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*Free-Surface Flow: Shallow-Water Dynamics* presents a novel approach to this phenomenon. It bridges the gap between traditional books on open-channel flow and analytical fluid mechanics. Shallow-water theory is established by formal integration of the Navier-Stokes equations, and boundary resistance is developed by a rigorous construction of turbulent flow models for channel flow. In addition, the book presents a comprehensive description of shallow-water waves by mathematical analysis. These methods form the foundation for understanding flood routing, sudden water releases, dam and levee break, sluice gate dynamics and wave-current interaction.

Publisher: Elsevier ScienceReleased: Aug 30, 2018ISBN: 9780128154885Format: book

*day *

**N.D. Katopodes ***Ann Arbor *

*No man ever steps in the same river twice, for it is not the same river and he is not the same man. *

*Heraclitus; circa 750 B.C. *

*Motivation *The length scales covered by environmental free-surface flows are often so dissimilar that resolving them with equal fidelity leads to no advantage although incurs a major cost. Most natural and man-made channels have a length that is considerably larger than their depth and width. The objective of any analysis of free-surface flows also varies significantly depending on the associated application. Thus, knowledge of secondary currents in a river is often unimportant if the goal is to predict potential flooding of a municipality. It is therefore wise to seek an approximation to free-surface flow by averaging the flow properties along the directions corresponding to the smaller scales of the problem. Historically, these approximations were developed long before we were able to solve the complete hydrodynamic equations of free-surface flow, thus it is no surprise that these methods contain empirical elements that are often of questionable scientific virtue. On the other hand, averaged flow models are powerful tools for solving practical problems that are not amenable to solution by more elegant models of fluid mechanics.

The best-known approximation of free-surface flow is obtained by integrating the hydrodynamic equations over the depth of flow, which leads to the concept of *shallow-water flow*. When the governing equations are averaged in the vertical direction, the concept of air-water interface degenerates. The position of the free surface is represented by the depth of flow, which is independent of the vertical coordinate, and no longer determines the extent of the solution domain. Therefore, three-dimensional, incompressible free-surface flow is converted to a two-dimensional, depth-averaged flow that is physically analogous to compressible gas flow since the depth assumes the same role as the gas density. Thus, an *elevation wave *on the free surface is absorbed by the depth like a *compression wave *by the gas density. Similarly, a *depression wave *on the free surface is treated like a *rarefaction wave *in the gas. The depth and the depth-averaged velocities are the new dependent variables of the problem, and the vertical dimension disappears from the analysis. Furthermore, the horizontal dimensions of the problem are permanently fixed except when waves propagate on a dry bed, as in the case of tidal flats and flood plains.

The physics of shallow-water flow is so drastically different from that of free-surface flow that it is arguable whether or not the second book in this series should be included under the title *Free-Surface Flow*. However, the practical usage of these two theories is so closely intertwined that it is impossible to master one without understanding the other. For their advantages and limitations combine to create an inseparable approach to solving environmental problems associated with surface waters.

When the geometry of the problem allows it, shallow-water flow can be integrated over the width of a well-defined conduit, which leads to the concept of *open-channel flow*. In this case, attention is focused on finding the depth of flow and the volume of water carried by the stream per unit time. The calculation of the volumetric flow rate is based on the integral of local values, thus taking into account the variation of the velocity vector over the stream's cross sectional area. This area is a function of the depth of flow, which, together with the average velocity suffice to completely describe the problem. The depth and the flow rate are functions only of time and distance along the channel's longitudinal axis, thus the solution does not depend on the vertical or transverse coordinates, which results in a major simplification. This so-called *hydraulic *description of flow problems forms the basis for one-dimensional modeling of a variety of flows involving a free surface. The word *hydraulic *originates from the Greek ύδωρ, (water), and either αυλός (pipe) or αύλαξ (flume). Both of these conduits guide the flow along their longitudinal axis while limiting any transverse or vertical velocity components. Therefore, *hydraulics *is a branch of *hydrodynamics *that implies a *scaling *of the general flow conditions when the length of flow is much larger than the depth or width.

Of course, not all types of free-surface flow are suitable for this type of averaging, as a number of conditions must be met for the approximation to be valid. In true free-surface hydrodynamics, the domain of the problem constantly changes as part of the solution in unsteady flow. In steady flow, the domain is fixed, but the precise configuration of the boundary geometry is not known a priori, thus again it must be determined as part of the solution.

On the other hand, further simplifications are often possible by truncation of the open-channel flow equations at various levels, arriving finally at the so-called *hydrologic *formulation, which allows for the simplest, albeit crudest, solution of free-surface flow problems. Yet, the complexity of the geometry and surface resistance in overland flow, for example, allows us to address such problems with less rigorous mathematical formulations while achieving satisfactory accuracy.

The hydraulics of open channels was apparently known in the antiquity when major structures were completed for conveying water to major centers of civilization. The modern history of open-channel flow begins with the work of **Chézy (1776), who established the first equations describing uniform channel flow. A few years later, Monge (1807) laid the foundation of the theory of wave propagation in a compressible gas that also describes shallow-water waves. At approximately the same time, Bélanger (1828) developed the first numerical solution for non-uniform flow in open channels, and later Gauckler (1867) and Manning (1891) further developed the flow resistance equations. The description of unsteady flow was completed by Barré de Saint-Venant (1871), thus the one-dimensional shallow-water equations are often called the Saint Venant equations. A comprehensive treatise on the subject was written by Darcy and Bazin (1865) who combined analytical and experimental techniques in two beautiful volumes. Finally, an enhancement of shallow-water theory was made by Boussinesq (1903), who included higher-order terms that account for wave dispersion. **

The first formal treatise on open-channel flow was written by **Bakhmeteff (1932) and was followed by Woodward and Posey (1941). The subject was enlightened by the classic text of Stoker (1957), who introduced the term Mathematical Hydraulics, and reviewed all previous work on waves in open channels. Almost simultaneously, a treatise on the subject appeared that remains even today the most comprehensive reference on open-channel flow. Chow (1959) covered all technical details for analysis and design of open channels. However, the book that really captured the minds and hearts of young engineers was the brilliant book by Henderson (1966). His physical insight offered a pedagogical approach to the concepts of channel flow that has not been matched to this day. **

Many worthy contributions to the subject of shallow-water waves were made during the first part of the twenty-first century, and continue at a rapid rate. A list of current books on related topics can be found in the general bibliography section, as they have all been invaluable in the development of this text. At the same time, a revolution in numerical mathematics and digital computation has taken place that brought unprecedented change to all fields of science and engineering.

*Approach of This Text *The second book in the Free-Surface Flow series attempts to bridge the gap between environmental fluid mechanics and open-channel hydraulics by providing a rigorous transition between the Navier-Stokes and Shallow-Water equations. A special effort has been made to provide a seamless integration of varying orders of approximation, for they all represent different views of essentially the same problem. As a result, the underlying philosophy of the entire book is that, regardless of the developments in numerical methods, scientific computation must be based on appropriate approximations of the general mathematical description of free-surface flow. These should be determined by a thorough understanding of the physical aspects of flow motion, which vary significantly at each approximation level. Only by keeping the simplified models in perspective can their limitations be explained, and their failures be anticipated.

Another objective of the second book of the series is to lay the foundation of the constructing of computational methods for solving the shallow-water equations. They are shown to be partial differential equations of the hyperbolic type, thus genuine solutions are found using the methods of characteristics in two and three independent variables. By presenting a comprehensive description of this method, it is expected that the computational methods outlined in the third book of the series will be developed on sound principles.

Finally, this book presents an introduction to sensitivity analysis, parameter estimation, and control of channel flow by boundary actuators. This material is an extension of the solute mass control presented in the first book of the series, and allows the efficient management of hydraulic structures.

*Outline *The material is divided in chapters that represent complete entities while leading sequentially from general to specific formulations of free-surface flow problems.

**Chapter** **1 describes the elements of physics and mathematics needed to develop the theory of shallow-water waves. This includes the fundamentals of surface differential geometry, and the curvature of surfaces. Geometric relations of curves and surfaces in space are developed, and the concept of mean curvature is discussed in detail. Explicit and implicit surfaces are defined, and Euler's theorem is proved. Furthermore, a formal description of initial and boundary value problems, as they apply to free-surface flow. The divergence representation to the curvature of the free surface is presented, in the form that is used in modern computer models. Finally, a classification of partial differential equations is given, thus providing an early encounter with the method of characteristics. The classification includes first order systems of equations, and higher-order equations. **

**Chapter** **2 is dedicated to the description of the air-water interface. Surface tension is introduced, and the Young-Laplace equation is derived. The meniscus profile of a fluid next to solid boundary is analyzed. The Marangoni effect is introduced and the importance of Bond number is explained. The dynamics of floating bodies, and the circular hydraulic jump are analyzed. Implicit surface description is used to formulate the kinematic and dynamic conditions at the free surface. Free-streamline theory is used to obtain exact solutions for free-surface flow problems. Boundary conditions for contact lines are introduced, and simple viscous flow problems with a free surface are solved analytically. Flow driven by wind shear is examined, and the surface drag coefficient id determined. Significant wave height is defined, followed by a random wave analysis. The atmospheric surface layer is also discussed, and the Monin-Obukhov similarity theory is introduced. The concept of storm surge is developed, and wave set-up is quantified. **

**Chapter** **3 introduces the theory of linear oscillatory waves. Harmonic motion and Airy's theory for gravity waves are discussed, and the concept of wave dispersion is introduced. The dispersion of a wave packet is studied. Standing waves and seiches are discussed, and amphidromic points are identified. Mass and energy transport by gravity waves are analyzed, and the concept of group velocity is introduced. Wave refraction and diffraction are analyzed in relation to coastal problems. Wave breaking is addressed, and the concept of radiation stresses is explained. Finally, methods for the prediction of wave set-up are presented. **

**Chapter** **4 introduces the Shallow-Water approximation. Following a scale analysis of channel flow, the general equations are integrated over the vertical to yield various levels of long-wave approximation. The kinematic free-surface and bottom boundary conditions are employed, and the concepts of flow depth and depth-averaged velocity are defined. Higher-order shallow-water theory is also presented, and equations for nonlinear dispersive waves are derived. Vorticity transport in shallow water is studied, and the gas dynamics analogy is outlined. Gravity waves of Poincaré, Kelvin, and Rossby type are described. Dispersion of nonlinear waves is outlined, and the Boussinesq equations are derived. The Serre equations for fully nonlinear waves are derived, and the Korteweg-de Vries equation is presented along with the solitary wave solution. Finally, a Hamiltonian approach to water waves is presented, aiming at construction more robust models for nonlinear dispersive waves. **

**Chapter** **5 investigates the cause of tidal forces and their effect on rivers and estuaries. The equilibrium and dynamic theories of tides are introduced, and standing tidal waves are analyzed. Kelvin waves and amphidromic points are defined, and the harmonic description of tides is briefly discussed. **

**Chapter** **6 deals with the lowest order shallow-water approximation in one space dimension, representing what is commonly known as open-channel flow theory. The equations of de Saint-Venant are derived for channels of arbitrary cross-sectional shape. Non-prismatic channels, lateral flow, and the effect of flood plain integration in the cross section are discussed. Conservation forms and alternative formulations of the governing equations are also presented. Further truncation of the equations is pursued, and the simplest possible models of free-surface flow are established. Extensions of the equations to nonlinear dispersive waves and wave-current interaction are also presented. The concept of radiation stresses is introduced and the shallow-water equation models are modified to account for short waves. **

**Chapter** **7 simplifies matters further by focusing on steady open-channel flow. Gradually and rapidly-varied flow are defined, and independent methods of analysis are proposed. Bakhmeteff's concept of specific energy is introduced, and the conditions for critical flow are discussed. The concept of specific force is introduced in the process of momentum conservation, and the phenomenon of the hydraulic jump is analyzed. Various applications of channel constrictions and expansions are presented, and the interplay between the conservation and of momentum and energy is used to solve a variety of rapidly-varied flow problems. **

**Chapter** **8 describes the fundamental concepts of flow resistance. The basic ideas of skin and form resistance are presented, and equations for laminar and turbulent flow analysis are derived. Approximate models for turbulence are constructed and applied to free-surface flow. The profiles of velocity distribution adjacent to smooth and rough walls are developed, and approximate theories for constructing friction coefficients are studied. Further development of turbulent flow models is made for later use in related numerical solutions. Uniform flow conditions are developed, and channel slope classification is presented in connection to design considerations. **

**Chapter** **9 is dedicated to steady, non-uniform flow. The differential equation for gradually-varied channel flow is derived, and some analytical solutions are developed for simplified channel conditions. A complete classification of free-surface profiles is presented, and some elements of a numerical solution are given. Techniques are also presented for hydraulic jump location, spatially-varied flow, and the lake-discharge and two-lake problems. **

**Chapter** **10 is an introduction to the method of characteristics as it applies to shallow-water flow. Partial differential equations are classified and physical problems are associated with characteristic curves. The paths along which waves travel in space and time are examined, and compatibility relations along them are derived. The characteristics of kinematic and dynamic waves are constructed mathematically and graphically, and boundary conditions for long waves in open channels are specified. Two-dimensional, supercritical flow is analyzed, and steady-state wave fronts in channel transitions are computed. **

**Chapter** **11 The method of bicharacteristics is introduced for two-dimensional, unsteady flow, and the corresponding compatibility equations are derived. Boundary conditions for two-dimensional flow are established and associated with the geometry of the characteristic conoid. **

**Chapter** **12 describes simple waves, surges, and shocks in one-dimensional flow. Depression and elevation waves and hydraulic bores are defined. By using characteristic analysis, the spontaneous formation of shock waves is studied. Weak solutions of conservation laws are constructed for analyzing surges and bores. Shock interaction, reflection, and energy dissipation are also discussed. **

**Chapter** **13 Dam-break analysis on initially dry and flowing streams is performed using the method of characteristics. The effects of slope and friction on the dam-break wave are presented. A complete, albeit one-dimensional, analysis of partial closing and opening of a sluice gate is presented, and the resulting system of algebraic equations are solved. **

**Chapter** **14 introduces the concept of adjoint sensitivity, and discusses parameter estimation and model validation. The methods of steepest descent and conjugate gradient are introduced and used to identify the basic parameters of free-surface flow. Adjoint equations are derived for open-channel flow, and multi-dimensional shallow-water flow. Boundary conditions and solution methods for adjoint equations are presented. The fundamental concepts of active flood control are introduced, and techniques for focusing depression waves on the peak of flood waves are presented. Adjoint equations are developed levee breach control, and non-reflecting boundary conditions are constructed for multi-dimensional sensitivity waves in open channels. **

*Acknowledgments *This book has demanded a long time to complete, thus many students have contributed to its development. I am indebted to all of them, and especially to those who subsequently have used the book while teaching their own classes, after leaving the University of Michigan. Their valuable suggestions have made this a gratifying project. I am also grateful to my own mentors, George Terzidis and Theodor Strelkoff, who introduced me to the subject, and guided me through some of its tortuous paths. It has been a wonderful voyage of exploration and learning.

Boris Alexandrovič Bakhmeteff, *Hydraulics of Open Channels*. New York: McGraw-Hill; 1932.

A.J.C. Barré de Saint-Venant, Théorie et equations générales du mouvement non permanent des eaux courantes, *Comptes Rendus des Séances de l'Académie des Sciences *1871;73:147–154.

J.B. Bélanger, *Essai sur la Solution Numérique de quelques Problémes Relatifs au Mouvement Permanent des Eaux Courantes*. Paris: Carilian-Goeury; 1828.

Joseph Valentin Boussinesq, *Théorie Analytique de la Chaleur. Vol. II*. Paris: Gauthier-Villars et Fils; 1903.

Antoine Chézy, Formule pour Trouver la Vitesse de l'Eau Conduit dan une Rigole donnée, (*Formula to find the uniform velocity that the water will have in a ditch or in a canal of which the slope is known*). Dossier 847, Ms. 1915, of the manuscript collection of the École National des Ponts et Chaussées, Paris. Reproduced in: Mouret, G., 1921. Antoine Chézy: histoire d'une formule d'hydraulique *Annales Des Ponts Et Chaussées *1776;61:165–269.

Ven Te Chow, *Open-Channel Hydraulics*. New York: McGraw-Hill; 1959.

M.H. Darcy, M.H. Bazin, *Recherches Hydrauliques, Première partie: Recherches Expérimentales sur l' Écoulement de l' Eau dans les Canaux Découverts*. Paris: E. Dunod, Éditeur; 1865:1865.

P.G. Gauckler, Etudes Théoritiques et Pratiques sur l'Ecoulement et le Mouvement des Eaux, *Comptes Rendus de l'Académie des Sciences *1867;64:818–822.

Francis M. Henderson, *Open Channel Flow*. New York: Macmillan; 1966.

R. Manning, On the Flow of Water in Open Channels and Pipes, *Transactions Institute of Civil Engineers of Ireland *1891;20:161–209.

Gaspard Monge, *Application de l'Analyse à la Géométrie*. Paris: À l'usage de l'Ecole impériale polytechnique; 1807.

James J. Stoker, *Water Waves: The Mathematical Theory with Applications*. New York: Wiley-Interscience; 1957.

S.M. Woodward, C.J. Posey, *Hydraulics of Steady Flow in Open Channels*. London: John Wiley & Sons, Inc.; 1941.

**Chapter 1 **

**Basic Concepts **

Chapter 1 describes the elements of physics and mathematics needed to develop the theory of shallow-water waves. This includes the fundamentals of surface differential geometry, and the curvature of surfaces. Geometric relations of curves and surfaces in space are developed, and the concept of mean curvature is discussed in detail. Explicit and implicit surfaces are defined, and Euler's theorem is proved. Furthermore, a formal description of initial and boundary value problems, as they apply to free-surface flow. The divergence representation to the curvature of the free surface is presented, in the form that is used in modern computer models. Finally, a classification of partial differential equations is given, thus providing an early encounter with the method of characteristics. The classification includes first order systems of equations, and higher-order equations.

*...the truth is that the declination of the heavenly bodies brings a fiery disaster upon the earth. Then, those who live on high altitudes suffer a greater disaster than those living near rivers or by the sea. However, the Nile who is our savior for everything, saves us from this conundrum by flooding. *

*Plato. Timaeus – About Atlantis and Nature. Circa 360 B.C. *

In free-surface flow, the analytical description of the flow conditions is achieved by determining the velocity vector field and the scalar field corresponding to the pressure intensity. In addition, the position of the free surface must be determined by imposing the kinematic and dynamic boundary conditions on the free surface. For flow on an uneven bottom, the kinematic condition also needs to be applied to the channel bed, as explained in Chapter **2. If the analysis is based on the turbulent Navier-Stokes equations, the resulting solution yields the most complete information about the flow problem. However, physical reasoning and observations confirm that when the depth of flow is considerably smaller than the horizontal dimensions of the problem, the flow pattern is altered drastically. **

Observations show that as the flow becomes more shallow, particle orbits and streamlines under a gravity wave are gradually transformed from circles to ellipses. Therefore, the vertical component of the velocity becomes negligible compared to the horizontal components. Furthermore, as explained in section **I-6.4.3, the piezometric head remains constant normal to streamlines with minimal curvature. This implies that the pressure distribution can be directly determined once the depth of flow is known, thus the pressure is no longer a dependent variable in the problem. Therefore, the shallow-water equations, i.e. the vertically-averaged continuity and horizontal momentum equations, suffice to determine the solution of the flow problem with accuracy. Such a solution is nearly identical to the one obtained by solving the corresponding free-surface flow problem, provided that the assumptions associated with the shallow-water limit of the flow are satisfied. **

The reduction in the physical dimensions of the problem and the number of dependent variables represents a definite improvement in efficiency. In the limit, as the depth approaches zero, the shallow-water approximation actually yields perfect results. However, the real value of shallow-water theory is found in applications of practical interest where the depth is finite. In these problems, the results are almost perfect, especially when one considers the sources of other errors encountered in predictions of flow in rivers, lakes, and estuaries. Therefore, the main challenge for the water scientist and engineer is not the implementation of the theory in practice, but the assessment of the information hidden by the shallow-water approximation. This is a fascinating statement because we are accustomed to believing that asymptotic approximations have no implications on the physical description of a problem. However, this is far from true for shallow-water waves. Both the mathematics and the physics differ from those for deep-water waves, and the approximation creates a new branch of environmental fluid mechanics.

The objective of this book is to develop mathematical models based on the shallow-water approximation. As already mentioned, these are approximations with reduced spatial dimensions, thus it is important to distinguish shallow-water from genuine free-surface flow models. As an example, consider the flow pattern created by a *sluice gate *operating in an open channel, as shown in **Fig. 1.1. **

**Figure 1.1 **Laboratory-scale sluice gate

For the reader unfamiliar with this device, **Fig. 1.1 shows a typical setup in a laboratory flume, under flow conditions that are time invariant. The gate slides vertically in guides mounted on the channel side walls, and helps regulate the flow by changing the size of the gate opening. The flow pattern shown in Fig. 1.1 corresponds to a free flowing gate, as opposed to one that is submerged on the downstream side. Specifically, the left face of the gate is in contact with the fluid while the right face is completely exposed to air. Furthermore, on the upstream side, the flow appears to be tranquil with the exception of a minor disturbance on the free surface near the side wall of the channel, which is associated with vortex stretching, as described in Fig. I-7.17 of section I-7.6. There is a slight super-elevation of the free surface at its point of contact with the gate, which is a result of the fluid coming to an abrupt stop against the metal plate. **

On the downstream side, the picture is characterized by rapid flow, forming a curvilinear free surface that glides smoothly under the gate. The streaks of air entrainment are visible on the free surface, and they indicate the high velocity with which the water emerges from the gate opening. Finally, a small distance away, and on both sides of the gate, the free surface becomes parallel to the channel bed.

is not known a priori, but instead it must be computed as part of the solution. The basic elements of a free-surface flow model for the flow under a sluice gate are shown in **Fig. 1.2. **

**Figure 1.2 **Definition of flow regimes for a sluice gate; free-surface flow

On the upstream side, often called the *backwater *region, the fluid comes to an abrupt stop or *stagnation point *on the face of the gate. At the same time, the fluid below accelerates to pass through the reduced flow opening. The elevation of the free surface increases gradually to its maximum height at the stagnation point, i.e. where it meets the gate on its upstream face. On the downstream side, also called the *tailwater *region, the tip of the gate guides the free surface to a smooth, strongly curvilinear profile until the influence of the gate diminishes further downstream.

There are several direct observations that can be made about the flow conditions. First, in the vicinity of the gate the velocity is not uniform in the vertical direction, and neither is the acceleration, as the fluid is forced to change from horizontal to vertical movement. Second, the piezometric head is not constant since the pressure must be atmospheric at the free surface on both sides of the gate. Third, although the flow is directed along the channel axis, the free surface, and consequently the velocity, are not perfectly uniform in the transverse flow direction. Notice that the image shown in **Fig. 1.2 is the true, three-dimensional solution domain of the problem. **

When the shallow-water approximation is implemented, the image shown in **, of the gate and side walls of the channel. As shown in Fig. 1.3, the solution is defined by the depth and the horizontal components of the flow rate, thus the physical representations of the two problems are quite different although the solutions may be identical. Notice that the presence of the sluice gate on the flow pattern creates a discontinuity in the depth and velocity of flow, thus the gate needs to be treated as an internal boundary condition. **

**Figure 1.3 **Definition of flow regimes for a sluice gate; shallow-water flow

When the open-channel flow approximation is appropriate, the channel image collapses on the *x *axis, as shown in **, and the location of the gate, ( x, must be given as well. Now a unique solution can be found by determining A, and the flow rate, Q, at every point along the channel. **

**Figure 1.4 **Definition of flow regimes for a sluice gate; open-channel flow

The flow under a free-flowing sluice gate is a problem of both didactic and practical value. The configurations shown in **Fig. 1.2, Fig. 1.3, and Fig. 1.4 represent several alternative flow models associated with the flow under a sluice gate. Depending on the level of detail demanded by the application, the question of complexity versus reliability is of great importance in choosing the appropriate mathematical model. The incorporation of detailed features of the free-surface profile may or may not result in increased accuracy of the results although the decision to include the details may increase the required effort dramatically. **

Throughout this book, numerous sketches of shallow-water and open-channel flow are drawn that potentially misrepresent the theory behind the methods being discussed. For example, as shown in **Fig. 1.5, we may use a sketch for open-channel flow that shows the free surface and channel bed profiles. This is done to help better visualize the problem, as the sketch in Fig. 1.4 does not give a meaningful picture of the solution of the problem. Notice, however, that the vertical and horizontal scales in Fig. 1.5 may be quite different, thus the free surface may appear to have stronger curvature than it is true. **

**Figure 1.5 **Definition of flow variables for open-channel flow

The correct reading of the sketch in **gives the elevation of the free surface as a function of x, but does not coincide with upper boundary of the problem's domain in the vertical direction, as is the case in Fig. 1.2. Instead, the sketch depicts the variation of one of the dependent variables of a one-dimensional problem, after the solution has been completed. Therefore, the definition sketches in the remainder of the book should not be interpreted as representing the true domain of the flow, but as visual aides to help describe the solution of the problem under consideration. **

One of the objectives of this book is to construct mathematical models at the shallow-water and open-channel levels of approximation for problems like the free-surface flow under a sluice gate. Such models allow for an accurate and efficient design of flow control structures that is very difficult to achieve by laboratory studies alone. The amount of information that becomes available through a mathematical model, and the ease of transferability to other flow structures is the driving force of modern analysis, design, and control of fluid flow. Once validated, a mathematical model provides information at any desired resolution, is scalable, applicable universally, and transferable to a variety of practical applications.

The air-water interface generates a two-dimensional surface that defines the discontinuity of properties between two fluids, determines their domain of solution and their dynamic and chemical interactions. As previously explained, the solution to any free-surface flow problem depends on the precise identification of the geometric characteristics of this interface. Two-dimensional surfaces have been the subject of study in differential geometry, thus a wealth of information on two-dimensional surfaces can be found in relevant texts like **Spivak (1999), Topogonov (2006), and Pressley (2012). **

There are various way to describe a two-dimensional surface mathematically. The most intuitive approach is to express it as an *explicit surface*, in which one of the Cartesian coordinates of a point on the surface can be found as a function of the other two, i.e.

**(1.1) **

is defined at every point in space, *y *generates a *regular surface*.

that describes the surface of a cone with vertex at the origin, similar to the one shown in Fig. **I-1.26. Notice, however, that in this case y is not a regular surface because the origin is a singular point. **

The main advantage of the explicit representation of a surface is the ease in tracing it. For example, Eq. **(1.1) permits a relatively easy computation of the surface height from an arbitrary datum. However, the relation in Eq. (1.1) is axis dependent, thus it may be difficult to transform if necessary. Furthermore, the explicit representation inherently excludes surfaces with folds, overhangs, or even those that are parallel to the y axis. The surface depicted in Fig. I-1 shows a typical example of these difficulties. Finally, the explicit representation does not allow an easy identification of local surface properties or methods for predicting the behavior of other surfaces in the neighborhood. **

Consider the instantaneous release of a tracer at a point located deep in a lake. As the dye spreads due to lake currents and turbulent diffusion, it is useful to visualize the plume by plotting iso-concentration surfaces, as shown in **Fig. 1.6. **

**Figure 1.6 **Implicit surfaces

such that when

**(1.2) **

lies on the surface. Notice that *F *is more general than necessary to describe a two-dimensional surface. In fact, *F *the point lies on the surface, *F*, and this defines an *implicit surface*.

It may first appear that this definition of a surface is more complicated than the explicit representation of a two-dimensional surface, however, Eq. **is inside or outside the surface by simply checking the sign of the implicit surface function F. Furthermore, computation of the unit normal vector at any point of an implicit surface is straightforward, provided that F is differentiable. Then, the gradient of F determines the normal direction since the unit normal is given by **

**(1.3) **

Consider a spherical droplet of radius equal to unity. If its center is located at the origin, the implicit surface function

separates three-dimensional space into an interior and an exterior sub-domain depending on the sign of *F*, the corresponding iso-surface defines the surface of the droplet, as shown in **Fig. 1.7. **

**Figure 1.7 **Implicit droplet surface and normal vectors

The implicit surface is computed numerically by evaluating *F *grid along with the normal vector field given by Eq. **(1.3). Iso-surfaces of F is shown in Fig. 1.7. **

A surface, *S*, in three-dimensional space is a subset of the 3D space that resembles a two-dimensional space in the vicinity of a given point, *P*. For every point on the surface, there exists an open two-dimensional set, *U*, and an open three-dimensional set, *W*, containing *P *such that the intersection of *S *and *W *is homeomorphic to *U*, i.e. a continuous function between topological spaces that has a continuous inverse function. This homeomorphism is called a surface patch or parameterization of the aforementioned intersection. For example, an observer on the surface of the Earth looking at the horizon sees a flat plane although we know the surface is nearly spherical. A two-dimensional coordinate system can thus be defined on the surface patch. In the case of the Earth, longitude and latitude provide such a coordinate system.

It is therefore possible to express a two-dimensional surface in parametric form by writing the position vector of any point on the surface as a function of two parameters, *u *and *v*, as follows

**(1.4) **

or, in component form

traces a curve on the surface, **R**. Repeating this for the second parameter, we obtain a family of curves with constant values of *u *and *v*, as shown in **. It follows that the vector **

**(1.6) **

is the *standard unit normal vector *can be written as follows

**(1.7) **

Notice that since the unit tangent vector, **t**, i.e. **n **is normal to all curves on the surface passing through the point where **n **is drawn.

**Figure 1.8 **Parametric surface and tangent vectors

Next, let us consider a surface element, Δ*S*, bounded by four neighboring parametric curves given by *u*, *v*, as shown in **Fig. 1.9. By definition, the magnitude of the vector product of the vectors tangent to the curves u and v traces a parallelogram given by **

**(1.8) **

**Figure 1.9 **Parametric surface element

This is tangent to the surface at point *P*, and provides an approximation to Δ*S *that becomes exact as the increments *du *and *dv *approach zero. Furthermore, the area of any surface can be found by computing the integral

**(1.9) **

In the special case where a parametric surface can be expressed so that its elevation, *y*, we can write

and the area of the surface is given by

plane, if the unit normal to the surface makes an angle *θ *with the vertical unit vector, **j**. Specifically, by taking the scalar product of the vector **(1.8) with j we obtain **

**(1.12) **

. We can find the surface area by computing the partial derivatives in Eq. **(1.11), which yields **

The denominator of the integrand can be recognized as the equation of a circle with radius *r*, as follows

plane is the circle with area equal to *π*.

We have already seen that a tangent vector to a surface, *S*, at a point, *P*, is the tangent vector at *P *of a curve in *S *passing through *P*. The *tangent space*, of *S *at *P *is the set of all tangent vectors to *S *at *P*. An *oriented surface *is a surface, *S*, together with a smooth choice of unit normal, **n**, at each point such that, for all points *P *. Furthermore, any vector, **v**, tangent to *S *at *P *can be expressed as a linear combination of the tangent vectors along the base parameters, i.e.

**(1.13) **

where *α *and *β *are some real numbers. Comparison of Eqs. **(1.7) and (1.13) reveals that du and dv are linear maps of the surface patch, and further allow us to associate with the surface a scalar that is given by the following symmetric bilinear form **

where

Eq. **(1.14) is called the first fundamental form of the surface patch. The coefficients E, F, and G, depend on the choice of surface patch, but the form itself depends only on S and P, and makes no reference to any curve on the surface. **

, the parameters of the first fundamental form are give by

Consider now the two-dimensional surface patch, **R**, with standard unit normal, **n**, shown in **Fig. 1.9. As the surface parameters u and v , the surface deviates from the plane tangent to the surface at P by a distance **

where higher order terms of the Taylor series expansion have been neglected. The first two terms on the right hand side vanish since their scalar product with the unit normal is zero by definition. Thus, the deviation of the tangent plane from the surface is given compactly by the following expression

**(1.18) **

where

This known as the *second fundamental form *of the surface patch at *P*. Some important identities become obvious from the definitions of the normal and tangent vectors to the surface. For example,

**(1.20) **

Furthermore, by differentiation of Eq. **(1.20) we obtain **

**(1.21) **

. From the definitions of the parameters of the second form, we obtain

. For the hemisphere of **. Therefore **

Accordingly

Determining the curvature of an oriented surface, *S*, is equivalent to quantifying the variation of its unit normal, **n**. The latter varies rapidly near points at which the surface is highly curved, and slowly where the surface is almost flat. The rate of change of the normal vector **n **can be computed by its partial derivatives with respect to the parametric directions *u *and *v*on the surface patch at point *P*, we can write

**(1.23) **

, respectively, leads to a system of four equations, which can be written in matrix form, as follows

**(1.24) **

where

is the matrix of the so-called *Weingarten map *(**Pressley, 2012). Two important definitions follow: the Gaussian curvature, and the mean curvature. **

From Eq. **(1.25) and the definition of the Gaussian Curvature, we obtain **

Therefore, the Gaussian curvature depends only on the first fundamental form. This is known as *Gauss's Egregious Theorem*. Similarly, the mean curvature of a sphere is given by

Another way for determining the curvature of a surface is to measure the curvature of curves that lie on the surface according to the procedure established by Eq. (**I-2.79). As shown in Fig. 1.10, if a curve C lies on an oriented surface, Swhile the normal nis perpendicular to t, thus it may be expressed as a linear combination of n and m, i.e. **

**(1.26) **

are known as the *normal *and *geodesic *curvatures, respectively, of the curve *C*. Thus, the curvature, *κ*, of the curve, *C*, can be written as follows

**(1.27) **

**Figure 1.10 **Tangent, normal, and binormal vectors

Consider now a smooth surface, *S*, and a space curve, *C*, embedded in the surface. At some arbitrary point on the curve, let *θ *be the angle between the normal to the surface, **n**, at the same point. Since both **n **are unit vectors, it follows from Eq. (**I-2.81) that **

**(1.28) **

Also, since **n **and **t **. Then, differentiation with respect to *s *yields

**(1.29) **

Substitution of Eq. **(1.29) in Eq. (1.28) yields **

If *κ *is the curvature of a normal section, i.e. the curve *C *is the intersection of the surface *S *since the principal normal of the curve coincides with the normal to the surface. Furthermore, it can be shown that the scalar product in Eq. **(1.30) is another form of the matrix of variation of the normal vector given by Eq. (1.24). Then, the determination of the surface's curvature can be made by computing the eigenvalues of the matrix W, as follows **

**(1.31) **

, are called the *principal curvatures *of the surface *S*. They correspond to the maximum and minimum values of the normal curvature of all curves on the surface that pass through the point *P*, are called the *principal vectors*, then it can be shown that the principal vectors are orthogonal (**, every tangent vector at P is principal, and the point is called umbilic. **

Euler's theorem states that the curvature of an arbitrary normal section can be expressed in terms of the principal curvatures of the surface, i.e.

**(1.32) **

is the normal curvature and *α *is the angle formed between the arbitrary normal section and the first principal curvature section of *S*. The proof can be found in texts of differential geometry (**Pressley, 2012, p. 188). Furthermore, as a result of Euler's theorem, the sum of the curvatures of any two orthogonal normal sections, κ , is constant and equal to the sum of the curvatures of the principal sections, i.e. **

**(1.33) **

This is a result of importance in calculating the surface tension of the interface between a gas and a liquid. By computing the curvature in two orthogonal normal directions, we are guaranteed a unique value for the curvature of the free surface, thus eliminating the need for considering any other direction. The relation to the mean curvature follows directly from its definition. Therefore,

**(1.34) **

To find the principal curvatures of a unit sphere, we use the longitude-latitude parametric form of its surface, i.e.

. Hence

The corresponding eigenvalues are found by solving

, i.e. the curvature is the same in any direction.

. A second glance at Eq. **(1.23) reveals that this is essentially the Jacobian matrix for the differentiation of the unit normal vector, n, described in section I-2.2.4. It was shown that the divergence of a vector field is equal to the trace of the differential operator of the vector field. Therefore, by definition **

**(1.35) **

where the sign depends on the choice of the unit normal, i.e. the mean curvature is positive when the surface is convex in the direction of the outward normal vector. A more rigorous mathematical derivation of the divergence representation of the mean curvature is given by **Megrabov (2014). Furthermore, the physical reasoning of this representation is based on the solution of the eikonal equation, which describes the time of propagation of wave fronts (Vidale, 1990). It can be shown that the surfaces representing these fronts are orthogonal to the vector field and the ray paths of the solution of the eikonal equation. Similarly, referring back to Fig. 1.6, the vector field of all unit normals to the surface, S, is by definition orthogonal to this surface. **

, the mean curvature can be computed from the gradient of *F *using Eq. **(1.3). Therefore, **

**(1.36) **

This can be further evaluated to yield

where **H **is the *Hessian matrix *of the surface implicit function, i.e.

**(1.38) **

This motivates us to rewrite the unit normal vector, **n**, in terms of an explicit expression for the surface, i.e. Eq. **(1.1), thus arriving at the following formula for the mean curvature **

, as follows

, it is straightforward to compute the discrete gradient of the field of unit normals to the surface. In turn, this allows the efficient computation of the mean curvature, which leads to an evolution algorithm for the free-surface dynamics.

In summary, the most important geometric characteristics of the air-water interface are its unit normal, **n**, defined at each point of the free surface. These surface properties may be expressed in explicit, implicit, or parametric form. Furthermore, the mean curvature can be expressed in terms of the divergence of the underlying unit vector field.

As it was explained in Chapter **I-1, the description of fluid motion based on the fluid continuum hypothesis results in mathematical models consisting of differential rather than algebraic equations. The derivatives in the governing differential equations describe the rate of change of the flow variables with respect to distance along the spatial coordinates, and time, at every point of the solution domain, i.e. the region of space and time that is of interest in a given problem. The behavior of the solution changes from point to point, thus it should be understood that the information provided by the differential equations is local. Consequently, to obtain values for important variables such as fluid velocity and pressure, these equations must be integrated over the entire solution domain. **

In all realistic applications, the domain is finite. It is either limited by the physical size and duration of the problem or truncated for economy of effort. Thus, the solution domain has either true or artificial *boundaries*. At those boundaries, the mathematical model, as described by the governing differential equations, must conform to physical reality, if the boundary is real. Similarly, if the boundary is artificial, the model should communicate with the rest of the physical world. In either case, information must be supplied at the boundaries, such that the model can recognize the conditions of its surroundings (**Courant and Hilbert, 1962). **

The need for information at the boundaries of the domain can also be realized by mathematical considerations. We commonly call the spatial coordinates *x*, *y*, *z*, and the time *t*, the *independent variables *of the problem. Similarly, the velocity components *u*, *v*, *w*, the pressure *p*, the temperature *T*, etc., are called the *dependent variables*. However, the integration of a differential equation in space and time does not produce unique values for the dependent variables unless the constants of each integration are determined. Generally, we need as many pieces of information as there are constants of integration and, in a well posed problem, there are usually exactly as many boundary points as the required pieces of information. Integration of the differential equations at the boundary is not possible, as the solution outside of the domain is unknown, and therefore the rate of change of the dependent variables cannot be uniquely defined at boundary points.

Both physical and mathematical reasoning imply that the dependent variables and/or their derivatives must be specified at the domain boundaries. This fixes the integration constants, and supplies true data to the mathematical model. The required values often have to be measured or reasoned by physical observation. In either case, these *boundary conditions *override the solution of the differential equations at the boundary, as they represent the real, as opposed to modeled, values of the dependent variables.

When the actual values of the dependent variables are specified at a boundary point, we call these *essential *or Dirichlet boundary conditions, named after the German mathematician Johann Dirichlet (1805–1859). If the first derivative of a dependent variable is specified, we speak of *natural *or Neumann boundary conditions, named after the German mathematician Carl Gottfried Neumann (1832–1925). If a combination of the dependent variable and its derivative is given, we call these *mixed *or Robin boundary conditions, named after the French mathematician Victor Gustave Robin (1855–1897). Finally, the Cauchy boundary conditions, named after the French mathematician Augustin Louis Cauchy (1789–1857), specify independently both the values of the dependent variable, and its normal derivative at the boundary. These conditions are equivalent to imposing both a Dirichlet and a Neumann boundary condition on the boundary, as it was described in Chapter **I-6. **

More specific boundary conditions will be presented throughout this book after the associated physics and governing equations are established. Furthermore, it should be emphasized that, depending on the problem in question, boundary conditions may not be prescribed arbitrarily, but they must obey certain compatibility rules that will be explained later. We will not encounter differential equations of order higher than two in this book, thus it makes no sense to consider any derivatives higher than the first as boundary conditions, as otherwise the boundary conditions would be the same as the differential equation itself.

If all conditions are specified at a single point, we call these *initial conditions*. The latter are often identified with conditions at an initial time instant, but this is not necessary in general. The determination of gradually-varied flow profiles in Chapter **7 for example, is a time independent problem, yet it requires only initial conditions for its solution. **

On the other hand, a time dependent problem such as the decay of a chemical in a continuously mixed batch reactor is a pure *initial-value-problem*. We will alternatively call such time dependent problems zero-dimensional. This does not mean that the physical dimensions of the problem have shrunk to a point. Rather, conditions are uniform in space, thus integration along the spatial dimensions of the problem allows us to simplify the mathematical model. The governing equation reads

**(1.41) **

where *C *is the concentration of the chemical, and *k *is the rate of decay. The differential equation **, a unique solution exists, as shown graphically in Fig. 1.11. Mathematically, integration of Eq. (1.41) produces a constant that is uniquely fixed by the initial value of concentration. **

**Figure 1.11 **Solution domain for an initial-value-problem

, as shown in **Fig. 1.12. The boundary conditions and the right hand side of the differential equation may involve the first derivative of the dependent variable. **

**Figure 1.12 **Solution domain for a 2-point boundary-value problem

The name two-point

implies that the boundary conditions are enforced at the two endpoints of the solution domain in contrast to an initial value problem, where the initial conditions are evaluated at a single point. Notice that the two-point boundary-value problem must be associated with a second-order, ordinary differential equation. The solution is time invariant, and conditions must be fixed at both physical boundaries. Either essential or natural boundary conditions are acceptable. If the governing equation is homogeneous, i.e. there are no sources or sinks in the solution domain, at least one boundary point should correspond to an essential condition for a unique solution to exist. If there are sources, the boundary conditions should be chosen carefully to ensure conservation. Finally, the solution is inherently *implicit*, i.e. all points in the solution domain must be determined simultaneously, and the boundary conditions influence every other point in the

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