R3

R3

d q(f ( ))

R3

If f0 L1 (R3 ), then for f , the solution of Theorem 2 the functional H(f )(t) :=

R3

h(f )(t)d

(34)

is well dened and from the inequality (33) one obtains immediately the following H-Theorem. Theorem 4 (H-Theorem) If f is the solution of Theorem 2 and f0 L1 (R3 ), then H(f )(t) is decreasing in time.

The Unbounded Case

We replace the hypothesis (10) for the collision kernel B by the following more general assumption. Assumption 2: B( , , ) C(1 + 2 + 2 ) , ()( , , ) R3 R3 S, 0 < 1, for C > 0. Let n =
{ 2 + 2 n2 }

(35)

be the characteristic function of the ball of radius

n in R3 R3 and let

Bn ( , , ) = B( , , )n ( , ).

(36)

On a Boltzmann Model of Fermions

147

Let f0 L1 (R3 ) Cb (R3 ), such that 0 f0 1 and f0 L1 (R3 ). Let be the sequence of solutions given by Theorem 2 corresponding to Bn . We observe that the sequence (f n ) satises the hypotheses in Lemma n=1 5. Therefore, there exists a weakly convergent subsequence (f nj ) in j=1 L1 (R3 ) to some f, which satises (40). Denote also by (f n ) this subn=1 sequence. Under Assumption 2, we can prove: (f n ) n=1 Lemma 4. If lim

R3

( )f n d =

R3

( )f d ,

(37)

for each , such that (1 + k ) L1 (R3 ), for all 0 k < 2, then Q(f n ) Q(f ).

This Lemma is a consequence of Arkeryds Lemma [2] (Lemma 3.1, pp. 13). Lemma 5 (Arkeryd) If (f n ) is a sequence of nonegative functions in n=1 L1 (R3 ) satisfying the properties f n

L1 < C,

(38)

R3

f n ln(f n )d < C,

(39)

where C is some positive constant, then there exists a subsequence (f nj ) j=1 which converges weakly in L1 (R3 ) to some function f and lim

( )f nj d =

( )f d ,

(40)

for each such that (1 + k ) L1 (R3 ), for all 0 k < 2. Using the results obtained in the bounded case, by Lemma 4 we can prove the following Theorem for the unbounded case.

148

D. MARINESCU

Theorem 5. If B satises (35) and f0 L1 (R3 ), then there exists a solution f of equation (21), such that 0 f 1 and the following properties are satised

R3 R3 R3
References

f (t, )d =

R3 R3 R3

f0 ( )d , f0 ( )d , 2 f0 ( )d .

(41) (42) (43)

f (t, )d =

2 f (t, )d =

In addition, the H functional (34) decreases in time.

[1] L. Arkeryd. On the Boltzmann equation I: Existence. Arch. Rat. Mech. Anal., 45(1972) 1-16. [2] L. Arkeryd. On the Boltzmann equation II: The full initial value problem. Arch. Rat. Mech. Anal., 45(1972) 17-34. [3] F. Golse and F. Poupaud. Limite uide des quations de Boltzmann e des semi-conducteurs pour une statistique de Fermi-Dirac. Asymptotic Anal., 6, No.2 (1992) 135-160. [4] T. G. Ho and L. J. Landau. Fermi gas on a lattice in the van Hove limit. J. Stat. Phys., 87, No.3-4 (1997) 821-845. [5] N. M. Hugenholtz. Derivation of the Boltzmann-equation for a Fermigas. Commun. Math. Phys., 111, No. 2 (1984) 393-420. [6] L. E. Reichi. A Modern Course in Statistical Physics. E. Arnold, 1980. Dorin Marinescu Institute of Applied Mathematics Romanian Academy, Calea 13 Septembrie, No. 13 Sector 5, Bucharest, P.O. Box 1-24, 70700, E-mail: dorinm@iacob.ima.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 149158

A Two Dimensional Mathematical Model for Simulating Water and Chemical Transport in an Unsaturated Soil
Anca Marina MARINOV November 2, 2001

Abstract - Modeling of transport phenomena is a major concern in subsurface aquatic environments. The main processes to be studied and analyzed are advection, convection, diusion, hydrodynamic dispersion, sorption, complexation, ion exchange and degradation. Groundwater ow and transport in porous media are linked directly to pore space geometry, uid properties and disolved constituents. We propose a 2D, deterministic model to describe the transport and transformations of matter in the soil, crop and vadose environment. The model uses the Darcian equation for water ow and a solute transport equation for the pollutant movement. The equations are solved by an ADI method. Key words and phrases : solute, numerical solution groundwater ow, hydrodynamic dispersion, transport of

Mathematics Subject Classication (2000) : 76S05

34A09, 35K15, 65H10, 65L80,

Introduction

The movement of contaminants in unsaturated soil is an important hydrologic problem. Rainfall drives contamination into the soil through the vadose zone which extends from the ground surface to the water table, and then past the water table to the groundwater zone in which the chemicals may be transposted laterally for distances of thousands of meters. It is useful to be able to estimate the travel time for solutes from the ground surface to the water table, the rate at which leachate leaves the unsaturated zone to become groundwater contamination, and the values of the pollutants concentration in the soil prole. Estimation of the net groundwater recharge rate requires that one perform a water balance at the ground surface. The water balance will be a 149

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Anca Marina Marinov

function of the characteristics of the soil prole and the climate. The objective of this study was to solve the two-dimensional Darcian partial dierential equations to obtain the inltration component of the hydrologic cycle and to solve the two-dimensional equation for the transport of the chemical contaminant in the unsaturated soil. We propose a solute transport model to predict the contamination of the soil and of the groundwater.

Inltration and Soil Moisture Flow System

The assumed watershed section is shown in Fig.1. The x-axis is taken down the slope () and the z-axis is perpendicular to the slope. The left-hand end, (AD), and the bottom of the section, (AB), are assumed to terminate at impermeable layers. For the right-hand end of the section we assume dierent situations (a-impermeable, b-permeable, in connection with a stream chanel). Let us suppose: Darcys law is valid; The soil is homogeneous and isotropic; During the inltration process the hysteresis is negligible. Substituting Darcys velocities in the continuity equation, the rate of change of moisture in a volumic element can be expressed as = t x K() x + z K() z (1)

where (cm3 /cm3 ) is the volumetric moisture content, (cm) is the total potential and K (cm/h) is the hydraulic conductivity. Equation (1) is the equation of moisture ow through porous materials. The total potential is given by: (x, z) = h(x, z) + (L x) sin + z cos (2) where h(cm) is the pressure head and L(cm) is the length of the section. equation (1) Dening the moisture capacity of the soil C1(h) = h becomes C1(h) h = t x K(h) h sin x + z K(h) h + cos z .

(3) It was assumed initially that the system was at a static equilibrium (the total potential , at every point of the ow system was zero). Up to the time that the soil surface becomes saturated, the velocity vzi,M +1/2 = RI cos (4)

A Two Dimensional Mathematical Model

151

where RI (cm/h) is the rainfall rate. After the soil surface is saturated, and before surface runo begins, it is assumed that water will accumulate on the surface up to a maximum vertical depth (ponding depth) HM (cm). (HM 1.27 cm). If HB is the depth of water on the surface at any time; before HM is satised, we have: dHB = RI RE, dt 0 < HB HM. (5)

RE (cm/h) is the vertical inltration rate. Equation (5) is solved for HB which is taken as the pressure head h on the surface after surface saturation and before surface runo begins. When the surface runo starts, the vertical depth of water on the surface, which is made up of HM plus the runo depth, is used to dene the upper boundary condition. The other boundary conditions are as follows: vxN,j = 0 (BCimpermeable); vx1,j = 0 (AD impermeable); vzi,1 = 0 (AB impermeable). If BC is a boundary between the soil and a river, a pressure condition have to put there (= constant).

The ADI Procedure

The ADI method of numerical analysis is an implicit scheme which breaks a system of dierential equations into two subsystems. One subsystem is implicit in one direction and explicit in the other, and the second subsystem interchanges the order of the implicit-explicit directions. The two subsystems are solved alternately, the solution being complete for each time step after the second subsystem has been solved. The integration of equation (3) has been done by an ADI scheme [2]. The partial derivatives were replaced by: hn+1 hn h i,j i,j = t t K x h sin x K z
n+1

(6) hn+1 hn+1 i+1,j i,j x sin sin

n n Ki,j + Ki+1,j 2x

n n Ki1,j + Ki,j 2x n

hn+1 hn+1 i,j i1,j x

(7)

h + cos z

n n n Ki,j + Ki,j+1 hn i,j+1 hi,j = + cos 2z z

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Anca Marina Marinov


n n Ki,j + Ki,j1 2z

hn hn+1 i,j i,j1 z

+ cos hn+2 hn+2 i,j+1 i,j z + cos

(8)

K z

h + cos z

n+2

n+1 n+1 Ki,j + Ki,j+1

2z hn+2 hn+2 i,j i,j1 z

+ cos

n+1 n+1 Ki,j + Ki,j1

2z

(9)

where { }n represents a calculated value at time (n). Therefore, equation (3) becomes: hn+1 i1,j
n n n n n Ki,j + Ki1,j Ki1,j + 2Ki,j + Ki+1,j C1n i,j + + hn+1 i,j 2x2 2x2 t n n Ki,j + Ki+1,j = hn i,j1 2x2 n n Ki,j Ki,j1 2z 2

+hn+1 i+1,j +hn i,j

n n n n n Ki,j1 + 2Ki,j + Ki,j+1 C1n Ki,j Ki,j+1 i,j + hn + i,j+1 2x2 t 2x2 n n n n Ki,j+1 Ki,j1 Ki+1,j Ki1,j sin cos 2x 2z

(10)

at time-moment (n + 1), and hn+2 i,j1


n+1 n+1 Ki,j1 Ki,j

2z 2

+ hn+2 i,j

n+1 n+1 n+1 Ki,j1 + 2Ki,j + Ki,j+1

2z 2

C1n+1 i,j t

+hn+2 i,j+1

n+1 n+1 Ki,j Ki,j+1

2z 2 +

hn+1 i1,j

n+1 n+1 Ki1,j + Ki,j

2x2 + hn+1 i+1,j

+hn+1 i,j

n+1 n+1 n+1 Ki1,j 2Ki,j Ki+1,j

C1n+1 i,j t

n+1 n+1 Ki,j + Ki+1,j

2x2 +
n+1 n+1 Ki1,j Ki+1,j

2x2

2x

sin +

n+1 n+1 Ki,j+1 + Ki,j1

2z

cos

(11)

at time-moment (n + 2), respectively.

A Two Dimensional Mathematical Model

153

The Solute Transport Equation

The transport of solute in a mobile soil region is determined by chemical diusion, convection and hydrodynamic dispersion. The solute transport equation is dened in a macroscopic way, indicating that the state variables (solute concentration) and material characteristics (soil transport volume) are dened as averages over a Representative Elementary Volume [REV], [1]. We have been assumed there are no immobile or stagnant soil water regions. For the mobile soil region the connection-dispersion equation holds. The continuity equation for the solute in the soil mobile region, for an small volume of soil is written as: ( C) = t x Dx C x + z Dz C z (vx C) (vz C) x z (12)

where C (mg/cm3 ) is the solute concentration, in the mobile region, (cm3 /cm3 ) is the mobile soil water content, vx , vz (cm/h) are the Darcian water velocities. vx C (mg/cm2 h) - is the convective solute ux density imposed by the convective water ow, in x direction, Dx , Dz (cm2 /h) are the apparent diusion coecients in the mobile soil region. Dx = De + Dm = Dex + |Vmx | (13)

where Vmx = Vx / is the average macroscopic pore water velocity. De (cm2 /h) is an eective diusion coecient, and (cm) is the soil solute dispersivity. Dif a eb (14) De = Dif is the diusion coecient in pure water, a and b are the models parameters [3].

Numerical Solution of the Solute Transport Equation

In order to solve the equation (12) by nite dierence technique, the same time and space discretisation as for the water ow equation is adopted (The ADI method). For the (n + 1) th time step, the equation (12) has been

154 approximated by:


n+1 n+1 n n i,j Ci,j i,j Ci,j

Anca Marina Marinov

1 x

Dx

C x

n+1

Dx
i+1/2,j

C x

n+1

i1/2,j

1 n+1 vx (i + 1, j) en+1 (i + 1, j) C n+1 (i, j) + en+1 (i + 1, j)C n+1 (i + 1, j) 1 2 x n+1 vx (i, j) en+1 (i, j) C n+1 (i 1, j) + en+1 (i, j)C n+1 (i, j) + 1 2 + 1 z Dz C z
n

Dz
i,j+1/2

C z

i,j1/2

1 {v n (i, j + 1) [en (i, j + 1) C n (i, j) + en (i, j + 1) C n (i, j + 1)] 3 4 z z n vz (i, j) [en (i, j)C n (i, j 1) + en (i, j)C n (i, j)]} . (15) 3 4

vx (i, j), vz (i, j) denote the entrance velocities in the i-th compartment, and vx (i + 1, j), vz (i, j + 1) the exit velocities. If the ux in the i-th compartment is positive, then e1 = 1 and e2 = 0, if this ux is negative e1 = 0, e2 = 1; if vz (i, j) > 0, e3(i, j) = 1, e4(i, j) = 1; if vz (i, j) < 0, e2(i, j) = 0, e4(i, j) = 1. For the (n + 2)th-time step:
n+2 n+2 n+1 n+1 i,j Ci,j i,j Ci,j

1 x

Dx

C x

n+1

Dx
i+1/2,j

C x

n+1

i1/2,j

1 v n+1 (i + 1, j) en+1 (i + 1, j)C n+1 (i, j) + en+1 (i + 1, j)C n+1 (i + 1, j) 1 2 x x n+1 vx (i, j) en+1 (i, j) C n+1 (i 1, j) + en+1 (i, j)C n+1 (i, j) + 1 2 + 1 z Dz C z
n+2

Dz
i,j+1/2

C z

n+2

i,j1/2

1 v n+2 (i, j + 1) en+2 (i, j + 1)C n+2 (i, j) + en+2 (i, j + 1)C n+2 (i, j + 1) 3 4 z z n+2 (16) vz (i, j) en+2 (i, j)C n+2 (i, j 1) + en+2 (i, j)C n+2 (i, j) . 3 4

To solve the equations (15) and (16) initial C0 (i, j) conditions for concentration a necessary. The solute concentration at the soil surface (j = M + 1/2) is set equal to Cb (i). The upper boundary condition will be: the ux through the surface

A Two Dimensional Mathematical Model of the soil is known. Thus:

155

1 (vz C)i,j=M = {vz (i, M + 1/2)[e3 C(i, M ) + e4 C(i, M + 1/2)] z z vz (i, M 1/2)[e3 C(i, M 1) + e4 C(i, M )]} with C(i, M + 1/2) = Cb (i) and (vz )i,j=M +1/2 = RI cos ; The lower impermeable boundary condition is: (vz )i,j=11/2 = 0, Thus (vz C) z and z Dz C z =
i,1

(17)

(18)

(19)

(20)

= 0,
i,j=11/2

(21)

Dz

C z

0
i,1+1/2

(22) (23)

For the left wall (impermeable) (i = 1), (vx )1,j = 0. Thus (vx C)1,j = 0, x x Dx C x =
1,j

(24)

and Dx C x 0.
1+1/2,j

(25) (26) (27)

For the right wall (impermeable) (i = N ), (vx )N,j = 0 (vx C)N,j = 0, x and x Dx C x = 0 Dx
N,j

C x

(28)
N 1/2,j

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Anca Marina Marinov

Application

We have applied the model for a bidimensional sandy prole of soil (g.1) with: L = 2000cm, H = 100cm, N = 20, M = 20, dx = 100cm, dz = 5cm, dt = 0.1h, = /50, RI = 0.5cm/h, Ks = 2.08cm/h, s = 0.364, (h) = 0.098 + 888.39 3339.83 + |h|1.674

K() = 1.03 106 e39.88 h0 = ((L x sin ) + z cos ), Dex = 0.08cm2 /h, Dez = 0.08cm2 /h, = 16.5cm, C0(i, j) = 0.01 mg/l, Cb (i, 1) = 200 mg/l for i = 5 : 15.

A Two Dimensional Mathematical Model

157

Some results obtained after 4 hours of continuous rain have been presented in the gures 2-4.

References
[1] De Marsily, G., 1986. Quantitative hydrogeology. Groundwater hydrology for engineers. Academic Press Inc. [2] Marinov, A.M., 1992. Theoretical and experimental studies on unsaturated soil pollution. Mcanique Applique, Nr.2, Tome 37, e e p.213-220, Ed. Academiei Romane.

158

Anca Marina Marinov

[3] Vanclooster, M., Viaene, P., Diels, J., Christiaens, K., 1994. Wave. A mathematical model for simulating water and agrochemicals in the soil and vadose environment. Anca Marina Marinov Institute of Applied Mathematics ,, Caius Iacob Calea 13 Septembrie, No. 13, Sector 5 Bucharest, P.O. Box 1-24, 70700 E-mail: gabinic@hades.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 159168

A Numerical Analisys of Laminar Transport Processes in Ducts with Cross-Sectional Periodicity


Alexandru M. MOREGA November 2, 2001

Abstract - This paper reports a numerical study on laminar, stationary ows in wavywalled tubes. Flows in the range Re = 10 160 are investigated, and their structure and main features are presented through streamlines, axial velocity and pressure proles. Experimental evidence suggests that within this range of Reynolds number the ow is axial symmetric, and almost periodic. However, periodicity is progressively lost for increasingly Re ows. The numerical results are in good agreement with experimental data - visualizations by the aluminum dust method and measured velocity proles. Key words and phrases : laminar ow, wavy-walled tube, nit element method

Mathematics Subject Classication (2000) : 65N30, 76D05

Introduction

Enhancement of heat and mass transfer under laminar, stationary and pulsating ow conditions is a mater of great interest in many areas of medical and biochemical engineering. These ows are needed for the evaluation of heat and mass transfer in the inertial and unsteady regions. Numerous experimental and numerical works are devoted to the investigation of wavy-walled channels and tubes utilized in physiological and biomedical applications [9], ows in furrowed membrane articial lung [17], ows in arterial prostheses. Periodically constricted tubes are used also to investigate the ow of blood in vessels and its impact in occlusive vascular diseases, Chow and Soda [4]. The computed ow elds can also be relevant in the study of transport of Oxygen - Sobey [17] and stenoses-causing lipid particles. In particular, it is speculated that the trapping of these impurities in the separation region precedes the formation of a plaque of atheroma. 159

160

Alex. M. MOREGA

Belhouse et al. [1] pioneered the study of mass transfer under large ow oscillations in a furrowed channel with application to high eciency membrane oxygenators. The numerical and experimental work of Patera [14] and Greiner [8] is devoted to the resonant heat transfer enhancement grooved channels. Nishimura et al. [11, 12, 13] addressed pulsatile ows in grooved channels and wavy-walled channels and tubes. Stone and Vanka [18] conducted a numerical study of developing ow and heat transfer in a wavy passage. Analytic solutions [2, 3, 5, 4] and numerical [15] solutions for wavy-walled tubes are available, but for either a limited range of parameters, or for periodic ows. The numerical studies in this area utilize either the vorticity-streamfunction equations - which result after taking the curl of the Navier-Stokes equations - or the primitive variables formulation. More sophisticated approaches consider coordinates transformation to solve for the irregular (wavy) walls. Either nite dierences or nite element schemes are then used to integrate the models. In the attempt to reduce the computational eort, numerous numerical models take advantage of the periodical nature of the geometry (tube) and assume periodicity (ow) boundary conditions. In this paper we will evidence that this assumption may not be accurate for higher Reynolds ows - ow periodicity sets in after a number of periods and in these cases it is more appropriate to consider the entire tube for the ow solution. In this paper we report the numerical results of a FEM study on ows in sinusoidal, wavy-walled tubes, for stationary, laminar regimes within the Re = 10 160 ow range. The wavy-walled tube (Fig. 1) has the following dimensions = 14mm, 2a = 3.5mm, Dmax = 10mm, Dmin = 3mm, which correspond to the experimental setup described in [10].

Fig.1 The wavy-walled tube

The numerical model and its solution

The uid is Newtonian and its ow is assumed incompressible. The inlet and outlet sections are extended such that the inlet ow to the tube reaches the Hagen-Poisseuille regime, and the exit section of the tube is not aected by the outow. The governing equation is the momentum (Navier-Stokes)

Laminar Transport Processes in Ducts law u + (u t )u = p+


2

161

u,

and the mass continuity law

u = 0.

Here is the mass density, is the dynamic viscosity, p is the pressure eld, and u is the velocity eld. Throughout the numerical study, we used the nondimensional form of the ow equations,

u t

+ u

u=

p+

1 Re

u,

u= 0.

The space variables in are (, z ) = r

(r,z) Dmax ,

u=

u U0 ,

p=

is the inlet velocity (uniform prole), and Re = number of the ow.

U0 Dmax /

p 2 U0

,t=

t Dmax /U0

U0

is the Reynolds

In general, the wavy-walled tube ow is a 3D problem. However, within the stationary laminar regime limits Re < 160), experimental evidence suggests that the ow is actually axial symmetric. Consequently, a simpler 2D axial-symmetric model may be used in lieu of the full ow problem. A zero, uniform pressure boundary condition was set for the tube exit. The inlet velocity prole is axial and uniform (z = 1, ur = 0). No-slip u conditions are specied for the tube wall (z = ur = 0), and the axial u z boundary has symmetry conditions ( u = ur = 0). r For the solution phase we used the nite element (FEM) package FIDAP [6]. The ow problem was solved by Galerkin method in the primitive variables (r , uz , p) formulation, as implemented by FIDAP. The models were u created by GAMBIT [7], starting from a number of xed points and by using NURBS constructals. Figure 3 shows details of the medium mesh (43307 quadrilateral elements) that was used throughout the numerical study.

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Alex. M. MOREGA

Figure 2. FIDAP FEM structured mesh (medium)

Accuracy tests were conducted for structured meshes of dierent sizes (22392, 43307 and 63767 quadrilateral elements). In all cases we used the successive substitution method to solve the set of nonlinear ow equations, with an attenuation factor of 0.5 for all degrees of freedom. The pressure model was discontinuous, with a 106 penalty factor. With this strategy, 6 11 iterations were needed to reach the stationary steady state (102 tolerance for the velocity components and residual). Figure 3 shows the normalized axial velocity in the 10th enlargement, for Re = 146 (experimental data from [10]).

Figure 3. Accuracy tests

Laminar Transport Processes in Ducts

163

Results and discussion

The rst ow reported here is at Re = 10. Figure 4 shows the ow patterns (in the 9th hollow) through the streamlines for this case and for comparison for Re = 52, 158 (documented later). Flow separation occurs near the point of greatest rate of tube divergence [15], at constrictions.

Re =10

Re =52

Re =158

Figure 4. Flow structure -19 streamlines

The separation region grows fast with Re, but then slower as the ow lls the hollow. Also, with increasing Re, the streamlines in the main, axial ow, are straighter and straighter, aligned with the axis.

3th cross-section

5th cross-section

9th cross-section

Figure 5. Flow structure Re=52

Figure 5 (19 streamlines) depicts the ow at Re = 52. Flow reversal in both Stokes and viscous ows can occur when point sources of momentum, or other singularities (e.g. sharp corners or small enough included angle), are placed near a plane boundary. In the wavy-walled tube ow such singularities are neither on the boundary nor within the ow. However, Stokes separation that is evidenced in the wavy-walled tube ow exhibits similarities with both theoretical mechanisms: a certain minimum wall curvature is necessary, and a source of momentum is present in the form of the driving ux [15]. Figure 6 shows the streamlines structure for the ow at Re = 79. Although periodicity is preserved throughout the largest part of the tube, it sets in later, after four hollows. Stokes recirculation lls the hollow, and its center is shifted toward the downstream converging section.

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Alex. M. MOREGA

3th cross-section

5th cross-section

9th cross-section

Figure 6. Flow structure Re=79

The last case presented here is the ow for Re = 158 (Fig. 7). Stokes recirculation is similar to that of Re = 79, however its center is even more shifted towards the outlet constriction of the hollow. The detachment and reattachment points (rings) that delimit the core and secondary ows are clearly distinguishable.

3th cross-section

5th cross-section

9th cross-section

Figure 7. Flow structure Re=158

Next, we investigated ow periodicity, as evidenced by the pressure drop curve, axial velocity axial prole and axial velocity proles in the largest and smallest cross sections. The axial velocity proles at the enlargements for Re = 52, 79, 158 are presented in Fig. 8.

Re =52

Re =79

Re =158

Figure 8. Axial velocity at Dmax .

The velocity prole at constriction in the periodic ow section is nearly

Laminar Transport Processes in Ducts

165

parabolic for low Re numbers and it attens at higher Re numbers. Apparently, periodicity sets in after 3, 5 and respectively 7 hollows. The same behavior is distinguishable from the axial velocity proles at the constrictions (Fig. 9).

Re =52

Re =79

Re =158

Figure 9. Axial velocity at Dmin .

Figure 10 shows best that with increasing Re periodicity is lost in favor to a dierent type of ow. If for Re = 52 periodicity is attained within three hollows and for Re = 79 after 5, for Re = 158 this pattern is attained only after 7 hollows, whereas the amplitude of the oscillations is decreasing.

Re =52

Re =79

Re =158

Figure 10. Axial velocity along the axis

Whiles axial velocity along the tube axis is strictly periodic, pressure is a superposition of a linear decaying prole and a periodic prole. The highest pressure drop occurs in the constrictions and, as expected, the numerical model evidences the pressure recovery in the divergent sections (Fig. 11). Flow periodicity is also apparent from this graph.

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Alex. M. MOREGA

Re =52

Re =79

Re =158

Figure 11. Pressure axial prole along the axis

Conclusions

The study we conducted on stationary wavy-walled tube ows leads to the following conclusions: Within the range Re = 10 160 the ow is periodic, but periodicity is progressively lost at higher Re, when eventually a dierent type of ow sets in. The velocity prole at constrictions in the periodic ow section is nearly parabolic for low Re numbers, and it attens at higher Re numbers. The separation region grows fast with Re, but then slower as it lls the hollow. Increasing Re number reduces the pressure drop. The highest pressure drop occurs in the constrictions, and it is followed by recovery in the divergent section of each period. Beyond Re = 158 the ow becomes unsteady. Initially, windows of steadiness are interrupted by intervals of unsteadiness. A further increase of Re number progressively makes the unsteady intervals prevail over the steady ones. This regime is currently under investigation.

References
[1] Belhouse, B.J., Belhouse, F.H., Curl, C.M., MacMillan, T.I., Gunning, A.J., Spratt, E.H., Macmurray, S.B. and Nelems, J.M., A high

Laminar Transport Processes in Ducts

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eciency membrane oxygenator and pulsatile pumping system,Trans. ASME, Artif. Internal Organs, 19(1973), p. 72, . [2] Bellinfante, D.C., Proc. Camb. Phil. Soc., 58 (1962), p. 405, . [3] Burns, J.C. and Parkes, T.,J. Fluid Mech.,29 (1967), p. 731,. [4] Chow, J.C.F. and Soda, K., Phys. Fluids, 15(1972), p. 1700,. [5] Dodson, A.G., Townsend, P. and Walters, K., Rheol. Acta, 10(1971), p. 508,. [6] FIDAP v.8.6, Fluent Inc. USA, 2001. [7] GAMBIT v.1.3, Fluent Inc. USA. [8] Greiner, M., An experimental investigation of resonant heat transfer enhancement in grooved channels,Int. J. Heat Mass Transfer, 34(1991), p. 1383,. [9] Lee, J.S. and Fung, Y.C., ASME, J. Appl. Mech., 37(1970), p.9, . [10] Nishimura, T., Bian, Y.N., Matsumoto, Y. and Kunitsugu, K.,Fluid ow and mass transfer characteristics in a sinusoidal wavy-walled tube at moderate Reynolds numbers for steady ow, Heat Mass Transfer(submitting), 2001. [11] Nishimura, T. and Kojima, N., Mass transfer enhancement in a symmetric sinusoidal wavy-walled channel for pulsatile ow,Int. J. Heat Mass Transfer, 38(1995), p. 1719, . [12] Nishimura, T. and Matsune, S., Mass transfer enhancement in a sinusoidal wavy channel for pulsatille ow,Heat Mass Transfer, 32(1996), p. 65,. [13] Nishimura, T., Oka, N., Yoshinaka, Y. and Kunitsugu, K, Inuence of imposed oscillatory frequency on mass transfer enhancement of grooved channels for pulsatile ow, J. Heat Mass Transfer, 43(2000), p. 2365,. [14] Patera, A.T. and Mikic, B.B., Exploiting hydrodynamic instabilities, resonant heat transfer enhancement,Int. J. Heat Mass Transfer, 29(1991), p. 1127,.

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Alex. M. MOREGA

[15] Ralph, M.E., Steady ow structures and pressure drops in wavy-walled tubes, J. Fluids Eng., p. 255, 1987. [16] Savvides, G.N. and Gerrard, J.H., J. Fluid Mech., 138(1984), p. 129, . [17] Sobey, I.J., On ow through furrowed channels. Part 1. Calculated ow patterns,J. Fluid Mech., 96(1980), p. 1,. [18] Stone, K. and Vanka, S.P., J. Fluids Eng., 121(1999), p. 713, . Alexandru Morega Department of Electrical Engineering, POLITEHNICA University of Bucharest 313 Splaiul Independentei, 6-Bucharest, 77206 ROMANIA E-mail: amm@iem.pub.ro, amm@alumni.duke.edu, amm@ns.ima.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 169178

Domain Decomposition Approach for 3D Flow Computation in Hydraulic Francis Turbine


Sebastian MUNTEAN, Romeo F. SUSAN-RESIGA, Ioan ANTON and Victor ANCUSA November 2, 2001
Abstract - The paper presents a methodology for computing the three-dimensional ow in a Francis turbine. The turbine domain is decomposed in two subdomains corresponding to the interblade channels for the distributor and runner, respectively. An iterative method is developed for coupling the velocity and pressure elds on the distributor-runner interface, such that a continuous hydrodynamic eld is obtain for the whole turbine domain. In order to compute a runner steady relative ow, the mixing interface approach is embedded within the iterative domain decomposition technique. Numerical results are presented for the GAMM Francis turbine and the excellent agreement with experimental data validates our methodology. Key words and phrases : decomposition 3D inviscid incompressible ow, Francis turbine, domain

Mathematics Subject Classication (2000) : 76A05

Introduction

Developments in computer software and hardware made possible the computation of three-dimensional ows in turbomachines, [5]. However, computing the real ow (viscous and turbulent) through a hydraulic turbine still requires large computer memory and CPU time. As a result, a simplied simulation technique must be employed to obtained useful results for turbine design and/or analysis, using currently available computing resources. The turbomachines ow is essentially unsteady due to the rotor-stator interaction. On the other hand, rigorously speaking, the geometrical periodicity of the stator/rotor blade rows cannot be used since there are dierences in ow from one interblade channel to another. However, with carefully chosen and experimentally validated assumptions, one can devise a methodology for computing the turbine ow, such that very good and engineering useful results are obtained. This paper presents such a methodology, and validates 169

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the numerical results with experimental data for the GAMM Francis turbine model, [4].

Figure 1: GAMM Francis turbine [5] and ow survey axes. Figure 1 shows the turbine meridian view with the actual main dimensions and the four survey axes used to investigate the velocity and pressure elds. The rst axis, AA corresponds to the distributor inlet (spiral case outlet) where the velocity eld is supposed to be known. This is the only information required for our methodology in order to compute the ow through the whole turbine. The distributor (stay vanes and guide vanes) domain, Figure 2 is conventionally bounded by the revolution surfaces generated by the axis AA and BB, and the upper/lower rings respectively. The BB axis conventionally marks the distributor outlet and runner inlet, although this choice was motivated here by the availability of experimental data. The conical surface generated by rotating the BB segment around the turbine axis plays an important role in our methodology for coupling the distributor absolute ow with the runner relative ow. The next survey axis CC is located right after the runner blades. Only velocity data are available on this axis. The last survey axis DD is conventionally considered as being the draft tube inlet. The runner computing domain, Figure 2, starts with the conical surface generated by BB and ends with a disc of radius DD. Section 2 presents the assumptions we made on the ow, as well as the boundary conditions for the distributor/runner solution domain. The iterative domain decomposition scheme, which employs the mixing interface approach is outlined in section 3. Extensive comparisons of numerical results and experimental data are presented in section 4, and the conclusions are summarized in the last section.

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Figure 2: Three-dimensional view of the distributor (left side) and the runner (right side) domains.

Absolute and relative ow equations. tions.

Boundary condi-

The governing equations for the incompressible and inviscid ow are: v = 0, d(v) = dt p + g (1)

The left hand side in the momentum equation has the following expression in the inertial frame of reference: (v) + t (vv) (2)

When the equations of motion are solved in a rotating frame of reference, the relative velocity is introduced, w = v r and the left-hand side of the momentum equation can be written as: (w) + t (ww) + 2 w + r + r t (3)

The method developed in this paper is designed to solve only for steady ows (absolute or relative), and therefore the partial derivatives with respect to time vanish in (2) and (3). The absolute ow equations are the natural choice for the distributor, but for the runner one may choose to solve either the absolute or the relative ow. Since our goal is to develop an iterative technique to couple the

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distributor and runner hydrodynamic elds, it is convenient to use absolute velocity conditions at the runner inlet section. The FLUENT code [7] is able to compute the boundary conditions for the relative velocity, when the relative ow solver is employed. However, the conditions on the blade are homogeneous for the relative ow, w n = 0, but non-homogeneous for absolute ow, v n = ( r) n. The FLUENT code chooses the suitable condition on the blade simply by specifying that this boundary be of wall type. At the runner outlet (draft tube inlet) pressure conditions should be specied. However, both numerical and engineering considerations lead to the conclusion that this is not the best choice. Numerical experiments have shown that enforcing a measured pressure distribution at the runner outlet produces spurious recirculation after the ow leaves the blades, in disagreement with the measured velocity eld. On the other hand, from engineering viewpoint, neither velocity nor pressure distributions are usually known in industrial practice. As a result, one should employ a condition that is a velocity pressure relationship. Such condition can be devised by assuming that in this section there is no radial ow, i.e. vr = 0 or negligible. The radial projection of the momentum equation becomes, vu 2 p = . r r (4)

This is the so-called radial equilibrium outlet condition. However, this condition denes the pressure up to an additive constant. Therefore, a reference pressure value should be specied at r = 0. In order to compute the 3D ow through the Francis turbine, computational domains have been dened separately for the distributor and for the runner, Figure 2. For each domain, the ow is computed separately and an iterative technique, to be presented in the next section, is used to match the pressure and velocity elds at the distributor-runner interface BB. The boundary conditions for computing the ow within a solution domain are as follows: velocity eld is prescribed on the inow section for both distributor and runner domains; pressure distribution is imposed on the distributor outlet section; radial equilibrium condition (4) is prescribed on the runner outlet section; periodic conditions are imposed on the periodic boundary;

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wall conditions (i.e. normal velocity) are imposed in the stay, guide, and runner blades, as well as on the distributor upper/lower rings and runner band and crown, respectively.

The computational domains are discretized with 3D (tetrahedral) cells and a segregated solver is used within the FLUENT code, [7]. Figure 2 shows the spatial position of the survey axes on which numerical results are presented in order to perform the comparison with available experimental data.
0.4 0.3 0.2 0.1 cu=0.219

1.1

1.05

(Sottas&Ryhming, experimental) (Muntean, numerical coupled) (Muntean, numerical segregated)

cr, cu, cz [].

cz=0.0

cp[].

0 0.1

cr=0.132 0.2 0.3 0.4 0.5

cr (Muntean, coupled)/(Muntean, segregated) cr (Sottas&Ryhming, experimental) cu (Muntean, coupled)/(Muntean, segregated) cu (Sottas&Ryhming, experimental) cz (Muntean, coupled)/(Muntean, segregated) cz (Sottas&Ryhming, experimental)
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7

0.95

0.9

0.1

0.2

0.3

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0.5

0.6

0.7

s [].

s [].

Figure 3: Velocity components (left side) and pressure coecient (right side) on the distributor inlet axis AA. Velocity components are imposed and pressure coecient is computed. On the distributor inlet section, the velocity eld is specied as shown in Figure 3. Constant velocity proles are considered for numerical simulation, although viscous eects and spiral case actual design produce a variation near the upper/lower rings. The velocity coecients values, see Figure 3, were chosen such that cr insures the global discharge measured value, cz = 0 insures a plane ow, and cu corresponds to the ideal ow angle of attack on the stay vanes. No circumferential variation of the velocity is assumed. These conditions are met by an ideal spiral case. However, the simplication we made do not signicantly aect the hydrodynamic eld, as shown by various authors [2]. Our previous results support this assertion, as shown in [6]. Note that only this velocity distribution needs to be known for the methodology we present in this paper to compute the entire turbine ow.

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Domain Decomposition Iterative Method

Since the ow computation is performed separately for the distributor and runner domains, a coupling technique is required in order to obtain a continuous velocity and pressure elds across the conical surface generated by BB. In this paper, an iterative coupling method is employed, with the algorithm outlined below. First, the distributor ow is computed, using the inlet velocity from Figure 3, and an arbitrary (e.g. constant, or experimental when available) outlet pressure distribution. Next, iterations are performed as follows: compute the runner ow, using inlet velocity distribution obtained at the distributor outlet, and the radial equilibrium outlet condition for outlet pressure; compute the distributor ow, keeping the inlet velocity constant and using the outlet pressure distribution obtained at the runner inlet. The stopping criterion is that the pressure distribution on the distributorrunner interface is practically unchanged from one iteration to another. Stability and convergence is achieved by using under-relaxation for both velocity and pressure, i.e, pout dist i = (relax)pin runner i1 + (1 relax)pout dist i1 vin runner
i

(5) (6)

= (relax)vout dist

i1

+ (1 relax)vin runner

i1

respectively. The relaxation parameter value was relax = 0.3, but further investigations can be carried out in order to speed up the convergence. Numerical investigations have shown that 5...7 iterations lead to an engineering acceptable convergence, provided that a good pressure distribution is used for the rst distributor computation. The chief diculty in using the above algorithm is related to transferring data from distributor to runner and vice versa. When looking at the Figure 2, one can easily observe that the distributor outlet surface do not match the runner inlet surface, although both lie on the same cone segment. Moreover, the distributor has 24 blades, while the runner has only 13. The problem is even more complicated by the use of an unstructured mesh. The solution is to perform a circumferential averaging, which is equivalent to the full mixing of the wakes (or any other circumferential non-uniformities). As a result, this technique is known as the mixing interface method. In order to implement the above algorithm, we have developed a FORTRAN code,

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using the IMSL library. The procedure preserves the ow rate and is called at each iteration step to perform the mixing, discharge correction, and relaxation.

Numerical Results

Extensive comparisons of numerical results with available experimental data, [1], were performed for the GAMM Francis turbine model in order to validate the above methodology. The experimental results correspond to the optimum operating point, i.e. guide vane opening 25 , discharge Q = 0.372 m3 /s and specic hydraulic energy Eref = 58.42 J/kg. In our previous work, single cascade ows and cascades in tandem [6] were investigated in order to assess the importance of the viscous eects as well as the suitable boundary conditions. On the other hand, we have performed separate computations for the GAMM Francis turbine distributor and runner, using inlet/outlet conditions according to the actual measurements. However, in practice only the distributor inlet conditions are known, and it is this methodology that allows the entire turbine ow computation without information on intermediate survey axes. This section presents our numerical results obtained with the mixing interface approach compared with previous individual distributor and runner computations, as well as with the experimental results. Note that for all following gures, segregated means separate computations for either distributor or runner, while coupled denotes results obtained with the mixing interface approach. In order to avoid confusion we mention that the same appellation is used by the FLUENT code to denote two dierent approaches to solve the ow equations, and there is no connection at all with our approach. Figure 3 (right side) presents the pressure coecient on the distributor inlet axis AA. The pressure distribution is practically constant, but the pressure level is slightly lower for the coupled approach. Since we employ an inviscid ow model, one should expect that the computed pressure should be lower than the measured value because the hydraulic losses are neglected. The dashed line was obtained by imposing the measured pressure distribution on the distributor outlet surface, according to the points from Figure 4. We mention once again that these data are not currently available in engineering practice. Moreover, when computing separately the runner ow, the pressure obtained at the runner inlet is signicantly dierent from what we have imposed at the distributor outlet. Thus, in order to obtain a continuous pressure eld an iterative coupling technique is required.

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0.70

0.65

0.4

cz, cu, cm [].

0.60

0.2
cz (Sottas&Ryhming, experimental) cu (Sottas&Ryhming, experimental) cm(Sottas&Ryhming, experimental) (Muntean, numerical coupled) (Muntean, segregated)

cp [].

0.55 (Sottas&Ryhming, experimental) (Muntean, numerical coupled) (Muntean, numerical segregated)

0.0

0.50

0.2

0.45

0.4 0.0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.40 0.0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

s [].

s [].

Figure 4: Velocity components (left side) and pressure coecient (right side) on the runner inlet axis BB. Comparison between the experimental data, the computed results and imposed conditions. Figure 4 (left side) shows the velocity prole on the mixing interface BB, corresponding to the distributor outlet and runner inlet. Note here that the dashed lines are the imposed velocity proles (in agreement with the experiment) for separate runner calculation. The actual computed results are presented with solid lines, and an excellent agreement with experimental data is observed. This is important, since correct runner results heavily rely on accurate inow conditions. Figure 4 (right side) presents the pressure distribution on the mixing interface. The numerical results are taken from the runner inlet, since the pressure is a prescribed boundary condition at distributor outlet. One can easily observe that a separate runner computation, even with a relatively good inlet velocity eld, leads to 20% error in pressure level. The coupled computation, solid line, not only eliminates the pressure discontinuity at the mixing interface, but also produces much better results in agreement with experimental data. The velocity eld on the draft tube inlet is presented in Figure 5 (left side). All velocity components are better predicted by the coupled computation, especially near the turbine axis. Once again, the separate runner computation predicts a large swirl, in disagreement with experiment. The coupled computation correctly predicts the tangential velocity, and produces a signicant improvement in axial and meridional velocity components near the turbine axis. Since the draft tube ow, and ultimately the pressure recovery coecient, depends on the amount of swirl after the runner, one can see that the coupled computation signicantly improves the absolute ow direction predictions. Note that these good results are also due to the

3D Flow Computation
0.05

177

0.6

0.4

cz (Sottas&Ryhming, experimental) cu (Sottas&Ryhming, experimental) cm(Sottas&Ryhming, experimental) (Muntean, numerical coupled) (Muntean, numerical segregated)

0.00

cz, cu, cm [].

cp [].

0.2

0.05 (Sottas&Ryhming, experimental) (Muntean, numerical coupled) (Muntean, numerical segregated)

0.0
0.10

0.2

0.4 0.0

0.2

0.4

0.6

0.8

1.0

1.2

0.15 0.0

0.2

0.4

0.6

0.8

1.0

1.2

s [].

s [].

Figure 5: Velocity components (left side) and pressure coecient (right side) on the draft tube inlet axis DD. Comparison between the experimental data and the computed results. radial equilibrium outlet condition employed on the runner domain outlet. The pressure distribution on the DD axis is shown in Figure 5 (right side). The coupled results are in excellent agreement with experiment, while the separate computation predicts a much larger pressure drop near the turbine axis, despite using the same boundary condition.

Conclusions

The paper presents a domain decomposition method, developed by the authors for computing the ow through the entire Francis turbine. Due to the current limitations in computer hardware the 3D ow computation is performed in two domains, corresponding to the distributor and runner interblade channels. The main advantage of computing the ow through the entire turbine is that only the velocity distribution at the distributor inlet (usually taken as a constant velocity prole corresponding to the spiral case outlet) needs to be known. The radial equilibrium condition employed at the runner outlet/draft tube inlet section is found to be the best choice in order to avoid spurious back ow after the runner. Extensive comparison of numerical results with experimental data is performed, in order to validate and assess the accuracy of the numerical method. As a rst conclusion, it seems that the inviscid ow model is suitable for computing the 3D hydraulic turbine ow at and around the best eciency operating point. Comparison with velocity and pressure proles on the three survey axes show an excellent agreement of the coupled computations with

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experiments. In conclusion, the method presented in this paper is a reliable and ecient tool for computing 3D turbomachinery ows. It can be easily employed for design and optimization investigations, once a 3D inviscid ow solver (e.g. the FLUENT commercial CFD code) is available. Ackowledgements This work was partially supported from the following grants: GAR No. 81/2001, ANSTI-C No. 4161/2000 and GAR No. 120/1999.

References
[1] F.Avellan, P.Dupont, M.Farhat, B.Gindroz, P.Henry, M.Hussain, Experimental ow study of the GAMM turbine model. In G.Sotas and I.L.Ryhming (eds.) 3D-computation of incompressible internal ows, Vieweg Verlag, Braunschweig, NNFM 39(1993), 33-59. [2] E.Goede, Stacking Technique for Multistage 3D Flow Computation in Hydraulic Turbomachinery. In G.Sotas and I.L.Ryhming (eds.) 3Dcomputation of incompressible internal ows, Vieweg Verlag, Braunschweig, NNFM 39(1993), 93-100. [3] S.Muntean, R.Susan-Resiga, I.Anton, V.Ancua, Mixing Interface s Method Applied to Three-Dimensional Flow Through Francis Turbine.In I.Anton, V.Ancua and R.Resiga (eds.) Proceedings of the Workshop s on Numerical Methods for Fluids Mechanics and Magnetic Liquids, Timioara, (2001), 25-44. s [4] E.Parkinson, Test Case 8: Francis Turbine, Turbomachinery Workshop ERCOFTAC II, 1995. [5] G.Sotas, I.L.Ryhming (eds.) 3D-computation of incompressible internal ows, Proceedings of the GAMM workshop, Notes Numerical Fluid Mechanics (NNFM), Vieweg Verlag, Braunschweig, 1993. [6] R.Susan-Resiga, S.Muntean, I.Anton, Analiza numeric a curgerii in a retele radiale dispuse in tandem, Grant ANSTI-C Nr. 4161, 2000. [7] ***, FLUENT 5. Users Guide, Fluent Incorporated, 1998. Sebastian Muntean Romanian Academy-Timioara Branch, Center for s Advanced Research in Engineering Sciences, Bv. Mihai Viteazul 24, 1900 Timioara, ROMANIA. E-mail : seby@acad-tim.utt.ro s Romeo Susan-Resiga, Ioan Anton, Victor Ancua s Politehnica University of Timisoara, Bv. Mihai Viteazul 1, 1900-Timioara, s ROMANIA. E-mail : resiga@acad-tim.utt.ro,anton@mec.utt.ro, ancusa@acad-tim.utt.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 179184

Approximate orthogonalization of linearly independent functions with applications to Galerkin-like discretization techniques
Elena PELICAN and Constantin POPA November 2, 2001
Abstract - Galerkin-like discretization techniques are widely used for both dierential and integral equation. They essentially use an initial set of linearly independent function and project the problem onto the linear space spanned by them. As a consequence, we get a square, nonsingular, but ill-conditioned linear system. This bad aspect is usually related to the non-orthogonality of initial set of functions. In the present paper we describe two algorithms, based on some approximate orthogonalization methods proposed by Z. Kovarik, which eliminate these diculties. We analyse their eect on the condition number of the matrix of the linear system obtained after the Galerkin discretization of the variational formulation of our problem. We describe at the end of the paper numerical experiments on the one dimensional steady state transfer equation. Key words and phrases : variational equations. approximate orthogonalization, Galerkin discretization,

Mathematics Subject Classication (2000) : 65F10, 65F20

Classical Kovariks algorithms

In the paper [3], Z. Kovarik proposed the following approximate orthogonalization algorithm: let 0 = {0 , ..., 0 } be a linearly independent system n 1 in a (real) Hilbert space (of functions) (H, , , || ||H ). For k = 0, 1, 2, . . . we consider the Gram matrix Gk associated to k , (Gk )ij = k , k and j i construct the next system k+1 by k+1 = k k where k = I + a1 H k + . . . + aqk (H k )qk 2(I + Gk )1 179 (2) (1)

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E. Pelican, C. Popa

with H k = I Gk , aj = 22j (2j)! , qk 0 positive integers and the multi(j!)2 plication in (1) dened by
n

k+1 = i
j=1

(k )ji k , i = 1, . . . , n. j

(3)

With respect to (1)-(3) the following convergence result is proved in [3]. Theorem 1. If ||G0 ||2 < 1 (4)
1

and = { , . . . , } H is the system dened by = 0 (G0 ) 2 n 1 then, for all i = 1, . . . , n


k

lim ||k ||H = 0. i i

(5)

Moreover, the elements of are mutually orthogonal. Remark 1. The norm || ||2 is the spectral norm of the matrix G0 (see e.g. [2]). The inequality (4) can be obtained by an appropriate scalling of the elements of the matrix G0 (see e.g. [6]). Remark 2. The matrices H k and k , k 0 in (2) are symmetric and positive denite (see [6] and [7]). In the particular case H = I m , the following matricial versions of R Kovariks algorithms (1)-(3) can be constructed: let A = A0 be an n m real matrix (n m) with linearly independent rows. For k = 0, 1, 2, . . . we dene the next matrix Ak+1 by Ak+1 = k Ak , k = I + a1 H k + . . . + aqk (H k )qk 2(I + Ak (Ak )t )1 , (6)

where H k = I Ak (Ak )t and aj , qk are as in (2). As a direct consequence of Theorem 1 we obtain the following result. Corollary 1. If A is the n m matrix dened by A = (AAt ) 2 A, then ||Ak A ||2 0, k . Moreover, the matrix A has mutually orthogonal rows. Remark 3. Extensions of the above algorithms (6) to arbitrary rectangular matrices can be found in the papers [6] and [7].
1

Approximate orthogonalization

181

Kovariks algorithms applied to Galerkin discretizations

Let a : H H I be a bilinear functional and f H. We consider the R variational problem: nd u H such that a(u , v) = f, v , v H. (7)

If 0 = {0 , . . . , 0 } H is as in Section 1, we construct in a classical way n 1 (see e.g. [4]) the linear system associated to (7) A0 x = b0 , where the n n matrix A0 and the vector b0 I n are dened by R (A0 )ij = a(0 , 0 ), b0 = f, 0 , i, j = 1, . . . , n. j i i i (9) (8)

As it is well known (see [4]), with some additional conditions on the bilinear form a, the approximate solution of the variational problem (7) is obtained by solving the linear system (8). But, usually the matrix A0 is ill-conditioned and this bad aspect determines a lot of computational troubles for both direct and iterative solvers. In order to avoid these diculties, we shall describe in what follows two methods for improving the condition number of A0 . Method 1. We (formally) apply Kovariks algorithms (1)-(3) to the system (discretization basis functions) k , k 0. In each case we dene the corresponding matrix Ak and the vector bk I n by R (Ak )ij = a(k , k ), bk = f, k , i, j = 1, . . . , n. j i i i (10)

Method 2. We apply the matricial versions (6) of Kovariks algorithms to the matrix A0 = A0 and 0 = b0 I n and obtain the matrices Ak and b R k I n , k 0. vectors b R Remark 4. The behaviour of the above Method 2 is completely characterized by Corollary 1 (for m = n and A replaced by A0 ). Concerning the Method 1, the following results hold. Theorem 2. In the above hypothesis, the sequences (Ak )k0 , (bk )k0 can be recursively generated as follows: Gk = k1 Gk1 k1 , Ak+1 = k Ak k , bk+1 = k bk , k = 1, 2, . . . with k dened as in (2). (11)

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Proof. Using (9), (10), (3), the bilinearity of a and the fact that 0 is symmetric, we succesively obtain (A1 )ij = a(1 , 1 ) = a( j i
n n n p=1

(0 )pj 0 , p

n q=1

(0 )qi 0 ) = q (12)

(0 )qi (0 )a(0 , 0 ) = p q pj
p,q=1

(0 )qi (0 )pj (A0 )qp = (0 )t A0 (0 )j , i


p,q=1

where by (0 )r I n we denoted the r-th row of 0 (considered as column R vector). In the same way, by taking into account that (G1 )ij = 1 , 1 and j i replacing a(, ) by , we obtain G1 = 0 G0 0 . Then, by an induction argument the rst two equalities in (11) hold. The third one is directly obtained from (10), (1) and (3). Theorem 3. If the bilinear form a is continuous on H then limk ||Ak A (a)||2 = 0, where A (a) is the n n matrix dened by (A (a))ij = a( , )i , i, j = 1, . . . , n. j Proof. From (5) and the continuity of a we get for all i, j = 1, . . . , n limk (Ak )ij = limk a(k , k ) = a( , ) = (A (a))ij . i i j i Remark 5. From (6) and (11) it results that the above two methods are almost of the same order of complexity (from the view point of the computational eort per iteration). The advantage of the Method 1 is that it is directly connected to the initial (continuous) problem (7) and the basis functions 0 . This aspect allows us to think at some similar applications for Galerkin discretizations of rst kind integral equations (see e.g. [1]).

Numerical experiments

We considered in our numerical experiments the one dimensional steady state transfer problem (with internal heat source f ) u (x) + u (x) = f (x), x (0, 1), u(0) = u(1) = 0. (13)

The variational formulation of (13) is the following (see [4]): nd u 1 1 H = H0 (0, 1) such that (7) holds with a given by a(u, v) = 0 u (x)v (x) + u (x)v(x)dx. For a given n 2, let 0 = {0 , . . . , 0 } be the set of 1 n1 picewise linear nite element basis functions (see [4]). According to (9) we obtain the linear system of the form (8) associated to the variational 1 formulation (7) of (13). On H = H0 (0, 1) we considered the scalar product

Approximate orthogonalization
1

183

(see [4]) u, v = 0 u (x)v (x)dx. For improving the condition number of the matrix A = A0 we used the following algorithms A1 and A2, which correspond to the methods 1 and 2 from Section 2, respectively. In both algorithms we used only the rst Kovarik algorithm from (2) and (6), with qk = 2, k 0. 1 Algorithm A1. Set A0 = A, G0 = 2 (A0 + At ) and for k = 0, 1, 2, . . . do 0 1 3 H k = I Gk , k = I + H k + (H k )2 , Gk+1 = k Gk k , Ak+1 = k Ak k . 2 8 Algorithm A2. Set A0 = A and for k = 0, 1, 2, . . . do 1 3 H k = I Ak (Ak )t , k = I + H k + (H k )2 , Ak+1 = k Ak . 2 8 We made numerical experiments for three dierent values of the convection constant . For each value of we constructed the mesh size h = 1/n such that the Peclet constant, P e = h rests in the interval (0, 2) (which ensures the stability of the computed solution (see [4]). In the second row of each of the Tables from 1 to 6, starting with column 3, we indicated, in boldface the numbers of Kovariks algorithm sweeps inside the algorithms A1 and A2. All the other numbers in columns from 3 to 9 represent the corresponding values of the spectral condition number of Ak , given by k2 (Ak ) = ||Ak ||2 ||A1 ||2 . All the numerical experiments have been made k with the numerical linear algebra software OCTAVE. n 200 100 66 Pe 0.5 1 1.5 Table 0 998.68 250.12 110.37 1. Algorithm A1 with = 100 4 7 10 12 14 41.578 23.58 11.71 3.587 1.562 23.7 1.34 5.1245 2.4987 1.158 16.8 5.5 1.01 1.01 1.01 15 1.5614 1.154 1.01

n 300 150 100

Pe 0.5 1 1.5

Table 2. Algorithm A1 with = 150 0 4 7 10 12 14 1508.6 130.74 19.851 14.567 6.5136 5.2143 377.47 70.5 18.9 12.234 4.265 3.265 168.11 25.47 8.008 6.25 3.564 2.456 Table 3. Algorithm A1 with 0 4 7 10 2514 338.952 12.674 5.1 962 287.62 26.81 6.9876 84.375 15.74 5.012 1.09 = 200 12 14 4.775 3.5621 6.1423 4.52 1.0567 1.057

15 5.2143 3.114 2.456

n 400 200 133

Pe 0.5 1 1.5

15 3.5621 2.16 1.057

184

E. Pelican, C. Popa Table 4. Algorithm 0 4 7 998.68 323.19 49.040 250.12 80.957 12.304 110.37 35.737 5.4699 Table 5. Algorithm 0 4 7 1508.0 488.0 74.045 377.47 122.16 18.548 168.11 54.452 8.2870 A2 with = 100 10 12 14 7.4744 2.2417 1.0405 2.0063 1.0197 1.0 1.1485 1.0 1.0 A2 with = 150 10 12 14 11.256 3.2781 1.2041 2.9062 1.1349 1.0 1.4661 1.0006 1.0

n 200 100 66

Pe 0.5 1 1.5

15 1.0001 1.0 1.0

n 300 150 100

Pe 0.5 1 1.5

15 1.0108 1.0 1.0

n 400 200 133

Pe 0.5 1 1.5

Table 6. Algorithm A2 with = 200 0 4 7 10 12 14 2514 1178 52 5 4 1.4 962 349.876 23.73 6.9 4.965 1.9345 84.375 29.631 4.5546 1.0729 1.0 1.0

15 1.05 1.0612 1.0

References
[1] Engl, H.W. Regularization methods for the stable solution of inverse problems, Surv. Math. Ind., 3(1993), 71-143. [2] Golub, G.H., van Loan, C.F. Matrix Computation, The Johns Hopkins Univ. Press, Baltimore, 1983. [3] Kovarik, Z. Some iterative methods for improving orthogonality, SIAM J. Numer. Anal., 7(3)(1970), 386-389. [4] Oden, J.T., Reddy, J.N. An Introduction to the Mathematical Theory of Finite Elements, John Wiley & Sons, Inc., 1976. [5] Popa, C. Least-squares solution of overdetermined inconsistent linear system using Kaczmarzs relaxation, Intern. J. Comp. Math., 55(1995), 79-89. [6] Popa, C. Extension of an approximate orthogonalization algorithm to arbitrary rectangular matrices, Linear Alg. Appl., 331(2001), 181-192. [7] Popa, C. A method for improving orthogonality of rows and columns of matrices, Intern. J. Comp. Math., 77(2001), 469-480. Elena Pelican, Constantin Popa Ovidius University, Blvd. Mamaia, No 124, 8700- Constanta, Romania E-mail: epelican@univ-ovidius.ro, cpopa@univ-ovidius.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 185192

Appearance of pores through black lipid membranes due to collective thermic movement of lipid molecules
Dumitru POPESCU, Stelian ION and Maria Luiza FLONTA November 2, 2001

Abstract - In this paper we pointed out a new mechanism of stochastic pore appearance through black lipid membranes, based on normal movement of lipid molecules on lipid bilayer. For this aim we used a naturally condition consisting in: the change of total deformation energy of lipid bilayer to be less then thermic energy of all molecules belonging to deformed region on bilayer surface. From this condition we obtained the following data: the radius of collective movement region, the wave length spectrum of bilayer deformation, both compatible with pore formation, as the pores radius. These results was obtained as function on bilayer thickness, cross section area of lipid molecules, temperature and parameters characterizing inter-molecular forces. Key words and phrases : lipid bilayer, stochastic pores, thickness uctuation

Mathematics Subject Classication (2000) : 65H05, 92C10

Introduction

The mechanism of pore formation through lipidic bilayers is not well known. One of the proposed mechanism of pores appearance is based on structural defects which may form in the ordered structure of lipid bilayers [2]. There are two ways for defect generation. One way consists in lateral movement in opposed directions of two or three neighboring molecules giving birth to a free lipid region. Another way is that of cluster formation. It is known that the lipid matrix of natural membranes is composed of many type of lipids. Due to lateral movement and selective association between lipids it is possible the clusters formation [18]. The region between neighboring clusters is a defect. On the other hand the lipid movement normal to the bilayer surface results in uctuation of its thickness [10, 11, 15]. These uctuations are the collective motion of phospholipid molecules as a consequence of intramoleculare forces. Colective motion normal to bilayer surface is another way for 185

186

D. Popescu, S. Ion and M. L. Flonta

pores formation [17]. A model based on selfoscillation of lipid bilayer was proposed [17]. In all model of pores formation were tacitly neglected the bilayer elastic properties. Theory of elastic properties of liquid crystals is well developed [9, 20]. But elastic theory was used for membrane thickness uctuations [10, 11] and for calculation of deformation energies of bilayer membrane and its eect on gramicidine channel properties [6].

Free Energy Variation

In this paper we will consider the plan bilayers in which the hydrophobic chains are normal to lipid bilayer. In this case the lipid bilayer is as a liquid crystal of type smectic A. The elasticity theory well-developed for liquid crystals by de Gennes [9], may be applicable to plan lipid bilayers. In the initial state the bilayer surfaces are plane and his free energy is minimum. After a perturbation the surface of a monolayer move with the distance u(x,y) from initial position. According to Huang theory [14] the free energy change per surface unit is: F = hB u h
2

+ hK

2u 2u + 2 x2 y

u x

u y

(1)

In smectic liquid crystals there are three ways of free energy change due to the change in thickness and the change in surface area. Thickness change produces a compression and a modication of the axis of the molecule. The last modication is known as splay distortion. In the formula of free energy change due to a perturbation of u(x, y) amplitude the rst term represents an elastic energy for compression of layer and is characterized by compression elastic constant B; the second term represent the elastic energy for splay distortion and is characterized by elastic coecient K; the third term is the free energy of supercial tension change characterized by coecient of surface tension . In our case the deformation of a halfbilayer has a cylindrical symmetry, so the total free energy change of a deformation of a surface of radius R at the level of the plane surface is:
1

F = 2
0

u2 + hK h

u 2u + 2 rr r

u r

rdr

(2)

We consider only a local deformation of a membrane surface having a form of wave of length , with amplitude equal to half thickness of bilayer h: u(r) = h cos 2r (3)

Pores through black lipid membranes We are interested to nd the parameters and R that satisfy : 2a R2
R 0

187

rF (r, )dr = (3N Ng 4)

kT 2

(4)

Where, N is number of atoms from a molecule and Ng is the number of the internal bonds of the molecule. For simplicity we suppose that 3N Ng 4 = 6 . After some cumbersome calculus the last equation can be written as: a0 (y)x4 + b0 (y)x2 + c0 (y) = 0 (5) Where the functions a0 , b0 , c0 and the variables x, y are given by: 2 2 ,y=R 1 cos 2y 1 sin2 ty K sin 2y 4 3 dt a0 (y) = 1+ + 2 Bh2 y 2y 2 y 0 t sin 2y cos 2y 1 b0 (y) = 1 Bh y 2y 2 sin 2y cos 2y 1 kT + c0 (y) = 1 + (3N Ng 4)) 2 y 2y Bha x=h

(6)

Unfortunately the equation (4) is too complicate to obtain an explicit formula for the unknowns and R but it can be obtained a parametrical representation. In order to solve it we consider x as unknown and y as parameter so, our equation is reduced to an algebraic equation for x that can be solved very easy. Since the functions a0 and b0 are always positives the equation has the solutions only if the function c0 is negative. If this condition is satised there is only one positive solution. The parametric form of it is given by: 1 2 (y) 4a (y)c (y) b0 (y) + b0 0 0 (y) = 2h 2a0 (y) R(y) = y(y) 2 (7)

The Analyse of Thickness Fluctuations which can Generate Transbilayer Pores

We selected a reference bilayer with its unsolved hydrophobic core thickness of 28.5, coresponding to hydrophobic channes of 11 methilene groups. A

188

D. Popescu, S. Ion and M. L. Flonta

The cross section area of polar group a is equal to 19.3, and temperaA ture is 300K. The other parameters from eqution (4) characterizing the intermolecular forces have the following values: the splay coecient K = 0.933 1011 N, the compression coecient B = 5.75 107 N/m2 and the coecient of supercial tension, , is equal to 15 104 N/m. Solving the equation (4) for the reference bilayer we have found both the radius, R, of bilayer surface involved in collective thermal motion and wave length, , of the bilayer deformation for which the transbilayer pores can appear.

Fig.1 The dependence of deformation wave length on the radius of perturbed surface.

The dependence between these solutions R = R() was represented in g. 1 and the signicant values of them are written in the table I. Also , besides R and the table contains the number of the molecules implied in the collective motion and the deformation energies. The values was calculated when the deformation energy equals to the thermal energy of all molecules involved in collective thermal motion. The reference bilayer is characterized by 2h=28.5 , ao =19.3 2 , T=300 K, A A

Pores through black lipid membranes K = 0.983 1011 N, B = 5.36 107 N/m2 , = 15 104 N/m Table I
Parameters 2h=28.5 A 2h=25 A ao =38.62 A T=320 K m 2:1 M 53.65-59.00-193.13 47.30-50.81-156.26 72.62-125.1-166.27 52.38-56.72-215.82 Rm R2:1 RM 12.76-15.06-29.39 1.02 25.24 23.2-34.12-58.32 9.91-10.74-28.10 Em E2:1 EM /kT 79.52 -110.81-421.83 0.51 311.02 131.3-284.23-830.53 47.94-56.37-385.64

189

N 27-137 .17- 104 52-277 16-128

The lipid molecules have to move simultaneously perpendicular to surface bilayer in order to cause the transbilayer pores appearance, belong to the region of radius R. Their number N is equal to R2 /ao . For the reference bilayer, studied here, the number of molecules is N (0.17, 104) (Tab.I). But the radius of perturbed surface cant be smaller than the radius of the cross section area of polar group, so the smallest radius of the A perturbed region has to be equal to Rgp = a0 / = 2.479. In the case of lipid bilayers for which the minimum radius is smaller than Rgp we can arm that even a single lipid molecule can move up to the middle of the bilayer. It is possible that this molecule to pass in the other monolayer of the bilayer, that is equivalent to the ip-op diusion, a known process in the membrane biophysics. On the other hand, looking at the g. 1, we can observe that the functions R = R() and = (R) are not one-to-one for all values of the corresponding variable. In the table I, the solution of eq.(4) and the other parameters were written in special way. Beside their extreme values which dene the real interval, there is an internal values which divides each range in two sub-intervals. On the rst sub-interval the dependence in not unique. For example, for each value of belonging to the range (m , 2:1 ) the radius R takes two values. This is very interesting from the point of view of the pores appearance, because for each of these values it is possible to appear two dierent pores. In order to see the effect of hydrophobic core thickness on the transbilayer pore appearance, we solved the equation (4) for the2h = 25. The change of cross section of A polar group has an important eect on both radius of perturbed surface and wave length of deformation. In order to see this eect the equation (4) was solved for a0 = 38.62 , the other parameter remaining unchanged. ComparA ing the graph drown for reference bilayer (a0 = 19.32 ) with graph for the A 2 ) one can see three essential modications: phospholipid bilayer (a0 = 38.6A The size of perturbed surface increases. In the last case R (15.88, 55.81) A (Tab.I). Much more lipid molecules have to involved in collective thermal motion to generate transbilayer pores: N (52, 277)

190

D. Popescu, S. Ion and M. L. Flonta

Because Rm = 15.18 the ip-op diusion isnt take place; A The uniqueness interval of R and for the corresponding function increases. The temperature increase inuences only the wave length of deformation.

CONCLUSIONS

This work may be continued with the analyse of eect of bilayer elastic properties and surface tension on the transbilayer pore formation. Also the pore radius may be calculated.

References
[1] Alvarez, O., and R. Latore, Voltage-dependent capacitance in lipid bilayers made from monolayers, Biophys. J, 21(1978),1-17. [2] Abidor, I. G., V. B. Arakelian, L.V. Chernomordik, Yu. A. Chizmadzhev, V. F. Pastushenko and M.R. Tarasevich, Electric breakdown of bilayer lipid membranes. I. The main experimental facts and their qualitative discussion, Bioelectrochem. and Bioenerg., 6(1979), 37-52. [3] Buldt, G., H. U. Gally, A. Seeling, J. Seeling, and G. Zaccai, Neutron diraction studies on selectivity deuterated phospholipid bilayers, Nature (London), 27(1978), 182-184. [4] Chizmadzhev, Yu. A., V. B. Arakelian, V. F. Pastushenko, Electric breakdown of bilayer lipid membranes. III. Analysis of possible mechanism of defect origination, Bioelectrochem. and Bioenerg., 6(1979), 63-70. [5] Dilger, J. P., The thickness of monoolein lipid bilayers as determined from reectance measurements, Biochim. Biophys. Acta, 645(1981), 357-363. [6] Elliot, J. R., D. Needham, J. P. Dilger, and D. A. Haydon, The effects of bilayer thickness and tension on gramicidin single-channel lifetime,Biochim. Biophys. Acta, 735(1983), 95-103. [7] Engelman, H., H. P. Duwe, and E. Sackman, Bilayer bending elasticity measurement by Fourier analysis of thermally excited surface undulations of accid vesicles, J. Physique Lett.,46(1985), L-395-L-400.

Pores through black lipid membranes

191

[8] Fettiplace, R., D. M. Andrews, and D.A. Haydon, The thickness, composition and structure of some lipid bilayers and natural membranes,J. Membr. Biol., 5(1971), 277-296. [9] de Gennes, P. G., The Physics of Liquid Crystals, Clarendon Press, Oxford, 1974. [10] Hladky, S. B., and D. W. R. Gruen, Thickness uctuations in black lipid membranes, Biophys. J., 38(1982),251-258. [11] Hladky, S. B., and D. A.Haydon, Ion movement in gramicidin channels, Current Topics in Membrane Transport, 21(1984), 327-372. [12] Helfrich, P., and E. Jakobsson, Calculation of deformation energies and conformations in lipid membranes containing gramicidin channels, Biophys. J., 57(1990), 1075-1084. [13] Helfrich, W., Elastic properties of lipid bilayers: theory and possible experiments, Z. Naturforsch, 28C(1973), 693-703. [14] Huang, H.W., Deformation free energy of bilayer membrane and its eect on gramicidin channel lifetime, Biophys. J., 50(1986), 10611070. [15] Miller, I. R., Energetics of uctuations in lipid bilayer thickness,Biophys. J., 45(1984), 643-644. [16] Neher, E.,and H. Eibl, The inuence of phospholipid polar groups on gramicidin channels,Biochim. Biophys. Acta, 464(1977), 37-44. [17] Popescu, D. C. Rucareanu and Gh.Victor, A model for appearance of the statistical pores in membranes due to the selfoscillations, Bioelectrochem. and Bioenerg., 25(1991), 91-105. [18] Popescu, D., Gh. Victor, Association probabilities between the single chain amphiphiles into a binary mixtures, Biochim. Biophys. Acta, 1030(1990), 238-250. [19] Schneider, M. B., J. T. Jenkins, and W. W. Webb, Thermal uctuations of large quasi-spherical bimolecular phospholipid vesicles, J. Physique, 45(1984), 1457-1472. [20] Stephen, M. J., and J. P. Straley, Physics of liquid crystals, Rev. Mod. Phys., 46(1974), 617-704.

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D. Popescu, S. Ion and M. L. Flonta

[21] White, S. H., Formation of solvent-free black lipid bilayer membranes from glyceryl monooleate dispersed in squalene, Biophys. J., 23(1978), 337-347. Dumitru Popescu, Maria Luiza Flonta Centre of Neurobiology and Molecular Biophysics, Faculty of Biology, University of Bucharest, Spl.Independentei, nr.91-95, Bucharest, Romania. Stelian Ion Institute of Applied Mathematics ,, Caius Iacob Calea 13 Septembrie, No. 13, Sector 5 Bucharest, P.O. Box 1-24, 70700 E-mail : istelian@gheorghita.ima.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 193198

Optimality and Non-Optimality Criteria for Singular Control


Mihai POPESCU November 2, 2001

Abstract - The non-negativity, respectively, negativity conditions of the second variation of the performance index, give the sucient optimality and non-optimality criteria for the singular control. Key words and phrases : singular control, second variation, performance index

Mathematics Subject Classication (2000) : 34H05

Introduction

Maximum Principle gives a necessary condition for the optimality of the admissible trajectories. Among the trajectories satisfying the Maximum Principle, there are ones for which the associated control is not determined by this principle; these are the singular extremals. The singular case is proper to dierential systems, linear in the control variable, and corresponds to the vanishing of the Huu . This fact renders improper the use of the well-known Riccati matrix equation, whose solution of which allows the optimality analysis for the non-singular case. The practical problems involving singular control appear in the spatial dynamics. Thus, the trajectories for rocket, having limited thrust, exhibit a singularity with respect to the fuel consumption. Lawden (1963) showed that the singular arc of intermediate thrust satises the Pontryagins principle and hence may minimize the fuel consumption in the orbital transfer with nal time not precised. By using the generalized Legendre-Clebsch conditions Kelley (1967) proved non-optimality of the intermediate thrust arc (Lawdens spiral). In 1971, Bell showed the nonoptimality of Lawdens spiral by the construction of a state variation class. At last, Gift (1993) [6] also achieved the necessary second order optimality conditions and proved the non-optimality of the intermediate thrust arcs of the Lawdens spiral. The objective of the present study is to develop an optimality and non-optimality analysis model for singular control. This 193

194

M. Popescu

consists in the construction of the symmetrical matrix P(t) which satises the sucient optimality and non-optimality criteria.

2
Let

The optimal control problem


x = f (x, u, t) (1)

be a system submitted to the constraints x(t0 ) = x0 , where x = (x1 , x2 , . . . , xn )T X, u = (u1 , u2 , . . . , um )T U (3) [x (tf ) , tf ] = 0, (2)

stand for the state vector and control vector, while f and are column vectors of dimension n and s, respectively. The initial time t0 and the initial state x0 are specied, while the nal time tf may be or not specied. Consider the performance index of the form
tf

J = F [x (tf ) , tf ] +
t0

f0 (x, u, t)dt,

(4)

where F and f0 are the scalar functions at least twice continuously dierentiable in each of their arguments. The optimal control problem is stated as follows: Given equation (1), and the conditions (2), nd the control u U such that the performance index (4) be minimized. The use of dierential constraints (1) and nal condition (2) requires the transformation of the performance index in the extended form:
tf

J = F +

t=tf

+
t0

H (x, u, , t) T x dt,

(5)

where H (x, u, , t) = f0 (x, u, t) + T f (x, u, t), denotes a n order vector of Lagrange, time dependent multipliers, while is a constant, s order vector. For the purpose of evaluating the second order variation, the control vector family u(t, ) is dened, and the associated state vector is x(t, ).

Optimality and Non-Optimality Criteria By Taylors series development, one obtains: J() = J(0) + J1 + 2 J2 + . . . .

195

(6)

The optimality conditions required to the optimal control vector u(t, 0) to minimize the functional J become: J1 = 0, J2 0. (7) The rst eq. (7) leads to the transversality conditions. For tf specied, it results:
tf

J2

=
t0

1 T 1 x Hxx x + uT Hux x + uT Huu u dt 2 2 .


tf

(8)

1 + xT Fxx + T xx x 2

Singular control with nal constraints

For the singular control (Hu = 0, Huu = 0, t [t0 , tf ]) the second variation, Eq. (8), becomes:
tf

J2 =
t0

1 1 T x Hxx x + uT Hux x dt + xT Fxx + T xx x 2 2

. (9)
tf

and the following relations hold x = fx x + fu u, x (t0 ) = 0, (10) (11) x x|tf = 0.

In order to satisfy the nal constraints (Eq. (2)) and the variation (Eq. (11)), the admissible control is dened by u0 (t) + u(t) U1 U2 , where U1 = {u(t); U2 = {u(t); ui ui (t) ui , [x (tf ) , tf ] = 0, t [t0 , tf ] , x = f (x, u, t), i = 1, . . . , m} , x (t0 ) = x0 } . (12) (13)

Taking into account the constraints (10), the second variation (9) is expressed as
tf

J2

=
t0

1 T x Hxx x + uT Hux x 2 +T (fx x + fu u x) dt .


tf

(14)

1 + xT Fxx + T xx x 2

196

M. Popescu

Finally, integrating the last term in the integrand by parts, and choosing = 1 P(t)x, the integrand of the expression (14) is one quadratic form in 2 x and u, P(t) is a continuously dierentiable, simetric matrix function of time. Furthermore, it is easy to verify that
tf

J2

=
t0

1 T T x P + Hxx + fx P + Pfx x 2
T +uT Hxx + fu P x dt

(15) .
tf

1 + xT Fxx + T xx P x 2

Likewise, the relation (11) of the nal conditions variation is satised; i i consequently: s x xi (tf ) + n i=s+1 x xi (tf ) = 0 or i=1 M1 xs (tf ) + M2 xns (tf ) = 0, (16)

i k where M1 = xj , i, j = 1, 2, . . . , s, M2 = xl , l, k = s + 1, s + 2, . . . , n

and xs = (x1 , x2 , . . . , xs )T , xns = (xs+1 , xs+2 , . . . , xn )T . If M1 is non-singular, from (16) we get xs (tf ) = M1 M2 xns (tf ) , 1 which implies xs (tf ) M1 M2 1 x (tf ) = = xns (tf ) . xns (tf ) I (18) (17)

Optimality conditions for singular control

This result provides


tf

J2

=
t0

x u

T P + Hxx + fx P + Pfx T Hux + fu P

T Hux + fu P 0

x dt u .
tf

(19)

1 (xns )T MT Fxx + T xx P M (xns ) 2

Optimality and Non-Optimality Criteria The non-negativity of the second variation (19) holds if
T P + Hxx + fx P + Pfx 0 T Hux + fu P = 0

197

for all

t [t0 , tf ] ,

(20) (21) (22)

for all

t [t0 , tf ] ,
tf

Fxx + xx P M

0.

The inequalities (20), (21), (22) represent the sucient optimality conditions of the partial singular control.

Non-optimality conditions for singular control

For x = 0 suciently small the prevailing term in the second variation expression is
tf

I=
t0

T uT Hux + fu P xdt.

(23)

We consider the control variation dened by u = k 0 for for t [t1 , t1 + t] [t0 , tf ] t [t0 , tf ] \ [t1 , t1 + t] , (24)

where k is an arbitrary constant and t > 0 with t = 0, so that we may write


t1 + t1 + T

I() =
t1

Hux +

T fu P

xdt =
t1

G(t, )dt,

(25)

T where G(t, ) = kT Hux + fu P x. Taking into account that I() is an integral with parameter and x(t1 )0, we have: T T I (0) = 0, I (0) = kT Hux + fu P x = kT Hux + fu P fu k t=t1 .

Developing in Taylor series, we obtain I=

t=t1

1 T T k Hux fu + fu Pfu k2 2

.
t=t1

(26)

Since any point of the interval [t0 , tf ] may be chosen as t1 , the second variation sign is the same with the sign of I, given by (26). Consequently, the negativity of the second variation is ensured by satisfying the inequalities
T P + Hxx + fx P + Pfx 0

for all

t [t0 , tf ] ,

(27)

198

M. Popescu
T Hux fu + fu Pfu < 0

for all

t [t0 , tf ] ,
tf

(28) (29)

Fxx + xx P M

0,

which represent sucient non-optimality conditions for the singular control.

References
[1] Archenti, A. R., and Vinh, N. X., Intermediate Thrust Arcs and their Optimality in a Central, Time-Invariant Force Field, J. Opt. Th. Applic., 11(1973), 293304. [2] Bell, D. J., The Non-Optimality of Lawdens Spiral, Astronautica Acta, 16 (1971), 317324. [3] Bell, D. H., and Jacobson, D. H., Singular Optimal Control Problems, Academic Press, New York, 1975 (Chap. 2, pp. 3756; Chap. 3, pp. 92 94). [4] Gabasov, R., and Kirillova, F. M., High-Order Necessary Conditions for Optimality, SIAM Journal and Control, 10 (1972), 127168. [5] Lawden, D. F., Calculation of Singular Extremal Rocket Trajectories, Journal of Guidance, Control and Dynamics, 5 (1992), 6, 1 3611 365. [6] Gift, J. G., Second Order Optimality Priciple for Singular Control Problems, Journal of Optimization Theory and Applications, 76 (1993), 3, 477484. [7] Popescu, M. E., Optimal Control in Pursuit Problem, Journal of Guidance, Control and Dynamics, 15 (1992), 6, 661665. [8] Popescu, M. E., Applications of Canonical Transformation in Optimizing Orbital Transfers, Journal of Guidance, Control and Dynamics, 20 (1997), 4, 774779. [9] Popescu, M. E., Optimal Transfer from Equilateral Libration Points, Acta Astronautica, 15 (1987), 4, 209212. [10] Popescu, M. E., Functional Analysis Methods in the Study of the Optimal Transfer, Journal of Guidance, Control and Dynamics, 13 (1990), 2, 374376. [11] Popescu, M. E., and Pelletier, F., Optimal Control for a Lagrangian Functional, Nonlinear Analysis,(to appear). Mihai Popescu Institute of Applied Mathematics of the Romanian Academy, Bucharest, ROMANIA E-mail: mpop@ns.ima.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 199204

The study of the water stability in canals with rectangular cross section by means of frequency analysis
Lucica ROSU, Liliana SERBAN, Dan PASCALE, Cornel CIUREA, Carmen MAFTEI November 2, 2001

Abstract - The movement of water inside irrigation canals with automatic controllers occurs in unsteady ow state, due to variations of the consumed ow and to the operation of the gates. The basic equations of the unsteady water motion are the Saint-Venant equations, non-linear equations of the hyperbolic type. The mathematical model of the automatic system was obtained by analytical integration. The study of the operation system, by means of frequency analysis, supposes the study of the solutions of the equations, which dene the unsteady motion. The paper outlines the inuence of some parameters of the canal on the automatic negative feedback system stability, in the case of BIVAL control Key words and phrases : bility in irrigation canals. unsteady water motion; analytical integration; water sta-

Mathematics Subject Classication (2000) : 76A05

Introduction

The basic equation of the unsteady water motion in open canals, are the Saint-Venant equations, which form a system of non-linear equations, with variable coecients, belonging to the dierential equations, of the hyperbolic type. The mathematical model of the automatic system (composed of the assembly canal-regulator) was obtained by analytical integration. The analysis of the operation system suppose the study of the solutions of the equations which dene the unsteady motion, (t), for the level disturbance and q(t). 199

200

L. Rosu, L. Serban, D. Pascale, C. Ciurea, C. Maftei

The mathematical model

The basic equations of unsteady water motion (the Saint-Venant equations) are: the dynamic equation (1) and the continuity equation (2): Z 1 V 1 V V Q2 + + + 2 =0 s g t g s K (1)

A Q + =0 (2) t s In these two equations, the following hydraulic elements are functions of space(s) and of time (t): Z = Z(s, t) - the water level measured to a datum; Q=Q(s, t) - the water discharge; V =V (s, t) average velocity of water; J=J(s, t) - hydraulic slope of the stream (J=Q2 /K 2 ), A=A(s, t) -the cross sectional area of ow; K=A C R - the conveyance factor of the canal section; C=Ry /n-Chzys resistance factor , where, n -roughness factor and e g- the acceleration due to gravity. The initial conditions are known for: Q=Q0 (s) and Z=Z0 (s) when t=0. The upstream and downstream boundary conditions are the canal check-gate structures, for which the opening is determined by the selected control method. Starting with the observation of the periodicity of the consumption ow rate and level variation charts, for the linearizing of the Saint-Venant equations the main hypotheses of the low-amplitude oscillation theory and the property of Fourier transform are applied. The initial reference state is considered the state of permanent motion. Non-linear equations with variable coecients, (1) and (2), become linear equations of second order with constant coecients, which make possible to obtain the general solutions for the periodical motion case. All reference values, characteristic for the permanent state, are put down namely Q0 , h0 , A0 , V0 , K0 , as well as the values called disturbances, namely q, , a, v, k. At a given moment, t, the characteristic quantities will be: Q = Q0 + q; h = h0 + ; A = A0 + a; V = V0 + v; K = K0 + k. The linearized equations of the unsteady motion and their solutions, q(t)and (t), are achieved for two special situations: equation (3) and (4) for the axis s orientated in wave motions direction and equation (5) and (6) for the axis s orientated in the opposite direction of the wave motion: 2 2 2 c2 V02 2 + 2 V0 + + =0 2 t s s t s t B0 q + =0 t s (3) (4)

Water stability in chanel 2 2 2 c2 V02 2 2 V0 + =0 2 t s s t s t B0 q + =0 t s

201

(5) (6)

In these equations, c is the progressive waves velocity, B0 is the canal width on water plane, while and are coecients which depend on the geometrical and hydraulic elements of the canal. The solutions of wave motion, for automatic controller BIVAL type, from the linearized equations (3), (5) and q from (4), (6), are achieved imposing the initial conditions and boundary or the conjugation conditions, specic to this controller type. The BIVAL control concept (Figure 1) determines the canal check gate opening, a, based on the variation of two levels in the downstream canal pool: at the upstream end, Zu , and at the downstream end, Zd . The water-checked level, Zi , is given by the relationship: Zi = k Zu + (1 k) Zd Where: k- the weight coecient (0 < k < 1). (7)

Fig.1

Assuming that qd i is a variation of water discharge in the downstream section of the pool, produced at a certain moment ti, then the correction value which must be given to the gate opening, a(ti ) , is: a(ti ) = 1 a0 qu i (t u i ) + a0 2 h0 Q0
(t )

(t )

(8)

202

L. Rosu, L. Serban, D. Pascale, C. Ciurea, C. Maftei

Where: u (ti) the water-level variation and qu (ti) - the water discharge variation at the upstream end of the canal pool; a0 -initial opening of the gate; h0 -the initial head dierential: h0 = ZA Zo,u ; ZA = ct - the water level into the upstream reservoir of the pool, Zo,u -the water- level at the upstream end of the canal pool; Q0 -the initial water discharge through a check gate. In the case of BIVAL control concept, the level variation at the upstream and downstream end of the pool, u and d , are determined from the expression of the general solutions of the motion equations: d (s, t) = a1 ep1 s cos (t + q1 s + 1 ) + a2 ep2 s cos (t + q2 s + 2 ) u (s, t) = a1 e
p2 s

(9)

cos (t q2 s + 1 ) + a2 e

p1 s

cos (t q1 s + 2 ) 10) (

In the above equations: a1 , a2 , 1 , 2 are integration constants; is the oscillation frequency (according to the period of the discharge and level functions); the terms p1 , p2 , q1 , q2 , are amounts depending on the geometric and hydraulic characteristics of the canal.

The study of the water stability in canals

Automatic negative feedback control hydraulic systems rise an important theoretical and practical problem, that of operational stability. The study for wave motion stability was based on the method of linear system analysis in frequency range. The operational analysis of such a system implies the study of the solutions the equations describing motion, (t) and q(t). The automatic hydraulic system is stable at low input value (ow rate q(t)) perturbations, if the output value (water level (t)) perturbations dampen in time. The same system becomes unstable at low perturbations if the(t) perturbation increases indenitely in time. The pulsation of the sine input signal, qo (t), having a unitary amplitude and leading to maximum values of the output signal amplitude, (t), represents the resonant pulsation of the system. This pulsation highlights the systems unsteady state. The system state at dierent pulsation (/24 div 15) of the sinusoidal input signal with unit amplitude, qo , was examined by analyzing the system response that means water level variation at the pool end, u and d . The analysis revealed either the way in which the parameter k (weight coecient) and S (bottom slope of canal) aect the system stability or the resonant pulsation values at which the system loses its stability. In the harmonic analyses of the function qo (t), it was considered a

Water stability in chanel

203

number n=12 of harmonics. In these conditions, the time unit interval took values from t=2 hours, for the pulsation =/24 (the period of sine signal T =48hours), to t=20seconds, for the pulsation =15 (T =8 minutes). The system behavior, at high and low frequency, is represented in the graph in the Figure 2.

Fig.2

It was considered a single canal pool of rectangular cross section (supplied from a constant-level upstream reservoir) with the length L=1000m, the bottom canal width, b=1m, the water depth h=1.75m, the side slope m=0, the bottom slope of canal S=0.005%, the roughness n=0.02, the downstream customer discharge Qd =1m3 /s and H=0, 137. The Froude number has the expression H=Vo /c , where, Vo -average velocity of water at initial moment; c- the celerity for small gravitational wave.

Fig.3

The parameter u, a measure of the ow resistance, is dened by the relationship u=2 g So L/Vo2 , where So - the initial energy gradient and

204

L. Rosu, L. Serban, D. Pascale, C. Ciurea, C. Maftei

g- the acceleration due to gravity. In this graph is presented the water level variation , as a function of the pulsation and the weight coecient k. It may be noticed that for the value k=0, 5 the resonance phenomenon occurs at the pulsation =7. The change of upstream gate opening, a, in the case of rectangular cross section of the canal (h=1.75m) is represented in the Figure 3. The input values were: Qd =1m3 /s; q=1m3 /s; S=0.019; b=1m; m=0; n=0.02; h=1.75m; H=0.32; u=37, 48 (for k=0.5); u=18, 64 (for k=0) and u=18.64 (for k=1). The upstream gate opening curve, a, reveals the unstable behavior of the system at high pulsation (=6div 15).The same conclusion regarding the unstable operation of the upstream command control system can be found out in the references [1].

Conclusions

The use of frequency analysis of the automatic feedback controllers operation assumes certain facility: hold out the possibility to obtain very useful information concerning the inuence of dierent geometrical and control parameters on the wave-motion stability and to obtain a global image of these physical phenomenon progress. It was emphasized the unstable operation of the BIVAL command control system at a high pulsation (=6div 15), for the weight coecient k=0. The same conclusion, regarding the unstable operation of the upstream control system, can be found out by analysis of the graph of the water level variation ||max at the end pool, in case of a short pool, for k=0.5. Although the analytical model brings in certain approximations due to linearization, it proves to be a practical useful method to emphasize the conditions governing the occurrence of the instability phenomenon in the operation of automatic hydraulic systems.

References
[1] Hncu, S., and others, 1982, Hydraulics of automated irrigation systems, a CERES, Bucharest. [2] Rou L., 1999, Design and assessment of automated operation irrigation s canals, Ed. Ovidius University Press, Constanta. Rou Lucica, Serban Liliana, Dan Pascale, Cornel Ciurea, Carmen Maftei s Ovidius University, Blvd. Mamaia 124, 8700-Constantza, ROMANIA E-mail: lrosu@univ-ovidius.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 205210

Translation ows of non-local memory-dependent micropolar uids


Valeriu Al. SAVA November 2, 2001
Abstract - Abstract- The solution of the translation ow problem for a non-local memorydependent micropolar uid is obtained. Key words and phrases : translation ow, micropolar uids

Mathematics Subject Classication (2000) : 76A05

Basic theory

The theory of non-local, memory-dependent micropolar uids introduced by Eringen [1] deals with a class of uids which possess internal structures with some internal characteristic length. When the internal characteristic length becomes comparable to the external characteristic length, nonlocal eects become prominent. Balance laws of non-local micropolar uids are:[1], [3] Mass: D /Dt + vk,k = 0, in ; (1) Microinertia: Djkl /Dt + (krm jrl + lrm jrk )m = 0, in,; Momentum: tkl,k + (fl Dvl /Dt) + fl = 0, in; Moment of momentum: mkl,k + lmn tmn + (ll DIl /Dt) + (l lmn xl fm )k = 0, in; l Energy: D /Dt + tkl akl + mkl bkl + qk,k + h fk vk (k klm xl fm )k + h = 0 l (5) 205 (4) (3) (2)

206 where

V. Al. Sava

akl = vl,k + lkm m ,

bkl = k,l

(6)

are the deformation-rate tensor and =mass density, jkl =microinertia tensor, vk =velocity vector, k =giration vector, tkl =stress tensor, mkl =couple stress tensor, fk =body force density, lk =body couple density, fk =nonlocal k =nonlocal body couple residual, Ik = jkl l :spin body force residual , l density, =internal energy, h =energy source density, h =nonlocal energy residual, qk =heat vector. The body residual are subject to l, ( f , h)d = 0.

(7)

We employ the usual summation convention over the repeated indices and an index followed by a comma to denote the partial derivative; klm indicate the usual alternating tensor. In [1] Eringen gave a set of constitutive equations for non-local, memorydependent micropolar uids. For the present work we produce here only the results of the linear constitutive theory of micro-isotropic (i.e. jkl = jkl ) and deformation-rate dependent uids :
t

tkl = kl + Tkl ,
t

Tkl = 2

A1 (s = t)mn ( )d d , a klmn (8)

mkl = Mkl = 2

A2 (s = t)mn ( )d d , b klmn

where
A klmn = [1 + 32 + 3 j ]kl mn + 4 j kl mn + (5 + 36 j )km nl +(7 + 38 j )kn ml + (9 + 10 )j km nl + (11 + 12 )j kl ml , s = s ( , t = , t = s, ),

s = 1, 2, , 12;

= 1, 2.

(9) are the material functions. Here and subsequent the accent on top indicates the history of the motion. Note that , and depend only on time t. This j, is in accordance with the fact that uids possess no preferred conguration.

Translation flows of micropolar fluids

207

Translation motion

We consider the steady translation motion generated in a micro-isotropic and deformation-rate dependent uid. As is customary, the basic ow is given by vx = f (z), x = h(z), vy = g(z), y = l(z), vz = 0; z = 0. (10)

Equations of continuity (1) and microinertia (2) are satised, showing that the uid is incompressible, and j are constants. The thermodynamic pressure is replaced by an unknown pressure p. Body and surface force and couple residuals and body force and couples can be ignored. Equation of motion (3) and (4) reduce to Tzx /z = p/x, Tzy /z = p/y, Mzx /z + Tyz Tzy = 0, Mzy /z + Tzx Txz = 0, (11) (12)

where p(x, y) is the pressure. Considering that nonlocal eects are important only in zdirection, constitutive equations (8) reduce to
t d

Txz = Tzx = Tzy = Tyz =

d t d d t d d t d d

{1 (t , | z|)azx () + 2 (t , | z|)axz ()} dd, z z z z z {2 (t , | z|)azx () + 1 (t , | z|)axz ()} dd, z z z z z {2 (t , | z|)azy () + 1 (t , | z|)ayz ()} dd, z z z z z {1 (t , | z|)azy () + 2 (t , | z|)ayz ()} dd, z z z z z (13)
t d

Mxz = Mzx = Myz = Mzy =

d t d d t d d t d d

2 (t , | z|)bxz dd z z 1 (t , | z|)bxz dd z z (14) 2 (t , | z|)byz dd z z 1 (t , | z|)byz dd z z

208 where

V. Al. Sava

axz (z) = l(z), azx (z) = f (z) l(z), bxz (z) = h (z), ayz (z) = h(z), azy (z) = g (z) + h(z), byz (z) = l (z)
1 1 1 1 1 1 1 1 1 = 2[7 + (38 + 11 + 12 )j], 2 = 2[5 + (36 + 9 + 10 )j], 2 2 2 2 2 2 2 2 1 = 2[7 + (38 + 11 + 12 )j], 2 = 2[5 + (36 + 9 + 10 )j],

(15)

(16)

Equations (11) integrate to give Tzx = zp/x, Tzy = zp/y, (17)

where some constants are set equal zero, since at the plane z = 0, Tzx = Tzy = 0. Further progress requires some knowledge regarding the material functions a and a . Following Eringen [2, 3] we assume
0 {0 ,a }(t ) a r

{a , a }(t, | z|) = z

|z| z r

, when | z| r z

0,

when | z| > r, z

(18)

where a = 1, 2 and r is an internal characteristic length (e.g. the radius of 0 0 giration of the molecules) and a , a are functions of (t ). The internal characteristic length r may be dierent for the stress and couple stress. We note that 1 z r 1 |` z| z r = 1 sgn( z). z r2 (19)

The partial derivatives of (11) and (12) with respect to z give 2 Tzx = 0, z 2 3 2 Mzx + z 2 Tyz = 0, 3 z 2 Tzy = 0, z 2 3 2 Mzy z 2 Txz = 0. 3 z

(20)

Substituting (13) to (15) and (19) into (20) one obtains 2 L[f ] + ( 1 2 )L[l] = 0, 2 L[g ] ( 1 2 )L[h] = 0 0 0 0 0 0 0 1 L[h ] + 1 L[g ] + ( 1 2 )L[h] = 0 0 0 0 0 1 L[l ] 1 L[f ] + ( 1 2 )L[l] = 0 0 0 0 0 , (21) (22)

Translation flows of micropolar fluids

209

where a , a (a=1,2) and the linear dierence operator L[.] are dened by 0 0

a , a 0 0

=
0

0 0 a ( ), a ( ) d,

(23) (24)

L[u] = u(z + r) 2u(z) + u(z r). From (21) we solve for L[f ] = 1
0 1 0 2

L[l], L[g ] = 1

0 1 0 2

L[h]

(25)

With these, we eliminate f and g from (22) to obtain L[h ] a2 L[h] = 0, L[l ] a2 L[l} = 0 where a2 = 2 0
2

(26) (27)

1 0

1 2 . 0 0

The dierential-dierence equations (26) have the general solution {h, l} (z) = {A1 , A2 } sinh(az) + {B1 , B2 }z + {C1 , C2 }. We assume strict adherence boundary conditions : f (z) = 0, g(z) = 0, h(z) = 0, l(z) = 0 at z = d. (29) (28)

Using the last two of these conditions in (28) one obtains {h, l} (z) = {A1 , A2 } sinh(az) z sinh(ad) , d (30)

where A1 , A2 are arbitrary constants, Carrying (30) into (25) and performing the integration under conditions (29)1,2 , we have {f, g} (z) = {A2 , A1 } a 1 1 0 2 0 [cosh(az) cosh(ad)]+ {H, G} 2 z d2 , 2 (31)

where H and G are arbitrary constants. Determination of A1 , A2 , H and G requires that we substitute (30) and (31) into (11) and (12). If we do so we obtain the nal solution of the problem in the form : {f, g}(z) = A [cosh(az) cosh(ad)] + B[z 2 d2 ] {p/x, p/y}, (32)

210 where A=

V. Al. Sava d 1 2 0 0 0 ( 0 + 0 ) sinh(ad) , a 2 1 2 d ( 1 0 + 2 ) sinh(ad) 0 B= 2 + 2 0 and p p , x y . (33)

1 0

{h, l}(z) =

sinh(az)

z sinh(ad) d

We remark that this solution can reduces to solution for Navier-Stokes uids.

References
[1] A.C.Eringen, Memory-dependent orientable non-local micropolar uids, Int.J.Engng.Sci.,29 (1991), 12, 1515-1529. [2] Eringen A.C., Continuum Physics, vol4.PartIII,p.249,New-York: Academic Press 1976. [3] A.C.Eringen, Linear theory of non-local elasticity and dispersion of plane wawes, Int.J.Engng.Sci.,10(1972),4,425-435. Valeriu Al. Sava, Universitatea tehnica Gh.Asachi, Bd. Copou 11, 6600-Iasi, ROMANIA, E-mail: avas@math.tuiasi.ro

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 211222

Nonreecting Far-Field Conditions for Unsteady Aerodynamics and Aeroacoustics


Romeo F. SUSAN-RESIGA and Haz M. ATASSI November 2, 2001

Abstract - The exterior unsteady aerodynamics / aeroacoustic problem for a thin airfoil in uniform mean ow with a transverse vortical velocity disturbance (gust) is formulated for a nite computational domain. Exact radiation conditions are imposed on the outer boundary using the non-local Dirichlet-to-Neumann map. The boundary value problem for the unsteady velocity potential is solved using the Finite Element Method (FEM). The main diculty addressed and solved in this paper is the FEM implementation of the radiation condition, which is originally formulated for the unsteady pressure and it has to be implemented for the unsteady velocity potential. Our approach uses only rst order normal derivatives, thus allowing the use of standard nite elements. Key words and phrases : unsteady aerodynamics, aeroacoustics, nonreecting conditions, nite element

Mathematics Subject Classication (2000) : 76A05

Introduction

A common method used for the numerical solution of wave problems in an unbounded domain [5] is based on truncating the domain via an articial boundary B, thus forming a nite computational domain bounded by B. A so-called nonreecting boundary condition (NRBC) is imposed on B to ensure that, according to the causality principle, only outgoing waves are permitted and no spurious wave reection occurs from B. For linear aeroacoustic problems the boundary B can be chosen such that outside the computational domain the mean ow is uniform. In this case the convective wave equation can be reduced to the Helmholtz equation and a whole variety of NRBCs can be employed. The collection of NRBCs that have been proposed can be divided into two sets: nonlocal and local NRBCs. Nonlocal NRBCs, the main example of which is the Dirichlet-to-Neumann map [8], are exact, while local NRBCs are usually approximate. 211

212

R. F. Susan-Resiga and H. M. Atassi

Whatever the choice of NRBC, it is applied to the unsteady pressure. However, when the Goldsteins splitting of the unsteady velocity eld [6] is employed one ends up solving a boundary value problem for the acoustic velocity potential. This paper addresses the issue of implementing NRBCs in the context of using the nite element method for solving the acoustic potential boundary value problem. The main issues to be dealt with are the implementation of the convective derivative in the relationship potentialpressure while using unstructured mesh discretization, and moreover the implementation of second order partial derivatives coming from the pressure normal derivative. Note that when using standard nite element formulation, only rst order derivatives are naturally computed on the boundary. We exemplify our approach for the exact non-local Dirichlet-to-Neumann map, but any NRBC which establish a relationship between the pressure normal derivative and the pressure values on B can be used.

Thin Airfoil in a Transverse Gust

The governing equations for linear unsteady aerodynamics and aeroacoustics are the linearized Euler equations. The ow variables, velocity V , pressure p, density , and entropy s, are considered to be the sum of their mean values U , p0 , 0 , and s0 and their perturbations u , p , , and s . For a uniform mean ow eld U = i1 U0 , and no entropy perturbations, the linearized Euler equations reduce to: D0 + 0 Dt u = 0, 0 D0 u = p, Dt (1)

where D0 /Dt /t + U0 /x1 is the material derivative associated with the mean ow. Consider a thin airfoil at a zero angle of attack in the preceding mean ow. According to the velocity splitting theorem, [1] and [6], p. 220, the velocity perturbation can be considered as the sum u(x, t) = uv (x, t) + ua (x, t) , (2)

of a vortical component uv and an irrotational component ua . Here we assume no incident acoustic waves. The vortical component is solenoidal, uv = 0, and it will be purely convected by the mean ow, D0 uv /Dt = 0. Because the governing equations have been linearized we can consider, without loss of generality, a harmonic upstream vortical disturbance (gust) of the form uv = i2 a2 exp[i(k1 x1 t)] , (3)

Nonreflecting Far-Field Conditions

213

where i2 is the unit vector perpendicular to the airfoil, a2 U0 is the gust amplitude, is the gust angular frequency, and k1 = /U0 is the wave number. The interaction between the gust and the airfoil will produce a potential eld ua governed by the equations (1). If we introduce the unsteady velocity potential , dened by ua = , the unsteady pressure perturbation p will be D0 . (4) p = 0 Dt Since the pressure and density perturbations are related through the mean ow speed of sound c2 = p / , we obtain the convective wave equation 0 satised by both p and ,
2 D0 c2 0 Dt2 2

= 0.

(5)

We nondimensionalize length with respect to the airfoil half-chord length, L, time with respect to L/U0 , the incoming gust with respect to a2 , the unsteady potential with a2 L, the unsteady pressure with 0 a2 U0 and introduce M = U0 /c0 the Mach number. In addition, from now on k1 will denote the reduced frequency k1 L = L/U0 . We then factor out the time dependence p (x, t) = p (x) exp(ik1 t) and (x, t) = (x) exp(ik1 t). As a result, equa tion (4) becomes + ik1 (6) p = x1 With the Prandtl-Glauert transformation, X1 = x1 X2 = x2 1 M 2 and P = p exp(iKM x1 ) (7)

the convective wave equation (5) becomes the Helmholtz equation, (


2

+ K 2)

= 0,

(8)

where K = k1 M/(1 M 2 ) and the Laplace operator is considered with respect to the X1 , X2 variables. At this point, one can choose which variable to solve for. In [11] we have solved the boundary-value problem for P . The main advantage in this case is that one can directly employ the Finite Element Method (FEM) [7] thanks to the simple boundary conditions. However, a special approximation for the leading edge singularity had to be developed, and the solution can be determined only up to a multiplicative constant.

214

R. F. Susan-Resiga and H. M. Atassi

This constant is computed after obtaining a so-called unit-strength singularity solution. The main drawback of this approach is that it cannot be generalized for loaded airfoils, since no boundary conditions can be specied in this case on the airfoil surface. Scott and Atassi [10] have solved the boundary-value problem for using nite dierences on a structured grid. However, we are using the FEM on unstructured triangulation, thus achieving the maximum exibility in dealing with complex geometries and local mesh renement.

Boundary conditions
X2
outer boundary

W
A LE

X1
C

TE

Figure 1: Computational domain and boundary segments for a thin, unloaded airfoil. Because the solution is antisymmetric with respect to X2 , we have chosen as computational domain a half circle in the upper-half-plane, Figure 1. On the airfoil surface, the total unsteady velocity perturbation vanish, therefore, 1 K = exp i X1 2 n M 1M on [LE T E] . (9)

Note that the nonhomogeneous Neumann condition (9) for implies a homogeneous Neumann condition for pressure, P/n = 0, which has been used in [11]. On the upstream boundary segment, A LE the solution is continuous, and in our case we will set, without loss of generality, =0 on [A LE) . (10)

Across the wake the pressure P is continuous, but will have a jump. For our setup we have P will vanish in the wake W, and from (6) and (7) we get P =i K =0 M X1 on (T E C] . (11)

Nonreflecting Far-Field Conditions Integrating (11) we obtain the expression for in the wake, (X1 ) = T E exp i K T X1 X1 E M on (T E C] ,

215

(12)

T where X1 E = 1 and T E is the (unknown) value of at the trailing edge T E. Note that in order to satisfy both the homogeneous Helmholtz equation and (12) in the wake W, the solution must behave like

(X1 , X2 ) = T E exp i

K K T X1 X1 E M M

1 M 2 X2 ,

(13)

in the wake W neighborhood, displaying an exponentially decaying behavior in a direction normal to the wake. Both (10) and (12) imply the homogeneous Dirichlet condition P = 0 on [A LE) (T E C], used in [11]. The boundary-value problem for is originally formulated for an innite domain. According to the causality principle no waves are reected from innity. The mathematical expression for this far-eld radiation condition is the Sommerfeld condition, P iKP = o( R) R as R , (14)

2 2 where R = X1 + X2 is the radius. For practical computations, the computational domain is truncated, and the radiation condition (14) is replaced by a nonreecting condition on the outer boundary B. For example, if B is chosen to be a circle of radius RB , one can solve analytically the exterior Dirichlet problem for P , then dierentiate the solution with respect to R and take R RB . As a result, we have constructed a mapping P |B (P/n)|B called Dirichlet-to-Neumann (DtN) map. The expression for the DtN map P/n = MP on a circle is [8]:

K MP (RB , ) =
(1)

n=0

Hn (KRB ) Hn (KRB )
(1)

(1)

P (RB , ) cos n( ) d ,
0

(15)

where Hn are the Hankel functions of the rst kind, and the prime on the sum indicates that the rst term is halved. Note that the radiation condition is written for the pressure P and not for . As a result, we should write P and P/n in terms of on the circle B. We start by writing the derivative /X1 using polar coordinates (R, ), 1 = cos sin X1 R R (16)

216

R. F. Susan-Resiga and H. M. Atassi

to obtain the pressure on B as P (R, ) = 1 K cos + sin + i . R R M (17)

The normal derivative of the pressure is P P 2 sin 2 sin K = 2 cos + 2 +i . n R R R r R M R (18)

When employing the FEM for solving the boundary-value problem, the above equation has the main drawback of including second order derivatives in the radial (normal) direction, while the variational formulation introduces only rst order normal derivatives. As a result, by using the Helmholtz equation in polar coordinates, 1 2 2 1 + 2 2 + K 2 = 0 + R2 R R R we can replace the second order radial derivative in (18) to obtain: cos 2 + 2 + cos K 2 R R 2 (20) Equations (17) and (20) are the key ingredients for a successful implementation of the radiation condition (DtN map in this case) when using the potential . Their main advantage is that only rst order radial (normal) derivatives need to be evaluated, while the tangential derivatives are easily computed along a circle. This feature is particularly important when an unstructured triangulation is used inside the computational domain. sin P = R R R R + cos K +i R M (19)

Finite Element implementation

The computational domain from Figure 1 is triangulated, then we employ the clasical discrete approximation for the solution, h (X) =
i

Ni (X)i ,

(21)

where Ni is the shape function for node i (we are using here the piecewise linear hat functions) and i are the nodal values, with the sum performed over all nodes. The standard Galerkin Finite Element equations are, j
j

Nj

Ni + K 2 Nj Ni d +

Ni

d = 0 . n

(22)

Nonreflecting Far-Field Conditions

217

Of course, due to the localized support of the shape functions, the above sum is performed over the nodes j adjacent to the node i. For the airfoil nodes, where the Neumann condition (9) is prescribed, the second term in (22) is moved in the right-hand-side and it can be computed analytically1 . For the nodes on the outer boundary B, one has to compute rst [4], Mij = Mji =
B

Ni MNj d =
i + j +

KRB KRB

n=0 n=0

Hn (KRB ) Hn (KRB )
(1) (1)

(1)

Ni ()Nj ( ) cos n( )dd =


i j

Hn (KRB ) 4(1 cos n )2 cos n(i j ) . (1) n4 ( )2 Hn (KRB )

(23)

For n = 0 we have 4(1 cos )2 = ( )2 . 0 4 ( )2 lim In (23) the indices i and j obviously correspond to nodes on the outer boundary B. It can be seen that the non-local DtN map couples all the nodes on B, thus producing a dense block in the otherwise sparse system matrix. Since the Finite Element method employs the local ux rather than the normal derivative, in order to apply the DtN map on the outer boundary B we introduce the local ux Fi = RB R =
i j

Nj

Ni + K 2 Nj Ni d

(24)

computed according to (22) for the node i on B, where RB is the boundary segment length computed by assuming equally spaced nodes. If the nodes
1

If xl < xc < xr , then we have


x Zr x Zc

Nc (x) exp(iax)dx =
xl xl

x xl exp(iax)dx + xc xl

x Zr

xc

xr x exp(iax)dx xr xc

[iaxc iaxl 1] exp(iaxc ) + exp(iaxl ) [iaxc + iaxr + 1] exp(iaxc ) exp(iaxr ) + a2 (xc xl ) a2 (xr xc )

218

R. F. Susan-Resiga and H. M. Atassi

on B are ordered counterclockwise, then (RB )Pi P n = Fi cos i + 0.5 (i+1 i1 ) sin i + i KRB M (RB )2 = 0.5 [(Fi+1
i

(25) i1 )] sin i +

i+1 ) (Fi1 cos i + i KRB M

Fi

+ (26)

i+1 + ((K RB

)2 2)i + i1 cos i

With (23), (25), and (26) we can now write the nonreecting condition on B as P (RB )2 Mij [(RB )Pj ] = 0 , (27) n i
j

where the sum is computed for all nodes j on B.

Numerical results

To illustrate the accuracy of the boundary conditions numerical implementation we present an example for an incoming gust with reduced frequency k1 = 5.0 and a mean uniform ow Mach number M = 0.7. An unstructured triangulation with 11669 nodes is employed for the computational domain from Figure 1. The system of linear equations arising from the FEM discretization is solved with a BiConjugate Gradient iterative method and an Incomplete LU factorization preconditioner, using the Portable, Extensible Toolkit for Scientic Computations [3]. The physical quantity of interest is the normalized unsteady pressure amplitude p /(0 U0 a2 ) both on the airfoil and the far-eld acoustic radiation. I order to assess the accuracy of our numerical results, we use as a reference the solution of the gust problems obtained from the Possio singular integral equation [9]. For the far-eld (i.e. on the outer boundary B) we use the Greens theorem to express P in terms of its value along the airfoil [2]. Figure 2 shows the pressure on the airfoil. An excellent agreement of the FEM results with the quasi-analytical integral equation solution is obtained. The small wiggles in the FEM solution come from the numerical dierentiation of the potential required to compute the pressure. Figure 3 presents the far-eld directivity for the radiated sound, i.e. the polar plot of the quantity r| |/(0 U0 a2 ) computed here on the outer p boundary B. The comparison shows an impressive accuracy of our FEM

Nonreflecting Far-Field Conditions

219

0.4 0.2 0 -0.2 -0.4 -0.6 -0.8 -1 -1 Possio (real) FEM (real) Possio (imag) FEM (imag) -0.5 0 0.5 1

x1
Figure 2: Dimensionless pressure, p /(0 U0 a2 ), on the thin airfoil subject to a transverse gust with reduced frequency k1 = 5.0 at Mach number M = 0.7.
0.25

0.2

0.15

0.1

0.05

0 -0.1

integral rr r rrrr rrrr FEM r rr rrrrrrrrrr r r rrr rr rr r r rr r rr rr r rr r r r rr rr rr r r r r r r rr rrrrr rr rrrrrrr r rr r rrr rrrrrrrrrrr r r r rr r rrr rr rr rr r r rrrrrrr r r r rr r r r rr r r rrrrr r r r rr r rr rr rr rr rr rr rr rr rr rr rr r r rr r r r r rr rr rr rr rr rr r r rrrrr r r rrrrr r r r rrrrrrrrr rrrr r rr r r r r
-0.05 0 0.05 0.1 0.15 0.2

Figure 3: Acoustic radiation from a thin airfoil subject to a transverse gust with reduced frequency k1 = 5.0 at Mach number M = 0.7. Polar plot of p the directivity, r| |/(0 U0 a2 ).

220

R. F. Susan-Resiga and H. M. Atassi

method, due to the accurate non-reecting condition employed, and its careful numerical implementation.

Conclusions

The paper is focused on formulating and implementing exact boundary nonreecting conditions for exterior aeroacoustic problems. Although the boundary value problem is formulated for the acoustic velocity potential, the radiation conditions are imposed on the unsteady pressure. On the other hand, the exact nonreecting condition employed here is written as a nonlocal Dirichlet-to-Neumann map for a circle, thus coupling all the presure values on the outer boundary. The main features of our FEM implementation of the nonreecting conditions can be summarized as follows: When computing the pressure normal derivative, the second order radial derivative of the velocity potential is replaced by a second order tangential derivative. As a result, only rst order radial (normal) derivative of the velocity potential need to be computed allowing the use of standard Finite Element techniques. Instead of the radial derivative of the velocity potential we are using the local normal ux, which is the natural quantity computed on the boundary in the FEM formulation. The tangential derivatives for both potential and potential ux are easily computed on the circle using second order schemes. The scaling factors introduced when numerically computing the unsteady pressure and its normal derivative keep the matrix entries of order one, thus enhancing the accuracy of the solution. The above nonreecting conditions can be applied for any loaded airfoil aeroacoustic problem, provided that the outer boundary is chosen to be a circle after the Prandtl-Glauert coordinate transformation is employed, and the circle radius is large enough to have a practically uniform mean ow outside the computational domain. To assess the accuracy of the boundary conditions and their Finite Element implementation we solve the model problem of a thin unloaded airfoil in a transverse gust. Our numerical solution is compared with a solution obtained by solving the Possio integral equation. The agreement is excellent for both near-eld and far-eld unsteady pressure.

Nonreflecting Far-Field Conditions

221

References
[1] H. M. Atassi, Unsteady Aerodynamics of Vortical ows: early and recent developments. In Aerodynamics and Aeroacoustics, pages 121172. ed. Fung, K.-Y., World Scientic, 1994. [2] H. M. Atassi, M. Dusey, and C. M. Davis, Acoustic radiation from a thin airfoil in nonuniform subsonic ow. AIAA Journal, 31(1):1219, 1993. [3] S. Balay, W. D. Gropp, Lois C. McInnes, and B. F. Smith. PETSCc users manual. Technical Report ANL-95/11 - Revision 2.1.0, Argonne National Laboratory, 2000. [4] O. G. Ernst, A nite-element capacitance matrix method for exterior helmholtz problems. Numerische Mathematik, 75:175204, 1996. [5] D. Givoli, Numerical Methods for Problems in Innite Domains. Springer-Verlag, New York, 1998. [6] M.E. Goldstein, Aeroacoustics. McGraw-Hill International Book Company, New York, 1976. [7] F. Ihlenburg, Finite Element Analysis of Acoustic Scattering. SpringerVerlag, New York, 1998. [8] J. B. Keller and D. Givoli, Exact non-reecting boundary conditions. Journal of Computational Physics, 82:172192, 1989. [9] C. Possio, Lazione aerodinamica sul prolo oscillante in un uido compressible a velocit iposonora. LAerotehnica, 18(4), 1938. a [10] J. R. Scott and H. M. Atassi, A nite-dierence frequency domain numerical scheme for the solution of the gust response problem. Journal of Computational Physics, 119:7593, 1995. [11] R. F. Susan-Resiga and H. M. Atassi, Domain-Decomposition Method for Time-Harmonic Aeroacoustic Problems. AIAA Journal, 39(5):802 809, 2001. Romeo F. Susan-Resiga Universitatea Politehnica Timioara, Bd. Mihai Viteazu 1, s 1900-Timioara, ROMANIA s E-mail: resiga@acad-tim.utt.ro

222

R. F. Susan-Resiga and H. M. Atassi

Haz M. Atassi University of Notre Dame, Notre Dame, IN 46556, U.S.A. E-mail: atassi@nd.edu

Analele Universitii Bucureti, Matematic at s a Anul L(2001), pp. 223232

On the Uniqueness of the Solution of the Initial and Boundary Value Problem for Third Grade Fluids
Victor TIGOIU November 2, 2001

Abstract - This paper shows that the solution of the initial and boundary value problem for a third grade uid (dierent from the model employed by Fosdick and Rajagopal, see Tigoiu [9]) is unique. This result completes the oldest one from [9] and produce an a priori estimate which is usefulness in the proof of the asymptotic stability of the rest state also. Key words and phrases : third grade uids, uniqueness, asymptotic stability

Mathematics Subject Classication (2000) : 76A05, 76A10

Introduction

In the last years some new results concerning with polynomial uids of second and third grade are made into evidence. On a part the existence, uniqueness and dependance on the initial data are discussed in papers like Dunn and Fosdick [2], Cioranescu and Guirault [1], Galdi and Sequeira [4], Passerini and Patria [7], for second grade uids and Fosdick and Rajagopal [3], Passerini and Patria [7], Tigoiu [9], [10] for third grade uids. On the other part the problem of the asymptotic stability of the rest state has been also discussed (especially in connection with the question of Joseph [5] on the nonexistence of polynomial uids of grade greater then 1 ) in [3], Patria [8] and Tigoiu [10], [11]. It was proved in [10], [11] that there is a strong connection (for instance) between some stability results and some a priori estimate obtained in the proof for uniqueness (for weakly perturbed ows). We shall develop in the rst part of our paper this ideas. In the second part we shall employ with the proof of uniqueness for the solution of the initial and boundary value problem for the general class of third grade uids introduced in [9] in the nonlinear case. 223

224

V. Tigoiu

Uniqueness for the solution of the initial and boundary value problem. Linear case.

Let an incompressible third grade uid given by (see [9]) T = pI + A1 + 1 (A2 A2 ) + 1 A3 + 2 (A1 A2 + A2 A1 )+ 1 +3 (trA2 )A1 , 1 with 1 < 0, 0, 1 + 2(2 + 3 ) 0. In (1) A1 , A2 , A3 are the rst three Rivlin - Ericksen tensor elds , 1 , 1 , 2 , 3 are constant constitutive modules which obey the above thermodynamic restrictions (see [9]) and p is the hydrostatic pressure eld. In this section we consider a weakly perturbed (from the rest state) ow. Consequently, the response of the uid (1) will be insensitive to the second order (nonlinear) terms. The ow and continuity equations will be given then by v 2 divA1 1 divA1 1 2 divA1 + gradp = b, t t t divv = 0. The attached initial and boundary value problem is v(0, x) = vo (x), v(t, x)| = 0. where is supposed to be a rigid and xed domain ( t = for any t [0, ), see also for such problems [3], [5]). Let be (vi , pi ), i = 1, 2 two solutions of the problem (2) - (3) correo sponding to the initial data (vi , ao ), i = 1, 2, respectively. Like is habitual i in this kind of problems, we denote by
o o v v1 v2 ; vo v1 v2 ; ao ao ao ; p p1 p2 ; b b1 b2 . 1 2

(1)

(2)

v (0, x) = ao (x), t

(3)

(4)

Due to the linearity of equations (2), the problem veried by (v, p) is similar but with null initial data. We adapt, in a nontrivial manner, for our problem, 1,2 a known technique (see Lions [6]). We suppose for this that v (Wo ())3 v A1 with condition (2)2 and with (L2 ())3 , (L2 ())6 , t t

Uniqueness

225

2 A1 (L2 ())6 , p W 1,2 () and b (L2 ())3 , a conservative eld. t2 After some long but straightforward calculations (multiplying (2)1 with v v and with and integrating over ) we arrive at t d 2 dt v
2

2 1 2 d 4 dt

A1

+
2

1 d 4 dt = 0, +

A1

1 d2 4 dt2

A1

(5)

A1 t A1

1 d 4 dt

A1 t

1 + 2c2 o 2

A1 t

0,

where we have employed Friedrichs and Korns inequalities and we denoted co the corresponding domain dependent constant (see also [10]). Relations (5) lead us to the a priori inequality d 1 d dt 4 dt + 2 A1 A1
2 2

1 + 4

A1

2
2

v 0,

1 4

A1 t

+ (6)

1 1 + 2c2 o + 2

A1 t

for all t (0, To ). We remark that the quantity in accolades is not, strictly speaking, an energy. For this reason we shall call our method a quasienergetic method. So, we denote E(t) + 1 d 4 dt 1 4 A1 A1 t
2

1 + 4 A1

A1
2

+ (7)

1 4

for all R and we evaluate the quantity E(t) + E(t) E(t) + E(t) + 2 1 + (1 + + 2c2 ) 2 o 4 1 2(1 1 + 2c2 ) o 4 A1 t A1
2 2

+ (8)

We simply remark now that, if (, ), > 0 and min 2(1 1 + 2c2 ) 1 + + 2c2 + o o , 1 (1 + + 2c2 )2 81 o , 21

226

V. Tigoiu

then it follows E(t) + E(t) 0. Employing the constitutive inequality 1 < 0 and Friedrichss inequality we obtain d dt A1
2

1 + + 2c2 o 1

A1

4 F (0)et , 1

(9)

for all t [0, To ). Denoting now o

1 + + 2c2 o and putting into 1 evidence that o < 0 and o > 0, we obtain from (9), for each t [0, T0 ), the a priori estimate for the L2 norm of the eld A1 A1 (t)
2

4 1 e(o )t F (0)+ 1 o

A1 (0)

e(o )t

et .

(10)

1 e(o )t 1 + 1 ; P 1+ ; o 1 M (t) 2M1 (t); N (t) P M1 (t) + e(o )t , and we easily remark that 0 < M1 (t) < 1/(o ); P > 0. Consequently we can state the following lemma We denote now M1 (t) Lemma 1. Each solution of the problem (2) - (3) veries the a priori estimate A1 (t)
2

A1 (0)

+M
2

A1 (0) t

et , (11)
2

A1 (t) t

A1 (0)

+M

A1 (0) t

e1 t ,

for all t [0, To ) and where N, M depend on N, M, on constitutive modules , 1 , 1 and on To also. From Lemma 1 we obtain the main result of this part of the paper Theorem 1 (uniqueness) Let it be (v1 , p1 ) and (v2 , p2 ) two solutions of the problem (2) (3) corresponding to the same initial data. Then v1 (t, x) = v2 (t, x) a.e. in , for all t [0, To ). Moreover, independent on the statement of the theorem it results also that v2 v1 (t, x) = (t, x) a.e. in and for all t [0, To ). t t Remark 1. The a priori estimate (11) has been used in [11] in order to prove the asymptotic stability of the rest state.

Uniqueness

227

Uniqueness for the solution of the initial and boundary value problem. Nonlinear case.

Here we shall employ a known stability criterion (see [9], Chap. III.B) and consequently (without a signicant lost of generality) we shall restrict to the class of third grade uids with 31 + 22 = 0, 1 > 0. The constitutive law is then given by 3 T = pI + A1 + 1 (A2 A2 ) + 1 A3 1 (A1 A2 + A2 A1 )+ 1 2 1 + 1 (trA2 )A1 , 1 2 with 0, 1 > 0, 1 < 0. The ow equations are v = divT + b (13)

(12)

where T is given in (12) and b is the body forces eld (supposed to be conservative). The initial value problem is given in (3)1 and for boundary conditions we have v(x, t) | = 0, v(x, t) | = L0 (t, x). (14)

Like in the previous section we shall consider a pair of solutions (vi , pi ), i = 1,2 and we shall employ the notations (4). We remark that the initial and boundary conditions are given by v(x, t) = 0, v (x, t) = 0, v(x, t) | = 0, t v(x, t) | = 0. (15)

We introduce (12) (written for v1 and v2 ) into the ow equations, v we multiply by v and , respectively, we integrate over and after t subtracting the resulting relations we arrive to

v vdx + t

v2 [v] vdx +

1 (T1 T2 ) A1 (v)dx = 0, 2

v v dx + t t

v[v]

v dx + t

v[v2 ]

v dx+ t

(16)

v2 [v]

v 1 v dx + (T1 T2 ) A1 ( )dx = 0, t 2 t

228

V. Tigoiu

v v T A1 v where A1 (v) = v + ( v)T , and A1 ( ) = +( ) = . t t t t Here T1 and T2 stand for the values of the eective stress from (12), evaluated for v1 and v2 respectively. In order that relations (16) make sense we suppose
1,4 v L (0, T ; W0 () W 3,4 ()),

v 1,4 L (0, T ; W0 () W 2,4 (), t (17)

2v A1 1,2 1,4 L2 (0, T ; W0 ()), L (0, T ; W0 () W 2,4 (), 2 t t 2 A1 1,2 L2 (0, T ; W0 ()) t2 A very long and carefully made calculus lead us to obtain from (16) 1 d 4 dt 2 1 4 v A1
2 L2 () 2 L2 ()

d dt A1 + 1 4

1 d 4 dt
2 L2 ()

A1 1 4

2 L2 ()

2 + 1 4
2 L2 ()

A1

2 L2 ()

1 4
2 L2 ()

A1 [v] +

A1 [v2 ]

A1 t
2 L2 ()

2 L2 ()

(18) v
2 L2 ()

2 + 1 + B2 (T, v, v2 ) 4 1 B3 (T, v, v2 ) 4 1 B6 (T, v, v2 ) 4 A1

A1

+ B1 (T, v, v2 ) 2

2 L2 ()

1 B5 (T, v, v2 ) 4 1 B4 (T, v, v2 ) 4

A1 [v] A1 t

2 L2 ()

A1 [v2 ]

2 L2 ()

2 L2 ()

where Bi (T, v, v2 ) are combinations of ci (T, v2 ), cj (T, v)andc2 () which are 0 given bellow c1 (T, v2 ) = sup ess{max | v2 (t, x) |}, c2 (T, v2 ) = sup ess{max |
t(0,T ) x t(0,T ) x

L(2) |},

c3 (T, v2 ) = sup ess max |


t(0,T ) x

L(2) | , c4 (T, v2 ) = sup ess{max | L(2) |}, x t t(0,T )

Uniqueness c5 (T, v2 ) = sup ess max |


t(0,T ) x

229

v2 (2) | , c6 (T, v2 ) = sup ess max | A1 | , x t t t(0,T )

c7 (T, v) = sup ess max |


t(0,T ) x

v | , c8 (T, v) = sup ess max | A1 | . x t t t(0,T )

Here c2 () is again the constant which results from the application of 0 Friedrichs and Korn inequalities. In order to obtain (18) the imbedding theorems of Sobolev and Kondrachew have also been employed. If we chose now c (T, v, v2 ) = max{Bi (T, v, v2 ); i = 1, 6} then the inequality (18) is transformed into 1 d 4 dt A1
2 L2 ()

d f (t) + c (T, v, v2 )f (t)+ dt exp(B4 (T, v, v2 )t) exp(B4 (T, v, v2 )t),

1 d + 4 dt

A1 (t) t

(19)

2 L2 ()

where we denoted f (t) = + 1 d 4 dt 2 1 4 v A1


2 L2 () 2 L2 ()

2 + 1 4 A1 + 1 4

A1

2 L2 ()

+ A1 [v]
2 L2 ()

1 4
2 L2 ()

2 L2 ()

1 4
2 L2 ()

A1 [v2 ]

A1 t

We are now ready to give the following lemma Lemma 2. If the estimate (19) is true then, there is T1 > 0 such that d f (t) + c (T, v, v2 )f (t) 0. dt for all t (0, T1 ). It is to remark, for the proof, that from (17) the map t A1 (t) 2 2 () L is from C 1 ((0,T)). As A1 (t) 2 2 () 0 for all t > 0 it results that there L d 2 is T0 > 0 such that A1 L2 () 0 , for all t (0, T0 ). Similarly, dt d A1 there is T0 > 0 such that (t) 2 2 () exp(B4 (T, v, v2 )t) 0, L dt t (20)

230

V. Tigoiu

for all t (0, T0 ). We denote now T1 min{T0 , T0 } and then the estimate (20) is true for all t (0, T1 ). We remark now that from the initial data (3)1 and from (20) we obtain 0 + 1 d 4 dt A1
2 L2 ()

2 + 1 4

A1

2 L2 ()

+ (21) A1 (t)
2 L2 ()

+ 2c (T, v, v2 ) 2

1 4c (T, v, v2 ) v 2 2 () L 4

Now we can state the following principal lemma Lemma 3. For any c > 0 there is T2 > 0, such that for any t (0, T2 ) the inequality d dt c A1 (t) A1 (t)
2 L2 ()

M2 t) 1 exp( c (22) exp(M1 t 0

2 L2 ()

holds. In (22) we have 2 + 1 + 2( + 2c (T, v, v2 ))c2 () 0 > 0, 1 1 4c (T, v, v2 ) M2 (T, v, v2 ) = > 0. 1 M1 (T, v, v2 ) =

(23)

For the proof, it results from (21), with Friedrichs and Kornss inequalities that d dt A1 (t)
2 L2 ()

M1 (T, v, v2 ) M2 (T, v, v2 )

A1 (t)

2 L2 ()

(24) 0,

A1 (t)

2 L2 ()

where we have employed the notations (23). Then for any c > 0 it results that d dt d +c dt A1 (t)
2 L2 ()

A1 (t)

2 L2 ()

exp(M1 t) + exp M2 t c (25) 0.

A1 (t)

2 L2 ()

M2 exp (M1 + )t c

Uniqueness We see now that the map t A1 (t)


2 L2 ()

231 exp (M1 +

M2 )t c is C 1 ((), T )). Then a similar reasoning to those performed for (20) gives: there is 0 < T2 < T1 such that for any t (0, T2 ) we shall have d M2 A1 (t) 2 2 () exp (M1 + )t 0 and consequently we obL dt c tain (22). Employing now the boundary conditions (16) we arrive to A1 (t)
2 L2 ()

A1 (t)

2 L2 ()

1 exp(

M2 t) 0, c

(26)

for any t (0, T2 ) and c > 0. On the other hand, for any xed t (0, T2 ) the map c A1 (t)
2 L2 ()

A1 (t)

2 L2 ()

1 exp(

M2 t) c

F (c)

(27)

is a continuous function of c R+ . Let us now consider a sequence cn > 0, cn 0. As F (cn ) 0 for any n, it results that lim F (cn ) 0 and it follows immediately that A1 (t) 2 2 () 0 for any t (0, T2 ) (then by L continuity we prolong the result on the whole interval). So we arrived to the following main result Theorem 2 (uniqueness) Let be (vi , pi ), with i = 1,2 two solutions of the problem (12), (13), (3)1,2 and (14). Then, for T > 0, we have v1 (x, t) = v2 (x, t), (28)
n

a.e. in [0, T ). Moreover, the equality is established also between the rsts Rivlin - Ericksen tensors A1 (x, t) = A1 (x, t), a.e. in [0, T ).
(1) (2)

(29)

References
[1] Cioranescu D. and Girault V., Weak and classical solutions of a family of second grade uids, Int. J. Non -Linear Mechanics, 32, 2, (1997), 317-335.

232

V. Tigoiu

[2] Dunn J.E. and Fosdick R. L., Thermodynamics, stability and boundedness of uids of complexity two and uids of second grade, Arch. Rat. Mech. Anal., 56(1974), 191 - 252. [3] Fosdick R. L. and Rajagopal K. R., Thermodynamics and stability of uids of third grade, Proc. Roy. Soc. London, A, 339(1980), 351 - 377. [4] Galdi G. P. and Sequeira A., Further existence results for classical solutions of the equations of second grade uids, Arch. Rat. Mech. Anal., 128 (1994), 297. [5] Joseph D. D., Instability of the rest state of uids of arbitrary grade greater then one, Arch. Rat. Mech. Anal., 75(1981), 251 - 256. [6] Lions J.L., Quelques Mthodes de Rsolution des Probl`mes aux Limites e e e non Linaires, Dunod, Gauthier-Villard,Paris, 1969. e [7] Passerini A. and Patria M. C., Existence, uniqueness and stability of steady ows of second and third grade uids in an unbounded pipelike domain. Int. J. Non-Lin. Mech., 35(2000), 1081- 1103. [8] Patria M. C., Stability questions for a third grade uid in exterior domains, Int. J. Non - Linear Mechanics, 24, 5(1989), 451 -457. [9] Tigoiu V., Wave propagation and thermodynamics for third grade uids, St. Cerc. Mat., 39, 4(1987), 279 - 347. [10] Tigoiu, V., Weakly perturbed ows in third grade uids , ZAMM, 80, 6(2000), 423- 428. [11] Tigoiu V., Does a Polynomial Fluid of Third Grade Exist ? (A Hint on the Validity of Using Coleman and Nolls Approximation Theorem), Proceedings of the 5-th Int. Sem. Geometry, Continua and Microstructures, (2001), 207 - 220. Victor Tigoiu Facultatea de Matematic, Universitatea din Bucureti a s Str. Academiei 14, 70109 Bucureti, Romania s E-mail: tigoiu@math.math.unibuc.ro

NOTES FOR AUTHORS


This journal is primarly devoted to papers in pure and applied mathematics. It will also publish informations about the scientic life of the Faculty, reviews of books, monographs, proceedings and miscellaneea. Contributors shoud submit two copies of their papers to Chief Editor, or to the Secretary of the Editorial Committee of Analele Universitii at Bucureti, Seria Matematic Bucharest University, Department of s a Mathematics, Str. Academiei 14, R-70109 Bucureti, Romania. s Submisson of the paper for this journal will be taken to imply that it contains original work not copyrighted or published, in part or in the whole, and that, if accepted for publication, it will not be published elsewhere in the same form, in any language, without the written consent of the University of Bucharest. Each paper requires a short abstract summarizing the signicant coverage and ndings, the AMS clasications ( see Math. Reviews, Annual Index 1982, 1991, 1995 ) and the key words and phrases. References shoud appear within the text between brakets, the full list shoud be collected and typed at the end of the paper in alphabetical order, according to the abreviations of Mathematical Reviews. All papers are refered, those not accepted for publication are not returned to the authors. Author(s) will receive 10 reprints free of charge. The authors complete names should be indicated, the family name in capital letters and rst names in lowercase letters. A A disk containing the L TEX source le of the article submitted for publication is requested. The source le for the article must be prepared in the A simplest version with standard L TEX options for the style of the article to allow the editors of this Journal to make only minor changes in the text in order to put the issue in the nal form. We appreciate it, if the text does not contain \overfull and/or \underfull boxes, if equations do not exceed the indicated text width, if hyphenations have been checked as well as the page breaks. Apart from the following basic commands, please dont change any default settings (e.g. no osets) and dont use additional fonts and font sizes (\textwidth= 127mm, \textheight=190mm).

Tiparul s-a executat de rma EUROGEMA EXIM, Bucureti 2002 s

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