Turbulent Flows
Stephen B. Pope
Cornell University



List o f tables
Preface Nomenclature

page xv


PART ONE: FUNDAMENTALS Introduction The nature of turbulent flows 1.2 The study of turbulent flows The 2.1 2.2 2.3 2.4 2.5 2.6 2.7 equations of fluid motion Continuum fluid properties EulerianandLagrangianfields The continuity equation The momentum equation The roleofpressure Conservedpassive scalars The vorticity equation Rates of strain and rotation 2.9 Transformation properties

The statistical description of turbulent flows The random nature of turbulence Characterization of random variables 3.3 Examplesofprobabilitydistributions Joint random variables Normal and joint-normal distributions 3.6 Random processes Random fields 3.8 Probability and averaging



Mean-flow equations Reynolds equations 4.2 Reynolds stresses 4.3 The mean scalar equation 4.4 Gradient-diffusion and turbulent-viscosity hypotheses Free shear flows The round jet : experimental observations A description of the flow 5.1.2 The mean velocity field 5.1.3 Reynolds stresses 5.2 The round jet: mean momentum Boundary-layer equations 5.2.2 Flow rates of mass, momentum, and energy 5.2.3 Self-similarity 5.2.4 Uniform turbulent viscosity 5.3 The round jet: kinetic energy 5.4 Other self-similar flows 5.4.1 The plane jet 5.4.2 The plane mixing layer 5.4.3 The plane wake 5.4.4 The axisymmetric wake 5.4.5 Homogeneous shear flow 5.4.6 Grid turbulence 5.5 Further observations A conserved scalar 5.5.2 Intermittency 5.5.3 PDFs and higher moments Large-scale turbulent motion

The scales of turbulent motion The energy cascade and Kolmogorov hypotheses 6.1.1 The energy cascade 6.1.2 The Kolmogorov hypotheses 6.1.3 The energy spectrum 6.1.4 Restatement of the Kolmogorov hypotheses Structure functions 6.3 Two-point correlation 6.4 Fourier modes 6.4.1 Fourier-series representation 6.4.2 The evolution of Fourier modes




6.6 6.7

6.4.3 The kineticenergy of Fourier modes Velocity spectra 6.5.1 Definitionsandproperties 6.5.2 Kolmogorov spectra 6.5.3 A model spectrum 6.5.4 Dissipation spectra 6.5.5 The inertial subrange 6.5.6 The energy-containing range 6.5.7 EffectsoftheReynoldsnumber 6.5.8 The shear-stress spectrum The spectral view of the energy cascade Limitations, shortcomings, and refinements 6.7.1 The Reynolds number 6.7.2 Higher-order statistics 6.7.3 Internal intermittency 6.7.4 Refined similarity hypotheses 6.7.5 Closing remarks

Wall flows 7.1 Channel flow 7.1.1 A description of the flow 7.1.2 The balance of mean forces 7.1.3 The near-wall shear stress 7.1.4 Mean velocity profiles 7.1.5 The friction law and the Reynolds number 7.1.6 Reynoldsstresses 7.1.7 Lengthscales and the mixing length 7.2 Pipe flow 7.2.1 The friction law for smooth pipes 7.2.2 Wall roughness 7.3 Boundary layers 7.3.1 A description of the flow 7.3.2 Mean-momentum equations 7.3.3 Mean velocity profiles 7.3.4 The overlap region reconsidered 7.3.5 Reynolds-stress balances 7.3.6 Additional effects 7,4 Turbulent structures



PART TWO: MODELLING AND SIMULATION An introduction to modelling and simulation 8.1 Thechallenge 8.2 Anoverview ofapproaches 8.3 Criteriafor appraisingmodels Direct numerical simulation 9.1 Homogeneous turbulence 9.1.1 Pseudo-spectral methods 9.1.2 The computational cost 9.1.3 Artificial modifications and incomplete resolution Inhomogeneous flows 9.2.1 Channel flow 9.2.2 Free shear flows 9.2.3 Flow over a backward-facing step 9.3 Discussion

10 Turbulent-viscosity models 10.1 The turbulent-viscosity hypothesis 10.1.1 The intrinsic assumption 10.1.2 The specific assumption 10.2 Algebraic models 10.2.1 Uniform turbulent viscosity 10.2.2 The mixing-length model 10.3 Turbulent-kinetic-energy models 10.4 The k-E model 10.4.1 An overview 10.4.2 The model equation for E 10.4.3 Discussion 10.5 Further turbulent-viscosity models 10.5.1 The k-o model 10.5.2 The Spalart-Allmaras model 11 Reynolds-stress and related models 1.1 Introduction 11.2 The pressure-rate-of-strain tensor 11.3 Return-to-isotropy models 11.3.1 Rotta's model 11.3.2 The characterization of Reynolds-stress anisotropy 11.3.3 Nonlinear return-to-isotropy models 11.4 Rapid-distortion theory 11.4.1 Rapid-distortion equations






11.8 11.9

11 1

11.4.2 The evolution of a Fourier mode 11.4.3 The evolution of the spectrum 11.4.4 Rapid distortion of initially isotropic turbulence 11.4.5 Final remarksPressure-rate-of-strain models 11.5.1 The basic model (LRR-IP) 11.5.2 Other pressure-rate-of-strain models Extension to inhomogeneous flows 116.1 Redistribution 11.6.2 Reynolds-stress transport 11.6.3 The dissipation equation Near-wall treatments 1 1 7 1 Near-wall effects 11.7.2 Turbulent viscosity 11.7.3 Mode1 equations for k and E 11.7.4 The dissipation tensor 11.7.5 Fluctuating pressure 11.7.6 Wall functions Elliptic relaxation models Algebraic stress and nonlinear viscosity models 11.9.1 Algebraic stress models 11.9.2 Nonlinear turbulent viscosity Discussion

12 PDF methods 12.1 The Eulerian PDF of velocity 12.1.1 Definitions and properties 12.1.2 The PDF transport equation 12.1.3 The PDF of the fluctuating velocity 12.2 The model velocity PDF equation 12.2.1 The generalized Langevin model 12.2.2 The evolution of the PDF 12.2.3 Corresponding Reynolds-stress models 12.2.4 Eulerian and Lagrangian modelling approaches 12.2.5 Relationships be tween Lagrangian and Eulerian PDFs I L . ~ Langevin equations 12.3.1 Stationary isotropic turbulence 12.3.2 The generalized Langevin model 12.4 Turbulent dispersion


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13.5.2 Triad interactions 13.5.3 The spectral energy balance 13.5.4 The spectral eddy viscosity 13.5.5 Backscatter 13.5.6 A statistical view of LES 13.5.7 Resolution and modelling 13.6 Further residual-stress models 13.6.1 The dynamic model 13.6.2 Mixed models and variants 13.6.3 Transport-equation models 13.6.4 Implicit numerical filters 13.6.5 Near-wall treatments 13.7 Discussion 13.7.1 An appraisal of LES 13.7.2 Final perspectives
Appendix A Cartesian tensors Cartesian coordinates and vectors A.2 The definition of Cartesian tensors A.3 Tensor operations The vector cross product A.5 A summary of Cartesian-tensor suffix notation Appendix B Properties of second-order tensors Appendix C Dirac delta functions C.l The definition of 6(x) C.2 Properties of 6(x) C.3 Derivatives of 6(x) C.4 Taylor series C.5 The Heaviside function C.6 Multiple dimensions Appendix D Fourier transforms

E Spectral representation of stationary random processes Fourier series Periodic random processes Non-periodic random processes Derivatives o f t h e process Appendix F The discrete Fourier transform
Appendix E.1 E.2 E.3 I5.4



- -



Appendix G Power-law spectra

Appendix H Derivation of Eulerian PDF equations


Characteristic functions Diffusion processes

Appendix J

Author index Subject index

List of tables

5.2 5.3 5.4 6.1 6.2 6.3 7.1 7.2 8.1 9.1 9.2 9.3 10.1 10.2 11.1 11.2 11.3 11.4 11.5 11.6 17 12.1 12.2 3.1 13.2 13.3 13.4 B.1 D. 1 E. 1 G.1 1.1

Spreading rate parameters of turbulent round jets Timescales in turbulent round jets Spreading parameters of turbulent axisymmetric wakes Statistics in homogeneous turbulent shear flow Characteristic scales of the dissipation spectrum Characteristic scales of the energy spectrum Tail contributions to veloci ty-derivative moments Wall regions and layers and their defining properties Statistics in turbulent channel flow Computational difficulty of different turbulent flows Numerical parameters for DNS of isotropic turbulence Numerical parameters for DNS of channel flow Numerical parameter for DNS of the flow over a backward-facing step The turbulent Reynolds number of self-similar free shear flows Definition of variables in two-equation models Special states of the Reynolds-stress tensor Mean velocity gradients for simple deformations Tensors used in pressure-rate-of-strain models Coefficients in pressure-rate-of-strain models Coefficients in algebraic stress models Integrity basis for turbulent viscosity models Attributes of different RANS turbulence models Comparison between fluid and particle systems Different levels of PDF models Resolution in DNS and in some variants of LES Filter functions and transfer functions Estimates of filtered and residual quantities in the inertial subrange Definition of the different types of triad interactions Operations between first- and second-order tensors Fourier- transform pairs Spectral properties of random processes Power-law spectra and structure functions Relatioilships be tween characteristic functions and PDFs







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The notation used is given here in the following order: upper-case Roman lower-case Roman, upper-case Greek, lower-case Greek, superscripts subscripts, symbols, and abbreviations. Then the symbols C3( ) o( ) and that are used to denote the order of a quantity are explained.


Upper-case Roman


van Driest constant (Eq. (7.145)) control surface bounding V log-law constant (Eq. (7.43)) constant in the velocity-defect law (Eq. (7.50)) Loitsyanskii integral (Eq. (6.92)) log-law constant for fully-rough walls (Eq. (7.120)) log-law constant for rough walls (Eq. (7.121)) Kolmogorov constant related to E (K) (Eq. (6.16)) coefficient in the Langevin equation (Eqs. (12.26) and (12.100)) Kolmogorov constant related to E (u1) (Eq. (6.228)) Kolmogorov constant related to Ez2(u1) (Eq. (6.231)) Kolmogorov constant related to DLL(Eq. (6.30)) constant in the IP model (Eq. (11.129)) constant in the model equation for co* (Eq. (12.194)) LES dissipation coefficient (Eq. (13.28 5)) skin-friction coefficient ( T ~ / ( $ ~ u ~ ) ) Rotta constant (Eq. (11.24)) Smagorinsky coefficient (Eq. (13.128)) constant in Reynolds-stress transport models (Eq. (11.147))

2)) + @ + .193)) constant in the definition of ! constants in the model equation for w (Eq. (13. (12. (6.101)) pipe diameter second-order velocity structure function (Eq.x x 11 Nomenclature constant in the model equation for E (Eq.93)) Kolmogorov constant (Eq. (12.95)) longitudinal second-order velocity structure function longitudinal third-order velocity structure function transverse second-order velocitv structure function nth-order longitudinal velocity structure function (Eq. (6.47)) LES eddy-viscosity coefficient (Eq. (12. (E. (6. (12. (13. (7.46)) Fourier transform (Eq. (D.304)) substantial derivative @/at U V) mean substantial derivative @/at (u) V) substantial derivative based on filtered velocity Cartesian coordinate system with basis vectors ei Cartesian coordinate system with basis vectors Zi kinetic energy (2lU * U) kinetic energy of the mean flow (1 (U) (U)) 2 kinetic energy flow rate of the mean flow energy-spectrum function (Eq.7)) velocity-defect law (Eq.206)) energy-spectrum function of filtered velocity (Eq.23)) second-order Lagrangian structure function (Eq.31)) determinant of the normalized Reynolds stress (Eq.62)) frequency spectrum (defined for positive frequencies.166)) one-di'rnensional energy spectrum (Eq. (11. Eq.1)) inverse Fourier transform (Eq. ( 10.286)) constant in the IEM mixing model (Eq.52)) cumulative distribution function (CDF) of U (Eq. (11. (13.53)) turbulent-viscosity constant in the k-E model (Eq.150)) constants in the model equation for E (Eq. (10. (3. (3. (10. Eq. (D. (3.326)) 2 (Eq.140)) frequency spectrum (defined for positive and negative frequencies.96)) cross stress (Eq.

(6.282)) .33)) identity matrix indicator function for intermittency (Eq. (5.48)) characteristic lengthscale of the flow length of side of cube in physical space resolved stress (Eq. (12.16 1)) lateral integral lengthscale (Eq.116)) coefficient in the GLM (Eqs.Fourier integral operator (Eq.133)) rate of production of Reynolds stress (Eq.133)) production : rate of production of turbulent kinetic energy (Eq. (5. (2.252)) Leonard stress (Eq. (6. (5.100)) momentum flow rate of the mean flow scaled composite rate-of-strain tensor (Eq.32)) probability of event A particle pressure (Eq.110)) LES filter function LES filter transfer function shape factor (6'/0) Heaviside function (Eq.123)) rate of production of scalar variance (Eq. (6.225)) projection tensor (Eq. (7. ( 1 3.303)) Mach number normal distribution with mean p and variance o2 quantity of big order h quantity of little order h pressure (Eq. (12. (C. (13.179)) rate of production of residual kinetic energy (Eq.299)) principal invariants of the second-order tensor s kurtosis of the longitudinal velocity derivative kurtosis of t$ Knudsen number modified Bessel function of the second kind lengthscale (k 5 / E ) lengthscale (uf3/&) longitudinal integral lengthscale (Eq.26) and (12. (13. (6.255)) normalized nth moment of the longitudinal velocity derivative (Eq. (3. (13.

(12.198)) rapid pressure-rate-of-st rain tensor (Eq.85)) chemi~al source term (Eq.160)) Fourier coefficient of two-point velocity correlation (Eq. (3.102)) redistribution term (anisotropic part of nu. (12.XX~V Nomenclature pipe radius autocovariance (Eq.6/v) pressure-rate-of-st rain tensor (Eq.187)) SGS Reynolds stress (Eq.)/ax2 in simple shear flow) .13)) slow pressure-rate-of-s t rain tensor spreading rate of a free shear flow velocity-derivative skewness (Eq. ( 11. (3.72)) skewness of mean source of turbulence frequency (Eq. (13.63)) Reynolds number Reynolds number (2U6/v) Reynolds number (Uod/v) turbulence Reynolds number (k112L/V = k2/(&v)) turbulence Reynolds number (ufLl/ v ) Reynolds number (Uox/v) Reynolds number (Uo6/v) Reynolds number (Uo6*/v) Reynolds number (Uo6/v) Reynolds number based on friction velocity (u. (6.6)) conditional pressure-rate-of-strain tensor (Eq.134)) two-poin t velocity correlation (Eq. (6.152)) turbulent Reynolds number (.321)) velocity structure function skewness (Eq. (11. (6.Eq.89)) rate-of-strain tensor (1 (a Ui/axj a Uj/axi)) 2 mean rate-of-strain tensor (i(a (ui) /ax a ( Uj)/axi)) 2 normalized mean rate-of-strain tensor ((k/&)Sij) filtered rate-of-strain tensor (Eq. (12+20)) redistribution term used in elliptic-relaxation model (Eq. (7.184)) characteristic mean strain rate (2Sij~ij)i (S= a (U. (6.85)) Taylor-scale Reynolds number (Eq. (11. (5.73)) + + doubly filtered rate-of-strain tensor two-point triple velocity correlation (Eq. (13. (6.Eq.

196)) Lagrangian integral timescale (Eq.193)) isotropic flux of Reynolds stress due to fluctuating pressure (Eq.Nomenclature .93)) rate of transfer of energy from eddies larger than & to those smaller than & rate of transfer of energy from large eddies to small eddies rate of transfer of energy into the dissipation range ( <) from larger scales random process kulerian velocity x component of velocity x component of velocity bulk velocity in channel (Eq.163) rate of energy transfer to Fourier mode of wavenumber IC from other modes (Eq.140)) flux of Revnolds stress due to turbulent convection diffusive flux of Reynolds stress (Eq. (11. (7. 6. (7.195)) flux of Reynolds stress due to fluctuating pressure (Eq. (12. (11.doubly filtered rate-of-strain invariant (2sijsij) f sphere in wavenumber space 01 radius u principal mean strain rate: largest eigenvalue of Sij time interval turbulent timescale defined by Eq.3)) and pipe flow (Eq+(7494)) fluid-particle velocity model for the fluid-particle velocity filtered (resolved) velocity field mean centerline velocity in channel and pipe flow mean centerline velocity in a jet treestream velocity characteristic convective velocity je t-nozzle velocity velocity ot high-speed stream in a mixing layer velocity of low-speed stream in a mixing layer characteristic velocity difference .- xxv filtered rate-of-strain invariant (2sijsij)+ . (7.162) flux of Reynolds stress (Eq. (7.

Z)) Smagorinsky coefficient (Eq. ( 12. - Nomenclature characteristic velocity scale of the flow sample space variable corresponding to U sample space variable corresponding to velocity U r component of velocity y component of velocity control volume in physical space bounded by A Wiener process vector-valued Wiener process 0 component of velocity z component of velocity fluid-particle position: position at time t of fluid particle that is at Y at the reference time to model for fluid-particle position (Eq. (3./(ip~. (12. skin-friction coefficient (z.11)) LES filter constant (Eq. (H.205)) filtered density function (Eq. (7.95)) . (13. (3. (A.153)) fine-grained Eulerian PDF of velocity (Eq.45)) probability density function (PDF) of U (Eq. (13.97)) self-similar mean axial velocity profile longitudinal velocity autocorrelation function (Eq.253)) jet-nozzle diameter unit wavevector (Eq.'kdij) direction cosines (Eq. (5..1)) modelled Eulerian PDF of velocity (Eq.77)) diffusion coefficient of a diffusion process (Eq.84)) unit vector in the i-coordinate direction friction factor (Eq. (13.27)) 3 anisotropic Reynolds stresses ((uiuj) . (11.1 16)) conditional PDF of particle velocity (Eq. (3. (12.14)) Eulerian PDF of velocity (Eq. (J.108)) fluid particle position at the reference time to Lower-case Roman drift coefficient of a diffusion process (Eq.287)) joint PDF of velocity and turbulence frequency velocity-composition joint PDF PDF of U2conditional on Ul = Vl (Eq. (6._--.27)) normalized Reynolds-stress anisotropy (aij/(2k)) ' .

76)) joint PDF of U m ( tand ) Xm(t) non-turbulent conditional PDF of scalar @ ( x . ( 1 3.t ) turbulent conditional PDF of scalar $ ( x .128)) distance between x and the nearest solid surface mass flow rate of the mean flow unit normal vector small order h ( E q . (12.92)) turbulent kinetic energy in the wavenumber range a ~ b ) lengt hscale defined as vT/u' lengt hscale characteristic eddy size lengthscale of the largest eddies demarcation lengthscale between the dissipation range (e < ) and the inertial subrange (e > eDI) demarcation lengt hscale between the energy-containing range of eddies (e > eEI)and smaller eddies (e < l E r ) mixing length ( E q . t ) law of the wall ( E q .34)) exponent in power-law spectrum ( E q . (6. ( 1 1. (6.5 ) ) modified pressure fluctuating (modified) pressure . (5. (G.91)) mixing length in wall units (em idv) Smagorinsky lengthscale ( E q .Nomenclature xxvii Lagrangian velocity-position joint PDF ( E q .t ) PDF of turbulence frequency self-similar shear-stress profile in a free shear flow gravitational acceleration gravitational force per unit mass transverse velocity autocorrelation function ( E q .1 5 5 ) ) PDF of scalar @ ( x .45)) Eulerian PDF of the fluctuating velocity self-similar mean lateral velocity profile grid spacing 2(u+ u)) turbulent kinetic energy (1 longitudinal two-point triple correlation ( E q . (13. (7.37)) PDF of fluid-particle position PDF of X m ( t ) damping function in k-F model ( E q .73)) residual kinetic energy ( E q . (7.

3)) r. (2. (12. velocity fluctuating component of particle velocity (Eq. 6.\/T..102)) r. (6.149)) posit ion Cartesian or polar cylindrical coordinate virtual origin Cartesian coordinate distance from the wall normalized by the viscous lengthscale. (5./v) y or r component of fluctuating velocity sample space variable corresponding to u z or 0 component of fluctuating velocity law of the wake function (Eq.s.151)) friction velocity (.11)) slow pressure (Eq. (13. (G. (11.12)) freestream pressure wall pressure exponent in power-law structure function (Eq. cross-stream location in mixing layer (also yom9(x) etc. (5. (7. (11.207)) mean velocity normalized by the friction velocity residual (SGS) velocity field (Eq.m.s. see Eq. axial velocitv velocity scale of the largest eddies propagat ion velocity of the viscous superlayer Kolmogorov velocity (Eq.203)) half-width of jet or wake distance from the wall at which wall functions are applied + .6)) radial coordinate half-width of jet or wake time interval lengthscale of wall roughness fluctuating rate-ofustrain tensor (L(aui/ax 2 J a uI#/axi)) time x component of fluctuating velocity characteristic velocity of an eddy of size l fluctuating velocity Fourier coefficient of velocity (Eq.XXVIII Nomenclature harmonic pressure (Eq.m.49)) rapid pressure (Eq.

180)) + universal velocity-gradient function for channel flow (Eq.Nomenclature xxix half-width of scalar profile Cartesian coordinate Upper-case Greek molecular diffusivity gamma function (Eq. (6. (2.305)) wake.97)) Lower-case Greek constant in the exponential spectrum (Eq. (J.-strength parameter (Eq. (7. (4. (3. (7.a (Uj)/axi)) normalized mean rate-of-rotation tensor ((k/&)fiij) rate of rotation of coordinate axes (Eq.42)) filter width grid filter width in the dynamic model test filter width in the dynamic model effective width of combined test and grid filters (Eq. (13.1)) characteristic mean rotation rate (2fiijQij) 1/2 conditional mean turbulence frequency (Eq. (12.4)) filter width in direction i longitudinal velocity increment (Eq. (5.31)) kinetic energy of Fourier mode with wavenumber K (Eq. (I.67)) effective diffusivity (rT r) turbulent diffusivity (Eq. (3.103)) velocity-spectrum tensor (Eq.148)) velocity-pressure-gradient tensor (Eq.253)) intermit tency factor (Eq.193)) rate-of-rotation tensor (i(a 2 ui/i? xi .300)) half-height of channel Dirac delta function characteristic flow width .a Uj/axi)) mean rate-of-rotation tensor (i(a 2 ( Ui)/axj .247)) temporal increment operator (Eq. (7. (6. (6.163)) gravitational potential (9 = -VY!) characteristic function (Eq.

26)) error rate of dissipation of turbulent kinetic energy (2v (sijsij)) au.307)) Kolmogorov lengt hscale (Eq.111) viscous lengthscale (Eq. (11.2)) axj a x j dissipation in the wavenumber range (K.346)) average of EO over volume of radius r (Eq..28)) circumferential coordinate ' sample-space variable corresponding to o displacement thickness (Eq.314)) dui duj dissipation tensor 2 v ( -.43)) wavenumber wavenumber vector time-dependent wavenumber vector (Eq.xxx -- Nomenclature boundary-layer thickness displacement thickness Kroneckerdelta (Eq.283)) nth-order structure function exponent (Eq.315)) scalar dissipation rate (Eq. (11. (5. K ~ ) instantaneous dissipation rate (2v s11 'I*) one-dimensional surrogate for EO (Eq. (7. = n/A) demarcation wavenumber between the dissipation range (K > K ~ and ~ ) the inertial subrange (K < ~ ~ 1 ) demarcation wavenumber between the energy-containing ~ ) the inertial subrange (h: > K ~ ~ ) range (ti < K ~ and mean free path i .127)) specific volume (9 = l / p ) von Karman constant (Eq.2 1)) conditional scalar dissipation rate (Eq. (7. (6. (A. (A.56)) conditional dissipation tensor (Eq. (6.313)) one-dimensional surrogate for E . (Eq. (6. (6. (7. (6.1)) Kronecker delta defined by Eq.- axk axk alternating symbol (Eq. (12. (12.80)) lowest wavenumber filter cutoff wavenumber (K. a~ pseudo-dissipation (v (-. (5.149)) normalized lateral coordinate in free shear flows invariant of the Reynolds-stress anisotropy tensor (Eq.

93)) correlation coefficient between u and v (Eq.41)) turbulent Prandtl number ( v T / f T) r.10)) timescale of largest eddies (uo/lo) stress tensor (Eq. (13.127)) turbulent viscosity (Eq. (13.Nomenclature xxxi longimtudinal Taylor microscale (Eq.25)) standardized nth central moment (Eq.57)) viscosity internal intermittency exponent (Eq. (6. (11.m. (4.32)) residual (SGS) stress tensor (Eq.139)) characteristic timescale of an eddy of size l total shear stress in simple shear flow (Eq. (3. (12. (3.29)) density autocorrelation function (Eq.93)) wall shear stress Kolmogorov timescale (Eq.86)) frequency . (10.37)) kinematic viscosity ( v = p/p) effective viscosity (vT + V ) residual (SGS) eddy viscosity (Eq. (3. (5.s.317)) mean of a distribution nth central moment (Eq.53)) turbulence timescale ( k / ~ ) integral timescale (Eq.90)) deviatoric residual (SGS) stress tensor (Eq. (10. (7.149)) turbulent Prandtl number for dissipation (Eq.150)) scalar timescale ( ($I2) /E#) conserved passive scalar self-similar profile of a conserved passive scalar sample-space variable corresponding to $ Stokes stream function (Eq. fluid-particle dispersion (Eq. (6. (5.93)) standard deviation Prandtl number turbulent Prandtl number for kinetic energy (Eq.135)) correlation coefficient between ut and u2 (Eq. (3.45)) normalized lateral coordinate in free shear flows invariant of the Reynolds-stress anisotropy tensor (Eq. (3. (3.53)) transverse Taylor microscale (Eq. (6. (2. (13.

9)) indicates Fourier coefficient at wavenumber K of function #(x) (Eq.173)) turbulent conditional mean of Q quantity evaluated at y Symbols determinant of A imaginary part of z .129)) component of U(K) perpendicular to K (Eq. (6.113)) indicates standardized random variable or PDF rate of change of 4 = d$/dt) fluctuating component ( 4 = 4 . (3.108)) non-turbulent conditional mean of Q quantity evaluated at yp in wall functions time average of Q(t) over time interval T (Eq.1. of 4 (Eq.m.s.m.turbulence frequency ~ / k vorticity (o= V x U) enstrophy (a2 = w o) model for turbulence frequency complex conjugate of 4 indicates Lagrangian variable (Eq. (6.(4)) conditional turbulent r.75)) mean of Q over an ensemble of N samples (Eq.131)) transpose of A filtered quantity (filter width A or filtered quantity (filter width A) filtered quantity (filter width h) (4 Subscripts volume average of Q(x) over a cube of side L (Eq. (6. (5. (3. (3. (2. (1 3.s.304)) conditional non-turbulent r. of 4 derivative (f '(x) = df (x)/dx) residual (from filtering.3)) component of U(K) parallel to K (Eq. Eq.

(3.23)) gradient operator (Eq. (A.52)) curl operator (Eq. (3. (A.24)) trace of tensor A (Eq. and Rodi probability density function proper orthogonal decomposition Reynolds-averaged Navier-Stokes PDF POD RANS .Nomenclature XXXIII lim the limit as the positive quantity h tends to zero the greater of a and b the lesser of a and b real part of z standard deviation of U (Eq. (3. Reece.97)) the random variable U has the distribution f f varies as (or scales with) g Abbreviations ASM CFD DFT DNS FFT GLM IEM LES LES-NWM LES-NWR LIPM LMSE LRR algebraic stress model computational fluid dynamics discrete Fourier transform direct numerical simulation fast P'ourier transform generalized Langevin model interaction by exchange with the mean independent and iden tically distributed isotropization of production large-eddy simulation LES with near-wall modelling LES with near-wall resolution Lagrangian isotropization of production model linear mean-square estimation Reynolds-stress model of Launder. (B.57)) integral over the surface of the sphere of radius r mean or expectation of Q mean of Q conditional on U = V (Eq.3)) variance of U (Eq. (A.53)) vector cross product (Eq.48)) divergence operator (Eq. (A.60)) Laplacian operator (Eq. (A.

m. Thus. for IAJ < co. the symbol can be read 'varies as' or 'scales with'. Thus.XXX~V Nomenclature RDT r. the Taylor series for a function f ( x ) can be written = f (x) In the expression f (h) h P . In some contexts this type of relation is also stated as 'f (h) is of order hp': for example. such that Q(h) lim . - + hf '(x) + o(h).s. .0. and it indicates that the quantity f (h)/hP is approximately constant (possibly over a limited range of h). - . The symbols O(h) (read 'big order h' or 'big 0 of h') and o(h) (read 'little order h' or 'little 0 of h') indicate quantities. dependent on h. Sarkar. o(h) lim _ . in this case. A statement such as 'f is of order 100' is used to indicate the approximate magnitude o f f to the nearest power of ten.. the value of f -is roughly between 30 and 300. the FFT of N data points can be computed in of order N log N operations. and Gatski (1991) very-large-eddy simulation Use of symbols for order and scaling The statement that 'the variable f is of order g' has different meanings depending on the context and the type of 'order' implied.A. SGS SLM SSG VLES rapid distortion theory root-mean square su bgrid scale simplified Langevin model Reynolds-stress model of Speziale. for example.

Part one .


and a large range of length scales can be observed. and defined in Section 3. I The nature of turbulent flows There are many opportunities to observe turbulent flows in our everyday surroundings.3) shows the mean velocity denoted by (U1). Very importantly. we immediately see that the flow is unsteady. In observing a waterfall . More detailed and careful observations can be made in laboratory experiments. 1. Figure 1. the time history exhibits variations on a wide range of timescales. we observe that U l (t) and its mean (U1) are in some sense 'stable': huge variations in U1(t) are not observed.1. from eddies and bulges comparable in size to the width of the plume. to the smallest scales the camera can resolve.2. the concentration fields are irregular.1) is denoted by U(x. In the plume formed by a solid rocket motor (see Fig. 1. far from being periodic. 1. . The horizontal line (in Fig. irregular.2). Again. It may be observed that the velocity Ul (t) displays significant fluctuations (about 25 % of (U1)).Introduction I. As implied by the above discussion. Figure 1. where x is the position and t is time. The velocity field (which is properly introduced in Section 2. whether it be smoke from a chimney. and surely the motion of every eddy or droplet is unpredictable. t). water in a river or waterfall. turbulent motions of many scales can be observed. and that.2 shows planar images of a turbulent jet at two different Reynolds numbers. The features mentioned in these two examples are common to all turbulent flows. seemingly random and chaotic. or the buffeting of a strong wind. an essential feature of turbulent flows is that the fluid velocity field varies significantly and irregularly in both position and time.3 shows the time history Ul(t) of the axial component of velocity measured on the centerline of a turbulent jet (similar to that shown in Fig. neither does Ul(t) spend long periods of time near values different than (Ul).

pipe lines. the mean velocity profile. compressors.500111. Indeed. the shape of the profile is little different than that of a laminar jet. For more details see Mungal and Hollingsworth (1 989). has a smooth marked contrast to the velocity U1.4 shows the profile of the mean velocity (U!) measured rn turbulent jet as a function of the cross-stream coordinate x2. etc. . In the processing of liquids or gases with pumps. and the mixing of the reactants in chemical reactors take place in turbulent flows. the estimated plume height is 1.Fig. Similarly the flows around vehicles . 1.. ships. 1.are turbulent.I. and submarines . but less easily seen. In engineering applications turbulent flows are prevalent. 1 he mlxlng 01 fuel and alr in englnes. The nozzle's exit diameter is 3 m. boilers. with no fine structure.. With permission of San Jose Mercury & News. and the estimated Reynolds number is 200 x lo6. and furnaces. automobiles. A photograph of the turbulent plume from the ground test of a Titan I V rocket motor.g. the flows are generally turbulent.e. airplanes.

From Dahm and Dimotakis (1 990) . An important characteristic of turbulence is its ability to transport and mix fluid much more effectively than a comparable laminar flow. = 5.000 and Fig. From the experiment of Tong and Warhaft (1995).2. this flow is characterized by a single non-dimensional parameter. now known as the Reynolds number Re. 1. As Reynolds (1 894) later established. This is well demonstrated by an experiment first reported by Osborne Reynolds (1883). Dye is steadily injected on the centerline of a long pipe in which water is flowing. Planar images of concentration in a turbulent jet: (a) Re (b) Re = 20.The nature of turbulent flows Fig.3. 1. In general.000. it is defined by Re = U C / V where U and C are characteristic 7 . The time history of the axial component of velocity Ul ( t ) on the centerline of a turbulent jet.

When different fluid streams are brought together to mix. If. and George (1994). There is great educational value in studying this collection of photographs. and from other canonical turbulent flows. the dye streak is jiggled about by the turbulent motion. and all streamlines are parallel to the axis of the pipe.) In Reynolds' pipe-flow experiment. are contained in Van Dyke (1982). The Reynolds number is 95. and the cross-stream (radial) coordinate xz is normalized by the distance from the nozzle xl. . (For pipe flow.000. and this range depends on the details of the experiment. The mean velocity (U1) is normalized by its value on the centerline. 2. The mean axial velocity profile in a turbulent jet. Adapted from Hussein. it becomes progressively less distinct with downstream distance . Capp. and eventually mixing with the surrounding water reduces the peak dye concentration to the ex tent that it is no longer visible. the flow is laminar . then the flow is turbulent.Fig.' Close to the injector. the transition from laminar to turbulent flow occurs over a range of Re. if Re is less than about 2. (Ul)o.the fluid velocity does not change with time.500. on the other hand. respectively. it is generally desirable for this mixing to take place as rapidly as possible. (Visualizations from a reproduction of Reynolds' experiment.4 and L are taken to be the area-averaged axial velocity and the pipe diameter. and v is the kinematic viscosity of the fluid. the dye injected on the centerline forms a long streak that increases in diameter only slightly with downstream distance. Re exceeds about 4. velocity and length scales of the flow. 1. This is certainly the case for pollutant streams t 1 As the Reynolds number is increased. In this (laminar) case.4.300.) The effectiveness of turbulence for transporting and mixing fluids is of prime importance in many applications.

on aircraft's wing and ships' hulls the wall shear stress (and hence the drag) is much larger than it would be if the flow were laminar. and for the mixing of different reactants in combustion devices and chemical reactors. The focus of thisb book is on turbulent flows. . As is discussed in detail in Chapter 6. the transport and mixing of matter. similarly. McComb (1990). and that are touched on only slightly in this book (in Chapter 6). Lesieur (1990). It is natural to ask what the characteristics of the small-scale motions are. Hence these small-scale motions have a universal character. The large-scale motions are strongly influenced by the geometry of the flow ( e . studies of which can be divided into three categories. is determined almost entirely by the rate at which they receive energy from the large scales. 1. rates of heat and mass transfer at solid-fluid and liquid-gas interfaces are much enhanced in turbulent flows.2 The study of turbulent flows released into the atmosphere or into bodies of water. compared with laminar flow. which are addressed in the books of Batchelor (1953). and by the viscosity. (i) Discovery: experimental (or simulation) studies aimed at providing qualitative or quantitative information about particular flows. As a consequence. and heat in flows is of great practical importance. aimed at developing tractable mathematical models that can accurately predict properties of turbulent flows. by the boundary conditions). The first step toward providing a categorization of these studies is to distinguish between small-scale turbulence and the large-scale motions in turbulent flows. Monin and Yaglom (1975). and they control the transport and mixing. and turbulence greatly enhances the rates of these processes. The major motivation for the study of turbulent flows is the combination of the three preceding observations: the vast majority of flows is turbulent. at high Reynolds number there is a separation of scales. Turbulence is also effective at 'mixing' the momentum of the fluid. and others. on the other hand. Can they be predicted from the equations governing fluid motion? These are questions of turbulence theory.1. momentum. independent of the flow geometry. (ii) Modelling: theoretical (or modelling) studies.2 The study of turbulent flows Many different techniques have been used to address many different questions concerning turbulence and turbulent flows. The behavior of the small-scale motions. Panchev (197I).

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which are used extensively. while in Part I1 we describe statistical models that can be used to calculate the properties of turbulent flows. However. e. the k-E model (Chapter 10).g. such studies are not explicitly discussed here. .2 The study of turbulent flows flow fields. which provide the reader with the opportunity to practice the mathematical techniques employed. A broad range of mathematical techniques is used to describe and model turbulent flows. Appendices on several of these techniques are provided to serve as brief tutorials and summaries. and large-eddy-simulations (LES) (Chapter 13).models based on the probability density function (PDF) of velocity (Chapter 12). The approaches described include : turbulent viscosity models. The first of these is on Cartesian tensors. The statistical models described in Part I1 can be used in some studies in the third category mentioned above . A list of nomenclature and abbreviations is provided on page xxi. Most of these exercises also contain additional results and observations.that is. Reynolds-stress models (Chapter 11). There are exercises throughout the book. studies aimed at manipulating or controlling the flow or the turbulence.1.. The reader may wish to review this material (Appendix A) before proceeding.

the average spacing between molecules is 3 x m. these flow scales .1 Continuum fluid properties The idea of treating fluids as continuous media is both natural and familiar. Taking air under atmospheric conditions as an example. . It is.The equations of fluid motion In this chapter we briefly review the Navier-Stokes equations which govern the flow of constant-property Newtonian fluids. In comparison. is 6 x 10-8 m.9). and the transformation properties of the NavierStokes equations (Section 2. A. even for this example of a flow with small length and time scales. 2. for flow velocities up to 100 m s yields a flow timescale larger than S. which. that are not extensively discussed in these texts. The equations of fluid motion are expressed either in vector notation or in Cartesian tensor notation. the smallest geometric length scale in a flow. however. Two topics that are important in the study of turbulent flows.5). and Tritton (1988). which is reviewed in Appendix A. are the Poisson equation for pressure (Secti0.1 mm = 10-4 m. More comprehensive accounts can be found in the texts of Batchelor (1967). and the mean time between successive collision of a molecule is 10-lo s. Panton (1984). l . worthwhile to review the continuum hypothesis .n 2.with human scales. is seldom less than 0. exceed the molecular scales by three or more orders of magnitude. The length and time scales of molecular motion are extremely small compared.so as to avoid confusion when quantities such as 'fluid particles' and 'infinitesimal material elements' are introduced.that reconciles the discrete molecular nature of fluids with the continuum view . Thus. the mean free path.

there exist intermediate length scales t'. x ( t ) and u(')(t) be the mass. For very small Kn. t. In fact. Similarly. the dependence of the continwithin V uum properties on the choice of l ' is negligible. as Exercise 2. such as p(x. because of the separation of scales. We can talk meaningfully of 'the density at x.Roughly speaking. let m i . we can leave behind all notions of the discrete molecular nature of the fluid. t). Then. the continuum fluid properties can be thought of as the molecular properties averaged over a volume of size V = l'3 .1 illustrates. (While the approach presented in the previous paragraph is standard (see.) It is important to appreciate that. continuum fields are best defined as expectations of molecular properties. e. at time t. and velocity of the ith molecule. Because of the separation of scales. Batchelor (1967) and Panton (1984)). once we invoke the continuum hypothesis to obtain continuous fields. t). divided by V. and molecular scales cease to be relevant. position.2. the fluid's density p(x... As a generalization of the standard continuum hypothesis. Similarly the fluid's velocity U(x. see Chapter 12. more care is needed to provide a proper definition of the continuum properties in terms of averaging over a scale l'. Let V. yet small compared with flow scales ( e . 1 << l' << l). and K ( r ) is a smooth kernel such as . consider the definition where uci) E x ( ~ ) X.g. t) is the average velocity of the molecules . such that t' is large compared with molecular scales. t) and U(x. . K n is less than approach is appropriate for K n << 1. t) is the mass of molecules in V. denote a spherical region of volume V centered on the point x. EXERCISE In the flow of an ideal gas.' even though (in the microscopic view) in all likelihood there is no matter at (x. we can consider differences in properties over distances smaller than molecular scales: indeed we do so when we define gradients.1 Continuum fluid properties The separation of the length scales is quantified by the Knudsen number while in general the continuum In the above example.

then U(x. 2. K ( r ) is piecewise constant. showing its position Y at the reference time to. (2.Y ) denotes the position at time t of the fluid particle that is located at Y at the specified fixed reference time to.with t*being a specified length scale. as in the standard treatment.fluid particle .2 Eulerian and Lagrangian fields The continuum density and velocity fields. . (Evidently.1. and at a later time tl. a fluid particle is a point that moves with the local fluid velocity: X+(t.which is a continuum concept. are Eulerian fields in that they are indexed by the position x in an inertial frame.) 2. If. Show that the velocity gradients are where K'(r) = dK(r)/dr. t) and U(x. Mathematically.3) inherits the mathematical continuity properties of the kernel. and hence not continuously differen tiable. t).. p(x. the fluid particle position Fig.e.1. 2. i. A sketch of the trajectory Xf(r. By definition. the continuum field defined by Eq. see Fig. Y) of a fluid particle in x-t space. t) is piecewise constant. The starting point for the alternative Lagrangian description is the definition of a.

then. i. For fixed Y. is dtfmed by Thus the rate of change of density following a fluid particle is given by the partial derivative of the Lagrangian field ( e apf /a. Y ) defines a trajectory (in x-t space) that is the Jluidparticle path. the position at the reference time to is defined to be 7 Second. Y ) / a t is the rate of change of density at fixed Y.2.t). Hence. the equation expresses the fact that the fluid particle moves with the local fluid velocity. Fro'rn Eq. (2. Y).e. for example.Y) for all t. or substantial derivatiue. Note that the Lagrangian fields p+ and U+ are indexed not by the current position of the fluid particle. (2.) and by the substantial derivative of the Eulerian field ( e Dp/Dt). for any Y. Y ) is the fluid-particle density. but by its position Y at the reference time to. Lagrangian fields of density and velocity.. following a fluid particle.8) can be integrated backward and forward in time to obtain X+(t.2 Eulerian and Lagrangian fields ~ + ( Y) t is defined by two equations. Given the Eulerian velocity field ( x . Eq. Xf (t. are defined in terms of their Eulerian counterparts by orf(t.9) we obtain where the material deriuative. and similarly p+(t. t). Y) = u(x+(~. First. The partial derivative ap+(t. . Y is called the Lagrangian coordinate or the material coordinate.

Y + dY) . A fluid particle is also called a material point and we have seen that it is defined by its position Y at time to and by its movement with the local fluid velocity(Eq. the fluid particle acceleration. Since s is infinitesimal. at the reference time to are located at Y and Y d Y. Y+dY) = U(X+(t. i. S(t)= {X+(t. only the leading-order terms need be retained. t) in a Taylor series. where d Y is an infinitesimal displacement. At time t.3 The continuity equation The mass-conservation or continuity equation is The derivation and interpretation of this equation in terms of control volumes and material volumes should be familiar to the reader and are not repeated . consider at time to a simple closed surface So that encloses the volume Vo.es. the relative velocity between the surface and the fluid is zero.e. for fixed Y.2 The equations of fluid motion Similarly. Y) is the fluid particle velocity . (2. Material lines.. Show that s(t) evolves by (Hint: expand U+(t. neither is there a mass flux across a material surface. which at to compose the surface So: particles x+(t. surfac.8)).Y): Y E So}.) 2. For example. Thus S(t)is composed of the fluid Y). The corresponding material surface S(t)is defined to be coincident with Soat time to. Consequently a fluid particle cannot cross a material surface. Because a material surface moves with the fluid.line between the two particles forms the infinitesimal line element + s(t) xf(t. Y)+s(t). and by the property that every point of S ( t ) moves with the local fluid velocity.~ ' ( t . U+(t. EXERCISE - Consider two fluid particles that. the. and is the rate of change of fluid particle velocity. Y). and volumes are defined similarly.

i .3 and 2.4 show) the dilatation V U gives the logarithmic rate of increase of the volume of an infinitesimal material volume. In this case the evolution equation Eq. flows in which p is independent both of x and of t). Y) = Yi + U i ( Y .and n is the outward pointing normal. show that Xf (to + dt. Use the divergence theorem to obtain Show that. t). To first order in the infinitesimal dt. (2. The determinant of the Jacobian J(t. and the change in the volume of an infinitesimal material volume element.17) yields The left-hand side is the logarithmic rate of increase of the specific volume. Hence the continuity equation can be viewed as a consistency condition between the change of the specific volume following a fluid particle.Y) = det gives the volume ratio between an infinitesimal material volume dV(t) at time t.2. and its volume dV(to) at time to. A further useful interpretation is in terms of the specific volume of the fluid 9(x. Show from geometry that the volume of fluid V(t) within V(t) evolves by where dA is an area element on S(t). .3 The continuity equation here.17) degenerates to the kinematic condition that the velocity field be solenoidal or divergence-free : EXERCISES Let V(t) be a material volume bounded by the material surface S(t). (2. t) = l/p(x. while (as Exercises 2. In this book we consider constant-density flows ( e .to) dt. Manipulation of Eq. for the infinitesimal volume dV(t) of an infinitesimal material volume dV.

which is symmetric. the potential energy per unit mass associated with gravity).e. With Y being the gravitational potential ( e .+ dt. In this case.r j i a The body force of interest is gravity. the stress tensor is . where g is the gravitational acceleration. 2. i. and compare the result with Eq. zij ..tO dty J(to + dt. the surface forces. based on Newton's second law. relates the fluid particle acceleration DUIDt to the surJhce &forcesand body jorces experienced by the fluid.21) to obtain Hence argue that. are described by the stress tensor zij(x. ~ ~ Hence show that The volume V(t) defined in Exercise 2. . Y) = 1'+ (V U) Y .) These forces cause the fluid to accelerate according to the momentum equation We now specialize the momen tum equation to flows of constanl-property Newtonian fluids .Y) is unity. the body force per unit mass is (For a constant gravitational field the potential is Y = gz. which are of molecular origin.the fundamental class of flows considered in this book.3 can be written Differentiate the first and last expressions in this equation with respect to time. (2. dt.t) .4 The momentum equation The momentum equation. and z is the vertical coordinate. Y) a Y. In general. in constant-density flows.6ij + ' y.116 2 The equations of fluid motion - dU i ax.f(t. J(t.

In summary: the flow of constantproperty Newtonian fluids is governed by the Navier-Stokes equations Eq. By substituting this expression for the stress tensor (Eq. (2. we observe that Eq. p. by this equation simplifies to where v = p/p is the kinematic viscosity. It is sometimes useful to consider the hypothetical case of an ideal (inviscid) fluid.4 The momentum equation 17 where P is the pressure. they require different . we obtain the Navier-Stokes equations P Dt = P axi axi 3 J - ax. and p is the (constant) coefficient of viscosity. At a stationary solid wall with unit normal n. (2. (2. - P -- dx.35) together with the solenoidal condition V U = 0 stemming from mass conservation.38). Recalling that (for the constant-density flows considered) the velocity field is solenoidal ( e d Ui/ a x .0). (2.32)) into the general momentum equation Eq. . Further.2. and (2. (2.34). which is defined to have the isotropic stress tensor The conservation of momentum is given by the Euler equations which follow from Eqs. defining the modij?ed pressure. the boundary conditions satisfied by the velocity are the impermeability condition and the no-slip condition (which together yield U = 0).3I). Because the Euler equations do not contain second spatial derivatives of velocity.32) expresses the stress as the sum of isotropic (-Pdij) and deviatoric contributions. (2.31) (and exploiting the facts that p and y are uniform and that V U = 0).

38)).) Henceforth. the equations require different boundary conditions. of course. Hence the body force has no effect on the velocity field and on the modified pressure field. being isotropic (Eq. even in this limit. there is no connection between pressure and density. only the impermeability condition can be applied.m implies (from Eq. 2. in which buoyancy forces can be important. To this end.35). However. (This is.5 The role of pressure The role of pressure in the (constant-density) Navier-S tokes equations requires further comment. in contrast to variabledensity flows. (2.related to density and temperature by an equation of state. For one thing. without assuming the velocity field to be solenoidal. and in genera1 the tangential components of velocity are non-zero. and a different understanding of pressure is required. but instead writing A for the dilatation rate ( i . which in tu. While it is preferable to obtain the Euler equations (and other equations derived from them) directly from the definition of Ti. The result is where Consider the solution to Eq. however. and only if. R is zero everywhere. First we observe that isotropic stresses and conservative body forces have the same effect.2 The equations of fluid motion boundary conditions than those of the Navier-Stokes equations. (2. that v = 0 is a singular limit: solutions to 0) are the Navier-Stokes equations in the limit of vanishing viscosity (v different than solutions to the Euler equations. we refer to p simply as 'pressure'. we take the divergence of the Navier-Stokes equations Eq. for example. (2. for constant-density flows. A = V U). ~t a stationary solid wall. which is expressed by the modified pressure gradient. The solution is A = O if.riable. it may nevertheless be observed that the Euler equations can be obtained from the Navier-Stokes equations by setting v to zero. (2.41)) that p satisfies the Poisson equation . It is important to appreciate.40) with initial and boundary conditions A = 0. We may be accustomed to thinking of pressure as a thermodynamic va.

42). (2. The source S(x) can be written where y is a point in V. and U . The solution to the Poisson equation Eq.onsider the Poisson equation v2f(x) = S(x). At a stationary. y.42) determines the pressure field p(x. therefore.42) is. (2. (2. (2. the Navier-Stokes equations Eq.) When it is multiplied by S(y) and integrated over v. Eq.44)).2. (2.5 The role of pressure ~ h u. The properties of Dirac delta functions are reviewed in Appendix C. Eq. and hence Eq. (2. This equation provides a Neumann boundary condition for the Poisson equation. in a domain V. is the velocity component normal to the wall.42) can be written explicitly in terms of Green's functions. the Poisson equation Eq.35) reduce to where n is a coordinate in the wall-normal direction. (2. the solution depends both on x and on the location of the delta function. Vp is uniquely determined by the current velocity field. independent of the flow's history. s we conclude that the satisfaction of this Poisson equation is a necessary and sufJicient condition for a solenoidal velocity field to remain solenoidal. and 6(x . t ) (t0 within a constant) in terms of the velocity field at the same instant of time. Given Neumann conditions of this form. Thus. A solution to the Poisson equation (As implied by the notation. plane solid surface. (2.y) is the three-dimensional Dirac delta function' at y. C.46) becomes V2f = S ( e . .47) becomes a solution : The solution to the Poisson equation for pressure Eq. Eq.

the first of (n+l) (x) defined by which yields an intermediate result U A The second sub-step is where $(") (x) is a scalar field. see e. (c) Obtain from Eq. On the nth step the numerical solution is denoted by U(") (x). and only if. starting from the initial condition U(x. Kellogg (1967)) EXERCISES -- _-- Show that (away from the origin) A simple numerical method for solving the Navier-Stokes equations for constant-property flow advances the solution in small time steps At. Each time step consists of two sub-steps. (2.g. n At). (a) Comment on the connection between Eq. (It is possible to express p(h)in terms of surface integrals over the boundary of V. (b) Assuming that u(") is divergence-free. $(")(x)satisfies the Poisson equation (e) What is the connection between $(")(x)and the pressure? .(n+l) an expression (in terms of u(")) for the divergence of U .52) an expression for the divergence of u("+ 1) 1 (d) Hence show that the requirement V U("+I) = 0 is satisfied if..51) and the Navier-S tokes equations. (2.O).51) -. obtain from Eq. (2. which is an approximation to U(x.2 The equations of fluid motion where p(h) is a harmonic function (V2p(h) = 0)dependent on the boundary conditions.

following any trajectory from the local maximum. or less that $ cannot occur. the conservation equation for 6 is where T is the (constant and uniform) diffusivity. from the conservation equation for $ (Eq. . If the initial and boundary values of $ lie within a given range then $(x. Suppose that there is a local maximum at 3 at time 5. Alternatively. The mathematical properties of a maximum imply that 3 are negative and that the second derivatives d2$/dxi.@ . $ can be the concentration of a trace species.$ . imposed by the initial . and d2$/dx2 or zero. because there is no source or sink term in Eq. showing that. t). In this case T is the thermal diffusivity. Sc.. in which case T is the molecular diffusivity. t). the Laplacian.6 Conserved passive scalars In addition to the velocity U(x. for their sum.. the value of does not increase. we consider a conserved passive scalar denoted by $(x. (2. d2$/dx. It can be a small excess in temperature .6 C o n s e r v e d p a s s i v e s c a l a r s L 21 2. (2. and we choose a coordinate system such that d2$/(dxi axj) is in principal axes there.54). and r).54)). we obtain D$ D t ) 86 = (at + vmv$) mi =r(v2$). To show this result we examine local maxima in the scalar field. Pr.i0. t) also lies in this range: values of 6 greater than . there is no way in which $ can increase beyond the upper bound. and v/T is the Schmidt number. The scalar $ can represent various physical properties. In a constant-property flow. for every vector V. we have Then. t) for all (x. Consequently. Consequently.and hence it has no effect on the flow. The scalar $ is conserved. v.2. and the ratio v/T is the Prandtl number.sufficiently small that its effect on material properties is negligible. An important property of the scalar is its boundedness. It is passive because (by assumption) its value has no effect on material properties ( e mp? .

(2. is identical to the vorticity equation. they have non-zero vorticity. the vortex-stretching term vanishes. Because of the absence of vortex stretching. apart from the viscous term. The vorticity w(x. w EXERCISES - . For two-dimensional flows. t) is the curl of the velocity and it equals twice the rate of rotation of the fluid at (x.16)) is which. Hence.35): The pressure term (-V x Vp/p) vanishes for constant-density flows. This is the phenomenon of vortex stretching. which is an important process in turbulent flows.7 The vorticity equation An essential feature of turbulent flows is that they are rotational: that is. The equation for the evolution of an infinitesimal line element of material s(t) (see Eq. If the strain rate produced by the velocity gradients acts to stretch the material line element aligned with w. then the magnitude of w increases correspondingly. Obviously. a similar argument applies to the lower 2. t). and the one non-zero component of vorticity evolves as a conserved scalar. the vorticity vector behaves in the same way as an infinitesimal material line element (Helmholtz theorem). (2. two-dimensional turbulence (which can occur in special circumstances) is qualitatively different than three-dimensional turbulence.2 The equations of fluid motion and boundary conditions. - Use suffix notation to verify the relations: . . and w VU is referred to as the vortex-stretching term. in inviscid flow. The equation for the evolution of the vorticity is obtained by taking the curl of the Navier-Stokes equations Eq.

constantdensity flow. Sij is the symmetric. The decomposition of d U i / d x j into isotropic. symmetric-deviatoric.and (c) everywhere in irrotational flow (o = 0).8 Rates of strain and rotation The velocity gradients d U i / d x j are the components of a second-order tensor.65) tensors? Show that the Navier-Stokes equations (Eq.or enstrophy . (2.64) and (2. Show that the vorticity squared . the general properties of which are described in Appendix B. deviatoric rate-of-strain tensor and Qij is the antisymmetric rate-of-rotation tensor .35)) can be written in the Stokes form Hence obtain Bernoulli's theorem : for a steady.8 Rates of strain and rotation Are the expressions in Eqs. (b) along vortex lines ( e lines parallel to o). and antisymmet ric parts is where the dilatation A = V U is zero for constant-density flow. is constant (a) along st reamlines. (2. the Bernoulli integral. inviscid.2.w 2 = o o evolves by 2.

. (2. Galilean invariance. In a simple shear flow. we are able toqdeduce important properties of the fluid flows that they describe. and is independent of the rate of rotation. invariance under fixed rotations and reflections of the coordinate axes. derive an equation for the evolution of the length of an infinitesimal material line element. EXERCISES - - From Eq.2 The equations of fluid motion It may be observed that the Newtonian stress law (Eq.60)) can alternatively be written Re-express the source in the Poisson equation for pressure (Eq. The most important of these properties are Reynolds number similarity. (2.42)) in terms of Sij and Qij. and the lack of invariance under frame rotations. The vorticity and the rate of rotation are related by where Eijk is the alternating symbol. For this case write down the components of Sij and ' J (as matrices) and 01 o. but (as discussed in Appendix A) Qv is a tensor whereas mi is not. Q a 4 L.32)) can be re-expressed as showing that the viscous stress depends linearly on the rate of strain. all the velocity gradients are zero except for 8Ul /ax2.16). Show that the vorticity equation (Eq. (2. independent of the rate of rotation. Show that the rate of growth of the line depends linearly on the rate of strain. (2. Thus Qij and oi contain the same information.Y Iranstormatlon properties By studying the behavior of the Navier-Stokes equations when they are subjected to various transformations.

Sketches of experiments used to study the transformation the Navier-Stokes equations : (a) reference experiment (referred to the E coordinate system). 2. . the apparatus could be placed in a different location.2. but differs in some respect. it could be placed on a moving platform. and consider a second experiment.2.9 Transformation properties (a) Reference (b) Change of scale (c) Shift in space (d) Change in orientation (e) Reflection (f) Uniform motion (b 0) Rectilinear acceleration (h) Frame rotation Fig. ( bj-(h) other experiments (referred to the E coordinate system). u Consider a particular fluid-mechanics experiment performed in a laboratory. P'or example: the second experiment could be performed at a different time. it could be orientated differently. that is similar to the first.

with orthonormal basis vectors ei) has its origin and axes fixed relative to the apparatus. For each of these differences we can ask whether the velocity fields in the two experiments are similar. but of a different scale. A model will be qualitatively incorrect unless its transformation properties are consistent with those of the Navier-Stokes equations. we obtain d . The length scale L and the velocity scale U are used to define the nondimensional independent variables 3nd dependent variables I n applying these simple scaling transformations to the continuity equation . which is at rest in an inertial frame. (2. and the initial and boundary conditions on the velocity are characterized by the velocity scale U. the Reynolds number is the only parameter appearing in these a .q. or a second apparatus that is geometrically similar to the first.19). could be constructed. the Navier-Stokes equations Eq. 2.2(a) is a sketch of the apparatus considered in the first (reference) experiment. The coordinate system (denoted by E. These are important considerations in the modelling of turbulent flows. and the Poisson equation Eq. The size of the apparatus is characterized by the length scale L. (2. That is.here the Reynolds number is vidently.35). are the velocity fields the same when they are appropriately scaled and referred to appropriate coordinate systems? These questions can be answered by studying the transformation properties (also called invariance properties or symmetries) of the Navier-Stokes equations.42). Figure 2.2 The equations of fluid motion a different fluid could be used.

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The transformations between the coordinate systems are x = x . 2. t).2. whereas the velocity and its partial time derivative are not. It is simply shown that the transformed Navier-Stokes equations (written for U = U/U in terms of f = x/L. but the Euler equations are. (2.Vt. Galilean invariance The remaining topics in this section are concerned with moving frames.) are identical to Eqs. Other quantities that are Galilean invariant include scalars such as 4(x. the apparatus moving at a *fixed velocity V. etc. and quantities related to velocity gradients. Just like all phenomena described by classical mechanics. From Eqs.g.2(f).89) and (2. the Navier-S tokes equations are not invariant under a time reversal. and hence are Galilean invariant. the behavior of fluid flows is the same in all inertial t rames.80). (b) a vortex line (which by definition is a curve that is everywhere parallel to the vorticity vector). We consider first. . Thus. I # t=t.9 Transformation properties term (proportional to ~e-' ) is a1tered. and the vorticity w..78)-(2. EXERCISE Which of the following are Galilean invariant: (a) a streamline (which by definition is a curve that is everywhere parallel to the velocity vector). so that both coordinate systems (E and E) are in inertial frames.t) and pressure p(x. Sjj7Rjj. quantity that the same different inertial frames invariant. as depicted in Fig. (2.90) we obtain Galilean showing that the velocity gradients and the fluid acceleration are Galilean invariant. e.

for a scalar field. We consider. 2.2 The equations of fluid motion (c) (d) (e) (f) the helicity. The last two terms can be written 1 d 1 3p + A j = . The Navier-Stokes equations transformed to the non-inertial frame are .90).. and D$/Dt? Extended Galilean invariance A peculiar property of the Navier-Stokes equations is that they are invariant under rectilinear accelerat. a$/dxi. Frame rotation Finally.89) and (2. the time-dependent basis vectors gj(t) evolve by where Qij(t) = -Qjj(t) is the rate of rotation of the frame. so that the coordinate directions (e. and U defined by Eqs. This is extended Galilean incariarzce (which applies only to constan t-density flows). p ax. Note that.2(g). Thus the scaled velocity O and modified pressure j!i fields in the experiment in the frame with arbitrary rectilinear acceleration are identical to those in the inertial flame.2(h).ions of the frame. surfaces. the direction cosines aij(t) = ei zj(t) are time-dependent.80). the enstrophy. el and E l ) remain parallel. (2. and volumes and. In the E coordinate system. + pjliAi). Consequently the Navier-Stokes equations for the transformed variables are identical to Eqs.-(p p ax. A = d V/dt. the transformed Navier-Stokes equations are where the additional term on the right-hand side is the acceleration of the frame.g.76)-(2. but with no rotation of the frame. the second experiment being performed on a platform moving at a variable velocity V(l). a$/dt. we consider the second experiment being performed in a non-inertial rotating frame. which is defined as U o. Fig. showing that the frame acceleration can be absorbed in a modified pressure. in this case. material lines. as depicted in Fig. (2. 7. which is defined as o o. 2. With the transformed variables .

As is well known in meteorology and tu rbomachinery.94). but with the frame acceleration -Aj replaced by the fictitious force force. the Coriolis force.60)). Let Y(r) = ai(t)x-(t)be the position of the same point relative to the non-inertial frame E.9 Transformation properties the same as Eq.which correspond to Coriolis and angular acceleration forces . (2. and the angular acceleration force. (2. because of the last two terms . (2. The centrifugal force can be absorbed into a modified pressure. but the remaining two forces cannot.94) with F. In the non-inertial E coordinate system. The three contributions to F represent the centrifugal obtained from the Navier-Stokes equations ( e .2. The effect of frame rotation is also evident in the vorticity equation. A quantity that is the same in rotating and non-rotating frames is said to possess material-frame indiflerence. If the origins are coincident at time t = 0. in place Evidently. then Show that the velocity and acceleration (relative to the inertial . - - Let X(t) be the position of a moving point relative to the origin of the E coordinate system in an inertial frame. the equation for the evolution of the vorticity (see Exercise 2. (2. and its basis vectors Z evolve according to Eq. the Navier-Stokes equations do not have this property. Coriolis forces can have significant effects on flows in rotating frames. Eq. EXERCISE . Evidently.97).the vorticity equation in a rotating frame is different than that in an inertial frame (Eq.15). The origin of the E frame moves with velocity V(t).

EXERCISES . Show that the streamfunction and vorticity are related by the Poisson equation b With reference to the penultimate term in Eq. 8x1 and the only non-zero component of the vorticity is U2 = - ov 9 For steady rotations of the frame. they are invariant with respect to steady rotations of the frame in the plane of the flow ( e .104).2 The equations of fluid motion frames) are where an overdot indicates differentiation with respect to time.x2. for the two-dimensional flows considered. (2. rotations about the x3 axis). The streamfunction y. the final term in Eq. for twodimensional flow (in the XI-x2 plane. t) is such that the velocities are UI = OW 9 ax. show that the divergence of velocity is zero for all streamfunctions. say). with U3 = 0 and UI and U2 given by Eqs. (2. and it follows that the Navier-Stokes equations exhibit material-frame indifference (in this restricted sense). Two-dimensional flows Another peculiar property of the Navier-Stokes equations is that. the vorticity is unaffected by frame rotation.100). see Speziale (198 1). For two-dimensional flows. and.17). (2. consider the quantity . for this special case.--For two-dimensional flow. explicit evaluation of the penultimate term reveals that it too is zero (see Exercise 2.100) is zero. Thus.(xl. it is sometimes useful to re-express the Navier-Stokes equations in terms of streamfunction and vorticity.

2. and Q.9 Transformation properties for a two-dimensional flow (in the XI-x. . Obtain the result nd and hence argue that R' is zero for the class of flows considered. are zero. and for frame rota~ Qtk are tions in the same plane. plane). Which components of d & / d ~and zero? Show that Q.

That the event A is random means only that it is neither certain nor impossible.. the velocity field U(x. why are the solutions random? The answer lies in the combination of two observations. C. 40) taken by the random variable U on 40 repetitions of the experiment.1 The random nature of turbulence In a turbulent flow. A mistake that is sometimes made is to attribute incorrectly additional significance to the designation 'random. (i) In any turbulent flow there are. In this case the event A is random. unavoidably. perturbations in initial conditions.' Consider a fluid-flow experiment that can be repeated many times under a specified set of conditions.. Then. . in the example A = {U < 10 m s } U is a random variable. Figure 3. boundary conditions. t) is random.the same every time the experiment is repeated under the same set of conditions.. That U is a random variable means only that it does not have a unique value . . What does this statement mean? Why is it so? As a first step we need to understand the word 'random.1 illustrates the values U(4 (n = 1. then it is impossible. C. and the deterministic nature of classical mechanics embodied in the Navier-Stokes equations. The third possibility is that A may occur or it may but need not occur. then A is certain or sure. If the event A inevitably occurs. .' and then to dispute the fact that turbulence is a random phenomenon. 2. such as A = {U < 10 m s-1 1 where U is a specified component of velocity at a specified position and time (measured from the initiation of the experiment). If the event A cannot occur. and consider an event A. and material properties..The statistical description of turbulent flows 3. The next issue to resolve is the consistency between the random nature of turbulent flows. If the equations o f motion are deterministic.

x(t). and has been popularized in books on chaos (e. we considered 'a fluidflow experiment that can be repeated many times under a specified set o f conditions C. 3. boundary conditions. C. Lorenz (1963) studied a time-dependent system. At the outset of our discussion on randomness. perturbations from these nominal conditions. It should be appreciated that the conditions. inevitably. With care and effort these perturbations can be reduced.1 The random nature of turbulence 35 Fig. and hence do not uniquely determine the evolution of the turbulent flow. A sketch of the value u(") of the random velocity variable U on the nth repetition of a turbulent-flow experiment.. However. These variables evolve according to the .g. and z(t).y(t). and material properties. Consequently.' An example is the flow of pure water a. There can be perturbations in boundary conditions. the evolution of the flow field is extremely sensitive to small changes in initial conditions. at the high Reynolds numbers of turbulent flows.t 20 "C through a smooth straight pipe.for. through vibration of the apparatus.3. indeed. and there can be perturbations in the initial state of the flow. The presence of perturbations does not by itself explain the random nature of turbulent flows . thus defined are incomplete: in practice there are. or from the detailed finish of nominally smooth surfaces. for example.1. Gleick (1988) and Moon (1992))It is now demonstrated using the Lorenz equations. characterized by three state variables. but they cannot be eliminated. (ii) Turbulent flow fields display an acute sensitivity to such perturbations. such perturbations are also present in laminar flows. There can be perturbations in fluid properties caused by small inhomogeneities in temperature or by the presence of impurities. This sensitivity is well understood in the study of dynamical systems. the nominal conditions C are incomplete.

0. 3. (3. but by t = 35 they are quite differentThis observation is made clearer in pig.1)): (a) t ) from the initial condition Eq.3): and (c) the difference ? ( t ) .s(t) and ?(t) are initially indistinguishable. 3.denoted by ?(t) . 2 = -pz + xy..x(t).P = .2(c).10. and p = 28. For the initial condition Fig. (3. is shown in Fig.with the slightly dinerent initial condition [x(O).2). (b) ?(t) from the slightly different initial condition Eq.0.2(a) shows the time history x(t) obtained from the numerical integration of Eqs.100001. 3+2(b)+ I t may be observed that (as expected) .1]. which shows the difference -?(t). ordinary differential equations x = o(y .2.[0. (3.Y (O). .1.~ ( 0 - . 3. (O)] . ( 3 ) The result obtained . where the coefficients are a .3 The statistical description of turbulent flows Fig. Time histories from the Lorenz equations (Eqs.x).

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3. As illustrated in Fig. For an impossible event p is zero. events (a) B (U < v ~ ) Sample space In order to be able to discuss more general events than A r { U < 10 m s-I}. for a sure event p is unity.3.3. 3. Sketches of the sample space of U showing the regions corresponding to the and . which is defined by . the reader's intuitive understanding of probability is suf< p < 1) signifying the likelihood of the ficient: p is a real number (0 occurrence of the event. ( b ) C = {V. different events such as correspond to different regions of the sample space.3 The statistical description of turbulent flows Fig.8. IU < Vb]. for example. we introduce an independent velocity variable V which is referred to as the sample-space variable corresponding to U. (Probability is discussed further in Section 3. Probability The probability of the event B. is written For the moment.) The cumulative distribution function The probability of any event can be determined from the cumulative distribution function (CDF).

we have The three basic properties of the CDF are is impossible. i.13) it follows that the probability of the random variable being in a particular interval equals the integral . The third property (Eq. Further. (3. since {U < --a} since {U < co} is certain. for Vb > Va. (3. from Eq. since the probability of every event is non-negative.12)) expresses the fact that the CDF is a nondecreasing function.2 Characterization of random variables 39 For example.e. and.3. The probability density function The probability density function (PDF) is defined to be the derivative of the CDF: It follows simply from the properties of the CDF that the P D F is nonnegative it satisfies the normalization condition and f(-a) = f(m) = 0.

17) becomes Thus the P D F f ( V ) is the probability per unit distance in the sample space . whereas the CDF and the product f ( V ) d V . IU < Vb). 3.4. For an infinitesimal interval. (3.' The PDF f ( V ) has the dimensions of the inverse of U. of the PDF over that interval: Figure 3-4provides a graphical interpretation of this equation. Sketches of (a) the C D F of the random variable U showing the probability of the event C = (V. The shaded area in (b) is the probability of C.3 The statistical description of turbulent flows Fig.hence the term 'probability density function. and (b) the corresponding PDF. Eq.

it should be understood (here and below) that the mean (Q(U)) exists only if the integral in Eq.9 on page 49. and is also referred to as the r. and if a and b are constants. 2 Characterization of random variables are non-dimensional. Q(U). If Q(U) and R(U) are functions of U. Hence the mean of the mean is the mean: ((U)) = (U). (root .s. and R(U) are all random variables. It is emphasized that the P D F f (V) (or equally the CDF) fully characterizes the random variable U. Thus the angled brackets ( ) behave as a linear operator.20). (3. if Q(U) is a function of U. More generally. (Q(U)). While U.3 . The rules for taking means are quite simple. (3. (U).fluctuation in U is defined by u = u . mean square) of U. Under a change of variables.20) converges absolutely.m. the mean of Q(U) is Even when the condition is not stated explicitly. or equivalently statistically identical. and (R(U)) are not. Means and ~no~nents The mearz (or expectation) of the random variable U is defined by It is the probability-weighted average of all possible values of U.(U) 9 and the variance is defined to be the mean-square fluctuation: The square-root of the variance is the standard deviatiorz and is also denoted by u' and . then as may readily be verified from Eq. Two or more random variables that have the same PDF are said to be identically distributed. the transformation rule for densities (such as PDF's) is different than that for functions: see Exercise 3. The .

2 =0 .o r the nth raw moment is defined to be (Un). Let Q be defined by where U is a random variable.20) to verify the relations where q = Q . and a and b are constants.(Q). .) EXERCISES s - With Q and R being random variables. which. = 11. Show that Show also that Standardization It is often convenient to work in t e r n s of standardized random variables. the nth moment about the origin . have zero mean and unit variance. use Eq. (3.p 1 = 0.3 The statistical description of turbulent flows The nth central moment is defined to be P" = (u") = / ( V . The standardized random variable 0 corresponding to U is .(U))"f(V)dV. and a and b being constants. Evidently we have p(. and p2 (In contrast. by definition.

This P D F and the corresponding CDF are shown in Fig. The uniform distribution If U is uniformly distributed in the interval a < V < b. Consequently a study of Appendix I can be deferred.3 Examples of probability distributions and its PDF - the standardized PDF of U . EXERCISE Show that the standardized moments of U and Q (defined by Eq.38) is an inverse Fourier transform: Y(s) and f ( V ) form a Fourier-transform pair.are Evidently we have = 1. for V < a and V 2 b. These distributions are encountered in later chapters. then the PDF of U ( 0. but not before.is The moments of fi . 3.30)) are identical.the standardized moments of U . and to illustrate some qualitatively different behaviors. and the fourth fi4 is thefitness or kurtosis.5. f i = 0 and fiz= 1. Characteristic functions are used extensively in Chapter 12.3 Examples of probability distributions To consolidate the notions developed.3. Its properties are described in Appendix I. . The characteristic function is a mathematical device that facilitates some derivations and proofs. (3. 3. we now give some specific examples of probability distributions. (3. The characteristic function The characteristic function of the random variable U is defined by It may be recognized that the integral in Eq. The third standardized moment f i is called the skewness. and consequently they contain the same intormation.

(3. 3.5. (3. EXERCISE - For the uniform distribution Eq.6) for V 2 0. The CDF (a) and the PDF (b) of a uniform random variable (Eq.. then its PDF (see Fig. 3.3 The statistical description of turbulent flows b-a Fig. . for V < 0.39)). and ? The exponential distribution If U is exponentially distributed with parameter I.39) show that (a) ( U ) = .a)? (c) ji3 = 0.(a +b)? 1 (b) var(U) = TS(b.

If U is normally distributed with mean p and standard deviation a. for V 5 0.3. EXERCISE For the exponential distribution Eq. 3. for n 2 1. (3. for V > 0.).(U n. = 0.3 Examples of probability distributions Fig. (3.".6.40)). and (e) Prob{U 2 a?.exp(-V/?. then the PDF of U is . (d) F ( V ) = 1 . The CDF (a) and PDF (b) of an exponentially distributed random variable (Eq. for a 2 0. (b) ( U ) = 3% (c) (u") =n?.1 ) =n!?.) = e-". The nor~na!distribution Of fundamental importance in probability theory is the normal or Gaussialz distribution.40) show that (a) the normalization condition is satisfied.

41) then A U ( U . . by definition. (3. 3.41).e. i. log-normally distributed. the PDF of U is given by Eq.p)/a is a standardized Gaussian random variable with PDF This PDF and the corresponding CDF are shown in Fig. - By considering the quantity obtain a recurrence relation for the standardized moments Gaussian distribution. .7. (3. Show that the odd moments ( . If U is normally distributed according to Eq.denotes the normal distribution with mean p and variance a2. Then the positive random variable is..3 The statistical description of turbulent flows Here ( V 2 ) . zero. EXERCISE.or sometimes N(p. The O F F y ( y ) and PDF f Y ( y ) of Y can be deduced from those of U. a2).) are and that the superskewness is The log-normal distribution We again take U to be normally distributed with mean p and variance a2. that the kurtosis is I fin of the . . We can also write to indicate that U is equal in distribution to a normal random variable.

7. Figure 3. (3. namely F ( V ) and f ( V ) given by Eq. 3. The CDF (a) and PDF (b) of a standardized Gaussian random variable. the sample space can be taken to be the positive real line.p)2/02]. I t may be seen that different values of o2 . y 2 0. Since Y is positive.e. Starting from the definition of the CDF.8 shows the PDF f y ( y ) and the CDF F y ( y ) for ( Y ) .41).1 and various values of the variance..3 Examples of probability distributions Fig. we obtain The P D F is then obtained by differentiating with respect to y: YU I Jz exp [-i(ln .3. i.

49)) are (Y") = exp(np + 1 2 3 -n 2 a ).7.3 The statistical description of turbulent flows (b) 2.0 Fig. and 5. The CDF (a) and PDF ( b ) of the log-11ormal random variable Y with I { Y ) = 1 and var(Y) = i-ij7 .' (Hint : evaluate J" -( e 1 . 'f( V) d V.9. a large value of a ' leads to a PDF with a long tail. These are further developed in Exercise 3. the normalized variance var( Y / ( Y ) ) increases as eu ..) Show that the specification . A d- produce different shapes of PDF. 11 I>. EXERCISES --- Show that the raw moments of Y (defined by Eq. which is most clearly seen in the CDF's slow approach to unity.50) and (3.5 1 ) illustrate the transformation rules for PDFs and CDFs. 3. In particular.8.. (3. Equations (3. As shown in L xercise 3.

Show that the corresponding results for Q(V) being a monotonically decreasing Iunction are Show that Eqs.59) and (3.62) can be written in the common forill where dV and are corresponding inhnitesin~alintervals. and a and b are positive constants.51). The random variable Y is defined by where Q(V) is a monotonically increasing function.3 Examples of probability distributions results in ( Y ) being unity.3. . Show that Z is also log-normal with . (3. The random variable U has the CDF F ( V ) and PDF ( V ) . (3.50) and (3. Following the steps in Eqs. show that the CDF Fy(v)and P D F f ( v ) for Y are given by + I ' where d \ -= Q( V). and that the variance of Y is The random variable Z is defined by where Y is a log-normal random variable.

. with mean p and variance a2.3 The statistical description of turbulent flows (b) 2. and 5.3.0 Fig. has a gamma distribution if its PDF is where a is defined by and T(a) is the gamma function For a = 1.9.5. The gamma distribution The positive random variable U. The CDF (a) and PDF (b) for the gamma distribution with mean p = 1 and variance a2 = 3. this becomes the exponential distribution and the value of the PDF at the origin is f (0) = 1 For larger values of a (smaller normalized .

This can be written in terms of Heavis. 3.9. for a < T/ 5 b.b). see Fig.p. p. its CDF and P D F are consistently given by F(V) f (V) = H(V .a).a) + (1 .a) + (1 . Furthermore. (3. for V > b .p)H(V . 1. EXERCISE Use the substitution x = aV/p to show that the normalized raw moments of the gamma distribution are n f (V) dV = Xn+nr- 1 e-x dx anr(a) 0 m Verify the consistency of this result for n = 0. with probability one of having the value a. if U is a sure variable. whereas for small values of a it is infinite . and 2. 3.10.10.) A random variable that can take only a finite number of values is a discrete random variable (as opposed to a continuous random variable). evidently (with the aid of Heaviside and Dirac delta functions) discrete random variables can also be treated. 3. and the value b (b > a) with probability 1 . 1. = 6(V .a).b).ide functions as F ( V ) = pH(V . Although the tools presented in this section are aimed at describing continuous random variables. It is straightforward to deduce the CDF of U: F(v)= P i v < v) = * { 0.3 Examples of probability distributions variance) the PDF is zero at the origin. Delta-function distributions Suppose that U is a random variable that takes the value a with probability p.as is evident in Fig. . for V 5 a. The corresponding PDF (obtained by differentiating Eq.p)6(V .70)) is f (V) = p6(V .3. (The properties of Dirac delta functions and Heaviside functions are reviewed in Appendix C. see Fig.


and. and hence the integral of Vf (V) diverges as In V Hence.3 Examples of probability distributions maximum possible value of the variance (412) occurs when adopts the double-delta-function distribution f$(v) For this distribution show that Note: for 4rnin= 0. variance. (3. these results are p = (4) and (412)= The Cauchy distribution The mean. indeed. although the distribution is symmetric about its center V = c. Show that the variables defined in the sketch are . 4 m a x = 1.20)). and other moments are defined as integrals of the PDF (Eq. (3. It is useful to have a simple counter-example: this is provided by the Cauchy distribution.11 shows the Cauchy density (Eq.19)) does not exist. this is true for PDFs encountered in turbulence research. (3.12 has mean zero and unit variance it is standardized). 3. The variance is Figure 3. nevertheless the mean (defined by Eq.3.79)) and the corresponding CDF v-c arctan EXERCISE - - - The PDF sketched in Fig. The PDF of the Cauchy distribution centered at c and with half-width w For large V f varies as V -2 .We have implicitly assumed that all such integrals converge. with few exceptions.

U3)at a particular position and time in a turbulent flow. U2.n = 1 ? 2 . U2) on the nth repetition of the experiment.3 The statistical description of turbulent flows (a) Fig. The sample-space variables corresponding to the random variables U = {U1.80)) with c = 0. . U2) lying within the . V3}.U2. w = 1. U2 ) are the values of 1 v2). (3.13 ~ shows . u2). U2) is defined by It is the probability of the sample point ( V . = ( u . The CDF (a) and PDF (b) for the Cauchy distribution (Eqs. where (u. 3. 3. We take as an example the components of velocity (U1.79) and (3.("). a scatter plot consisting in the N = 100 points (n) (n) (n) N. * * * ? (U1. V2) = (U1. . ~ i 3.U3}are denoted by V = { V . The CDF of the joint random variables (U1. For the two components U1 and U2.4 Joint random variables In this section the results obtained for the single random variable U are extended to two or more random variables.11.

14.12. 3. (3. 3. Clearly.4 Joint random variables Fig.13. and since {U1 < m} is certain. F 1 2 V2) is a non-decreasing function of each of its arguments: 2 ( + .3.V sample space of 100 samples of the joint random variables (U1. Fig. 3. (In this example U1 and U2 are jointly normal with (U1) = 2. A scatter plot in the V . + ) 2 F12(V1. shaded area of Fig.1 3.83) Other properties of the CDF are since {U1 < -00) is impossible. for all 6V1 2 0 and 6V2/20. A sketch of the standardized PDF in Exercise 3. U2). The CDF F2(V2) of the single random variable .V2).

85)) is called the marginal CDF. 3. the marginal ) . Similarly. Here ul and u2 are the fluctuations. where f 2 ( ~ 2 )is the marginal PDF of U2.15).15. .and the variances (u:) and (ut).g. or equally.(Ul). a The joint PDF (JPDF) of U1 and U2 is defined by Its fundamental property. its mean is defined by The ~ ~ ~ e(Ul a n) sand (U2). If Q(U1. e. C D F of U1 is F1(Vl) = F12(Vl. is Other properties. are f 1 21 . from the marginal PDFs f 1 ( Vl ) and f 2( V2) (see Exercise 3.3 The statistical description of turbulent flows Fig.The V1-V2 sample space showing the region corresponding to the event (u1 < Vl.. V2) 2 0. that can readily be deduced. illustrated in Fig. 3. ul -= Ul . can be determined from 'this equation. u 2 < v2j.14.U2) is a function of the random variables. . (3. U2 (defined in Eq.

3. it is clear that the samples with U1 = V and those with U1 GZ Vlb are likely to have significantly different values of U2. they are perfectly negatively correlated. if positive excursions for ul are preferentially associated with negative excursions of u2. ul > 0) are preferentially associated with positive excursions for the other ( e . u2 > 0). I u2< 1/2b). as in Fig.15. Conversely. a positive correlation coefficient arises when positive excursions from the mean for one random variable (e. . and. The covariance of U1 and U2 is the mixed second moment and the correlation coeficient is As illustrated by the scatter plot in Fig.. In contrast.17. if pl2 is unity.4 Joint random variables 57 Fig. 3. U1 and U2 are perfectly correlated. This is confirmed in Fig.16. In general.16. . 3. if pl2 equals . For the scatter plot shown in Fig. 3. The V1-V2 sample space showing the region corresponding to the event { I5 UI < V I ~ v2.16. we have the Cauchy-Schwartz inequality see Exercise 3. If the correlation coefficient p12is zero (which implies that the covariance (u1u2) is zero) then the random variables Ul and U2 are uncorrelated. which shows f 1 2 ( V .13.37). 3.1. then the correlation coefficient is negative. Examples of these correlations are given in Exercise 3. 2 ) for .3.17.g. see ~ q (3.

A scatter plot of negatively correlated random variables ((Ul) -1.) = 12.U2) with U1 = V These ideas are made precise by defining conditional PDFs.16. (u:) = 2. (U2)= Fig. 3. the PDF of U2 conditional on U1 = V is v1 = . 3-16. and Vl . 3.V2) indicates how U2 is distributed for samples (U1.17. The joint PDF of the distribution shown in Fig.V For fixed V f 12(Vla. V1. plotted against V2 for V I = V = 1 and V = V = 5. and pl2 = -J2/3)+ = 1. (u.3 The statistical description of turbulent flows Fig.

3.4 Joint random variables


This is simply the joint PDF f 1 2 , scaled so that it satisfies the normalization condition

is undefined. Otherwise it is For given , if f l (Vl) is zero, then f211(V2/2)V1) readily verified that f211(V2Vl) satisfies all the conditions of a PDF ( e . , it is non-negative, and satisfies the normalization condition, Eq. (3.96)). (A word on notation: '1 V is an abbreviation for '1 U1 = V , and is read 'conditional on U1 = V or 'given U1 = V or 'given Vl.') For a function Q(U1,U2), the conditional mean (conditional on Vl) (QIv1) is defined by

The concept of independence is of paramount importance. If U1 and U2 are independent, then knowledge of the value of either one of them provides no information about the other. Consequently, 'conditioning' has no effect, and the conditional and marginal PDFs are the same: for U1 and U2 independent. Hence (from Eq. (3.95)) the joint PDF is the product of the marginals:
f l 2 ( V l V 2 ) = f1(Vl)f2(V2) for U1 and U2 independent.

Independent random variables are uncorrelated; but, in general, the converse is not true.


Show that the properties of the joint PDF Eqs. (3.87)-(3.90) follow from the definitions of the CDF (Eq. (3.82)) and joint PDF (Eq. (3.86)). Show that, for a function R(U1) of U1 alone, the definition of the mean (R(U1))in terms of the joint PDF f12 (Eq. (3.91)) is consistent with its definition in terms of the marginal PDF f l (Eq. (3.20)). 1 2, establish the CauchyBy considering the quantity (ul /u', - u2/u2) Schwartz inequality


where u; and u; are the standard deviations of U1 and U2, and p12 is the correlation coefficient.

3 The statistical description of turbule~nt flows

Let U1 and U3 be uncorrelated random variables, and let U2 be defined by
u 2 -


+ bU1 + cU3,


where a, b, and c are constants. Show that the correlation coefficient p 1 2 is

Hence show that U1 and U2 are (a) uncorrelated ( p = 0) if b is zero and c is non-zero, (b) perfectly correlated (p12= 1) if c is zero and b is positive, and (c) perfectly negatively correlated (p12= -1) if c is zero and b is negative. For the sum of two random variables, obtain the result

For the sum of N independent random variables obtain the result

Let U1 be a standardized Gaussian random variable, and let U2 be defined by U2 = 1 U11. Sketch the possible values of (U1,U2) in the Vl-V2 sample space. Show that U1and U2 are uncorrelated. Argue that the conditional PDF of U2 is

and hence that U2 and U1 are not independent. For any function R(U1), starting from Eq. (3.97), verify the result

Show that the unconditional mean can be obtained from the conditional mean by




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3 The statistical description of turbulent flows

on page 175). The definition and properties of the joint-normal distribution arle now given for a general set of D random variables U = {ul, u2 UD} For D = 2 or 3, U can be thought of as compon.ents of velocity in a turbulent flow. It is convenient to use matrix notation. The mean and fluctuation of the random vector U are denoted by
, 4 + * ,

u = U - (U).

The (symmetric D x D) covariance matrix is then

If U = {U1,U2, U3} is the velocity, then the covariance matrix is a secondorder tensor with components Cij = ( U i u j ) + If U = {U1,u2,.. ., UD} is j oint-normally distributed, then (by' definition) its joint PDF is

Note that the V-dependence of the joint PDF is contained in the quadratic
g(V) = ( V

p ) T ~ - '(~ p).

For D = 2, a constant value of g - corresponding to a constant probability density - is an ellipse in the Vl-V2 plane. For D = 3, a constant-probabilitysurface is an ellipsoid in V-space. We now examine the pair {U1,U2} of joint-normal random variables (i.e., D = 2) in more detail. Figure 3.18 shows a scatter plot and constantprobability-density lines for a particular choice of p and C. In terms of the variances (uf) and ( u ) and the correlation coefficient p12, the joint normal PDF (Eq. (3.116)) is

From this equation, the following properties can be deduced.

3.5 Normal and joint-normal distributions

Fig. 3.18. A scatter plot and constant-probability density lines in the Vl-V2 plane for 5 joint-normal random variables (UI, U2) with (U1) = 2, (U2) = 1, (u:) = 1, ( = %, and pl2 = 1/,/5.

(i) The marginal PDFs of U1 and U2 (f1(Vl) and ( V ) ) are Gaussian. (ii) If U1 and U2 are uncorrelated ( i e p12 = 0), then they are also in) = f l ( l ) f ( 2 ) ) m This is a special dependent (since then f 12(V1, property of the joint-normal distribution: in general, lack of correlation does not imply independence. (iii) The conditional mean of U1 is

(iv) The conditional variance of U1 is

(v) The conditional PDF f

,2(V1 V2) is


m y

Returning to the general case of U = {U1,U2, . . UD}being joint normal, additional insight is gained by considering linear transformations of U. An essential result (see Appendix I) is that, if U is joint normal, then a random vector 0formed by a general linear transformation of U is also joint normal. Because the covariance matrix C is symmetric, it can be diagonalized by a unitary transformation, defined by a unitary matrix A. (The properties of a unitary matrix are

where I is the D x D identity matrix.) That is, there is a unitary matrix A

t 3 4


1 he statistical description of turbulent flows

such that

where A is the diagonal matrix containing the eigenvalues of C

Consequently the transformed random vector

has a diagonal covariance matrix A:

There are several observations to be made and results to be deduced from this transformation.

(i) If U is the velocity vector, then i i is the fluctuating velocity in a particular coordinate system - namely the principal axes of (uiuj)+ (ii) The eigenvalues of C, Ai, are

(where bracketed suffixes are excluded from the summation convention). Thus, since each eigenvalue is non-negative, C is symmetric positive semi-debnite. (iii) That the covariance matrix is diagonal indicates that the transformed random variables {&, G2,. . ., G3} are uncorrelated.


These three observations apply irrespective of whether U is joint normal. In addition we have the following

(iv) If U is joint normal, then {fi1,fi2,4++ , tiD} are independent Gaussian random variables.

From the definition of the ensemble average (Eq. (3.108)) show that

3.6 Random processes


and hence verify Eq. 3 10

Hint :

Obtain an explicit expression for the kurtosis of ( u ) in ~ terms of N and the kurtosis of U. Comment on the result in light of the central-limit theorem. Show that, for large N, the ensemble mean (Eq. (3.108)) can be written where u' = sdev(U) and 5 is a standardized Gaussian random variable. Let U be joint-normal random vector with mean p and positivedefinite covariance matrix C = A A A ~ where , A is unitary and A is diagonal. Show that the random variable

is a standardized joint normal, i.e., it has mean zero, identity covariance, and joint PDF

A Gaussian random-number generator produces a sequence of independent standardized Gaussian random numbers : 5:( 1 ) , p,5 ( 3 ) How can these be used to generate a joint-normal random vector U with specified mean p and covariance matrix C? (Hint: this can be achieved in a number of ways, the best of which involves: the Cholesky decomposition, i.e., a symmetric semi-definite matrix can be decomposed as C = LL", where L is lower triangular.)
? + + + +

3.6 Random processes As an example of a random variable, we considered (in Section 3.2) a component of velocity U in a repeatable turbulent-flow experiment, at a particular location and time (relative to the initiation of the experiment). The random variable U is completely characterized by its PDF, f (V). Consider now the same velocity, but as a function of time, i.e., U(t). Such a timedependent random variable is called a random process. Figure 3.19 illustrates

3 The statistical description of turbulent flows

Fig. 3.19. Sample paths of U(t) from three repetitions of a turbulent-flow experiment.

sample paths ( e values of U(t)) obtained in different repetitions of the experiment. How can a random process be characterized? At each point in time, the random variable U(t) is characterized by its one-time CDF F(V, t) -= P{U(t) < V}, or, equivalently, by the one-time PDF

However, these quantities contain no joint information about U(t) at two or more times. To illustrate this limitation, Fig. 3.20 shows sample paths of five different random processes, each with the same one-time PDF. Clearly, radically different behavior (qualitatively and quantitatively) is possible, but is not represented by the ' one-time PDF. The N-time joint CDF of the process U(t) is defined by

tl; V2,t2; + , .VN,f ~ where {tl,t2,. . ,t } are specified time points, and fN(Vl, is the corresponding N-time joint PDF. To completely characterize the random process, it is necessary to know this joint PDF for all instants of time, which is, in general, an impossible task. Considerable simplification occurs if the process is statistically stationary, as are many (but certainly not all) turbulent flows. A process is statistically stationary if all multi-time statistics are invariant under a shift in time, i.e.,


3.6 Random processes

Fig. 3.20. Sample paths of five statistically stationary random processes. The one-time PDF of each is a standardized Gaussian. (a) A measured turbulent velocity. (b) A measured turbulent velocity of a higher frequency than that of (a). (c) A Gaussian process with the same spectrum as that of (a). (d) An Ornstein-Uhlenbeck process (see Chapter 12) with the same integral timescale as that of (a). (e) A jump process with the same spectrum as that of (d).

for all positive time intervals T, and all choices of {tl,t2, .. .,tN } , we have

After a laminar flow has been initiated, it can pass through an initial transient period and then reach a steady state, in which the flow variables

Fig. 3.21. The mean Fig. 3,19.

{U(t)) (solid line) and variance { ~ ( t )of ~) the process shown in

are independent of time. A turbulent flow, after an initial transient period, can reach a statistically stationary state in which, even though the flow variables (e.g., U(t)) vary with time, the statistics are independent of time. This is the case for the process shown in Fig. 3.19. The mean (U(t)) and variance ( ~ ( t ) of ~ )this process are shown in Fig. 3.21. Evidently, after t 5, the statistics become independent of time, even though the process itself U(t) continues to vary significantly. For a statistically stationary process, the simplest multi-time statistic that can be considered is the autocovariance R(s) = (u(t)u(t

+ s)),

or, in normalized form, the autocorrelation function

where u(t) = U(t) - ( U ) is the fluctuation. (Note that, in view of the assumed statistical stationarity, the mean (U), the variance (u2), R(s), and p(s) do not depend upon t.) The autocorrelation function is the correlation coefficient between the process at times t and t s. Consequently it has the properties


~ ( 0= ) 1, Further, putting t'


+ s, we obtain

i.e., p(s) is an even function. If U(t) is periodic with period T ( e mU(t

+ T) = U(t)), then so also is

3.6 Random processes


P(~( ) i . p(s T) = p(s)). However, for processes arising in turbulent flows we expect the correlation to diminish a8 the lag time s increases. Usually p(s) decreases sufficiently rapidly that the integral




converges: then 7 is the integral timescale of the process. Figure 3.22 shows the autocorrelation functions for the five processes given in Fig. 3.20. Notice in particular that the high-frequency process (b) has a narrower autocorrelation function (and hence a smaller T) than does the low-frequency process (a). By construction, process (c) has the same autocorrelation as that of (a). Processes (d) and (e) both have the autocorrelation function p(s) = exp(-Isl/~), with the same integral timescale as that of process (a). Hence, apart from (b), all the processes have the same integral timescale. The autocovariance R(s) = (u(t)u(t s)) = ( ~ ( t ) ~ ) ~ and ( s )(twice) the frequency spectrum E ( o ) form a Fourier-transform pair:


and R(s) = 3


E(o)e d o E ( o ) cos(os) do.



(The definitions and properties of Fourier transforms are given in Appendix D.) Clearly R(s) and E ( o ) contain the same information, just in different forms. Because R(s) is real and even, so also is E(o). As discussed more fully in Appendix E, the velocity fluctuation u(t) has a spectral representation as the weighted sum of Fourier modes of different frequencies o,i.e., eio' = cos ( a t ) isin (ot). The fundamental property of the frequency spectrum is that (for o, < ob) the integral


is the contribution to the variance ( ~ ( t )of ~) all modes in the frequency range

3 The statistical description of turbulent flows

Fig. 3.22. Autocorrelation functions of the processes shown in Figrn 3.20. As the inset shows, for processes (a) and (c) the autocorrelation function is smooth at the origin.

3.6 Random processes


Fig. 3.23. Spectra of processes shown in Fig. 3.20.

<o <w b m In particular the variance is

as is evident from Eq. (3.141) with s = 0. A further simple connection between the spectrum and the autocorrelation is that the integral timescale is given by

as is readily verified by setting w = 0 in Eq. (3.140). A more complete explanation of the spectral representation and interpretation of the frequency m spectrum is given in Appendix b Figure 3.23 shows the spectra of the stationary random processes given in Fig. 3.20. The high-frequency process (b), having a smaller integral timescale than that of process (a), has a correspondingly smaller v,alue of the spectrum at the origin (Eq. 3.144) - but its spectrum extends to higher frequencies. In practice, the autocorrelation function or the spectrum is usually the only quantity used to characterize the multi-time properties of a random process. However, it should be appreciated that the one-time PDF and the autocorrelation function provide only a partial characterization of the process. This point is amply demonstrated by processes (d) and (e) in Fig. 3.20. The two processes are qualitatively quite different and yet they have the same one-time PDF (Gaussian) and the same autocorrelation

3 The statistical description of turbulent flows

function (p(s) = e ) To repeat, in general, the one-time P D F and the autocorrelation function do not completely characterize a random process. A Gaussian process is an important but very special case. If a process is Gaussian then, by definition, the general N-ti:me PDF (Eq. (3.133)) is joint normal. Now the joint-normal distribution is fully characterized by its means ( ( t ) ) and its covariances (u(tn)u(tm)). For a statistically stationary process, we have

Hence a statistically stationary Gaussian process is completely characterized by its mean ( ~ ( t ) ) its , variance ( ~ ( t ) ~ and ) , the autocorrelation function p(s) (or equivalently the spectrum E (o)). In Fig. 3.20, process (c) is defined to be the Gaussian process with the same spectrum as that of the turbulent velocity, process (a). Some differences between processes (a) and (c) may be discernible; and these differences can be clearly revealed by, for example, examining the sample paths of ~ ( t= ) d2u(t)/dt2, see Fig. 3.24. For the Gaussian process (c) it ufollows that ~ ( t is ) also Gaussian and so the kurtosis of ~ ( t is ) 3. However, for the turbulent velocity, process (a), ~ ( t is ) far from Gaussian, and has a kurtosis Random processes arising from turbulence (e.g., process (a)) are differentiable, i.e., for each sample path the following limit exists: dU(t) = lim (u(t dt Atlo

+ At) At + At)
At At

In this case, taking the mean and taking the limit commute, so that

(. )#=(!$(..
dU(t) dt
= lim



Synthetic processes (such as processes (d) and (e))need not be differentiable ( the limit Eq. (3.146) does not exist). It may be observed that the spectra of these processes decay as E ( o ) 0-2at high frequencies, and that (correspondingly) their autocorrelation function p(s) = e- ISI!? is not differentiable at the origin.
. .


3.6 Random processes


Fig. 3.24. Sample paths of ~ ( t for ) processes (a) and (c) shown in Fig. 3.20.

Process (d) is an Ornstein-Uhlenbeck process, which is the canonical example of a diflusion process. Such processes are used in PDF methods and are described in Chlapter 12 and Appendix J.

In the following exercises, u(t) is a zero-mean, statistically stationary, differentiable random process with autocovariance R(s), autocorrelation function p(s), and spectrum E (a).
Show thatu(t) and L(t) are uncorrelated, and that u(t) and u(t) are negatively correlated. Show that

+ Show that at the origin (s = 0) dR(s)/ ds is zero, and d 2 ~ ( s ) d/s2 is negative.

It can be described ..e. I n terms of this PDF. but it contains no joint information at two or more times or positions.3 The statistical description of turbulent flaws Show that the autocovariance B(s) of the process u(t) is Show that the integral timescale of u(t) is zero.d.7 Random fields In a turbulent flow. the velocity U(x. If u(t) is a Gaussian process. One-point statistics The one-point. the mean velocity field is 4 m The second line of this equation introduces an abbreviated notation: J( ) d V is written for . partially characterized . one-time joint CDF of velocity is and then the joint PDF is At each point and time this PDF fully characterizes the random velocity vector.by extensions of the tools presented in the previous sections.t) is a time-dependent random vector fie1. Show that the spectrum of u(t) is 0 2 ~ ( o ) . show that 3.i.

t(")) is replaced by (x("). In terms of the N-point PDF. t) is statistically stationary if all statistics are invariant under a shift in time. and (as discussed in Section 3. t (4 T) for all N points.. (3.9 on page 49).t)). x3.x. t) = U(X. The (one-point.t)). Then we define to be the joint P D F of U(x. Turbulent velocity fields are found not to be Gaussian: a Gaussian field is fully characterized by the mean (U(x.6) differentiation and taking the mean commute : N-point statistics The N-point. t) at these N space-time points. Turbulent velocity fields are differentiable.2.t(")). these covariances are called Reynolds stresses.. Similarly. and are written (uiuj). x2. Let {(x("). and hence in practice a random velocity field cannot be fully characterized. this means that fN is unchanged if (x("). where T is the time shift. For reasons given in the next chapter.t)uj(x.7 Random fields The fluctuating velocity field is defined by U(X. N} be a specified set of positions and times. t)) and the autocovariance Statistical stationar ity and homogeneity The random field U(x. with the dependences on x and t being understood. This distinction is useful because densities and functions have different transformation properties (see Exercise 3.132).t) .. N-time joint P D F can be defined as a simple extension of Eq. t) indicates that f is a density with respect to the sample-space variables that appear to the left of the semi-colon e Vl. V2.n = 1..3. one-time) covariance of the velocity is (ui(x. and t). whereas f is a function with respect to the remaining variables ( e xl. the field is statistically homogeneous if all statistics are invariants + . A word on notation: the semi-colon in f ( V . and V3). To determine this N-point P D F for all space-time points is obviously impossible.(U(X.

~ + + .ayl jo s u o g 3 a ~ a pue ~ suo!lelol lapun l u e p e ~ u y 4p3rlsrlels osle s y play ayl JI +(malsdsaleulp~oo3 ayl jo ur8po ayl ul s ~ y y s ) suoyqsueq lapun lue leis 'uorlruyap dq 'sy (3: ' x ) ~ play snoaua8omoy dlle3rlspels + + v ale ley1 s3 11 -amg pue suo +suorpa~lp aleuyp~oo amos ~ jo luapuadapur p ~ o o 3aajy:. 1 1 ~ \ aleuyp~oo3 1e~lua~ajmn3~r3 ay l o j luapuadapur a l e sr adrd e u~ MOD luapqlnl ayl 'dpepmrs JO pue jo yloq luapuadapur lJ s p M pua ayl m o q alomal pue ( 1 << y/q) oriel padse a 8 ~ ee O sz-~ '8 ayl SI Isnle~edde ~ p-auo JO a3ualnq~nlsnoaua8omoy pue fsluau~ ~adxa [auunl-pu v PaAary3e + + a v aas) mlojlun lnq 'o~az-uouaq 01 rxe/(ln)e sluarpe~8 d l r ~ o p ueam i ayl JOJ uorlruyap sly y l ! ~ lualsrsuo~ sr 11 +snoaua8omo y dlle3~lsrlelssr (3: 'x)n play dlr~o~ 9u!~vn3:2ng' a~ a y a3ualnq~nlsnoaua8omoy ur 'd~~e3yr3ads :a ~ r l 3 u l s a ~ +o ~~ aaq z 01 uayel aq ue3 ssa~ sr a2ua~nqrn3: snoaua9ouroy jo uorlruyap a y .

Wavenumber spectra For homogeneous turbulence the two-point correlation Rij(r. t) d r .7 Random fields coordinate system. for example where el is the unit vector in the XI-coordinate direction. is a function that varies sinusoidally (with wavelength t = 2n/IrI) in the direction of the wavenumber vector r . and much of turbulence theory centers on it. (3. in isotropic turbulence f N is unchanged if U(x(") . a n d that is constant in planes normal to K. In terms of the N-point P D F (Eq.t) is the Fourier transform of the two-point correlation and the inverse transform is Rij(r. t("))isreplacedb y u ( -(n) x t (4).t) is independent of x.t) = 1 1 e'K4r@ij(~. where % and U denote the position and velocity in any coordinate system obtained by rotation and reflections of the coordinate axes. then it is (statistically) isotropic.3. The concept of isotropy is extremely important in turbulence : hundreds of wind-tunnel experiments have been performed on (approximately) isotropic turbulence. The velocity spectrum tensor mij(r. From this it is possible to define various integral lengthscales. one-time autocovariance which is often referred to as the two-point correlation. 7 Two-point correlation The simplest statistic containing some information on the spatial structure of the random field is the two-point. . The spatial Fourier mode = COS(K X) + i sin@ a x). and the information it contains can be re-expressed in terms of the wavenumber spectrum.159)).

is the energy spectrum function : which may be viewed as (Dij(u. t) on directional information.3 The statistical description of turbulent flows where dr and d~ are written for drl dr2dr3 and dlcl dK2 d ~ respectively. show that the two-point . especially for qualitative discussions. The two-point correlation and the spectrum contain two different kinds of ZJ . The dependences of Rij(r. and of @-(K K. and hence. show that correlation Rij(r?X. t) is divergence-free ( i . t) on r. (3. + EXERCISES From the substitution x' = x r and the definition of the two-point . . t) = Rji(-r. give information about the directional dependence of correlation. while give information about the directions of the the components of Rij and velocities. V u = 0). If u(x.t) stripped of all directional information.t) d~ represents the contribution to the turbulent kinetic energy 1 -(uiui) 2 from all modes with I K ~ in the range K 5 IKI < K du. A useful quantity. rc. E(K. (Eq. for a statistically homogeneous field. Slettingr = 0 in this equation yields and so mij(u.166) over all scalar wavenumbers. + x'. yields Thus.5. Velocity spectra in turbulence are examined in some detail in Section 6.160)). . t). (3. Integration of Eq. t) represents the contribution to the covariance (uiuj) of velocity modes with wavenumber K.

Instead. The purpose of this section is to describe this axiomatic approach. we now return to the starting point in order to clarify the notion of probability. in terms of time averages or ensemble averages . Physical quantities such as density and velocity are defined operationally (e. For the sake of simplicity. In this particular experiment. the coin is 'fan. 1 p = 2 Then a simple statistical calculation shows that (for N = 1.3. suppose that we hypothesize that .although they are often used..' (It is assumed that each toss is statistically independent and indistinguishable from every other toss. for which there is a complete theory. we start the discussion in the context of a coin-tossing experiment. (3. and to explain the connection to measurable quantities (such as time averages).000 times is patiently performed. Instead. The coin-tossing experiment is an example of Bernoulli trials.8 Probability and averaging Having developed the tools to describe random variables. For example. Operational definitions of probability .000) with 99% probability p~ lies in the range 9 .' We define the variable p to be the probability of 'heads. The fraction of tosses resulting in heads is a random variable denoted by pN. then 3. in addition. Since the measured value pN = 0. if.5024 lies outside this range. probability theory is axiomatic. on which everything has been built. Consider a coin that can be tossed any number of times. t) is statistically homogeneous.5024.8 Probability and averaging correlati. we can have high confidence that the hypothesis p = is false.160)) satisfies Show that. in Section 2.1. with the two possible outcomes 'heads' and 'tails. are unsatisfactory. u(x.000.g. suppose that the measured value of p~ is 0. a further statistical .for example. so that (at least in principle) their values can be determined by measurement.) Suppose that an experiment in which the coin is tossed N = 1. random processes. and random fields.on (Eq.000. in modern treatments.

although p~ tends to p as N tends to infinity. the spatial average of defined by U(x. t) to ble its PDF. For statistically stationary flows the time average.' pN is the measured frequency of 'heads. shows that. ( u ) ~ and . (U)L are (like pN)random variables. and given the measured value of PN. a range for p~ can be predicted. we define f ( V . even those that are not stationary . several kinds of averaging are used to define other means that can be related to (U(t)).' given a hypothesis about p.but not to measure it with certainty. They can be used to estimate (u). and then define the mean by In turbulent-flow experiments and simulations. based on the observed value of pN. These averages (U)T .it can only be estimated with some confidence level. In simulations of where ~ ( " ) ( tis homogeneous turbulence in a cubic domain of side C. t) is+ Similar spatial averages can be defined for statistically one. and that. (U) is well defined for all flows. In considering the velocity U(t) as a turbulent flow. the ensemble average is defined by ~ ( t ' dt'. with 99% confidence. a confidence interval for p can be determined. Most importantly.and twodimensional flows. The two most important points to appreciate are that p cannot be measured . this is not taken as the definition of p. ) ) the measurement on the nth realization.3 The statistical description of turbulent flows calculation.(over a time interval T ) is defined by t+T T For flows that can be repeated or replicated N times. p lies in the range To summarize : (i) (ii) (iii) (iv) p is defined to be the probability of 'heads.


* . the flow reaches one of two stable steady states. the time average (U)T. For this flow. Although the geometry and boundary conditions are symmetric about the plane y = 0. Each time the flow is started from rest. after an initial transient. and the ensemble average u>.3 The statistical description of turbulent flows flow downstream of a symmetric expansion in a rectangular duct. the flow is not symmetric. discuss the relationship among the expectation (U).

The most basic of these equations (first derived by Reynolds (1894)) are those that govern the mean velocity field (U(x. t)) and u(x. starting from the Navier-Stokes equations that govern the underlying turbulent velocity field U(x.19)) v *U = V . It is possible to derive equations for the evolution of all of these quantities.equations 4.e.1 Reynolds equations In the previous chapter. t)). t). U(x. two-point correlations. t)) + u(x.. (443) It follows from the continuity equation (Eq. i. t) are solenoidal. etc.means. For the mean of this equation is simply v *(u)= 0. (2. (2.) Taking the mean of the momentum equation (Eq. and then by subtraction we obtain (Note that taking the mean and differentiation commute so that (V U) = V ( U ) and also (V u) = V a (u) = 0. The decomposition of the velocity U(x. ( ( U ) +u)=O that both (U(x. t) into its mean (U(x. t). PDFs. t) = (U(x. t)) and the fluctuation is referred to as the Reynolds decomposition. various statistical quantities were introduced to describe turbulent velocity fields .35)) is less simple .

The final result can be usefully re-expressed by defining the mean substantial derivative D = 6 (U) v. t).) at 3 (UiUj). from the previous two equations. Then. (2. The first step is to write the substantial derivative in conservative form. In terms of this derivative. Eq. so t h a t the mean is (2) - a(C. ax. (4. substituting the Reynolds decomposition for Ui and Uj. (4.84 4 Mean-flow equations because of the nonlinear convective term. D Q / D ~ represents its rate of change following a point moving with the local mean velocity (U(x. the velocity covariances ( t l i ~ l j ) are called Revnolds stresses. we obtain e the second step following from d (Ui)/?xi = 0 (Eq.4)).9) is Evidently the mean of the substantial derivative (Duj/Dt) does not equal the mean substantial derivative of the mean D ( u j ) / ~ t * It is now a simple matter to take the mean of the momentum equation (Eq. Dt dt 1 -. the nonlinear term becomes For reasons soon to be given.t)). + For any property Q(x. Thus. +.35)) since the other terms are linear in U and p. The result is the .

For a random field +(x. This may be obtained either by taking the mean of V'P (Eq. the mean pressure field (p(x.1 Reynolds equations Fig. 4. or by taking the divergence of the Reynolds equations : EXERCISES - -- Obtain from the Reynolds equations (Eq. (2.42)).35)) are the same. (4. mean-momen tum or Reyriolds equa tioris In appearance. A sketch of a control volume V.1). the Reynolds equations (Eq. (4. t).1. (2. Like p(x. L .a crucial difference.12)) and the Navier-Stokes equations (Eq. except for the term in the Reynolds stresses .4. t). t)) satisfies a Poisson equation. with bounding control surfkce A. obtain the results I - . Where possible express terms as integrals over the bounding control surface A. 4. showing the outward pointing unit normal n.12)) an equation for the rate of change of mean momentum in a fixed control volume V (see Fig.

If (uiuj) were zero.4 Mean-flaw equations The mean rate of strain by and mean rate of rotation are defined Obtain the results 4. Fig.4 on page 6) are therefore attributable to the effect of the Reynolds stresses. t) and (U(x. then the equations for U(x. Even though this apparent stress is -p(u+um) I . t)) would be identical. with the term in square brackets representing the sum of three stresses: the viscous stress.. Interpretation as stresses The Reynolds equations can be rewritten This is the general form of a momentum conservation equation (cf. it is convenient and conventional to refer to (uiuj) as the Reynolds stress. the isotropic stress -(p)Sij from the mean pressure field. Some of their properties are now described. t) and (U(x.g. Eq. t)) (see. 1. and the apparent stress arising from the fluctuating velocity field. The very different behavior of U(x. e. -p (uiuj).3I)).2 Reynolds stresses Evidently the Reynolds stresses (uiuj) play a crucial role in the equations for the mean velocity field (U). The viscous stress ( i e force per unit area) ultimately stems from momentum transfer at the molecular level. (2. So also the Reynolds stress stems from .

The properties of second-order tensors are reviewed in Appendix 8. Thus.4. (4. ( u ) . and (u:)) are normal stresses. . Consequently. (4.2 R e y n o l d s stresses momentum transfer by the fluctuating velocity field. (4. This is a manifestation of the closure problem. (uiuj) = (ujui)+The diagonal components ((u:) = (ul u1). while the off-diagonal components (e.) The mean of the j component of this equation is the last step following from the divergence theorem. there are four independent equations governing the mean velocity field.with more unknowns than equations . Such a set of equations . there are also the Reynolds stresses. In general. in the absence of separate information to determine the additional statistics.is said to be unclosed..13)) However. i. Referring to Fig.4)) or the Poisson equation for (p) (Eq. The Reynolds stresses are the components of a second-order tensor.g. for the control volume V. (ul uZ)) are shear stresses.' which is obviously symmetric.e. The Reynolds equations are unclosed: they cannot be solved unless the Reynolds stresses are somehow determined. The closure problem For a general statistically three-dimensional flow. -p (uiuj)ni. In addition to ( U ) and (p) (four quantities).l the rate of gain of momentum within a fixed control volume V due to flow through the bounding surface A is p (The momentum per unit volume is pU. namely three components of the Reynolds equations (Eq. these four equations contain more than four unknowns. 4.12)) together with either the mean continuity equation (Eq.. -p a(uiuj)/axi) arises from the mean momentum flux due to the fluctuating velocity on the boundary A. the evolution equations (obtained from the Navier-Stokes equations) for a set of statistics contain additional statistics to those in the set considered.. and the volume flow rate per unit area into V through A is -U n. the set of equations cannot be solved. the Reynolds stress as it appears in the Reynolds equations (i.e.

Irrotational motion An essential feature of turbulent flows is that they are rotational. (uf) 2 0).such as (to within an approximation) the flow of water waves. in special or extreme circumstances. An intrinsic distinction can be made between isotropic and anisotropic stresses. The isotropic stress is 1k63 and then the deviatoric anisotropic part is l~ ! J The normalized anisotropy tensor - used extensively below - is defined by In terms of these anisotropy tensors.88 4 Mean-fl~w equations - he turbulent kinetic energy k(x. In the principal axes of the Reynolds stress tensor.nite. and SO in turn the . Thus the Reynolds stress tensor is symmetric positive semidefi. For we have showing that the isotropic component ( I k ) can be absorbed in a modified 3 mean pressure. and the normal stresses are the eigenvalues. Anisotropy The distinction between shear stresses and normal stresses is dependent on the choice of coordinate system. In general. all eigenvalues are strictly positive. t) is defined to be half the trace of the Reynolds stress tensor: It is the mean kinetic energy per unit mass in the fluctuating velocity field. but. one or more of the eigenvalues can be zero. the Reynolds stress tensor is It is only the anisotropic component aij that is effective in transporting momentum. Consider instead an irrotational random velocity field . which are non-negative i . the shear stresses are zero. . The vorticity is zero.

(Us) = 0. In as the isotropic stress other words. The first equation (Eq. symmetries in the flow geometry determine properties of the Reynolds stresses. . the Reynolds stresses arising from an irrotational field U(X t) have absolutely no effect on the mean velocity field. and which is statistically invariant under reflections of the x3 coordinate axis. i~ 9 7 Symmetries For some flows. Thus.e. In this case the Reynolds stress (uiuj) has the same effect which can be absorbed in a modified pressure. this last equation yields (U3) = -(Us).31)) indicates that yields ( ~ 1 ~ = these relations hold for all x.2 Reynolds stresses mean vorticity. (4. the turbulent channel flow sketched in Fig. This symmetry implies that from which it follows that (U2) and (uIu2) are odd functions of x2.25 on page 76 is statistically symmetric about the plane x2 = 0. t). For the PDF of velocity f ( V .duj/dxi are also zero. x.4. the fluctuating vorticity. 3. (U3) is zero and the Reynolds-stress tensor is In addition to being statistically two-dimensional. these two conditions imply that At x3 = 0.. Consider a statistically two-dimensional flow in which statistics are independent of x3. for such a statistically two-dimensional flow. Hence we have from which follows the Corrsin-Kistler equation (Corrsin and Kistler 1954) for irrotational flow. it similarly 3 ) 0 and (u2u3) = 0. and dui/dxj . whereas (U1)and the normal stresses are even functions. i.

Aki(ukuj)Aje is diagonal. (b) What is the correlation coefficient between ul and uz? (c) A matrix of the form of Eq. (4. . for particular values of the angle 8. Determine the angle 8 = OR (0 IOR In/2) that transforms (uiuj) to principal axes. Why? In an experiment on homogeneous turbulent shear flow (in which a (Ul)/axz is the only non-zero mean velocity gradient) the Reynolds stresses (normalized by k) are measured to be (a) Determine the corresponding anisotropy tensors aij and bij.90 EXERCISES 4 Mean-flow equations Each of the following equations is incorrect.35) can be transformed into principal axes by a unitary matrix of the form sin 0 0 cos0 0 0 1 That is.

4.3 The mean scalar equation

(d) Determine the angle 0 = 0s (0 < 0s In/2) that transforms the mean rate of strain Si/ to principal axes. (e) Determine the eigenvalues of (uiuj).

4.3 The mean scalar equation Just as the most basic description of the turbulent velocity field U(X, t) is provided by the mean velocity (U(x, t)), so also the most basic description of a conserved passive scalar field +(x, t) is provided by its mean (+(x,t)). The conservation equation for ($(x, t)) is obtained by the same procedure as that used to obtain the Reynolds equations. The fluctuating scalar field is defined by
$'(x, t ) = $(x, t) - ($(x, t)) ,
so that the Reynolds decomposition of the scalar field is

The conservation equation for +(x, t) (Eq. (2.54)) can be written

The only nonlinear term is that involving the convective flux U$, the mean of which is

The velocity-scalar covariance (u$') is a vector, which is called the scalar flux: it represents the flux (flow rate per unit area) of the scalar due to the fluctuating velocity field (see Exercise 4.6). Thus, taking the mean of Eq. (4.39, we obtain

or, in terms of the mean substantial derivative (Eq. (4.10)),

Evidently, in this mean-scalar equation, the scalar fluxes play an analogous role to that of the Reynolds stresses in the Reynolds equations. In particular


4 Mean-flow equations

they give rise to a closure problem: even if (U) is known, Eq. (4.41) cannot be solved for ( ) without a prescription for -(u$').

Let @(t) be the integral of a conserved passive scalar field $(x, r) over a fixed control volume V (see ~ i g 4.1). . Obtain an equation for d(@(t))/dt.Where possible express each term as an integral over the bounding control surface A, and describe the significance of the term. Consider a statistically two-dimensional flow in which the statistics of the velocity and scalar fields are independent of x3 and are invariant under a reflection of the x3 coordinate axis. Write down the symmetry conditions satisfied by the one-point joint PDF of U(x, t) and $(x, t). Show that a($)/ax3 and ( ~ ~ 4 are ' )zero. If, further, x2 = 0 is a plane of statistical symmetry, show that (6) is an even function of xz and that (u2cpr)is an odd runction.

4.4 Gradient-diffusion and turbulent-viscosity hypotheses
In the historical development of a 'scientific field of inquiry, it is usual for there to be a succession of models proposed to describe the phenomena being studied. Often - such as in the study of turbulent flows the early models are simple, but are subsequently found to be lacking both in physical content and in predictive accuracy. Later models may be superior in physical content and predictive accuracy, but lack simplicity. In spite of their flaws, it .is valuable to have an2appreciation for the early, simple models. One reason is that the behavior implied by the models may be determined by simple reasoning or simple analysis - as opposed to the numerical solutions usually required for more complex models. Second, the simple models can provide a reference . against which the phenomena being studied - and also more complex models - can be compared. It is in this spirit that we introduce the gradient-difusion hypothesis, the turbulent-uiscositv h vpot hesis, and related ideas. These are valuable concepts, whose limitations should always be borne in mind. The scalar flux (u$') vector gives both the direction and the magnitude of the turbulent transport of the conserved scalar . According to the gradientdiffusion hypothesis, this transport is down the mean scalar gradient that is, in the direction of v ) . Thus, according to the hypothesis, there is a
d d


4.4 Gradientwdifiusion and turbulent-viscosity hypotheses


. positlve scalar r T ( x ,t)


the turbulent diflusivity


such that

With the effective difSusivity defined as the sum of the molecular and turbulent diff usivities

the mean scalar conservation equation (Eq. (4.41)) incorporating the gradientdiffusion hypothesis (Eq. (4.42)) is

It may be seen, then, that this equation is the same as the conservation ~ place of U, 4, and equation for $ (Eq. (2.54)) but with (U), ( 4 ) and r , in Mathematically, the gradient-diffusion hypothesis (Eq. (4.42)) is analogous to Fourier's law of heat conduction and Fick's law of molecular diffusion. Similarly, the turbulent-viscosity h vpothesis - introduced by Boussinesq in 1877 - is mathematically analogous to the stress-rate-of-strain relation for a Newtonian fluid (Eq. (2.32)). According to the hypothesis, the deviatoric Reynolds stress (-p(ujuj) f Pkdij) is proportional to the mean rate of strain,


where the positive scalar coefficient VT is the turbulent viscosity (also called the eddy viscosity). The mean-momentum equation incorporating the turbulent-viscosity hypothesis ( e Eq. (4.45) substituted into Eq. (4.12)) is

where is the efective viscosity. This is the same as the Navier-Stokes equations with ( U ) and v,, in place of U and v, with (p) i p k the modified mean pressure. The gradient-diffusion and turbulent-viscosity hypotheses have been introduced without justification or criticism so far. A thorough appraisal of the hypotheses is postponed to Chapter 10. At this stage, the following observations suffice.


4 Meamflow equations

(i) The gradient-diffusion hypothesis implies that the scalar flux vector is aligned with the mean scalar gradient vector. Even in simple turbulent flows this is found not be the case. For example, in an experiment on homogeneous turbulent shear flow (Tavoularis and Corrsin 1981) the angle between V(4) and ( u ) was measured to be 65". (ii) Similarly, the turbulent-viscosity hypothesis implies that the anisotropy tensor a1 a 1m is aligned with the mean rate-of-strain tensor, i.e.,

Being symmetric and deviatoric, both aij and the mean rate of strain have five independent components. According to the turbulentviscosity hypothesis, these five components are related to each other through the scalar coefficient vT. Again, even in simple shear flow, it is found that this alignment does not occur (see Exercise 4.5). (iii) An important class of flows consists of those that can be described by the two-dimensional turbulent-boundary-layer equations (which are presented in Chapter 5). In these flows, the mean velocity is predominantly in the xl-coordinate direction, while variations in mean quantities are predominantly in the x2-coordinate direction. Only one component (u24') of the scalar flux, and one Reynolds stress (ulu2), appear in the boundary-layer equations. Consequently, the gradientdiffusion hypothesis reduces to

and the turbulent-viscosity hypothesis to

Both of these equations relate a single covariance to a single gradient. Providing that the covariance and the gradient have opposite signs which is almost always the case - then, rather than being hypotheses or assumptions, these equations can be taken as definitions of TT and

(iv) Specification of vT(x,t) and rT(x,t) solves the closure problem. That is, if VT and TT can somehow be specified, then the mean flow equations for ( U ) (Eq. (4.46)) and for ( ) (Eq. (4.44)) can be solved.

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reays aarj

5.1 T h e round jet: experimental observations


Quiescent surroundings


Flu id supply

Fig. 5.1. A sketch of a round-jet experiment, showing the polar-cylindrical coordinate system employed.

by Re = UJd/v. (In practice, the details of the nozzle and the surroundings have some effect, as discussed by Schneider (1985) and Hussein et al. (1994).)
5.1.2 The mean uelocityfield

As might be expected from the visual appearance of the flow (Figs. 1.1 and 1.2 on pages 4 and 5), the mean velocity is predominantly in the axial direction. Measured radial profiles of the mean axial velocity are shown in Fig. 5.2. (Note that = 0 is the axis, about which the profile of (U) is symmetric.) xld Not shown in Fig. 5.2 is the initial development region (0 I 25, say), in which the profile changes from being (approximately) square to the rounded shape seen in Fig. 5.2. The mean circumferential velocity is zero ( e . , ( W ) = 0), while as shown in Exercise 5.5 - the mean radial velocity (V) is smaller than ( U ) by an order of magnitude.


The axial velocity In terms of the mean axial velocity field (U(X,I*, 8)) (which is independent of 8), the centerline velocity is

and the jet's half-width



( x ) is defined such that

Two clear observations from Fig. 5.2 are that, with increasing axial distance, the jet decays ( e . Uo(x)decreases), and that it spreads ( e . , I ( x ) increases).

5 Free shear flows

Fig. 5.2. Radial profiles of mean axial velocity in a turbulent round jet, Re = 95,500. The dashed lines indicate the half-width, ( x ) of the profiles. (Adapted from the data of Hussein et al. (1994).)

Fig. 5.3; Mean axial velocity against radial distance in a turbulent round jet, Re = 10'; measurements of Wygnanski and Fiedler (1969). Symbols: 0, x/d = 40; A, x/d = 50;

As the jet decays and spreads, the mean velocity profiles change, as shown in Fig. 5.2, but the shape of the profiles does not change. Beyond the developing region (xld > 30, say), the profiles of (U)/Uo(x), plotted against ( x ) collapse onto a single curve. Figure 5.3 shows the experimental data

5.1 The round jet: experimental observations

of Wygnanski and Fiedler (1969) plotted this way for x/d between 40 and 100. The important conclusion is that the mean velocity profile becomes self-similar.

Self-similarity self-similarity is an important concept that arises in several different contexts in the study of turbulent flows. To explore the general ideas, consider a quantity Q(x,y) that depends on two independent variables ( e , x and y). AS functions of x, characteristic scales Qo(x) and 6(x) are defined for the dependent variable Q and the independent variable y, respectively. Then scaled variables are defined by

If the scaled dependent variable is independent of x, i.e., there is a function ~ ( 5such ) that
then Q(x, y) is self-similar. In this case, Q(x, y) can be expressed in terms of functions of single independent variables - Qo(x), 6(x), and ~ ( 5 ) . Several comments and qualifications are in order:

(i) the scales Qo(x) and 6(x) must be chosen appropriately - they usually have power-law dependences on x ; (ii) in some circumstances, more general transformations are required,

(iii) self-similar behavior may be observed (to within a good approximation) over a range of x (but not for all x); and (iv) if a self-similar quantity Q(x,y) is governed by a partial differential equation, then Qo(x),S(x), and ~ ( 5 are ) governed by ordinary differential equations.
Axial variation o f scales Returning to the round jet, to complete the picture we need to determine the axial variation of Uo(x) and ( x ) Figure 5.4 shows the hverse of Uo(x), I Uo(x), plotted against x/d. Evidently, over the x/d range specifically UJ considered, the experimental data lie on a straight line. The intercept of this

5. I The round j e t : experimental observations


Table 5.1. The spreading rate S (Eq. (5.7)) and velocity-decay constant B (Eq. ( 5 . 6 ) ) for turbulent round jets (from Parzchapakesan and Lumley Panchapakesan and
Hussein et al. (1994), hot-wire data

Hussein et a1. (1994), laser-Doppler data

Reynolds number In the ideal round-jet experiment, the only non-dimensional parameter is the jet's Reynolds number, Re. We should ask, therefore; how the self-similar profile shape, the velocity-decay constant B, and the spreading rate S vary with Re. The answer is simple and profound: there is no dependence on Re. Table 5.1 shows that, for jets with Re differing by a factor of almost ten, the small differences in the measured values of B and S are within experimental uncertainties. Also, from visual observations, the spreading rate for jets with Re larger by a factor of a thousand is the same (see Fig. 1.1 on page 4 and Mungal and Hollingsworth (1989)). It is evident from Fig. 1.2 on page 5 that the Reynolds number does affect the flow: the small-scale structures are smaller at larger Reynolds number. However, to repeat, the mean velocity profile and the spreading rate are independent of Re. Summary In the selfisimilar region (xld > 30) of high-Reynolds-number turbulent jets (Re > lo4), the centerline velocity Uo(x) and the half width rl12(x)vary according to Eqs. (5.6) and (5.8). The empirical constants in these laws are independent of Re: for definiteness we take their values to be B = 5.8 and S = 0.094 (see Table 5.1). The cross-stream similarity variable can be taken to be either

the two being related by q defined by and is shown in Fig. 5.5.


S t . The self-similar mean velocity profile is

f(v)= f ( 0 = (U(x,r,O))lUo(x),

5 Free shear flows

Fig. 5.5. The self-similar profile of the mean axial velocity in the self-similar round jet: curve fit to the LDA data of Hussein et al. (1994).

Fig. 5.6. The mean lateral velocity in the self-similar round jet. From the LDA data of Hussein et al. (1994).

The lateral oeiocity

In the self-similar region of the round jet, the mean lateral velocity (V) can be determined from (U) via the continuity equation (see Exercises 5.4 and 5.5). Figure 5.6 shows the self-similar profile of ( v ) / U o obtained in this way. It should be observed that ( V ) is very small - less than Uo by a factor of 40. Notice also that ( V ) is negative at the edge of the jet, indicating that ambient fluid is flowing into the jet and being entrained.

5.1 The round jet: experimental observations


From the empirical laws for Uo(x) and rIlz(x)(taking xo = 0), show that

and hence

From the self-similar velocity profile f (q) in the turbulent round jet (Eqs. (5.11) and (5.12)) show that

(where a prime denotes differentiation with respect to q). An approximation to the self-similar velocity profile is

f (q) = (1

+~ q ~ ) - ~ .

Show that (from the definition of rl12)the constant a is given by

Show that, according to this approximation,

and that

at the same (Note that (a ( U}/ar),=,1/2is about six times (a ( U) axial location.) For the turbulent round jet, in polar-cylindrical coordinates, the mean continuity equation is

Show that, if (U) is self-similar with

5 Freen shear flows

then (V) is also self-similar with

where f ( q ) and h(q) are related by

If the self-similar axial velocity profile f (7) is given by Eq. (5.17), show from Eq. (5.24) that the lateral velocity profile h(q) is

Show that, according to this equation, the lateral velocity at the half-width is

Show that, for large r

, Eq. (5.25) implies that

Let f ( c , F, , , 8 ) denote the joint PDF of U, V, and W in the turbulent round jet: , , and w are the sample-space variables. The flow is statistically axisymmetric :

and it is invariant under a reflection of the circumferential coordinate direction :

Show that, for 8 = 0, Eq. (5.29) implies that (W), ( U W), and ( V W) are zero, and that (in view of Eq. (5.28)) these quantities are zero everywhere. Draw a sketch of the r-8 plane and show that (for given x, r, and 8) the directions corresponding to V(x, r, e), -V (x, r, 8 n), W(x, r, 8 - n/2), and - W (x, r, 8 n/2) are the same. Hence argue that (for statistically axisymmetric flows)




Show that on the axis ( U V) are zero.


( W 2 ) are equal, and that ( V ) and

5.1 The round jet: experimental observations


5 . 1 . 3 Reynolds stresses The fluctuating velocity components in the x, r, and 8 coordinate directions are denoted by u, v, and w. In the turbulent round jet, the Reynolds-stress tensor is

That is, because of the circumferential symmetry, (uw) and (vw) are zero (see Exercise 5.6). The geometry of the flow also dictates that the normal stresses are even functions of r, while the shear stress (uv) is an odd function. As the axis r = 0 is approached, the radial V and circumferential W components of velocity become indistinguishable. Hence (v2) and (w2) are equal on the axis. Consider the ramas.axial velocity on the centerline

How does u&(x) vary with x ? Or, in terms of non-dimensional quantities, how does ub(x)/Uo(x)vary with x/d and Re? Again the answer is simple, but very revealing. After the development region, ub(x)/ Uo(x) tends asymptotically to a constant value of approximately 0.25 (see, e.g., Panchapakesan and Lumley (1993a)). Thus, like Uo(x),ub(x) decays as x-I. There is some variation in ub/Uo from experiment to experiment, but no systematic dependence on Re has been documented. As might be expected from the above observations, it is found that the Reynolds stresses become self-similar. That is, the profiles of ( u ~ ~ ~ ~ ) / u ~ plotted against 7 or q = r/(x - xo) collapse for all x beyond the development region. Figure 5.7 shows the self-similar profiles measured by Hussein et al. (1994). Some important observations from these data are the

(i) On the centerline, the r.m.s. velocity is about 25% of the mean. (ii) Toward the edge of the jet, although the Reynolds stresses decay (with increasing / r 2 ) , the ratio of the ramas.to the local mean increases without bound (see Fig. 5.8). (iii) The Reynolds stresses exhibit significant anisotropy, which is revealed both by the shear stress and by the differences in the normal stresses. (iv) The relative magnitude of the shear stress can be quantified by the ratio (uv)/k, and by the u-v correlation coefficient, p , (see Fig. 5.9). The two curves have the same shape with a flat central portion, with 0.27 and p , = 0.4. (uv)/k

(v) The shear stress is positive where d ( U ) / d r is negative.in the self-similar round jet. there is a positive turbulent viscosity v~ such that . 5.8. Hence.5 Free shear flows Fig. for this flow. (1994).(u2 ) I/' -/(u). From the curve fit to the experimental data of Hussein et a/. and goes to zero where d ( U ) / d r goes to zero. 5. The profile of the local turbulence intensity . (1994).7. Profiles of Reynolds stresses in the self-similar round jet: curve fit to the LDA data of Hussein et al. Fig.

(vi) Since the profiles of (uv) and d(U)/dr are self-similar. defined in Eq. 5. (vii) The turbulent viscosity has dimensions of velocity times length. ( x .9. The profile of I/rl12 (Fig. rather than being directly measurable and having a clear physical significance. axial velocity (u2)lI2. the integral lengthscales (obtained from the two-point . Consequently a local lengthscale.s.which is shown in Fig.1 < r < 2.12 over most of the jet (0. evidently the profile of turbulent viscosity defined by Eq.5.1 1) is quite flat. can be defined by where u'(x.m. The lengthscale. (1994).1 < r < 1. (5. Clearly I is selfsimilar. I The round jet: experimental observations Fig. ) . (5. From the curve fit to the experimental data of Hussein et al. 5.5 . r) is the local r.35) is a derived quantity. Profiles of (uu)/k and the u-E correlation coefficient p . It may be observed that CT is fairly uniform over the bulk of the jet within 15% of 0.10.33) is also self-similar. in the self-similar round jet. On the other hand. I. 5.028 for 0. being within 15% of the value 0. Specifically where CiT is the normalized profile .1).but that it decreases to zero toward the edge.


From Wygnanski and Fiedler (1969). s) ds.1 The round jet: experimental dbservations 109 Fig. defined bv and then the corresponding integral lengthscales are L22(x. lrll2. 5.12.13 shows. EXERCISES At r = 1. r) -- R2(x. the principal axes of the mean rate-of-strain tensor are at approximately 45" to the x axis.7r1i2 and 0.considerably larger than i x 0.3r1i2.4. 5. It should also be appreciated that there can be significant correlation for separation distances greater than Lll.12 shows the measured self-similar profiles of these integral lengthscales. Some further characteristics of the self-similar round jet are described in Section 5. Self-similar profiles of the integral lengthscales in the turbulent round jet. Show (from the measurements in . It may be seen that L l l and Lzz are typically 0. respectively .r. as Fig. Figure 5.5.

7) that the principal axes of the Reynolds-stress tensor are at an angle of less than 30" to the x axis. From Wygnanski and Fiedler (1969). 5.1 and 1. and B). In non-swirling statistically axisymmetric flows.13. . and the Navier-S tokes equations are where 1 d v2f = ax2 d2f ( r r dr ) +-- 1 d2f r2 do2' (see Batchelor (1967)).2. V and W are the velocities in the three coordinate directions) . The longitudinal autocorrelation of the axial velocity in round jet.5 Freeashear flows Fig. r. In polar-cylindrical coordinates (x. 1. - the self-similar Fig. 5. Compare Lll with the visible widths of the jets in Figs. the continuity equation is (where U.

2 The mund jet: mean momentum ( W). U. the turbulent boundary-layer equations also apply to turbulent boundary layers. the mean lateral velocity is relatively small (l(V)l w 0. as functions of x we can define 6(x) to be the characteristic flow width. The velocity components are U.(x) to be the characteristic velocity difference. 5.14 . Examples of such flows are sketched in Fig. the flow spreads gradually (drI12/dx = 0 . For each flow.2 I he round jet: mean momentum 5. For these flows. These flows are discussed in Chapter 7. and (vw) are zero.in which the upper boundary (y 4 co) is quiescent or a non-turbulent free stream. We begin by considering statistically two-dimensional. 1 . gradients of means are predominately in the y direction.14. and statistics do not vary in the z direction.5. and U. 5.allow boundary-layer equations to be used in place of the full Reynolds equations. We consider cases . the mean continuity and momentum equations are . ar 3. and to some other wall-bounded flows as well.such as in Fig.-(r(v2)) ax r dr r + where D Dt - - + (u) ax at a a a + (v)-.03I(U)I). V and W.which are shared by all free shear flows .(x) to be the characteristic convective velocity. with ( W) zero. and so (for means) axial gradients are small compared with lateral gradients. Of course. (uw)..1 Boundary-layer equations In the turbulent round jet. there is a dominant mean-flow direction (x). Show that the Reynolds equations for such flows are: ~ ( v )-1 a(p> a - Dt P dr 1 a (w2) (uv) .2. stationary flows in which x is the dominant direction of flow. These features .

5.14.5 Free shear flows Plane jet Plane mixing layer Plane wake Boundary layer Fig. Sketches of plane two-dimensional shear flows showing the characteristic flow width 6 (x). the characteristic convective velocity U . and the characteristic velocity difference Us. .

In the axial-momentum equation.' . On the other hand.and hence is negligible. on the grounds that they are small compared with the lateral gradients. (5. the pressure gradient dpo/dx is zero. In general.51)) then becomes In the free stream ( v + m) the pressure is denoted by po(x). close to the wall in a turbulent v' . v d 2 ( ~ ) / d v 2 compared with the dominant terms in Eq. (5. it is of order ~ e . dpo/dx is given in terms of the free-stream velocity by Bernoulli's equation.54). is of order vu. The terms in braces ({ }) are neglected in the boundarylayer approximation. In turbulent free shear flows. neglecting the term in braces and substituting Eq. we obtain The first and last terms on the right-hand side require further discussion. (5. The lateral momentum equation (Eq. (5. The turbulent boundary-layer equations are obtained simply by neglecting the terms in braces .50). in which case the Reynolds stresses are zero. Eq. and (u2) is zero.and by neglecting the axial derivatives of the Reynolds stresses./d2. Consequently the equation can be integrated to yield v' and then the axial pressure gradient is For flows with quiescent or uniform free streams. so that.5.for the same reasons that they are neglected in the laminar case .55).2 The mund jet: mean momentum i (U) "(') 8 x a(v) + (v> 1 ar} { - 1 -- a(p> + az(v) {V P 8~ ax2 } These equations also apply to laminar flow.

In this case the viscous term v a2(U)/ay2 is of leading order in Eq.58).' . The mean pressure distribution is given by Eq.47)). . the velocity derivatives are very large.55). It is consistent to neglect this term. (5. (5. v a a(u> ar ) 1 a -r -(r(uv)). but it should be appreciated that this is not an insignificant approximation. (5.11 illustrates in free shear flows the neglected term can be on the order of 10% of the dominant terms in the equation. For statistically axisymmetric. and therefore negligibly small. In summary : for statistically two-dimensional. (5. stationary flows that are bounded by quiescent fluid or a uniform stream. I n the laminar boundary-layer equations. verify that the corresponding boundary-layer equations are Eqs. (5.53). ar The mean pressure distribution is and the axial-stress-gradient term. the axial diffusion term v a2u / a x 2 is of relative order ~ e . As Exercise 5.49)) and the axial momentum equation 9 (u)a(u) + ( v ) a(u) = V a' ( u) . the turbulent boundarylayer equations consist of the continuity equation (Eq.-(uv).57)-(5.the corresponding turbulent boundary-layer equations are a ( U ) a(u) ( V ) a(u) dx ar + + . is EXERCISES * s Starting from the Reynolds equations in polar-cylindrical coordinates (Eqs.r ar --(. stationary non-swirling flows . neglected on the right-hand side of Eq. and do not scale with Usand 6. The comparable axial-stress-gradient term in turbulent boundary-layer flows is the final term in Eq. the viscous term is negligible. (5.5 Free shear flows boundary layer.60)).55).45)-(5.such as the round jet or the wake b e h i n d a sphere . (5. ax dy dy ' ay Except near walls.

(5.2 The round jet: mean momentum For the centerline of the self-similar round jet. (5.or omitted from .5. The momentum flow rate of the mean flow is ~ ( x= ) / 2 ~ r ~ ( dr. (5. U ) ~ We see then from Eq. momentum. The mean velocity profile in the self-similar round jet can be written where .57) is used to write the convective term in conservative form. and energy We return to the turbulent round jet to make some fundamental observations that stem from conservation of momentum. The same conclusion holds for all jets (issuing into quiescent surroundings or uniform streams) and wakes (in uniform streams).) Integrating with respect to r we obtain since.2.2 FIow rates of mass. Neglecting the viscous term and multiplying by r. for large r . obtain the following estimates for terms in .the boundary-layer equations : 5.58)) becomes (The continuity equation Eq. the momentum equation (Eq.63) that the momentum flow rate is conserved : ~ ( x ) is independent of x. ( U V ) tends to zero more rapidly than does r .

but independent of x.2(~)~O must ( ~ )therefore also be independent of x.S = constant).65).and the energy flow rate is inversely proportional to rll2 (and x). (5. from the boundary-layer equations. Given the experimental observation that the jet spreads linearly (drllt/dx .2. it is inevitable then that the mean velocity Uo(x) decays as x-I. the flow rates of mass m(x) and kinetic energy B(x) associated with the mean velocity field are I Since the integrals o f f and the product rllzUo are independent of x. the product rl. it may be seen that the mass flow rate is linearly proportional to rl/2 . an empirical observation is that the profiles of ( U) / Uo(x) and ( ul~u *)/ U ~ ( X ) as ~ functions 5 r/rl /?(x) . Since M is independent of x . 5.64)) can then be rewritten The integral is a non-dimensional constant.as is of course observed.12)). and we define that of (uv) to be We now show. For the self-similar round jet. The momentum flow rate (Eq. that this self-similar behavior implies that the jet spreads linearly (drlI2/dx = S = constant). (5. and consequently that Uo(x) decays as x-I . and neglecting the V ~ C O U S term.and therefore to x . the . (5. Assuming the flow to be self-similar. Eq. Eq.5 Freeshearflows and f ( < ) is the similarity profile (as a function of 5 rather than . determined by the shape of the profile. The self-similar profile of (U) is f(0.become self-similar ( e independent of x).3 Self-similarity For the turbulent round jet.

Hence tlie terms in braces are independent of x.) The terms in square brackets ( [ I ) depen. but it does not identify the power. while those in braces ({ )) depend only on X.58)) can be written where a prime denotes differentiation with respect to . given that rl/2 varies linearly with x.e mj where C and S are constants. (The steps involved in deriving this equation are given in Exercise 5. (This argument depends upon the fact that the (-dependent terms are not identically zero.5. (5.72) implies that Uo(x) varies as a power of x. i. Starting from the equations (U) = uo(x)f(t) and 5 = r 2 ( x ) show that the derivatives of (U) in a self-similar round jet are a prime denoting differentiation with respect to .d only on 5 .2 The round jet: mean momentum boundary-layer mo:mentum equation (Eq.) By eliminating C from the above two equations we obtain showing that the linear spreading rate of the jet is an inevitable consequence of self-similarity. we have already observed that conservation of momentum requires that Uo(x) vary as x From this it follows that the constant C is EXERCISE -. Since the right-hand side depends only on (.12. Equation (5. there can be no x dependence on the left-hand side. However. From the conti- .

5 Free shear flows nuity equation (Eq. (5.r) can be specified. to investigate the solution to the boundarylayer equations with O T ( ~ ) taken to be constant. although it can be retained simply by replacing VT by v. this corresponds to taking VT to be uniform . In fact.57)).'.4 Uniform turbulent viscosity The turbulent boundary-layer equations exhibit the closure problem: there are two equations (continuity and axial momentum). (V). By substituting these relations into the boundary-layer momentum equation (Eq..71).81) (together with the continuity equation Eq. independent of q. therefore.) This is precisely the laminar boundary-layer equation with ( U ) ( ) and VT in place of U. verify Eq. (5. and v* The solution to Eq.independent of both x and r . It is reasonable.e. (5. VT scales with and. i. v.2.fi.57)) . for then the shear stress is determined bv For the self-similar round jet we have observed. that r1/2 and Uo. neglecting the viscous term). first. This closure problem is overcome if the turbulent viscosity vT(x. show that the mean lateral velocity is d~1/2 r1/2 duo = ' f ( d x ) ( h di + 2 dr1'2) dx t 1'Pf d. (5. (5. 5. involving three dependent variables (U).and so the boundary-layer momentum equation becomes (u)a(u) + (v) a(u) ax ar r dr (In view of the high Reynolds number assumed. that over the bulk of the jet gT(q) is within 15% of the value 0.58). second. and (uv).the viscous term has been neglected.028. (578) where iand are integration variables. since the product rl12(x)Uo(x)is independent of x.

3).094) is compared with the measurements of (U)/Uo in Fig.xo).15.1 5. This profile (with S = 0. Here we give the solution.028. where the empirically determined turbulent viscosity decays to zero (see Fig. In terms of the similarity profile f(v) = (U)/Uo with v = r/(x . which (not surprisingly) is the average value obtained from the measurements (Fig. was first obtained by Schlichting (1933). 5. (1994) .10).2 The round jet: mean momentum Fig. and then give the derivation. The value of DT is sometimes expressed in terms of the turbulent Reynolds . 5.094 is obtained with 1T w 0.5. The spreading rate is determined by the specified normalized viscosity according to The spreading rate S = 0. 5.10). There is good agreement between the profiles except at the edge of the jet. uniform turbulent viscosity solution (Eq.82). curve fit to the experimental data of Hussein et al. the solution is where the coefficient a is given in terms of the spreading rate S by (see Exercise 5. dashed line. 5. 5. The mean velocity profile in the self-similar round jet : solid line. discuss some of its consequences.

(5. (v)= X 7 where F' = dF/dq. r) is introduced with 1 8Y-J (u) = r dr9 - aw (v)= -r dx' 1 so that the continuity equation (Eq. (5. With x measured from the virtual origin (so that rl = x ) . To satisfy the condition that ( V )is zero on the axis.) .. it is evident that there is a self-similar scaled stream function F(q) such that (The constant vT is included so that F(q) is non-dimensional.86) leads to Since x2Uo(x)varies linearly with x. F must satisfy All the terms in the boundary-layer equation (Eq. the mean velocity ~hus field in the turbulent round jet is the same as the velocity field in a laminar jet of Reynolds number 35. After simplification the result is . Eq. (5.81)) can be expressed in terms of F and its derivatives.57)) is automatically satisfied. ? The solution for uniform turbulent viscosity The Stokes stream function y(x.5 Free shear flows number in the uniform-turbulent-viscosity approximation.) From the above equations we obtain VT (F' .

we find the mean velocity profile (Eq.5. (5. with a constant of integration c. the solution is By differentiating this solution. the constant of integration is zero. Noting that r = rl/2 corresponds to q = S.q ) .92). we obtain Setting a = e2'. from 2 . so that the equation can be integrated to yield In view of Eq.2 The round jet= mean momentum The left-hand side is ( . (5. The equation can be rewritten and then integrated a second time.90)) Hence the centerline velocity is and the self-similar profile is The constant a and the turbulent viscosity vT can be related to the spreading rate S = rll2/x. the constant of integration again being zero : Integrating a third time. This leads to the definition of rl/2 we require f(S) = - .

3 The round jet: kinetic energy The decomposition o f the kinetic energy The kinetic energy of the fluid (per unit mass) is E (x. For example.DE . + EXERCISES From the Cauchy-Schwartz inequality and the definition of k. and k(x.13). t) U(x.d E U* ~t ~t at +V (UE). Consequently k is a quantity of considerable importance. from Eq. (E). . over much of the turbulent round jet we observe (uv) = 0. In this section we consider the processes in turbulent flows that generate and dissipate turbulent kinetic energy. and E. part scales with k. This leads also to a consideration of E. (5101) we obtain 5.27k (Fig.105) and taking the mean. The mean of E can be decomposed into two parts: where E(x.9). show that Show that (for incompressible flow) D U . t) = U(x. t). t) is the turbulent kinetic energy (This decomposition may be verified by substituting the Reynolds decomposition U = (U) u into Eq. t) is the kinetic energy of the mean flow E - L(u) 2 (u).5 Free shear flows Then.) The turbulent kinetic energy k determines the isotropic part of the 3 but we also find that the anisotropic Reynolds stress tensor ( e 'kdij). (5. and a mathematical bound on the shear stress is Iuvl 5 k (Exercise 5. 5.

+ Show then that the kinetic-energy equation is where The instantaneous kinetic energy The equation for the evolution of E.5. is where Sij = .being the sum of squares of components . outflow.14. For a where Sij . . obtained from the Navier-Stokes equations.is positive (or zero if all components of Sij are zero).3 The round jet: kinetic energy From the momentum equation where zij is the stress tensor.the conversion of mechanical energy into internal energy (heat). The integral of the equation for E over a fixed control volume is The surface integral accounts for inflow. It is important to observe that there is no 'source' of energy within the flow. and work done on the control surface: it represents a transfer of E from one region to another. Ti.'(aUi/8xj 2 Newtonian fluid. and is the flux of energy. is given by = . see Exercise 5. show that aUj/axi) is the rate-of-strain tensor. Consequently the right-hand side is a 'sink' of energy: it represents viscous dissipation .-(a 2 Ui/axj 1 + a Uj/axi) is the rate-of-strain tensor. The quantity Sw*Sij r~ .

127) and (5. Show that and hence (from Eq.1 14) and (5. The two terms on the right-hand side are .116): D(E) Dt +v ((uE) + ( T ) )= C -E .v VE.5 Free shear flows EXERCISES 1 By expanding V 2 ( 2 U U ) show that Using this result. (5. obtain from the Navier-S tokes equation (Eq.35)) an alternative form of the kine tic-energy equation : where T = Uplp .E. (5. The mean kinetic energy The equation for the mean kinetic energy (E) is simply obtained by taking the mean of Eq.1 14)) show that where E and E are defined by Eqs. (5. (2. see Exercise 5. (5.128).120) are identical. With Sij being the rate-of-strain tensor and Rij = L 2 ( ~ U ~ / ~ X ~ a Uj/axi) being the rate-of-rotation tensor.18. show that Show that Eqs.

is of central importance.5. (5. ' where .'compared with the other terms. As we shall see. The quantity is generally positive.12)) show that the meankinetic-energy equation (for E = ( U ) ( U ) ) 1s + . and hence is a 'source' in the k equation: it is called the production of turbulent kinetic energy .19 and 5. are the mean and fluctuating rates of strain: The first contribution. (4. (U) and k = 2 (u u) can be written ' are defined by Eqs. Mean-flow and turbulent kinetic energy The equations for -= 2 ( U ) .20 (where T and T 5.140).3 The round jet: kinetic energy where Sij and si. is the dissipation due to the mean flow: in general it is of order ~ e .136) and see Exercises 5. . and therefore negligible.or simply production. EXERCISES Starting from the Reynolds equation (Eq. E. the second contribution.

but with VT replacing v.12)) from the NavierStokes equation (Eq.5 Free shear flows By subtracting the Reynolds equations (Eq.127)). (5. (5.131) for E) and transfers it to the fluctuating velocity field ( Pin Eq. Hence show where Production The equations for E and k clearly show the important role played by production. The action of the mean velocity gradients working against the Reynolds stresses removes kinetic energy from the mean flow (-p in Eq. (2.35)).133) for k). Eq.48)) the production is e) - aij - -2VTSij. t) evolves by where p' is the fluctuating pressure field (p' that the turbulent kinetic energy evolves by = p . (4. Some observations concerning production are the following. (ii) Only the anisotropic part of the Reynolds-stress tensor affects production. I J . ie. (i) Only the symmetric part of the velocity-gradient tensor affects production. (5. (4.. i. It may be observed that this expression for P is the same as the dissipation by the mean flow E (Eq..'kdije where aij = (u-u 3 (iii) According to the turbulent-viscosity hypothesis ( e . . show that the fluctuating velocity u(x.(p)).e.

22#.3/r1i2.in which all mean velocity gradients are neglected except for d(U)/dy (or d (U)l d r ) . (v) According to the turbulent-viscosity hypothesis. or simply dissipation.) It may be seen from its I J.147) is self-similar. This is confirmed by measurements (e-g. (As illustrated in Exercise 5. Panchapakesan and Lumley (1993a) and Hussein et al. E = 2v (s4 To understand the most important characteristic of E. we return to the selfsimilar round jet.. In the balance equation for k. .s4 I J. definition.3 The round jet: kinetic energy (iv) In the boundary-layer approximation . in the boundary-layer approximation the production is EXERCISE Show that the production P is bounded by where Sn is the largest absolute value of the eigenvalues of the mean rate-of-strain tensor.5. (as functions of 5 = r/r1l2) are self-similar and independent of Re (for sufficiently large x/d and Re). Consequently k / ~ and i ? are also self-similar and independent of Re.the production (or p = -(uv) a ( u ) / a r ) . it is almost inevitable that E has since both D k / ~ and the same scaling : that is ~/(~03/r1/2) (5. the resulting rise in temperature is allmost always negligibly small. The fluctuating velocity gradients (aui/axj) working against the fluctuating deviatoric stresses (2vsij) transform kinetic energy into internal energy. t P scale as u.) that dissipation is non-negative. (1994)). Dissipation In the k equation. independent of Re. We have seen that the profiles of (U)/Uo and (uiuj)/u. the sink E is the dissipation o f turbulent kinetic energy.

2 J aui/axi). + EXERCISE Consider a self-similar round jet of an ideal gas. . 1. It may be seen that the jet with the higher Reynolds number has a finer scale of small structure.e. and y is the ratio of specific heats. Because of dissipative heating. TI.5 Free shear flows At first sight. These are the length (q). Suppose that two highReynolds-number round-jet experiments are performed .denoted by a and b .) Kolmogorov scales In Chapter 6 we shall see that the characteristic scales of the smallest turbulent motions are the Kolmogorov scales. time ( z . and. ) and velocity (u. is the constantpressure specific heat. this behavior of E presents a puzzle. Use a simple energy balance to obtain the rough estimate and hence obtain the estimate for the maximum temperature excess Ma" where Ma is the Mach number based on UJ. by its definition E = 2 v (sijsij). ) . the centerline temperature To(x) is very slightly higher than the temperature of the ambient. plausibly.2 on page 5. .) scales formed from E and v : . be equal? The sleed of the answer can be found in Fig. i. steeper gradients and higher values of S i j = L(aui/ax.E is directly proportional to v. At a given x (in the self-similar region) the velocities Uo(x) and half-widths r1l2(x)in the two experiments are the same.with the same nozzle diameter d a n d jet velocity U.. (C. at given ( x . the dissipation in the two experiments is also the same. Consequently. but with fluids of different viscosities va and v. However. which is different in the two experiments! How then can and E . therefore.

Re. The second shows that the velocity gradients scale in such a way (as uv/q = 1 ) that E is independent of v.~. Fig. (Production and mean-flow convection can be measured reliably.inversely proportional to v .3 The round jet. u.at . -V T'. . dissipation. -&.V.16 shows the turbulent kinetic-energy budget. ( sr-jA S . indicating that motions on these scales are strongly affected by viscosity. . kinetic energy From these definitions and Eq.~ k / D t . 5. P.ij) a and e b = vb (Sijsij) are equal. E -114 4 1 4 9 .147) it follows that. the Kolmogorov scales vary with the Reynolds number Reo =./Uo - E I (Recall that 2 is non-dimensional and independent of the Reynolds number.however large Reo is . and turbulent transport. The remaining question .U O r l / 2 /according ~ to ~qI(rlI2IUo) -112 A-112 Re.why do the small-scale turbulent motions scale this way? .the Reynolds number based on the Kolmogorov scales is unity.is addressed in Chapter The budget o f the turbuEent kinetic energy For the self-similar round jet. consistent with visual observations. compared with the mean-flow scales r and Uo. The solution to the puzzle mentioned above is. that the meansquare strain rate ( s i j s i j ) scales as T . n~ean-flowconvection. we see that (relative to the mean flow scales) the smallest motions decrease in size and timescale as the Reynolds number increases.5. 3 / r ~The / ~ . The quantities plotted are the four terms in the k equation (Eq.SO that &a . (5. therefore.) Thus.contributions are production. (5. Two revealing identities stemming from the definitions of the Kolmogorov scales are The first shows th.132)) normalized by ~ .

5. and they are about three times the timescale of the imposed shear s Turbulence is long-l ived. This is done in Table 5. say) between different investigations. It takes a time z to dissipate an amount of energy k at the constant rate E and similarly a time zp to produce k at the rate P. the other two terms are subject to considerable uncertainty. dissipation is a dominant term. Figure 5. On the centerline. Quantities (From Panchapakesan and Lumley (1993a). The timescales z and zp p rovide measures of the lifetime of the turbulence in the jet. with measurements in different experiments varying by a factor of two or more. The production peaks at r = 0.16. At the edge of the jet PIE transport that balances E. where the ratio P/Eis about 0. However.8. Cornpurlson o j scales It is informative to evaluate and compare different rates and timescales associated with the mean flow and k. While the integral scales . and it is the turbulent approximation).) are normalized by Uoand .18 shows a comparison of lengthscales. These timescales are large and approximately equal: they are comparable to the flight time from the virtual origin TJ of a particle moving on the centerline at speed Uo(x).) Throughout the jet.(v2)) a ( U ) / a x (which is neglected in the boundary-layer goes to zero. The turbulent-kinetic-energy budget in the self-similar round jet. -(uv) a ( ~ ) / a is r zero (and varies as r 2 ) so that the production there is due to the term -((u2) .2 and Fig.17.1 3 ~ 5 Free shear flows convection t '4 \ c # / fi/ Turbulent transport Dissipation Fig. and there is agreement (to within 20%. 5.6.

normalized Definition Description Reference t imescale used for normalization Mean flight time from virtual origin Entrainment rate Axial strain rate Strain rate Timescale Turbulence decay rate Turbulence-production rate Ratio of production to dissipation Ratio of strain rate to decay rate . where (uv) and ( d ( U ) / d r (peak Value in self-similar round jet. the remaining entries are estimated from experimental data at r / r 1 i 2 0.18.7. 5. (Note the logarithmic scale.) Table 5.7. evaluated at r / r l 1 2B 0. rates. TO. 5.2. and ratios in the self-similar round j e t : the f i r s t four entries are evaluated from U o ( x ) . L l l and LI2 are the longitudinal and lateral integral scales.2 for Fig.17. Tzmescales. See Table 5. r l j 2 ( x ) and the spreading rate S . L = k 3 / 2 /E. 1 = vT/ut. Lengthscales in the self-similar round jet in units of 3312. Timescales in the self-similar round jet in units of definitions.3 The round jet: kinetic energy Fig.5.

7 Referring to Table 5.27 illustrates. the final term in Eq.2. Indeed.' As Exercise 5. . verify that For the normalized velocity profile f (v) maximum of la(U)/arl is = 1/ ( I + av12)2. In virtually all circumstances. Z = vT/ur and do not. (5.25). EXERCISES .160) is small (at most a few percent of E) and consequently the distinction between E and E is seldom important. many authors refer to E as 'dissipation. some equations have a simpler form when E is used in place of E.5 Free shear flows L I I and have a direct physical significance. show that the and occurs at Pseudo-d issipation The pseudo-dissipation E is defined by and is related to the true dissipation E by (see Exercise 5.

p.139)) can alternatively be written In homogeneous isotropic turbulence. the fourth-order tensor is isotropic. (5.3 The round jet: kinetic energy EXERCISES Obtain the following relationship between the dissipation pseudo-dissipation E : E E and the = 2 v ( s[J *.kinetic-energy equation (Eq. and y are scalars.Show that this can be re-expressed in the alternative forms and Show that the turbulent.5.sn 1/ q) =v a ~ auj . d x j axi The dissipation and viscous-diffusion terms in the turbulent-kineticenergy equation arise from the expression v (ui v 2 u i ) . In view of the continuity equation d u i / d x . show that a relation between the scalars is . = 0. and hence can be written where a.

and also homogeneous shear flow (i. 5 . the plane and axisymmetric wakes .4 Other self-similar flows We have looked in some detail at the mean velocity and Reynolds stresses in the self-similar round jet. The aspect ratio w/d must be large (typically .14 on page 112) is statistically two-dimensional. and statistics are independent of the spanwise coordinate. In laboratory experiments.165) then becomes Show that 5. 1 The plane jet The ideal plane jet (which is sketched in Fig. some other features of these flows are described..5 Free shear flows By considering (8/axj)(uiauj/axe) (which is zero on account of homogeneity) show that is zero. 5. 4 . the mixing layer. z. in Section 5.. The dominant direction of mean flow is x. There is statistical symmetry about the plane y = 0. homogeneous turbulence subjected to a constant and uniform mean shear). (5..5. We now examine briefly the other classical free shear flows . and hence Show that Eq.the plane jet. and width w (in the z direction). the cross-stream coordinate is y. Then. there is a rectangular nozzle with slot height d (in the y direction).

S w 0. and half-width.187) (with permission of ASME). The variation of yli2(x) is found to be linear.4 Other self-similar flows Fig. It may be seen that the profile shapes and the levels of the Reynolds stresses are comparable to those observed in the round jet. for z = 0 (to a good approximation). the centerline velocity. where the rate of spreading S is a constant. the flow is statistically two-dimensional and free of end effects. these variations are consequences of self-similarity. As is now shown. in contrast to the round jet. at least for x/w not too large. Eq. Bradbury ( 1965). uniform turbulent-viscosity solution. Symbols. line.5. the boundary-layer equation (neglecting the viscous term) is .These profiles are shown in Figs. it is found that Uo(xjvaries as x-'12.19 and 5. 5. i.19. Y ~ / ~ ( are X ) . However. Just as in the round jet. experimental data of Heskestad (1965).. 5. and Gutmark and Wygnanski (1976)) it is found that the mean-velocity and Reynolds-stress profiles become self-similar (beyond about x/d = 40) when they are scaled with Uo(x) and ylI2(x).10.defined by In experiments (e.20. Uo(x). 50) so that. The mean velocity profile in the self-similar plane jet.e.. Heskestad (1965). In conservative form. (5.g.

20.consistent with the Evidently the product u ~ ( x ) ~ ~ ~ . we obtain . In the self-similar region. (per unit span) is conserved (independent of x). From the measurements of Heskestad (1965) (with permission of ASME). Integrating with respect to y. independent ~(x) of x . Reynolds-stress profiles in the self-similar plane jet. the mean axial-velocity profile is where and so the momentum flow rate is is.Hence the momentum flow rate since ( U ) and (uv) are zero for y + +co.5 Free shear flows Fig. 5.

183). 5. (5. see Exercise 5. 0 .180)). i. Just like with the round jet.. The self-similarity of ( U ) and ( u v ) imply the self-similarity of the turbulent viscosity.183)) can be solved (see below) to yield This result is compared with experimental data in where cc = ln(1 ) Fig. Eq. The + .4 Other self-similar flows observations .178). the turbulent Reynolds number is independent of x.19. (5.187). it follows that d ~ ~ / ~ must / d x also be independent of x. If the turbulent viscosity is taken to be uniform across the flow (i. (5. It may be seen that VT for the self-similar plane jet increases as x . the agreement between the profiles is excellent. ' = constant).12.e. as does the local Reynolds number On the other hand. since the right-hand side and the term in parentheses are independent of x. (5. except at the edge.5. where the diminishing turbulent viscosity causes the experimental profiles to tend to zero more rapidly than Eq. self-similarity requires that the rate of spreading S = dylI2/dx be constant. and then conservation of momentum requires that Uovary as x -1/2 (Eq. then the self-similar form of the boundary-layer equation (Eq.e. Thus.. we obtain (This involves the same manipulations as those for the round jet. and (MU)7 into the boundary-layer equation.) In Eq. (5.from which we deduce that On substituting the self-similar profiles for ( U ) .

183))? with the shear stress given by the turbulent-viscosity hypothesis and with OT taken to be uniform.. Defining Eq. The equation is It is convenient to substitute Since f (5) is an even function.e. independent of 5. (5.. (5. (5.192) then becomes which can be integrated to yield and hence . i. In particular F(0) = F"(0) = 0. while the boundary condition F'(0) = 1 determines a = 9. the integration constant b is zero. The solution for uniform turbulent viscosity We now obtain the solution to the self-similar boundary-layer equation (Eq.5 Free shear flows scaled turbulent viscosity OT that yields the observed rate of spreading S GV 0.200)). F(5) is odd. With this substitution we obtain Noting that the term in square brackets is we can integrate twice to obtain Since F~and F' are even functions.1 corresponds to (see Eq. This can be compared with RT w 35 for the round jet.

U.the cross-stream coordinate is y . together with Eq. Just as in the plane jet. Uh and Ul.5. Consequently the flow depends on the non-dimensional parameter U1/ Uh. Alternatively the flow can be created in a wind tunnel. and then the mixing layer develops for x > 0..2 The plane mixing layer As sketched in Fig.sech2(a). Uh and U1 (Uh > Ul 2 0).4.193). nearly parallel streams of different velocities.) 9 and the characteristic velocity difference All the velocities mentioned (Uh.4 Other self=sirnilar flows From the definition of yl12 we have f (1) = 3 . for the mixing layer there are two imposed velocities.1 5. from which we obtain This.14 on page 112. z. with a splitter plate separating the two streams for x < 0. and statistics are independent of the spanwise coordinate. In contrast to the round and plane jets. the dominant direction of flow is x. 5. Such a mixing layer forms at the edge (and in the initial region) of a plane jet (Uh = UJ) flowing into quiescent surroundings (U1 = 0). relates the spreading rate S to the scaled turbulent viscosity by taking the experimental value S 0. and two characteristic velocities can be defined : the characteristic convection velocity u c = .(uh + U. the mixing layer is the turbulent flow that forms between two uniform. U. and Us) are constant - independent The characteristic width of the flow 6(x) can be defined in a number of . (5.

. (1976)). 2 ) ) . For 0 < cx < 1 we define the cross-stream location y. +. and 6.. . yo.5 Free shear flows Fig. 5. ways based on the mean velocity profile (U(x.g. and of the scaled mean velocity profile f (51.see = -2 Fig.29-5.21. Figure 5. 5. For the case Ul/Uh = 0.21.32 where the equations governing self-similar mixing layers are developed. A sketch of the mean velocity (U) against y.g.21.4 . showing the definitions of yobl.which is independent of z.(x) such that and then take 6(x) to be see Fig. 5.22 shows that the mean velocity profiles measured at different axial locations collapse when they are scaled according Note that a different definition of ~ ( x is ) used in Exercises 5.y. IA addition. there are many experiments that confirm that the mixing layer is self-similar (e. Wygnanski and Fiedler (1970) and Champagne et 01. a reference lateral position ~ ( xis ) defined by' The scaled cross-stream coordinate 5 is then defined by and the scaled velocity by From these definitions we have f (+a) and f (+l) = k0.

9 5in the plane mixing layer. - &. error-function profile (Eq. (5.and it spreads preferentially into th. .. the linear spreading of the mixing layer is an inevitable consequence of self-similarity.e low-speed stream. x = 39.nor even about 5 = 0 .5 cm).224))shown for reference. .5 cm. 5. the spreading . As shown in Exercise 5. The experiments also show that the Reynolds stresses are selfsimilar. x = 49.207). xperimental data of Champagne et al. line. 5. Scaled velocity profiles in a plane mixing layer. a .4 Other self=sirnilar flows Fig. and ~ 0 .23 clearly shows that the mixing layer spreads linearly.23. o.22t. Fig. (1976). Symbols.5 cm. . (5. and Figure 5. o . I Since nothing in this equation depends upon x except for 6. experimental data of Champagne et al. It should be noted that the flow is not symmetric about y = 0 .29. lyas. and with g(5) = (uv)/u2 shear stress. Axial variations of y ~ . (1976) (o. showing the linear spreading. the boundary-layer equation for the self-similar mixing layer is . Just as with the round and plane jets. ? 3 being the scaled with a different definition of ji(x).x = 59. to Eq.5.

The thickness of the layer grows in time at the rate S Us. (1976). dln6ldx. the value is S w 0.11). the resulting non-dimensional parameter is AS may therefore be expected. To an observer travelling in the x direction at the speed U. After an initial transient.at least in part .06 to S w 0. as Us/ U. being negligible compared with U.. tends to zero. ( ( U ) .062 is toward the low end of the experimentally observed range (0.) d(U)/dx and ( V ) d(U)/dy. The Navier-Stokes equations are solved by a spectral method with 512 x 210 x 192 modes (in the x. The equation then corresponds to with the remaining convective terms. An observer travelling in the x direction at speed U. d(U)/dx. An interesting limit to consider is Us/ U. in the boundary layer equation Eq. The observed spreading parameter S w 0. (5. The temporal mixing layer is statistically symmetric about y = 0.U. corresponding to CJl/ Uh + 1. and the width 6 increases linearly with time. It is called the temporal mixing layer (as opposed to the spatial mixing layer in laboratory coordinates)..11 (Dimotakis 1991). the fractional g:rowth rate of the mixing layer is U. the flow becomes statistically one-dimensional and time-dependent. sees the two streams (y + co and y + -co) moving to the right and left. In the experiment of Champagne et al. the mixing layer becomes selfsimilar. A direct.097. in the moving frame.to the state of the flow as it leaves the splitter plate (x = 0).U 2 s respectively.06. and z directions). Thus.independent of x . so that d6/dx varies (approximately) as Us/ U.numerical simulation (DNS) of the temporal mixing layer is described by Rogers and Moser (1994). + 0. If this rate is normalized by tlhe local timescale 6/Us. In experiments it is difficult to approach the limit Ul/Uh + .as is observed. the term in Us/ U. The range of reported values is from S w 0. There is considerable variation in the measured value of S from one experiment to another. which is attributable .208) vanishes. with velocities 2 and . it is found that S is approximately independent of the velocity ratio. y. Gradients of means in the x direction are vanishingly small (of order Us/Uc) compared with gradients in the y directidn.5 Free shear flows rate d6 /dx and the parameter d-x must be constant . In this limit.

25 shows the scaled Reynolds-stress profiles.Fig. In the following exercises.24. solid line. The flow rate of turbulent kinetic energy k ( x ) = J" scales as U.33).6 are indistinguishable. The temporal mixing layer is symmetric ( i . which is the constant-turbulent-viscosity solution for the temporal mixing layer (see Exercise 5. with (V)y=m being zero. This is in contrast to jets and wakes. Also shown in Fig. which are little different for the two mixing layers. the Reynolds number Reo@) = U. Symbols . the mean velocity profile given by the constant-turbulent-viscosity solution tends more slowly to the free-stream velocity. In the experiment the spreading parameter is S w 0. The scaled mean velocity profile in self-similar plane mixing layers.24 shows that the scaled mean velocity profile for the temporal mixing layer and that for the spatial mixing layer with U1/ Uh = 0. it spreads preferentially into the low-speed stream (dpldx is negative). .069. and the free streams are parallel (ix. the similarity equations for spatial and temporal mixing layers are developed. in which k decreases with x.U:~ and hence also increases linearly with X.6 produces results similar to those for the temporal mixing layer of Rogers and Moser (1994). the experiment of Bell and Mehta (1990) with Ul/Uh = 0. Just as with jets. y is zero and f ( 5 ) is an odd function).6/v and the turbulent viscosity also increase -co (U)k dy linearly with x. since Us is fixed and 6 varies linearly with x. (V)y=m= (V)y=-m = 0). (In experiments.. 1 corresponding to the temporal mixing layer. However. Because k increases with x in the mixing layer. error-function profile with width chosen to match data in the center of the layer. Figure 5. . (V)y=-m is positive).24 is an error-function profile. Consequently the two free streams are not exactly parallel. Figure 5.6). For mixing layers. 5.4. compared with the measurements.0. production P must exceed dissipation E. averaged across the flow. DNS data for the experiment of Be111 and Mehta (1990) (Ul/Uh temporal mixing layer (Rogers and Moser 1994). and it entrains fluid ( e . the free streams can be . The spatial mixing layer is not symmetric. 5. dashed line. In the center of the layer Rogers and Moser (1994) observe PIEw 1.

DNS data for the temporal mixing layer (Rogers and Moser 1994). (5.25. Symbols. 5.) EXERCISES . : I maintained at approximately uniform velocities by adjusting the inclination of the wind tunnel's walls.44 - 5 Free shear flows -r - L f i t ' I .206) . - - From the definition of and (5. (W 2)/u. experiment of Bell and Mehta (1990) (UI/Uh = 0.207)) show that 5 and the scaled velocity f(5) (Eqs. solid line. Scaled Reynolds-stress profiles in self-similar plane mixing layers. Fig.6).

from the mean continuity equation. show that Let the coordinate system be chosen so that the x axis is parallel to the velocity in the high-speed free stream. Hence. show that Show that.4 Other self-similar f k ~ ~ s in a self-similar mixing layer. irrespective of the definition of ~ ( x ) . for the temporal and spatial mixing . with this specification of ~ ( x )the . By considering Eq. and consequently ( V )y=x is zero. Show then that the lateral mean velocity is Hence show that the boundary-layer equation can be written where The preceding results apply to any specification of y(x). We now make the particular specification that y(x) is the location qf the peak shear stress (gJ.21 5) at 5 = 0. boundary-layer equation becomes ds ( n u c t + l i dx Us d t ) f'=gr. (5. Show that the entrainment velocity is Discuss the sign of ( V) layers.5.

With the turbulent-viscosity hypothesis.208) for the temporal mixing layer reduces to Show that the solution to this equation (satisfying the appropriate boundary conditions) is where and that the condition f (+A) -2 = +0. then With this approximation. If f(5) is approximated by an error function. taking the spreading rate S to be 0.218) from 5 = -W to 5 = W. 5. obtain the relation Hence show that the spatial mixing layer cannot be symmetric. (5.5 Free shear flows By integrating Eq. show that the momentum equation (Eq.09. the angle between the streamlines and the x axis is about 1 . (5.4 - is satisfied by .222) and show that. g = -OTff. evaluate the right-hand side of Eq. and assuming OT to be uniform. in the low-speed stream. obtain the result For a mixing layer with Uh/Ul = 2.

3 The plane wake As sketched in Fig. a plane wake is formed when a uniform stream (of velocity U. these have a constant ratio. The flow is statistically stationary. in the x direction) flows over a cylinder (that is aligned with the z axis). there are two different velocity scales. and symmetric about the plane y = 0. In experiments. is defined such that As expected. 5.14(c) (on page 112). but it does become asymptotically self-similar in the far wake as U. two-dimensional. show that the normalized shear stress at the center of the layer is given by If f(5) is approximated by the error function profile (Eq. tends to zero.5. (5. The characteristic convective velocity is the free-stream velocity Uc. 4 ./U. with increasing downstream distance. In the wake. decreases toward zero). In the mixing layer./U. decays. yli2(x).. independent of x. Because of this. the wake spreads (yllz increases) and decays (U./U.218)). Us and U. starting from the momentum equatioln (Eq. the ratio evolves as U. the self-similar velocity defect f ( 5 ) is defined by 4 . self-similar behavior 1 is observed when this velocity ratio is less than about 10 With 5 = y/yl12(x) being the scaled cross-stream variable. (5.4 Other self-similar flows For the self-similar temporal mixing layer. Just as with the mixing layer.224)) show that 7 How well dlo the measured values of g(0) and S agree with this relation? 5 . while the characteristic velocity difference is The half-width. the flow cannot be exactly self-similar .

(5. i. and is therefore independent of x. ~ ( x )is . ( x ) ~ ~ / ~ implies ( x ) . together with the constancy of U .(x)y 1 2 ( ~ ) . With the assumption of a constant turbulent viscosity. Consequently. Note that Eq. and the spreading rate : The turbulent viscosity v~ scales with U. the mean convection term D ( U ) /Dt reduces to U.236) shows that self-similarity dictates that S be constant. in the (X independent ) of x. respectively.. it is evident from Eq. Uc dY1/2 s=--. (5. in the self-similar region. Equation (5. + O). ( X ) ~ ~ / ~is In the far wake. the mean velocity. the product U .= 2' From these definitions we have f(0) = 1 and f(f1) The momentum-deficit flow rate (per unit span). defined by k 1 and. .36). This.35).I 2 and x .236) can be integrated to yield a simple relationship among the shear stress. far wake (Us/ U. that U.5 Free s h e a r f l o w s so.U. dx 7 (see Exercise 5.234) that. this is Application of the momentum theorem to the cylinder and wake (see Batch) conserved elor (1967)) shows that the momentum deficit flow rate ~ ( x is (independent of x) and equals the drag (per unit span) on the cylinder (see also Exercise 5.e. that the mean velocity is .(x) and y1/2(x) vary as x . this equation is where the spreading parameter is . 3( U )/ax so the boundary-layer equation becomes In terms of the similarity variables f ( 5 ) and g ( t ) = (uv) / U : .

it retains information about how the wake was generated. (5. Champagne.240). (5. The spreading-rate parameters are SPlate ..m.238). the solution to Eq./Us = 0. In addition to a circular cylinder. and Sairfoil = 0. However.37). Consistent with Eq. with the mean velocity profile shown in Fig. these investigators also used a symmetric airfoil and a thin rectangular plate to generate plane wakes.. Eq. the shear-stress profiles exhibit the same level of difference.26. the different states observed are completely consistent with self-similarity. rather than tending to a universal state. 5.103.32. Solid line.238) is where a = In 2 = 0.0+073. it appears that the wakes from the different generators do not tend to precisely the same self-similar state. In each case the flow is found (convincingly) to be self-similar.0.s. and Marasli (1986). C . As discussed by George (1989).41. The turbulent Reynolds number Revealing experiments were reported by Wygnanski. 5. they indicate that. However. Scylinder . It may be seen that the constantturbulent-viscosity solution agrees well with the data.26.5. except at the edges as is the case with jets. The normalized velocity defect profile in the self-similar plane wake. as the turbulent fluid is convected downstream. constantturbulen t-viscosity solution. (5. whereas for the airfoil it is 0.083. from experimental data of Wygnanski et a!+ (1986). velocity is (u2 ).4 Other self-similar f l o w s Fig.693 (see Exercise 5. For 1/2 the plate the peak axial r. dashed line.

since yl (x) Us(x) is independent of x.5 Free shear flows EXERCISES .232) show that and hence With the scaled shear stress being show that the (approximate) boundary-layer equation can be written Show that the turbulent viscosity hypothesis (with uniform amounts to VT) Substituting Eq.249) into Eq. From Eq. show that where the spreading parameter S is defined by Eq. For the self-similar plane wake.(U))] = -(uv) d JY for the plane wake.248). (5.233)). and hence show that the momentum deficit flow rate is conserved (Eq. (5.237). - - Starting from the boundary-layer equations. (5. obtain the solution where . (5. show that [(U)(Vc (U))I + ax 8~ d d -[(V)(UC. (5.

and then the spreading parameter S = (Uc/U. Uberoi and Freymuth (1970) reported measurements made in the wake of a sphere (of diameter d). however. The dominant term is convection from upstream ( e -(u) JklJx). The flow is statistically axisymmetric. the experimental data reveal striking differences.s. the spreading parameter is S w 0. In contrast. velocities are shown in Fig.4 Other self-similar f l o w s Show that cr = In 2.4. For this flow. with Reynolds number Red = U. for example . and the relatively small amount of production.27. The centerline velocity deficit U. The balance of the turbulent kinetic energy (Fig. flowing with velocity U. and 15% of convection.600.held in a uniform stream. with dissipation E and lateral transport each being about half as large. at its peak. Correspondingly. self-similarity is possible only as UJU.4 The axisymmetric wake The analysis of the axisymmetric wake parallels closely that of the plane wake.d/v = 8.239)-(5. spheroid.at least five times larger than that observed in plane wakes.a sphere. (5. The measured mean velocity-deficit profile is compared with the constant-turbulent-viscosity solution in Fig. and the profiles of r. in the x direction.28. An axisymmetric wake forms behind a round object . and hence that 5.29) is also substantially different than those of other flows. It should be observed that the peak value 2 1/2 of (u ) /Us is about 0. As a consequence Us varies as x -2/3 and rl12 as x 'I3 SO that the Reynolds number decreases as x-'I3. This hypothesis is strengthened by the observation that the measured - 9 . with statistics depending on x and r. but being independent of 0.is proportional to pUcUsr:12. much higher than those in the other flows we have examined.9. However. tends to zero. The dominance of convection. The assumption that the turbulent viscosity is uniform across the flow leads to the same mean velocity-deficit profile as that for the plane wake (Eqs.)drllz/dx is constant.m. suggest that the turbulence is strongly influenced by conditians upstream. self-similarity in the mean velocity and Reynolds stresses is observed over the range of x l d examined (50 c x l d < 150). or disk. the production P is just 20% of E. 5. After a development distance (xld c 50). the momentum deficit flow rate which equals the drag on the body .24 1)). 5.5.(x) and flow half-width rlI2(x)are defined in the obvious manner. Just as with the plane wake. 5.51 .


g.1 spheroid 84% blockage-screen Sphere Disk Disk Cannon and Champagne (1991) Chevray (1968) Cannon and Champagne (199 1) Uberoi and Freymuth (1970) Cannon and Champagne (1991) only over a limited range of x can self-similarity (independent of Re) be expected. Cannon and Champagne (1991)) suggest that modest departures from selfsimilarity (based on high-Reynolds-number scaling) occur.4 Other self-similar flows &' 8 1 \ % # # $ .5. ---- I Dissipation Turbulent transport Fig..29. but with Us and r1/2 varying as x-I and x ' I 2 . The spreading parameter and turbulence intensity for axisymmetric wakes behind various bodies Spreading Body parameter S Turbulence intensity on centerline Investigation 49% blockage-screen 6.. Table 5. 5. for. Some experimental data (e. respectively. . The turbulent kinetic energy budget in a self-similar axisymmetric Experimental data of Uberoi and Freymuth (1970).3. the flow can be assumed to relaminarizes. wake. at sufficiently large x. The laminar wake admits the same self-similar velocity profile.

the free shear flows we have examined are inherently statistically inhomogeneous. (5. For the self-similar wake. re-express M in terms of Us and f (5) = (U. but the Reynolds stresses exhibit appreciable spatial variation.(U))/LJS. the solution to Eq.5 Homogeneous shear flow As visual observation suggests. In the center of the temporal mixing layer the mean shear rate a ( U ) / a y appears to be fairly uniform. show that for the self-similar axisymmetric wake.where 5 = r/r1/2. show that Hence Show that. The turbulent .253). where g(5) = (uv) / u : .5 Free shear flows EXERCISES - - Starting from the approximate boundary-layer equation for the far axisymmetric wake show that the momentum-deficit flow rate is conserved. g = CTfr).258) is and that 5. (5. .Hence show that where the spreading parameter is Starting from Eq. if the uniform-turbulent-viscosity hypothesis is invoked ( e . .4.

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show that the fluctuating velocity u(x. EXERCISES By subtracting the Reynolds equations (Eq. Additional experiments and DNS on homogeneous shear flow have been performed by Tavoularis and Karnik (1989). for homogeneous turbulence. t ) evolves by Show that.4 Other self-similar flows Table 5. (1990).4.5.12)) from the NavierStokes equations (Eq. (1995). and Lee et al.35)). and hence that the kinetic energy evolves by where . (2. de Souza et al. Statistics i n homogeneous turbulent shear flow f r o m the experiments of Tavoularis and Corrsin (1981) and the DNS o f Rogers and M o i n (1987) TavoularisandCorrsin Rogersand Moin exponentially. (4.

in homogeneous turbulence. homogeneous turbulence decays because there is no production (p = 0). t)) = A(t) Bi(t)xi Cij(t)xixj.5 Free shear flows (Note that this implies that a necessary condition for homogeneous turbulence is that the mean velocity gradients be uniform. 5.) + + I 5. Figure 5. the evolution of the mean rotation rate is entirely determined by Sij and Rij. In the frame moving with the mean velocity Uo?the turbulence is (to an adequate approximation) homogeneous. the velocity gradients evolve by Hence show that the mean rate of strain and rotation evolve by (Note that the mean presswre field is of the form (p(x. On the other hand. and that Cij(t) can be chosen to produce any desired evolution dSjk/dt.33 shows measurements of (u2) and (v2) from the grid-turbulence experiments of Comte-Bellot and Corrsin (1966).) By differentiating with respect to xk the Reynolds equations (Eq. A good approximation to decaying homogeneous turbulence can be achieved in wind-tunnel experiments by passing a uniform stream (of velocity Uo in the x direction) through a grid similar to that shown in Fig.32 (which is characterized by the mesh spacing M). The symmetries in the x .12) written for (Uj). show that. the flow is statistically stationary and (in the center of the flow) statistics vary only in the x direction. and it evolves with time (t = x/Uo). In the laboratory frame.4~5G d turbulence In the absence of mean velocity gradients. (4.

33.4 Other self-similar flows Fig. A sketch of a turbulence-generating grid composed of bars of diameter d.s.m.5.3 (From Comte-Bellot and Corrsin (1966). lines.. It may be seen that the r.32. triangles k/ U .m. (Comte-Bellot and Corrsin (1966) demonstrated a modification to the experiment that yields equal normal stresses. thus providing a better approximation to the ideal of homogeneous isotropic turbulence. (v ) .s. proportional to (x/M)-1. . 5. with mesh spacing M+ Fig. (u2)/U.) + (ideal) experiment dictate that (v2) and (w2) are equal. The decay of Reynolds stresses in grid turbulence: squares. 5. and that all of the shear stresses are zero.) It is evident from Fig. 5. axial velocity (u2 ) 1/2 is 10% greater than the lateral r.33 that the normal stresses and k decay as power . circles (u2}/ U . .

Makita (1991). and thus higher Reynolds numbers. discussed in Section 6. for decaying homogeneous turbulence. This leads to the final period of decay. As the turbulence decays. and ko is the value of k at that time. The decay exponents for other quantities are given in Exercise 5. (5.45 are reported in the literature. but Mohamed and LaRue (1990) suggest that nearly all of the data are consistent with n = 1. the Reynolds number decreases so that eventually effects of viscosity dominate.YOU 5 Free shear flows laws. in which the decay exponent is n = 3 (see Exercise 6.261)) reduces to Hence. and consequently it has been studied extensively both experimentally and theoretically. (The value of A varies widely depending on the geometry of the grid and the Reynolds number. in another sense it is pathological: in contrast to turbulent shear flows. that produce significantly higher turbulence levels. there is no turbulence-production mechanism (downstream of the grid).3. a comparison of the last two equations shows that a power law: E also decays as with EO = nko/to. have been developed (e. the exact equation for the evolution of k (Eq. the power law (Eq.3 (and xo = 0). (5.15 where x and 1. In a sense.. and Mydlarski and Warhaft (1996)).g. in the laboratory frame. can be written o is the virtual origin. Active' grids. On differentiating we obtain Now.42. C .273)) can be written where to is an arbitrary reference time.) In the moving frame.10 on page 205). Values of the decay exponent n between 1. However. which. consisting of an array of moving flaps. grid turbulence (as an approximation to homogeneous isotropic turbulence) is the most fundamental turbulent flow.

in mixing layers.277). or a slightly different chemical composition than the ambient.274) and (5. phenomena that are not described by first and second moments. Then we examine quantities and its variance (+'2). faster motions decay more rapidly. by considering its mean (+). 5.5. Rather.) 5. the smaller. verify the following behaviors: (Note that the Reynolds number k ' / ' ~ / v decreases.56)). slower motions.5. The increase of L and z should not be misunderstood. the jet fluid can have a small temperature excess.5 Further observations EXERCISE For grid turbulence. In jets. the boundary-layer equation for the mean (4) is This equation is very similar to that for the axial velocity (U) (Eq. and similar conserved quantities arise from it.3. For plane flows. (5. In this section we first extend these considerations to a conserved passive scalar 4. It is convenient to normalize the resulting scalar field so that 4 is unity in the jet and zero in the ambient. given the decay laws for k and E (Eqs. Such a normalized scalar is sometimes referred to (especially in the combustion literature) as the mixture fraction. t) has been studied experimentally in all of the free shear flows discussed in this chapter. Similarly. leaving behind the larger. 4 can be normalized to be zero and one in the two streams. It is not that the turbulent motions become larger and slower. Taking the plane jet as . and the scalar flux (~4').5 Further observations Our examination of free shear flows has focused mainly on the mean velocity field and the Reynolds stresses. and taking n = 1. (5.1 A conserved scalar The behavior of a conserved passive scalar +(x.

278) that the scalar flow rate J" conserved.240)). I t should be appreciated that. but in all cases they are found to be somewhat wider.43). 5. the gradient- . with the turbulent Prandtl number set to CT = 0. we have seen that the momentum flow rate J" -a p ( ~ )dy ' is conserved.e. it -m p(U)($) dy is also follows from Eq. 5. open cp) experimental data of Fabris (.43.1979).34 (see Eq. (As shown in Exercise 5. from which we deduced that (u) scales as x-'/'. the assumption of a constant turbulent diffusivity leads to the normalized scalar profile (see Exercise 5. This profile. The normalized mean velocity deficit f and scalar. The lateral profiles of (4) are again similar to those of (U). solid line. = { 4 } / { # } yin =~ the self-similar plane wake. The assumption' of a constant turbulent viscosity VT leads to the normalized velocity profile f(5) = exp(-5' ln2) shown in Fig. Fig. Symbols (solid f ..34. The same conclusion applies to all the self-similar free shear flows : (4) scales with x in the same way as (u) does. 5. (5. Similarly. in self-similar free shear flows. i. dashed line. agrees quite well with the data. Similarly. cp(5) = exp(-r2aTln2) with (e) ~(e) (r) an example.7. For example. and hence (4) must scale in the same way as (U). the -112) . (5. f = exp(-r 21n2). as x -1/2 .5 Free shear flows Fig. ratio of the widths of the scalar and velocity profiles is proportional to a .34 shows the profiles of ( U ) and (4) measured by Fabris (1979) in the self-similar plane wake.

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A . (5. The scalar-variance budget in a round jet: terms in Eq. Fig.36. 5. the terms in Eq. m a C *.36. 5.281) normalized U.. a - m transport Dissipation Fig.281) are shown in Fig. and r1p. (5. (From the experimental data of Panchapakesan and Lumley (1993b).) For the round jet.37. \* -C * ** * P -.- Production Mean-flow convection C C C C C C # C * # * *C # C &--- - \\ \ \ . The scalar-to-velocity timescale ratio for a round jet. 5.5 Free shear flows / # * .* \* \* . (From the experimental data of Panchapakesan and Lumley by (#jYRo.) the scalar dissipation is and the flux is (Sometimes the equation is written for ( 4 )and the factors of 2 are omitted from the definitions of P+and E+.

scalar dissipation is inherently a molecular process. water jets (experiments of Miller ( 1991)). and slimilarly z@= ( ) defines the analogous scalar timescale.3 (for helium in air) to 1.500 (for dyes in water) are encountered in experiments.38. (From Miller ( 199I). However.38 provides valuable information to address the question. Over most of the profile 2/2+ is within 15% of 1. Figure 5. (5. 1978).2 on page 5 illustrates.5. as Fig.000). 5. Values of a from 0. in a given - . The normalized scalar variances on the axes of self-similar round jets at various Reynolds numbers.85. Triangles.16 shows that the balance of the terms is very similar is 0. As is evident from its definition (Eq.5 Further observations Fig. It shows the scalar variance n. In many other shear flows this timescale ratio is found to be in the range 1. These data are therefore consistent with the view that. 5. circles. air jets (experiments of Dowling and Dimotakis ( 1990)). and appears to tend asymptotically to the same value as that in the air jet. 1. at sufficiently high Reynolds number (here Re > 30.5 (Beguier et al. What is the influence of the molecular diffusivity T? This question can be rephrased in terms of the Reynolds number Uf. For the air jet (a = 1).5-2. and the Prandtl or Schmidt number a -= v / r . to the kinetic-energy balance./v. the ratio P$/E@ The quantity z = k / defines ~ a characteristic timescale of the velocity fluctuations.5. Where P4 peaks. For the water jet (a lo3). the means and variances of the velocities and scalar are unaffected by Re and a.the scalar variance decreases with increasing Re.ormalized by the mean scalar on the centerline of self-similar round jets at various Reynolds numbers. 5.37. The profile of the timescale ratio z/z+ in the round jet is shown in Fig. there is no influence of Re over the decade studied.) comparison with Fig.283)).

such surfaces exhibit a fractal nature over an intermediate range of scales. E~ scales as U/L. with 5 -= y / ~ ~let / ~ the .g. EXERCISES For the self-similar plane wake.286)) becomes . independent of r (at sufficiently high Reynolds number). the points x satisfying the equation define an isoscalar surface. and. so also do the normalized scalar gradients CV4. As a consequence. v. instead of scaling with r / C 2 as is vaguely suggested by its definition. the mean scalar equation (Eq.36 (see.286) over all y. with a fractal dimension of about 2. (5. With y being a specified value of the scalar. as the Reynolds number increases. and a). the scalar equation (Eq. The processes causing this behavior are described in the next chapter. C. (5. 1997). e. Careful examination reveals. show that Uc40(x)~1/2(x) is conserved. however.278)) is Let 40(x) denote the value of (4) on the plane of symmetry. At high Reynolds numbers. (5.. self-similar scalar profile be By integrating Eq.5 Free shear flows flow (characterized by 24. Show that. Sreenivasan (199 1)). and hence that Show that The constant-turbulent-diffusivity hypo thesis can be written where aT is the turbulent Prandtl number. with this assumption. neglecting the molecular diffusivity r. that the surface geometry departs significantly from a perfect fractal (Frederiksen et al.

. starting with those of Corrsin (1943).38)).called the viscous superlayer .36 to show that this can be rewritten Let 51/2 be V(ti/2) the half-width of the normalized scalar profile (ibe*. 5. t) (Eq. scales with the Kolmogorov scales. show that the scalar fluctuation evolves by Show that By multiplying Eq.- ? .297) by 24' and taking the mean. co' l/z.e.281).m. Show that t1l2 and ~ T Tare related by =1 From the Reynolds decompositions U show that = (U) + u and 4 = (4) + 4'.g.5.that separates regions of turbulent and non-turbulent flow. 1. from the conservation equation for $(x.5 Further observations Show that the solution to this equation is where Use the results of Exercise 5. ) . Many experiments. (5. 111 contrast the non-turbulent flow is essentially irrotational. show that the scalar variance evolves according to Eq.. i.5.2 Intermittency Visual observations of free shear flows at an instant of time. Regions of turbulent flow are characterized by large vorticity: the r.s. At a fixed location .2 on pages 4 and 5) suggest that there is a sharp (but highly irregular) interface between the turbulent flow and the ambient fluid. (5. have confirmed this picture: there is a highly contorted moving surface . Hence. (&/G)Re . (4. vorticity co'.1 and 1.(e. like the strain rate. Figs.

(c) in the inner part of the intermittent region. In the mathematical sense. t) is turbulent: For all the free shear flows. t) is denoted by f 4(tp . Fig. toward the edge of a free shear flow. This can be decomposed into a . but in jets and mixing layers the intermittent region (0. and I = 0 in non-turbulent flow. (b) in the outer part of the intermit tent region.or intermittency function .5 Free shear flows Fig. experiments show that the profiles of y become self-similar.40 shows the profile of y measured in the plane wake. t). The intermittency factor y (x. the profiles are similar in shape. it is emphasized that there are no discontinuities across the viscous superlayer. The intermittency function can be used to obtain conditional statistics. t).x.39.1 < y < 0. With tp being the sample-space variable. To avoid misconceptions. 5. t) as an example. t) is the probability that the flow at (x. This is defined to be I = 1 in turbulent flow.the flow there is intermittent.39 shows a sketch of time series of I(t) at various locations in a free shear flow. The starting point for the quantitative description of intermittency is the indicator function .9. In other flows. 5. As an example. the PDF of $(x. Figure 5. Operationally it can be obtained in terms of the Heaviside function as where a t h r e s h is a small positive threshold. say) occupies a smaller fraction of the flow's width. We take the scalar $(x. A sketch of the intermittency function versus time in a free shear flow (a) in the irrotational nun-t urbulent surroundings. and (d) close to the center of the flow. the vorticity and all other fields vary smoothly across the layer: but the layer is very thin compared with the flow width 6. the motion is sometimes turbulent and sometimes non-turbulent .I(x.

40. (5. (From the experimental data of LaRue and Libby (1974. The mean scalar profile is shown for comparison: y+ is the half-width.) - contribution from turbulent flow.5 Further observations Fig. 5.5. and $f. t). .$ 1 > $thresh is often used as an alternative indicator of turbulent flow. = 0.)2 is given by Eq. to within an approximation. It follows from Eq. Thus. the non-turbulent PDF is The turbulent mean and variance of $ are defined by are defined similarly. just as the vorticity is essentially zero. (5. The profile of the intermittency factor in the self-similar plane wake. y (x. In the non-turbulent region.x. so In fact.302) they are ($)N = $ . the condition $ . 1976). and upon non-turbulent flow (I = O). Thus f T and f N are the PDFs of $ conditional upon turbulent flow (I = I).301) that the unconditional mean and vsriance are given in terms of . also the scalar is essentially equal to the free-stream value. and a contribution from non-turbulent flow. respectively. t)f T(I/-J . and if f~ The non-turbulent moments ($)N and ($'.

at the high Reynolds numbers of turbulent flows. . . 5.s. For the turbulent wake. The entrained fluid originates from the ambient.41. at x l d = 100. we now return to some of the fundamental questions concerning intermittency. $ are compared with their unconditional counterparts in Fig. for example. Consequently. both in terms of the mean and in terms of the r. the mass flow rate increases linearly with the axial distance x. ($)* and $ are all zero.s. the conditional moments by Notice that the unconditional variance contains a contribution from the difference between the conditional means. Why is the turbulent/non=turbulent interface so sharp? What is the nature and behavior of the viscous superlayer? What are the characteristics of the fluctuations in velocity in the non-turbulent region? A feature of all turbulent shear flows is that they entrain fluid.5 Free shear flows Fig.m.m. Only by molecular diffusion can w and $ depart from zero3 and. 5. Having described some of the features of the intermittent region. The turbulent mean (t$)T and r.41. (b) scalar profiles in the self-similar plane wake.m.s. In the round jet. where w and $ are zero. Since the intermittency factor is self-similar. 80% of the fluid in turbulent motion has been entrained between x l d = 20 and x l d = 100.. A comparison of normalized unconditional and turbulent mean (a) and r. the state of the turbulent flow is much more uniform across the flow than is suggested by the unconditional profiles. so also is the vortex-stretching term o VU. As may be seen. it follows that the mass flow rate of turbulent fluid also increases linearly with x. Where o is zero. From the experimental data of LaRue and Libby (1974).

to the fluid scales with the Kolmogorov velocity u. so that the overall entrainment rate is independent of Re.36 (Sreenivasan et al.154)). 1989).152)).. Some characteristics of the viscous superlayer are known from experiments (e. 5.Re . molecular diffusion can have a significant effect only if gradients are very steep. Since the mass flow rate of turbulent fluid increases with downstream distance.5. of the superlayer relative U. A sketch of a turbulent round jet showing the viscous superlayer. in the viscous superlayer.g. A consistent picture emerges if (as first suggested by Corrsin and Kistler (1954)) we suppose that the propagation speed u. 0.40). The turbulent motions also deform the superlayer so that it is randomly corrugated. following crude model then suggests -3/4 that the superlayer thickness scales with the Kolmogorov scale q 6Re (Eq. (5. and the thickness of the layer (being inversely proportional to IV6I) is small.5 Further observations superlayer Fig. E. to the superlayer. Correspondingly.42 is a sketch of a turbulent round jet showing the path of a fluid particle from a point 0 in the ambient to a point E in the viscous - - . Then. LaRue and Libby (1976)). Hence. the superlayer's area scales as 6 2 ~ e ' / 4 The . the profile of y is close to an error function (see Fig. The large-scale turbulent motions convect the superlayer so that the PDF of its lateral position is quite accurately given by a Gaussian distribution. and the path of a fluid particle from a point in the quiescent ambient. which scales as ~ $ (independent 6 ~ of Re). it follows that the superlayer propagates relative to the fluid into the irrotational ambient : the product of the superlayer's area and this propagation speed gives the volumetric entrainment rate. l o 1 and 6 rise steeply from zero. 5.I 4 (Eqw (5. with a fractal dimension of 2.42. but some are not. and over an intermediate range of length scales it is approximately fractal. Figure 5.

The scalar equation D$/Dt = r v2$. as 6Re-3/4 . the superlayer thickness scales with the Kolmogorov scales./U.. (Recall that u. The experimental evidence (e.43.and these are negligible. Let s denote the arclength along the fluid particle's path measured from E in the direction of 0.6/v. Relative to the local flow width 6. The solution to Eqw(5. The velocity. is crudely approximated along this path by the ordinary differential equation The appropriate boundary conditions are $(m) = 0 (in the ambient) and $(0) = $o of order unity. LaRue and Libby (1976)) is consistent with this picture. according to this model.proportional to the estimated thickness of the vi~coussuperlayer . scales as Re-1/4 ) Thus.5 Free shear flows Fig. on the other hand. but insufficient to be deemed convincing confirmation.307) is where the lengthscale A . We have focused on the vorticity w and the scalar $ because. their values can be changed only by molecular effects (v v 2 w and rv2$). From the experimental data of Wygnanski and Fiedler superlayer. this lengthscale is where c is a constant. 5. is affected also by pressure gradients. in the superlayer.g. The turbulent motions in the core of . the unconditional mean axial velocity and nun-turbulent ( U ) Ncondi tional mean velocities in ( U) and the turbulent a self-similar mixing layer. and the Reynolds number is U. in the non-turbulent region. Profiles of the intermittency factor y .is A = T/ue.


these are accurately described by joint-normal distributions. w and measured by Tavoularis and Corrsin (1981) in homogeneous shear flow. the PDF moves to higher values of y. in the center of the layer there is a broad. 5. roughly bell-shaped. The measurements of Dowling and Dimotakis (1990) in the round jet are particularly valuable in clearly showing the self-similarity of scalar PDFs.5 Free shear flows Fig. In free shear flows the picture is quite different. 5. No appreciable departure from the standardized Gaussian is evident. Consequently f + ( y . Standardized PDFs of (a) u. 5. Figure 5. Qualitatively similar PDF shapes are found in jets (e. Dahm and Dimetakis (1990)) and wakes (e. and.. (c) w . + + c) . +(x.) the joint PDF of velocity and the scalar is joint normal. Fig. c ) in the temporal mixing layer.46 shows velocity-velocity and velocity-scalar joint PDFs. whereas in free shear flows the PDFs are not Gaussian. Again.6). Dashed lines are standardized Gaussians. and develops a spike of increasing magnitude at the upper bound y = 1. LaRue and Libby (1974)). Figure 5.45. As may be seen from Fig. v. because of the boundedness the two streams are = 0 and property (see Section 2..45 shows the standardized marginal PDFs of u.47 shows the scalar PDFs f + ( y . t) everywhere lies between zero and unity. (b) v .g. The scalar values in = 1. distribution that spans the entire range of values. and (d) in homogeneous shear flow. This is an important and valuable observation. is zero for y < 0 and y > 1.g. (From Tavoularis and Corrsin (1981).47. For the same flow. As the measurement location moves toward the high-speed stream.

5.O. these are .15. Figure 5.46. Dashed lines are corresponding contours for joint-normal distributions with the same correlation coefficients. (b) 4 and v .5 Further observations 175 -+ Fig.0.0 1.ear flows.05. In the center of the flow. Contour plots of joint PDFs of standardized variables measured in homogeneous shear flow: (a) u and u. and 0.5. the changing shape of the PDF strongly influences the higher moments.) Toward the edge of free sh. Contour values are 0.48 shows the skewness and the kurtosis of the scalar measured in a plane wake. (From Tavoularis and Corrsin (1981). (c) u and 4. 10.

49 shows f. From direct numerical simulations of Rogers and Moser Fig. not too far from the Gaussian values (S# = O. Unlike the scalar . 5. but they increase to much larger values at the edge of the flow. From the experimental data of LaRue and Libby (1974). t) in free shear flows. but at the edges.K# = 3).47. Also it is evident from Fig. We now turn to the PDF f. 5.(V) at various cross-stream locations in a temporal mixing layer. Figure 5.48 are the values and obtained by conditionally averaging in the turbulent region. In the center of the layer the familiar bell-shaped curve is observed.5 Free shear flows Fig. the PDF is considerably skewed toward the velocities within the layer. 5.48.49 that. toward the . 5. PDFs of a conserved passive scalar in the self-similar temporal mixing layer a t various lateral positions. of the axial velocity U(x. Also shown in Fig. Profiles of unconditional (S+ and K4) and conditional turbulent (SIT and KIT) skewness and kurtosis of a conserved passive scalar in the self-similar plane wake. the velocities are not subject to boundedness conditions. ~ h e s e remain closer to the Gaussian values throughout the flow.

5. the PDFs are bell-shaped.50.50 shows the values measured by Wygnanski and Fiedler (1969) in the self-similar round jet. 5. In the center of free shear flows. but not exactly Gaussian. The dashed line corresponds to the freestream velocity Uh. of the axial velocity deviate significantly from Gaussian values (0 and 3) toward the edges of the flow. 5. and the departure from Gaussianity becomes . For example.5. The distance from the center of the layer is 5: = y/S. edge of the layer.From the DNS data of Rogers and Moser (1994).5 Further obrewationr Fig. PDIFs of axial velocity in a temporal mixing layer. As is the case for the scalar . and the kurtosis K. the skewness S.49. From the experimental data of Wygnanski and Fiedler (1969). the velocity-scalar joint PDF is joint normal. velocities higher than the free-stream velocity occur with significant probability. Fig. In summary: in homogeneous turbulence. Fig. Profiles of skewness (solid line) and kurtosis (dashed line) in the self-similar round jet.

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(1993) with permission of Springer-Verlag) supporting the view that these motions arise from the instabilities inherent in the various flows. As a clear example.5. The momentum thickness of the wake is 0 . (b) 60%. A visualization of statistically axisymmetric wakes: (a) 50%-blockage screen. There are several phenomena that are plausibly explained in terms of the large-scale motions.53 shows. The amplitude of the flap's motion (typically mm) is quite small. However.52. 5.5 Further observations Fig. Oster and Wygnanski (1982) performed experiments on turbulent mixing layers both with and without small-amplitude forcing. 5. smoke wires are located at x/8 = 10 and x/O = 85. further downstream there is a large effect on the growth of the layer. as Fig. After some distance (x = 300 mm) . The forcing consists in oscillating a flap at the trailing edge of the splitter plate. (c) 85%. (From Cannon et al. (d) 100% ( e a disk). so that in the initial region of the mixing layer (x < 100 mm) the effects on the mean-velocity and Reynolds-stress profiles are imperceptible.

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In the near field of wakes of bluff bodies (e.3). and its behavior at a point can be strongly influenced by the flow remote from that point. on the geometry of the body . the clearest example being vortex shedding from a cylinder. these motions have been linked to basic instabilities. 5. and disks. cylinders and spheres) there are large-scale motions with preferred frequencies. of course.g. and deemed responsible for the large differences among observed spreading rates (Cannon and Champagne (1991). see Table 5. It is evident from Fig.52 that differences in the large-scale motions persist into the far wake. Again.5 Further observations the mixing layer to the spectrum of small.. that depend upon the particular apparatus.5. spheres. .they are different for screens. At a minimum there are two lessons to be learned from studies of largescale structures. The second is that turbulent processes are non-local in space and time: turbulence has a long memory. uncontrollable disturbances of the flow. These motions depend. The first is that turbulence and turbulent flows can exhibit a much richer range of behavior than is admitted by the turbulent-viscosity hypothesis.

in Section 6. It is emphasized that the Reynolds . the energy cascade and Kolmogorov hypotheses are described in more detail. namely. the idea of the energy cascade (introduced by Richardson (1922)) is that kinetic energy enters the turbulence (through the production mechanism) at the largest scales of motion. Two repeating themes in the chapter are the energy cascade and the Kolrnogorov hypotheses.3).2).5). In the first section.1 The energy cascade and Kolmogorov hypotheses We consider a fully turbulent flow at high Reynolds number with characteristic velocity U and lengthscale .7).motion. two-point correlations (Section 6. which become progressively smaller (relative to 6) as the Reynolds number increases. and spectra (Section 6. 6. and discuss limitations of the Kolmogorov hypotheses (Section 6. We have also seen the importance of the turbulent kinetic energy and of the anisotropy in the Reynolds stresses. Then various statistics that discriminate among the various scales of motion are examined.e in size from the width of the flow 6 to much smaller scales.6). This energy is then transferred (by inviscid processes) to smaller and smaller scales until.4 the turbulent velocity field is expressed as the sum of Fourier modes. and the evolution of these modes according to the Navier-S tokes equations is deduced. Kolmogorov (1941b) added to and quantified this picture. The remaining sections give the spectral view of the energy cascade (Section 6. the energy is dissipated by viscous action. As a prelude to the discussion of spectra.The scales of turbulent motion In examining free shear flows. In this chapter we consider how the energy and anisotropy are distributed among the various scales of . In brief. and we examine the different physical processes occurring on these scales. we have observed that the turbulent motions rang. In particular he identified the smallest scales of turbulence to be those that now bear his name. structure functions (Section 6. at the smallest scales.

that is at least moderately coherent over this region. 7 One reason that this picture is of importance is that it places dissipation at the end of a sequence of processes.I The energy cascade The first concept in Richardson's view of the energy cascade is that the turbulence can be considered to be composed of eddies of different sizes. localized within a regon of size t. therefore. Eddies of size 4 An 'eddy' eludes precise definition. The r a t e of dissipation E is determined. by the first process in the sequence./zo = ui/[o. transferring their energy to somewhat smaller eddies. and molecular viscosity is effective in dissipating the kinetic energy. . but it is conceived to be a turbulent motion. The Reynolds number of these eddies Reo = uolo/v is therefore large ( e . These eddies have energy of order u. The region occupied by a large eddy can also contain smaller eddies. consistent with the experimental observations in free shear flows. comparable to Re). and in fact the concepts are easiest to grasp if a very high Reynolds number is considered. 6. And so on to viscosity (in the molecular sense). This energy cascade .m. and transfer their energy to yet smaller eddies.6. These smaller eddies undergo a similar break-up process. Consequently. ! have a characteristic velocity u([) and timescale T([) = [/u([). so the rate of transfer of energy can be supposed to scale as u. turbulence intensity u' = (fk)llZ which uo is comparable to U. which is the transfer of energy from the largest eddies. Richardson's notion is that the large eddies are unstable and break up. The eddies in the largest size range are characterized by the lengthscale lowhich is comparable to the flow scale L.1. so the direct effects of viscosity are negligibly small. and their characteristic velocity = #(lo) is on the order of the r.s. Richardson (1922) succinctly summarized the ma tter thus : Big whorls have little whorls. independent of v (at the high Reynolds numbers being considered). this picture of the cascade indicates that E scales as ui/to.continues until the Reynolds number Re([) = u([)l/v is sufficiently small that the eddy motion is stable. Which feed on their velocity And little whorls have lesser whorls.in which energy is transferred to successively smaller and smaller eddies . I The energy cascade and Kolmogorov hypotheses number Re = UL/v is large. and timescale TO = [o/uo.

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the Reynolds number based on the Kolmogorov scales is unity. Having identified the Kolmogorov scales... non-dimensional coordinates are defined by and the non-dimensional velocity-difference field is defined by = [u(x. so that these two rates are .. to)]lu. the statistics of the small-scale motions ( have a universal form that is uniquely determined by v and E. Given the two parameters E and v. Consequently. there are (to within multiplicative constants) unique length.I universal state of the small scales is determined by v and the rate of energy transfer from the large scales TEI c a n be stated as: Kolmogorov's first similarity hypothesis. i. and time scales that can be formed.6. dissipative eddies. and clarifies the meaning of the phrases 'similarity hypothesis' and 'universal form. Second. i.U(x0. velocity.e.1 The energy cascade and Kolmogorov hypotheses is determined by the energy transfer rate TE1. we can now state a consequence of the hypotheses that demonstrates their potency. . E -. wdv) - . the hypothesis that the statistically nearly equal.' Consider a point xo in a high-Reynolds-number turbulent flow at a time to. so that the small eddies can adapt quickly to maintain a dynamic equilibrium with the energy-transfer rate TEI imposed by the large eddies.to). which is consistent with the notion that the cascade proceeds to smaller and smaller scales until the Reynolds number u(l)t/v is small enough for dissipation to be effective. First. the timescales t/u(t) are small compared with to/uo. These are the Kolmogorov scales: Two identities stemming from these definitions clearly indicate that the Kolmogorov scales characterize the very smallest. to) . The size range l< tEIis referred to as the universal equilibrium range. In every turbulent flow at sufficiently ! < tE1) high Reynolds number. the dissipation rate is given by p rovides a consistent characterization of the showing that ( u ) = 1 velocity gradients of the dissipative eddies. qu. In terms of the Kolmogorov scales at (xo. .e. In this range./v = 1.

6 The scales of turbulent motion It is not possible to form a non-dimensional parameter from & and v .atistics of the nondimensional field w(y) cannot depend on E and v. according to t:he Kolmogorov hypotheses stated above.5) and (6.As the names imply.viscous + .g. following from this and from the first similarity hypothesis. so that the range in the above hypothesis can be written lEI > l? > This lengthscale lD1 splits the universal equilibrium range (l < lEI) into two > l > l ) and the dissipation range subranges: the inertial subrange (lEI (l < l ) . Fig. the ratio q / l o decreases with increasing Re. and consequently that their motion is little affected by viscosity. they are statistically identical when they are scaled by the Kolmogorov scales (Eqs. As a consequence.) are . the velocity scales and timescales of the smallest eddies (u. Consequently.(6. at sufficiently high Reynolds number. so (on dimensional grounds) the 'universal form' of the st.e.as previously supposed .. motions in the inertial subrange are determined by inertial effects .to) in all high-Reynolds-number turbulent flows. On the small scales.. 1. lo>> l >> q. say). It is convenient to introduce a lengthscale l D 1 (with ~ D I= 6011. we have (approximately stated): K~lmogorov'ssecond similarity hypothesis. and 7. at high Reynolds number. The results are - Evidently. there is a range of scales l that are very small compared with lo. the statistics of the motions of scale C in the range Co >> C >> q have a universal form that is uniquely determined by E. Since eddies in this range are much bigger than the dissipative eddies. Inevitably. when the non-dimensional velolcity field w b ) is examined on not too large a scale (specifically lyl < &I/V 1. according to the second similarity hypothesis. In every turbulent flow at sufficiently high Reynolds number.6)).2 on page 5). and yet very large compared with q. independent of v. it is statistically isotropic and statistically identical at all points (xo. it may be supposed that their Reynolds number lu(l)/v is large. The ratios of the smallest to largest scales are readily determined from the definitions of the Kolmogorov scales and from the scaling E ui/lo. as is evident from flow visualization (e. i. all high:-Reynolds-numberturbulent velocity fzelds are statistically similar .small compared with those of the largest eddies (uo and TO). Hence. that is.

(6.11 .6. therefore.1 The energy cascade and Kolmogom hypotheses Universal equilibrium range Energy -contaming range Dissipation range I Inertial subrange Fig. showing the various lengthscales and ranges. velocity scales. of the second similarity hypothesis is that (in the l) as inertial subrange) the velocity scales and timescales u(l) and ~ ( decrease l decreases.1. a quantity of central importance . then T(1)can be expected to be of order ~ ( l ) ~ / ~The ( l ) identity . As we shall see. In the conception of the energy cascade.1.is the rate at which energy is transferred from eddies larger than l to those smaller than l. as lD1 is that between the dissipation (D) and inertial (I) subranges. given an eddy size l (in the inertial subrange). Hence . effects being negligible . and furthermore l ( l )is equal to E. characteristic velocity scales and timescales for the eddy are those formed from E and l : A consequence. then. 6. since it suggests that T(l)is independent of l (for l in the inertial subrange). (We shall see that the bulk of the energy is contained in the larger = llo 6 < l < 610. stemming from Eqs.whereas only motions in the dissipation range experience significant viscous effects. and so are responsible for essentially all of the dissipation.denoted by l ( l ). The various lengthscales and ranges are sketched in Fig. If this transfer process is accomplished primarily by eddies of size comparable to l.10) and (6. is particularly revealing. which is therefore called eddies in the size range lEI is the the energy-containing range. this is the case. However. Eddy sizes t (on a logarithmic scale) at very high Reynolds number.) Lengthscales. The suffixes EI and DI indicate that lEI demarcation line between energy (E) and inertial (I) ranges. and timescales cannot be formed from E alone. 6.

a1 equilibrium range (K > KEI --= 2n/tEI)the spectrum is a universal function . E(K)is considered in some detail. the rate of energy transfer from the large scales. and hence the dissipation rate E. This is most easily done for homogeneous turbulence by considering the energy spectrum function E (K) introduced in Chapter 3 (Eq.2. and that the energy in the wavenumber range [n Section 6. Recall from Section 3. (3.7 that motions of lengthscale l? correspond to wavenumber K = 2n:/l. 6. 6 1 . I 6.5.6 The scales of turbulent motion Dissipation E Production P Transfer of energy to successively smaller scales Dissipation range Inertial subrange range Fig. 2 . we have (for lEI >l >) That is.166)). TE1. hence the rate at which energy leaves the inertial subrange and enters the dissipation range 7 .3 The energy spectrum It remains to be determined how the turbulent kinetic energy is distributed among the eddies of different sizes.1. This picture is sketched in Fig. 7 ( l ) . A schematic diagram of the energy cascade at very high Reynolds number. and one result of interest lere is that the contribution to the dissipation rate E from motions in the It follows from Kolmogorov's first similarity hypothesis that. determines the constant rate of energy transfer through the inertial subrange. in the univer.

corresponding to the Kolmogorov spectrum. is around the middle of the range (1. and let x(0) x ( ~ be ) a specified set of points within . Similarly the dissipation in wavenumbers less than K is for p < 3.5. we consider the N-point distribution in physical space (x) at a fixed time t . however. while the integral diverges for p 5 1. p = 3.1 as K increases.) To understand some basic features of the Kolmogorov -? 3 spectrum. Thus.and that the bulk of the dissipation is in the small scales (l < lDI or K > 2n:/lDI). precise consequences from them.3) for which the integrals k(.which is sufficiently general for most purposes. New coordinates and .) K 4/3 as K decreases dissipation in the low wavenumbers decreases as toward zero. + + ' ? . 5 Although the Kolmogorov --3 spectrum applies only to the inertial range. (These assertions are justified in Section 6. From the second hypothesis it follows that. The amount of energy in the K . it is worthwhile to provide here more precise statements of the Kolmogorov (1941) hypotheses. ? - - 6. in the inertial range ( K E ~< K < K D I --= 2n:/lDI). Consider a simple domain .1 The energy cascade and Kolmogorw hypotheses and v.. we consider the general power-law spectrum where A and p are constants.) and &(OK) converge. Here.4 Restatement o f the Kolmogorov hypotheses I n order to deduce.1. within the turbulent flow. the spectrum is E of where C is a universal constant. while the integral diverges for p 2 3. Kolmogorov presented these in terms of an N-point distribution in the fourdimensional x-t space..6. the observations made are consistent with the notion that the bulk of the energy is in the large scales (l> lEI or K < 2n:/lEI). whereas the high wavenumbers decreases as k(. The energy contained in wavenumbers greater than K is for p > 1.

For locally isotropic turbulence. .U(x .6 The scales of turbulent motion velolcity differences are defined by v(y) = U(x. . .y(2) y . . whereas statements in terms of wavenumber spectra apply only to flows that are statistically homogeneous (in at least one direction). taking y(') = e l and Y(2) . . For example. If the moduli of the vectors y(") and of their differences y (4 . for all n) and is not near the boundary of the small ( e m ly(")~ flow or its other singularities.2?. t) . The hypothesis of local isotropy. In any turbulent flow with a sufficiently large Reynolds number (Re = UC/v). For inhomogeneous flows. to a good approximation. then the N-point PDF f N is uniquely determined by E and does not depend on v. (0) and the joint PDF of v at the N points y (1). - It is important to observe that the hypotheses apply specifically to velocity differences. we have Evidently this simple statistic is not exactly isotropic. The turbulence is locally isotropic in if it is locally homogeneous and if in addition the the domain PDF f N is invariant with respect to rotlations and reflections of the coordinate axes.t).y(") (m # n) are large compared with the Kolmogorov scale q. local isotropy is possible only 'to a good approximation' (as stated in the hypothesis). . the N-point PDF f N is uniquely determined by the viscosity v and the dissipation rate E. The definition of local homogeneity. the turbulence is. The use of the Nlpoint PDF f N allows the hypotheses to be applied to any turbulent flow.-el (where l is a specified length and e a specified unit vector). the N-point PDF f is independent of do) The definition of local isotropy. The first similarity hypothesis. The turbulence is locally homogeneous in the domain G. and U (do). but instead has a .. if for every fixed N and Ycn)(n = 1. N). The second similarity hypothesis. t). locally isotropic if the domain is sufficiently << C. Y (N) is denoted by f N .

(6. the only second-order tensors that can be . The first implication of the hypothesis of local isotropy is that (for r = 1 ~ << 1 L ) Dij is independent of do).as did Kolmogorov (1941b) . 6.2 Structure functions Fig. arising from large-scale small anisotropic component .6. Dij(r.2 Structure functions To illustrate the correct application of the Kolmogorov hypotheses.the second-order velocity structure functions.21): see Fig. sufficiently large Reynolds number) are satisfied.x. It is then evident from its definition (Eq. that Dij does not depend on its second argument..t) is an isotropic function of r. 6. i. and then compared with experimental data. but not on y(') and y(2) separately. By definition. then. A sketch showing the points x and x are within the domain g. we consider .24) shows. The predictions of the hypotheses are deduced.3. To within scalar multiples. We assume that all other conditions (e. but this can be verified by re-expressing it in terms of the position and velocity differences y and v defined by Eqs. the second-order velocity structure function is the covariance of the difference in velocity between two points x r and x: + It is rather obvious that the Kolmogorov hypotheses are applicable to this statistic. Thus Dij(r.of order t / L inhomogeneities.g.3. 6. + r in terms of x(") and y(").t) is independent of x..20) and (6. (6.t) depends on r = y (2) -Y ( I .23)) that Dij(r. .All points . Equation (6.e.

25) and (6. 6. a consequence of the continuity equation is see Exercise 6.4. Consequently Dij can be written where the scalar functions DLL and DNNare called. this equation also applies (to a good approximation) because of local homogeneity. in locally isotropic turbulence. given r (Irl << L). ~ . together with Fig.4. which. A sketch of the velocity components involved in the longitudinal and transverse structure functions for r = el r.t) is determined by the single t). In the present context. Dij(r. It then follows from Eqs.6 The scales of turbulent motion Fig. scalar function DLL(r. shows the significance of DJAL and DNN.27) (see Exercise 6. respectively. The quantity ( ~ r ) has ~ / dimensions ~ of velocity squared. In homogeneous turbulence with (U) = 0.termined by DJAL according to 1 Thus. (6. According to the first similarity hypothesis. the longitudinal and transverse structure functions.1.2) that DNNis uniquely de. There is only one independent non-dimensional group that can be formed from r . and so can be used to make Dij non-dimensional. formed from the vector r are dij and rirj. Dij is uniquely determined by E and v . If the coordinate system is chosen so that r is in the xl direction ( e r = elr) then we obtain for i # j. 6.

In this case there is no non-dimensional group that can be formed from E and r. and C >> r >> y.32) have been tested by Saddoughi and Veeravalli (1994) in a turbulent boundary layer .09 mm. for large r/y ( C C: r r y ).) The transverse structure function is. (This implies that. the ratio UV = 12. and hence.5 shows the measured structure functions divided by ( ~ r2/3 ) . non-dimensional function DJdL(r/y) such that (subject to the conditions of the hypothesis) According to the second similarity hypothesis. in the inertial subrange ( >> r >> y). and the distance normal to the wall is y = x2.6 x lo6. so DLLis given by where C2 is a universal constant . (6.28). DL.000 shows that there is a very large separation of scales. there is a universal. (6. With r = elr. accordand v. Thus. and the Kolmogorov scale is measured to be q = 0. at a location where the boundary layer thickness is 6 = 1. Dij is given by Thus. the Kolmogorov hypotheses are sufficient to determine the second-order structure function in terms of E.6. (6. Taking C = 6 as the characteristic flow length.25). for i # j. Measurements are reported at y = 400 mm. The principal direction of flow is x = xl. from Eq.2 Structure functions = r/y. from Eq. for large r/y.090 mm. tends asymptotically to the constant value C2. DJdL is independent of v. the Reynolds number (based on 6) is 3. The predictions of the Kolmogorov hypotheses embodied in Eq.32) can be written Dij=O.claimed to be the highest-Reynoldsmumber boundary layer ever attained in a laboratory. (6. Figure 6.-. SO that . the prediction from Eq. which can conveniently be taken to be ing to the first similarity hypothesis. . r and the universal constant C2.

> r > 20q. and so +15% variations can be considered small in comparison. Clearly. (ii) There is no perceptible difference between 3 (iii) For 1. we draw the following conclusions. Over the ranges of r given above. Second-order velocity structure functions measured in a high-Reynoldsnumber turbulent boundary layer. and there are many other statistics that . these experimental observations provide substantial support for the Kolmogorov hypotheses. D 2 2 / ( ~2/3 r ) is within 15% of 4c2. (6. Dll/(&r) 2/3 is within +15% of C2. (i) For 7. However. other flows need to be considered in order to test the universality of C2.5.) the above predictions can readily be examined.200 q M ' 1 10 >> r 12q.6 The scales of turbulent motion Fig. 6.33) and (6. Taking the value C2 . (From Saddoughi and Veeravalli (1994). Eqs.000 q = LC 2 and 0 3 3 .0 suggested by these and other data.34). Dll and respectively. The horizontal lines show the predictions of the Kolmogorov hypotheses in the inertial subrange. change by factors of 50 and 20.2.

in isotropic turbulence the secondorder velocity structure functions are 6.35 on page 78.28). It is natural. and deductions drawn from them.3 Two-point correlation can be examined. show that the structure function Dij(r) (Eq. EXERCISES For homogeneous turbulence with (U) = 0. to try to extract from the Navier-Stokes equations useful information about the energy cascade. the precise mechanism by which this transfer takes place has not been identified or quantified.25) to obtain Hence verify Eq. as in the previous section.23)) and the two-point correlation R* !J (Eq. (6. have no direct connection to the Navier-Stokes equations (although. (6. The earliest at tempts . (6.6. Show that.34 and 3. Although.160)) are related by Show that a consequence of the continuity equation is (Hint: refer to Exercises 3. therefore. (3. the continuity equation is usually invoked). Further comparisons with experimental data are given in Section 6.) Differentiate Eq.5 Iwo-point correlation The Kolmogorov hypotheses. the transfer of energy to successively smaller scales has been identified as a phenomenon of prime importance.5. in the description of the energy cascade. for small r (r << q).

( u ~ ( x elr. in combination with Eq. t) in nearly isotropic grid-generated turbulence obtained by Comte-Bellot and Corrsin (1971). the two-point velocity u'(t). ' ~ t) = R33 = R22.- 196 - 6 The scales of turbulent motion (outlined in this section) are those of Taylor (1935a) and of van ~ 6 r m a n and Howarth (1938). (Note that f and g are non-dimensional with f (0. of homogeneity. t)= - Thus. With r = elr. At the origin it is There is neither production nor transport.t) is completely determined by the longitudinal autocorrelation function f (r. t) and g(r. t) = uf2(g(r9t)du V(r. leads to g(r. t) = 1.) Again in parallel with the properties of Dij. which are based on the two-point correlation. t). respectively.132)) reduces to Just as with the structure function Dij. and dissipation rate ~ ( t )Because correlation is independent of x. Rij(r. [6. with zero mean velocity.44).25)). t)] r2 (cf. r. in isotropic turbulence the two-point correlation Rij(r.g(r. + thus identifying f and g as the longitudinal and transverse autocorrelation functions. Figure 6. The next two sections give the view from wavenumber space in terms of the energy spectrum . ~ (5.35).6 shows the measurements of f ( r . (6. for i # j. . t) = g(0. the continuity equation implies that aRij/arj = 0 (see Exercise 3. t) = f (r. t): rirj . Eq. this equation becomes + -) ~ 2 2 1 = ~ g(r.. t ) ~ 2 ( t))/(ui). t) + i r -f ar 0 (r. ~.m. so the equation for the evolution of the turbulent kinetic energy k(t) = 2 ~ ' ( t )(Eq.s. Rij = 0. t) . which. Autocorrelation functions Consider homogeneous isotropic turbulence.the Fourier transform of the two-point correlation. a consequence of isotropy is that Rij can be expressed in terms of two scalar functions f (r. .

0a98 . that can be defined from f . Measurements of the longitudinal velocity autocorrelation functions f (r. Lll is characteristic of the larger eddies. (6.172 A.42. As previously observed.1. (t) defined from g. t) in grid turbulence : x l / M .) 9 7 3 There are two distinct longitudinal lengthscales.46) can be rewritten . EXERCISES - Show that Eq. so inspection of Fig. t). In isotropic turbulence. and then there are corresponding transverse lengthscales L22(t)and A.13 on page 110). The integral scale Lll(t) is simply the area under the curve o f f (r.4). Fig. t) is the longitudinal integral scale which we have already encountered (e.6. Integral lengthscales The first of the lengthscales obtained from f(r. the transverse integral scale is just half of Lll(t) (see Exercise 6.g.Fig. 6. Ll (t) and Af(t). 5. 0.6 immediately reveals that Lll grows with time (in grid turbulence). 6. in Section 5. (From Comte-Bellot and Corrsin (1971)..

. and pfl(0) = ffl(0)).7. Taylor microscales The second lengthscale obtained from f(r. in turbulence f"(0) is strictly negative. p'(0) = f'(O). the transverse integral scale is half of the longitudinal scale. t) = (8f /ar)r=Ois zero.t) is the longitudinal Taylor microscale if(t).e. (6. t) (and hence if (t)) is related to velocity derivatives : -u 12 f (0. the first derivative at the origin f '(0. f"(0. the osculating parabola intersects the axis at fl As the following manipulation shows. Show from Eq.. in isotropic turbulence. Evidently p(r) is Thus. as sketched in Fig.198 6 The scales of turbulent motion and hence that. so if (t) defined by is real.t) is an even function of r and no greater than unity.lim r+O (u1(x ar2 + elr?t)u1(x. t) N = -ur2 lim 0 V fk?t) ar2 u . Let p(r) be the parabola osculating f(r) at r = 0 ( i .46) that (assuming that f (r. t) decays more rapidly than r-2 for large r). A geometric construction makes this abstruse definition clear. positive. i. and has dimensions of length. while the second derivative f "(0.t)) . Since f(r. t) = (a2 f /ar2)r=0is non-positive. As we shall see. 6. the parabola with p(0) = f(O).

He then stated that A may roughly be regarded as a measure of the diameter of .171)) ~)~) from these two equations and the relation E = 1 5 ~ ( ( 8 ~ ~ (Eq* that the dissipation is given by In a classic paper marking the start of the study of isotropic turbulence. Thus we obtain The transverse Taylor microscale Ag (t). in isotropic turbulence. defined by f (t)/$ (see Exercise 6. It then follows is. 6.6). equal to i / 8 ~(5.7. Taylor (1935a) defined A and obta-ined the above equation for E.6. A sketch of the longitudinal velocity autocorrelation function showing the definition of the Taylor microscale if.3 Two-point correlation Fig.

however. (07 and hence that the transverse Taylor microscale i g ( t )= [-$ 1 t)] -1/2 is related to the longitudinal scale if (t) by l g ( t )= i f ( t ) / 4 @ . at high Reynolds number. EXERCISE ./I0 Re. t). i l is intermediate in size between q and L. because it incorrectly supposes that u' is the characteristic velocity of the dissipative eddies. Observe. (6. ? Thus."'. Show from Eq. from Eq. In particular the Taylorscale Reynolds number ? is traditionally used to characterize grid turbulence.58) is incorrect. To determine the relationship between the Taylor and Kolmogorov scales wle define L = k 3/2 /E to be the lengthscale characterizing the large eddies. it may be observed that the ratio correctly characterizes the timescale of the small eddies. and the turbulence Reynolds number to be ? Then the microscales are given by A / = .60). -3/4 q / L = Re. Instead. the characteristic length and velocity scales of the smallest eddies are the Kolmogorov scales q and u. (6.46) that g"(r. t) = 2f "(r..' This deduction from Eq.6 The scales of turbulent motion the smallest eddies which are responsible for the dissipation of energy. (6. The Taylor scale does not have a clear physical interpretation. a well-defined quantity that is often used.. It is. t) + i rf "'(r. n varies as the square-root of the integral-scale Reynolds number that R In addition..

3 Two-point correlation 201 Show that The Kurmun-Howarth equation von Karman and Howarth (1938) obtained from the Navier-Stokes equation an evolution equation for f (r. (6. It can be shown that K(r.. pressure-gradient. t) can be expressed as ? and then the Navier-Stokes equations.6.g.t) is an odd function of r. such Just as Rij is uniquely determined by f (Eq. corresponding to the convection. so that its series expansion is (k' is the fifth derivative of k(r. (6. The time derivative of Rij(r. t))/u13.x.t) is zero. t).. and viscous terms in Eq.44)). We outline here the principal steps. Monin and Yaglom (1975)).70). t)2u1(X = ( ~ 1 + elr. i. and that the continuity equation implies that 0 t) = 0. in isotropic turbulence Sijkis uniquely determined by the longitudinal correlation (x. (6.71). can be used to eliminate the time derivatives on the right-hand side of Eq. the result and some implications : a detailed derivation can be found in the original work or in standard references (e. t) at r = 0) I . Hinze (1975). The convective term involves two-point triple velocity correlations. Three types of terms arise.e. For isotropic turbulence the pressure-gradient term in the equation for Rij(r.

while. (ii) The terms in k and v represent inertial and viscous processes. (6. t) and k(r. this transfer of energy to smaller scales is accomplished by the term in k in the Kkrman-Howarth equation.t) were a Gaussian field then k(r. the Karman-Howarth equation reduces to ( 2 3 times) the kinetic-energy equation : (iv) In the Richardson-Kolmogorov view of the energy cascade at high Reynolds number. Consequently. (i) There is a closure problem. Hence 'the energy cascade depends on non-Gaussian aspects of the velocity field.85)).t) . EXERCISES By following a procedure similar to Eq.6 The scales of turbulent motion By this procedure. (iii) At r = 0. t). (v) If u(x. an exact equation for f (r t) is obtained from the Navier-Stokes equations: it is the Kdrmun-Howarth equation 7 The principal observations to be made are the following. (3.55). show that where S is the skewness of the velocity derivative (Eq. (6.148)) . for r = 0. the transfer of energy from larger to smaller scales is an inertial process (at least for r >> q). This single equation involves two unknown functions. f (r. respect ively. the term in k vanishes (on account of Eq. (Hint: see also Eq.like all third moments would be zero. (6. from the fact that f is even in r.74)). we obtain Hence.

75)) re-expressed in terms of structure functions is Integrate this equation to obtain Further observations The Karman-Howarth equation has been studied extensively. ~ t) = ~ ' ( t )~ -DLL(r. The skewness of the velocity derivative The quantity k"'(0. Some of the better known and most informative results are now given. and Hinze (1975).Show that. With the third-order structure function being defined by show that Show that the Karman-Howarth equation (Eq. t) to leading order (Eq. can be re-expressed as where . and many more results have been obtained than can be mentioned here.74)). 2 t). which determines k(r. in isotropic turbulence. (6. t). the longitudinal structure function and autocorrelation function are related by 1 ~'(t f) (r. more comprehensive accounts are provided by Batchelor (1953). Monin and Yaglom (1975). (6.

ur3 R4E(R.75)) by r4 and integrating between zero and R we obtain u u r f (r.7.204 6 The scales of turbulent motion is the velocity-derivative skewness (which is found to be negative) see Exercise 6. there is a connection among this skewness vortex stretching.9) is the Kolmogorov equation (Kolmogorov 194la) from which several useful results can be deduced. therefore. 12 4 4 r . t) and DLLL(r. This leads to the Kolmogorov 5 law: I Kol. SO. It also relates the constant C2 to the skewness s'. the unsteady term on the left-hand side is zero. The Loitsyanskii integral. For D L t) in the inertial subrange. and the transfer of energy between different scales. t). On multiplying the Karman-Howarth equation (Eq. the consistency between the Kolmogorov hypotheses and the Navier-Stokes equations.t) = 2~ur2Rf (R. leading to which is the same as the prediction from the Kolmogorov hypotheses (Eq. (6. Kolmogorov argued that in llocally isotropic turbulence. t) dr .mogorov further argued that the structure-function skewness is constant.30)). t). this development shows. 7 ? The Kolmogorov 5 law The: Kaman-Howarth equation can be re-expressed in terms of the structure functions DLL(r. he result (see Exercise 6. (6. and that the viscous term is negligible in the inertial subrange.

consider the sixth-order tensor - This is an isotropic tensor and hence can be written as the sum of scalar coefficients multiplying Kronecker delta products.6. it is found that the term in in Eq.. and in fact B2 increases with time (see. (6. t and ) fr(R. However. Argue. For h~moge~neous isotropic turbulence.91) does not vanish as R tends to infinity. e. the assumptions made are incorrect.g. which is in excellent agreement with experimental data. Eventually. When it is finite. Batchelor and Townsend (1948) showed that the Kkrnhn-Howarth equation . Depending on how the isotropic turbulence is created. EXERCISES Verify that Eq. the final period in which the inertial term involving I Show that the turbulent kinetic energy decays as k t-5/2 in the final period. It is emphasized that this solution applies to very low Reynolds number . and assumed that f and k decrease sufficiently rapidly with r that the Loitsyanskii integral converges. t) = exp[-r2/(8.. (6.with neglect of the inertial term . inertial effects become negligible. so that the terns in k ( ~ . is negligible. when the Reynolds number is sufficiently small. the Loitsyanskii integral can be finite or it can diverge (Saffman 1967). however. For thisfinal period of decay.much lower than is generally of interest.3 Two-point correlation Loitsyanskii (1939) considered the limit R + m.91) indicates that B2 does not change with time. and s~ B2 became known as the Loitsyanskii invariant. that .vt)].93) satisfies the Khrmin-Howarth equation for . There are 15 distinct Kronecker delta products (correspending to different orderings of the suffixes).admits the self-similar solution f (r.t) vanish. Chasnov The final period of decay As isotropic turbulence decays the Reynolds number decreases so that inertial effects diminish relative to viscous processes. With these assumptions. (6. a16 ip634 6kr . e.g. Eq.

which By considering the quantity (which is zero in homogeneous turbulence) show that and that this leads to the relation xijkjki is zero. (6. and the K01mogorov timescale z.a15 . in isotropic turbulence.) Use Eqs.4 a 2 .97) determine all of the coefficients in terms of a . (6.-3a1.1 a3 .Rjdkqpr ) a general representation is IP 634 6kr a2(6iP6jk6qr 6jq&k6pr 6krdijdpq) x ijkpqr . Xijkpqr .a16 3 + + + + a3(6ip6jr6qk+ 6jq6ir6pk + 6kr6ipbpj)+ a (6 6 + a5(6+a 6 +6ij6gk6pr +6ikapjbqr + 6jk6ri6pq)* + 6 6 '6 + 4 iq pk jr 6 + airdpjdqk) i~ pk qr ik rJ P4 Show that the continuity equation implies that leads to the relations xijkiqr . Hence show that where S is the velocity-derivative skewness (see Eqs. Show that the four relations Eqs.96)-(6.95) and (6.6 The scales of turbulent motion in view of symmetries (e. as . (6.. = (v /E) 1/2 . the 729 components of Xijkpqr are completely determined by the velocity-derivative skewness S.-?.0.84) and (6.85)). (Thus.g.99) to obtain the results .

In addition to the insights that it provides on the energy cascade.e.1 Fourier-series represen tation An implication of the Fourier series Eq. however. As is discussed in Chapter 9. Accordingly we consider the cube 0 xi C in physical space. by solving for ( .75)). Finally.which in Chapter 11 is applied to homogeneous turbulence subjected to very large mean velocity gradients . It does not. fully describes the dynamics of the two-point velocity correlation. u(x + NC.6. is derived and discussed. t) = u(x. for all integer vectors N. t). The effects of this artificially imposed periodicity vanish as C/Lll tends to infinity. there are other motivations for studying the Fourier representation of the NavierStokes equations. 6.) Then the equation for the evolution of the Fourier modes & ( ~ . In this section we examine the behavior of discrete Fourier modes dictated by the Navier-Stokes equations for homogeneous turbulence in which the mean velocity is zero. direct numerical simulations (DNS) of homogeneous turbulence are usually performed in wavenumber space ( e .4 Fourier modes 6. t is ) deduced from the Navier-Stokes equations. Some further insights can be gained by examining the Navier-Stokes equations in wavenumber space.. the ~hrrnan-Howarth equation (Eq. where the length of the side C is large compared with the turbulent integral scale LI1. (6. t ) ) and rapid-distortion theory (RDT) . the balance equation for the kinetic energy at wavenumber K. (6.102) is that the turbulent velocity field is periodic. i.Then the velocity field is supposed to be periodic.4. . provide a very clear picture of the processes involved in the energy cascade. The first subsection provides the mathematical background for the represent ation of the velocity field as the three-dimensional Fourier series (This extends the material of Appendix E to three-dimensional vector fields.4 Fourier modes For isotropic turbulence.is also set in wavenumber space. which stems from the Navier-Stokes equations.

To state this property simply in equations. n3) .0).109) can be interpreted in terms of the magnitude K = IKI and direction e = K / K of the wavenumber vector. As an illustration. in complex form. Let s be a coordinate in physical space in the direction of e. i. s = e x.2. in the other two directions i~gn~x . 6. while in the direction of K it varies as a one-dimensional Fourier mode of wavenumber K. (6. given two wavenumber vectors K and K'. we denote by ( ) the volume average over the cube 0 The orthonormality property is then xi C. 3 i ~ n2 g x2 and e the Fourier modes are e . (see Exercise 6.(4. and the general three-dimensional mode is just the product of the one-dimensional modes. we define * Second. Then we observe that Thus eircmX is constant in the plane normal to K (constant s). By defining the wavenumber vector we can write the general Fourier mode succinctly as The Fourier mode given by Eq.208 6 The scales of turbulent motion In the xl direction.e. the Fourier modes are for positive and negative integers nl. we introduce two definitions. . for integer nl. First. where KO is the lowest wavenumber: Or. Similarly.12). n2.8 shows the Fourier mode with (nl.. The Fourier modes are orthonormal. Fourier modes are of the form and sin(lconl xl). Fig.

4 Fourier modes Fig. the Fourier coefficients can be determined from the orthogonality condition (Eq. g ( ~ satisfies where an asterisk denotes the complex conjugate. O).6. real. Since g(x) is ) conjugate symmetry. a component of velocity at a given time). (6.1 11)): It is convenient to define the operator F . where ( ) = cos K x is unity. ~K*X K = ico(4.. A sketch of the Fourier mode corresponding to lines show the crests.g. { .8. Given g(x). 6. its Fourier series is where the sum is over the infinite number of discrete wavenumbers K = Kgn. The oblique For a periodic function g(x) (e. and g ( ~ is ) the complex Fourier coefficient at wavenumber K.2.

The Fourier series of the turbulent velocity field is u U(X.e. for each K. . t) = ) eixbx&(~. EXERCISES -.. t) is a complex vector that satisfies ~njugate symmetry. (6* 112). Note that. random nature of the turbulent velocity field u(x. Hence the timeependent. . Since the lean ( ~ ( x . it follows from Eq. as Thus the operator 3 ) determines the coefficient of the Fourier mode of wavenumber K. t) implies that le Fourier coefficients &(K. t) are time-dependent and random. 7 vhere the Fourier coefficients of velocity are 'he Fourier modes e are non-random and fixed in time. for n = 0. t). &(K. for integer n. .-. One of the principal reasons for invoking the Fourier representation is the form taken by derivatives.- - so that the previous equation can be written. for n 0. ( 6 . &(. A * Show that. (6. i. t)) t)) re also zero.. is zero.120) that the means (&(K. we obtain Differentiation with respect to xj in physical space corresponds to multipli-ation by iicj in wavenumber space. t). t) = u (-K. In Eq. 1 6 ) if g(x) is replaced by ag/axj. simply. u ~uroulent motion f - . and hence establish the orthonormality property Eq.

6.4 Fourier modes Show from Eq. i. and &(K) obtain a = Fx{o(x)l 6. and a component G that is normal to II l K.4. and &(K) are mutually orthogonal. 6.Any vector G can be decomposed into as i II a component G thatlis parallel to K. show that relationship between &(K) = 3. where +(x) is the velocity potential. For a periodic velocity field.2 The euolution o f Fourier modes In wavenumber space. and B(x) is the vector potential. which is divergence free (V B = 0): .e. With e = K / K being the unit vector in the direction of K.&(K). we have A A I A A . show that the coefficient of the zeroth Fourier mode is zero : Show that the Fourier coefficient &(K) of the vorticity o = V x is Show that K.118) that Given that the volume-average velocity (u(x.. the divergence of velocity is is normal to so that the continuity equation V u = 0 indicates that i K: There is reason to examine in more detail the orientation of a vector (such i ) relative to the wavenumber IC. (6. an incompressible velocity field can be written as the sum of an irrotational component V+ and a rotational component V x B.{B(x)) and + is zero. t))L is zero.9. In general. see Fig. G = G + G .

(6.6 The scales of turbulent motion Fig.9. . 6. for the viscous term.G". A sketch (in two-dimensional wavenumber space) showing the decomposition II perpendicular of any vector G into a component G parallel to K. we obtain where the projection tensor Pjk(K) is The principal observation is that the projection tensor P j k ( K ) determines 3 'i = pjkek to be the projection of G onto the plane normal to K. t) is obtained by applying the operator { (Eq. and a component I A Hence. The equation for the evolutidn of the velocity vector in wavenumber space &(K. from G I = G .116)) term by term to the Navier-Stokes equations: The time derivative is simply while.This projection tensor is used below in writing the Navier-Stokes equations in wavenumber space. application of Eq.118) twice produces ~ K { v a2uj a x k a x k ) -vK 2~ Uj.(6.

leaving This is. then. A When Eq. t). for example.139) That is. the pressure term exactly balances G . (6. the component of -G perpendicular to K : I! The viscous term in this equation has a simple effect. Eq. on the right-hand side of Eq. i-e. (6.139) is multiplied by Kj. Eq. t ) = -T..128)). the left-hand side vanishes (on account of the continuity equation KjGj = 0.i ~ j f . we obtain for the pressure term in Eq. the component of . Consider. the final period of decay of isotropic turbulence in which the Reynolds number is so low that convection is negligible relative to the effects of .t)/p) being the Fourier coefficient of the dynamic pressure (plp). On combining these results we obtain dGj V dt 2.. the Poisson equation for pressure obtained from the Navier-Stokes equations.6.4 Fourier modes With $ ( ~ .in the direction of PC. By solving Eq. Then.. a specified initial condition ( P C 0 neglect of the term G has the solutioq .G. .140) for $. (6. K u j = . (6. (6. in wavenumber space. the pressure-gradient term is For the moment. (6.{p(x. the nonlinear convection term is written A = Gj(K. from . What remains. thus defining the Fourier coefficients G.139) is -G .143) with viscosity.

rc. and K". Consider coefficient only at the six wavenumbers _+rca. such that 1Z rc" = rc. involving the interaction of wavenumber triads. The left-hand side involves i3 only at K. Thus in wavenumber space the convection term is nonlinear and non-local.) On substituting this result into Eq. and +K. (6. Use Eq. (6. decaying exponentially with time at the rate V K High-wavenumber ~.146) with v = 0 to show that. In contrast. the right-hand side such . in fact. (6. in the final period of decay.119).112) and (6. (6.. (6.Thus. the evolution equation for &(K. and c(t) = i3(rcc. the nonlinear convective term is (The six steps in this development invoke Eqs.116). (6.and rcc be three wavenumber vectors such that and define a(t) = ii(rca. Expressed in terms of ii(rc) (the dependence on t being implicit). + + EXERCISE - - - - - Let rca.143) t) : we obtain. the contributions involves i3 at rcf and K ~ from rc' = rc and rc" = rc are zero.t). that rcf rc" = rc.138).11 1 . (6. and. Consider a periodic velocity field.t).t). b(t) = h(rcb. at t = 0. K'.rcb. respectively. modes decay more rapidly than do low-wavenumber modes. the initial evolution of the velocity field governed by the Euler equations.118). . each Fourier coefficient evolves indepe:ndently of all other modes. in its final form. which at time t = 0 has non-zero Fourier frcb.

i. Eq.are also zero. we now consider various means. It is shown in Exercise 6.( '2a a') = ..t) are the Fourier coefficients of the two-point velocity correlation (see Exercise 6.6.3 The kinetic energy o f Fourier modes For the periodic case being considered.18) so that Rr~m ( x t) .. dt (d) there are 24 modes with non-zero rates of change. Thus. i.i. . u' = -u.e. It is a deterministic set of ordinary differential equations for the Fourier coefficients ( ) In order to describe the turbulence statistically.4 Fourier modes d . all the covariance information is contained in + It is readily shown that Rij(u. + + 6.18 that these coefficients are uncorrelated. Sketch their locations in wavenumber space.e. (6. t)) is zero everywhere.t)) . Since (by assumption) the mean velocity (U(x.19). or equivalently.146) is the Navier-Stokes equations in wavenumber space. the Fourier coefficients of (U(x. unless the wavenumbers sum to zero.e. u' u = 0.t)) . The next simplest statistic to consider is the covariance of two Fourier coefficients.3 { a b dt d -(a a' b b' c c') = 0. has the Fourier series (see Exercise 6.. (ii(u.4.

while is the contribution to (uiuj) from modes in a specified region IC of wavenumber space. we then obtain Thus R j ( . t ) is identified as the contribution to the Reynolds stress from the Fourier mode with wavenumber K . t) are the contributions to .155) yield Setting r = 0 in Eqs. Of particular interest is the kinetic energy of the Fourier mode. t) de. ) also related to h ( ~ . (see also Exercise 6.154) and (6. (6.156).6 The scales of turbulent motion The velocity-spectrum tensor is defined by where i i : is a continuous wavenumber variable. Other properties of Rij and cDij are given in Exercise 6. The dissipation rate ~ ( t is 00 = K 2vrc28(~.20. since Eqs. Evidently the spectrum tensor is the Fourier transform of the two-point correlation.154) and (6.t) = SSS -00 -2 1 2~K mii (R. t )by . Thus h ( ~t).t) as the contribution to k from wavenumber K. defined as A The turbulent kinetic energy is which identifies &. (6. and 2vlc2k(~.23).

(6.6. while the last term on the right-hand side sums to -E.161) for h ( ~t).4 Fourier modes the kinetic energy and dissipation rate. t). t ) The evolution equation for h ( ~ (Eq. There is a direct correspondence between Eq. from the Fourier mode K . which plays a central role in the energy cascade. and the Kirmin-H~warthequation for f (r. and from the fact that in homogeneous turbulence the two-point correlation Rij(r. They contain essentially the same information. t)..2VK2h(K. (6.161) is dk/dt. (6. can be deduced from that for i i ( ~ . is obtained. t) = T(K. dt A where } denotes the real part.t) and related quantities (see e. and so (as can be confirmed directly) the sum o:f T is zero: Thus the term T(K. Domaradzki (1992)). (6. and that an explicit expression for the energy-transfer rate T(K.75).t) represents a transfer of energy between modes. respectively.r. For isotropic turbulence dk/dt equals -E. When it is summed over all K.t) is independent of .the left-hand and { side of Eq.g.t) . Indeed. - - - EXERCISES - Show that the covariance of two Fourier coefficients of velocity can be expressed as With the substitution x = xf .t). An advantage of the formulation in terms of Fourier modes is that it provides a clear quantification of the energy at different scales of motion. Eq.146)): d --h(K. using direct numerical simulations of isotropic turbulence. it is possible to measure T(K. but expressed differently.t).

169).22).152)) show that kij(.e.. (6. in homogeneous turbulence. and define g result ( ~= )Y ( K ) Obtain the to show that both kij(K) and ( ) are positive semi-definite.153). (This is a stronger result than Eq. From the definition of k j ( K ) (Eq.) . show that the last result can be re-expressed as (Hint: see Eq. (E. From conjugate symmetry show that From the incompressibility condition K ii(rc) = 0 show that Note that all of these properties also apply to the velocity-spectrum Let Y be any constant vector. for i = j.) Hence. by setting Through the substitutions K' = -K.) 2 0. show that. verify Eq. for all Y.6 The scales of turbulent motion position. (6. (6.154). (6. i. hence establishing Eq.

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182) is a result of incompressibility (see Exercise 6.3) it represents the Reynolds-stress density in wavenumber space: that is..21).4.therefore so components of aij(PC) also is the trace: r~ is a useful quantity to consider beThe velocity-spectrum tensor @-(K) cause (as shown in Section 6.20). is the (continuous) wavenumber vector. to abbreviate the notation. the dependences of Rij and m i on time are not shown explicitly.180) we obtain (Note that mV has dimensions of (vel~cit~)~/(wavenumber)~. the two-point velocity correlation and the velocity-spectrum tensor form a Fourier-transform pair: Here K = { K ~ . and. on setting r = 0 in Eq.) .5. (6. It then follows that the diagonal (. j ( ~ ) positive semi-definite. The velocity-spectrum tensor @ij(K) is a complex quantity that has the properties Equation (6.e.6 The scales of turbulent motion 6. wavenumber space) from the Fourier mode eiKmX In particular. i. and. (6. while Eq.2rc3} . mij(K) is the contribution (per unit v ~ h m e in to the Reynolds stress (uiui).em i = j) are real and non-negative. or equivalently (velocity)2x (length)3.181) stems from the symmetry properties of Rij(r) and from the fact ithat Kj(r) is real. In addition @ . is for all vectors Y (see Exercise 6.1 Definitions andproperties The velocity-spectrum tensor In homogeneous turbulence.

i~ defined as ( Alternatively. @-(rc) l~ of information. Velocity-derivative information is also contained in ( ) in particular. Second. centered at the origin.210) and (6. m22(rc) pertains entirely to the field u2(x).e. )~S(K Thus ) . The information contained in First. ..5 Velocity spectra can be considered in three parts.e. To express this mathematically.23). A simpler though less complete description is provided by the energy-spectrum function E(K). (6.which is a scalar function of a scalar.n-. the energy-spectrum functi0n. the subscri-pts (iand j) give the directions of the velocity in physical space. 6. Third. lover the surface of this sphere is denoted by with radius K . The energy-spectrum function contains a great deal Being a second-order tensor function of a vector. T energy-spectrum function is obtained from (DaIh(rc) CJ by removing all directional information. the wavenumber's magnitude determines the lengthscale of the mode. the wavenumber direction rc/lrcl gives the direction in physical space of the Fourier mode. on account of the sifting property of the Dirac delta function (see Eq. so that the dissipation rate is (see Exercise 6. we denote by S(K) the sphere in wavenumber space.213)). The information about the direction of the velocities 2 ) The information is removed by considering (half) the trace.8). and integrati0. The relationship between mij(") and the integral lengthscales is given below (Eqs. ( about the direction of the Fourier modes is removed by integrating ever all wavenumbers rc of magnitude llcl = K.. i.6. (C. i. l = 2n/1rcI (see Fig.1 ) )an equivalent expression is where K is here an independent variable ( i e . So. independent of PC). for example.

for negative K. or zero according to Eq. (6. then E(K) varies as K~ for small K (see Exercise 6.26). in isotropic turbulence. EXERCISES Show that . the directional information in cDij(K) can depend only on K. from Eqs.6 The scales of turbulent motion The properties of E(K) follow straightforwardly from those of @i~(K): E[K) is real.25). in isotropic turbulence.Reynolds (1987)) that grid turbulence produces behavior. (6. Integration of E(K) over all K is the same as integration of :mii(K) over all K. and. to within scalar multiples. However. it is possible for mij(K) to be non-analytic. and. mij(K) contains much more information than does E(K). it is undefined according to Eq.but.189). non-negative. cDij(K) is completely dletermined by E(K).18 7).133)). (6. with E(K) varying as lc2 (Saffman 1967).185) and (6. to yield the result that. E (K) d~ is the contribution to k from all wavenumbers K in the infinitesimal shell K I 1 lcl < K d~ in wavenumber space. Oij(K) is given by + where A(K) and B(K) are scalar functions of K. Consequently. In direct numerical simulations both rc2 and rc4 behaviors can be obtained (Chasnov 1995). These scalar functions are readily determined (see Exercise 6.. but the evidence is not conclusive. in isotropic turbulence. we obtain for the turbulent kinetic energy and for the dissipation Evidently. (6. If it is assumed that @ + IJ= ( K ) is analytic at the origin. If the turbulence is isotropic. Thus. In general. There have been suggestions (e+g.188). the velocity-spectrum tensor is where P i j ( K ) is the projection tensor (Eq. the only second-order tensors that can be formed from K are aij and iciKj.

with a single probe (e.6.193).) Show that application of the incompressibility condition rcimij(K) = 0 to Eq. it has an expansion of the form where are constant tensors. to measure Rij(r) along a line. However.t)-elV.192) is Hence deduce Eq. (6. then at time t it and the velocity measured by the probe is U (m) (t) = U(X(t). H be ~ isotropic. Using the results of Exercise (6. (6.which clearly is not feasible.5 Velocity spectra (Hint: argue that the integral in Eq.183)) dictates dlijk = 0. a hot-wire anemometer) it is possible.' The probe is moved rapidly through the turbulence at a constant speed V. to an approximation.24).g. One technique is to use a 'flying hot wire. the probe moves in the direction of the el basis vector). If the probe is located at xo at time t = 0. . (6. Show that incompressibility dici j . along a straight line that we take to be parallel to the xl axis ( e .TO determine these quantities experimentally requires the measurement of the two-point velocity correlation Rij(r) for all r . (6. If mij(PC:) is analytic at the origin. Then show that (to leading order for small n) the energy-spectrum function is Taylor's hypothesis In direct numerical simulations of turbulence it is possible to extract the velocity-spectrum tensor m i j ( K ) and the energy-spectrum function E(K).195) ~ I N . and that the positive semi-definiteness of Qij(K) (see tates 0(O) (1) Eq. i.. show that the energy-spectrum function corresponding to Eq. a scalar multiple of bij.e.0. .192) yields B(K)= -A(K)/K~. (6..

The quantities deduced from the measurements (using Taylor's hypothesis) are of the form .. In a frame moving with the mean velocity. the probe is moving with velocity elV = -(U) = e l ) Hence the flying-hot-wire analysis applies (with rl .6 The scales of turbulent motio:n T#hetemporal autocovariance obtained from U( m )( t ) is where rl = Vs is the distance moved by the probe in time s.e. Its accuracy depends both upon the properties of the flow and on the statistic being measured. many experiments (e. (6. For the practical case of finite V. Tong and Warhaft (1995)) have shown Taylor's hypothesis to fail.203) ..one that improves as V increases. and higher-order corrections can be made (Lumley 1965). One-dimensional spectra Nearly all the existing experimental data on turbulence spectra come from stationary hot-wire measurements.O). In free shear flows. clearly Eq. Eq. in the hypothetical limit of the probe's speed V tending to infinity. A simpler and much more common technique is to use a single stationary probe. The approximation of spatial correlations by temporal correlations . then. If the turbulence is statistically homogeneous in the xl direction. (6. in these circumstances. the temporal autocovariance measured by the probe yields the spatial autocovariance at (xo.-(U1)s).is known as Taylor's hypothesis (Taylor 1938) or the frozenturbulence approximation.g.g. on the other hand. In grid turbulence with u'/(U1) << 1. This method is applicable to statistically stationary flows in which (at the measurement location) the turbulence inten-sityu' is small compared with the mean velocity (U).203) is an approximation . we obtain Thus. it is quite accurate. which we take to be in the xl direction.

Eqs. The one-dimensional spectrum EI1(rc1) is related to the longitudinal autocorrelation function by .9)). 7 (Henceforth the dependence on t is not shown explicitly.) For the diagonal components . Consequently E22(rc1) can be rewritten with the inversion formula [J is (cf. In the next section.t) obtained from R j ( e l 1t ) and show their relationship to . It should be appreciated that E 2 2 ( ~ 1 has ) contributions from all wavenumbers PC in the plane el PC = rcl. Here we define and deduce the properties of the one-dimensional Eij(rcl. (6.t) are used to assess the Kolmogorov hypotheses. (6.6. and an even is also real and even.spectra -(PC t) and E(K.R22(elr l ) is real.27). so that Eq. so that the wavenumber can be appreciably magnitude JPCJ of the Fourier modes contributing to E22(rc1) larger than K ~ . experimental iJ data on Eij(Kvl.t) in isotropic turbulence.5 Velocity spectra where f and g are the longitudinal and transverse autocorrelation functions (Eq.45)).taking i = J" = 2 as an example .8) and (D. (D.206) function of rl. (6. The one-dimensional spectra Eij(rcl) are defined to be twice the onedimensional Fourier transform of Rij(elrl): . The factor of two in the definition of EV-(lcl) added so that (setting r1 = 0 in Eq.208)) we obtain The one-dimensional spectrum is related to the velocity-spectrum tensor (see Exercise 6.

it is readily shown (see Exercise 6.6 The scales of turbulent motion Fig. (6..210) for Ell(rcl) and substituting Eq. 6. A sketch of wavenumber space showing the definition of the radial coordinate K. 6. Eq. and the integrand is radially symmetric about the rcl axis.214) can be rewritten This formula underscores the previous observation that El (rcl) contains contributions from wavenumbers rc greater than icl .211) yields for the longitudinal integral scale There are similar results for the transverse correlations. introducing the radial coordinate rc. (see Fig. In isotropic turbulence the one-dimensional spectra are determined by the energy-spectrum function E(rc). Eq.193) for ( IJK ) we obtain The integration is over the plane of fixed rcl. Hence. (6. Indeed.10.10) and noting that 2n:rc. Writing Eq. (6. drc.28) that Ell(rcl) is a . = 2nrc drc (for fixed rcl).a phenomenon called aliasing. and to the longitudinal structure function by With rcl = 0. (6.

-( l drc 2 l ( + ~ 2 2 ( 4 ) .221) to show that Ell(rcl) is a monotonically decreasing function of rcl. determined by its longitudinal counterpart (Eq.46) (see also Eq. Hence verify Eq..The relationship can be obtained by taking EZ2(rc1) the cosine Fourier transform of Eq. Differentiate Eq.210)..6. . so also turbulence. (6.0.216) to obtain drc. Use Eq. (6.211)): EXERCISES From Eq. in isotropic .217).208) show that Hence verify Eq. irrespective of the shape of E (rc). so that El1 is maximum at zero wavenumber.28) to obtain E(K)in terms of Ell(ul)(for isotropic turbulence): drc drc Just as the transverse velocity autocorrelation function g(r) is.46)) is determined by Ell(rcl). E (rc) = -K . The above formula can be inverted (see Exercise 6. (6.180) show that and from Eq. (6. and hence is maximum at K1 .E1i i ( ~ ) drc d . Show that in isotropic turbulence. (6.5 Velocity spectra monotonically decreasing function of rcl. (6. (6. (6. (6.

. we are interested i:n power-law spectra of the form (over some range of rcl).. with and from Eq. Comparison o f spectra In Section 6. in isotropic turbulence. and Ci are related. A = (u.228) then it follows from Eq. (6.) If Ell(rcl)is given by Eq.5. where C1 is a constant and A is a normalization fac2 L-1-P ) Such spectra are examined in detail in Appendix G.5..3. tor (e.11 shows the various spectra . in isotropic turbulence. (6.given Figure 6. the longitudinal integral scale is Show that.2). (6. EZ2(rc1) and E (rc) are related by Power-law spectra In examining the Kolmogorov hypotheses (in Section 6.218) that EZ2(rcl) is with Thus the power-law exponent p is the same for the three spectra. (6. The following observations are made.246)) which provides a reasonably accurate representation of measured turbulence spectra. C.217) that E(K)is .E(K).. we introduce a model spectrum (Eq.g. and the constants C. E11(~1). and EZ2(rc1) . by this model for isotropic turbulence at Reynolds number Ri = 500.6 The scales of turbulent motion Show that.

51) and (6. the values of Ell. the onedimensional spectra are maximum at zero wavenumber. contrast.55 and (6. the spectra decay more rapidly than a power of K.216)). J 6.5 Velocity spectra Fig. dashed line. Comparison of spectra in isotropic turbulence at Rn = 500: solid line.In this range.1 1 .213)).) (i) In the center of the wavenumber range. This again illustrates the fact that the one-dimensional spectra contain contributions from wavenumbers K greater than K' (see Eq. the high-wavenumber portion of the velocity . (iii) At low wavenurnber. Eq. (iv) At low wavenumber. ~.5. all the spectra exhibit powerlaw behavior with p = 2 .'18' (ii) At high wavenurnber.2 Kolmogorou spectra According to the Kolmogorov hypotheses.246). (6. E22 and E are in the ratios 1'3 .6. consistent with the underlying velocity field being infinitely differentiable. E(K) tends to zero as K ~In . in any turbulent flow at sufficiently high Reynolds number. dot-dashed line. consistent with Eqs. the model spectrum. (6.230) 4. E l I ( K ) (Arbitrary units. the one-dimensional spectra Ell and E22 are in the ratio 2:l .consistent with the ratios of the integral length scales Lll and L22(see Eqs. (6. E 2 2 ( ~ 1From ).232). (6. E(K). 6.

According to the hypothesis of local isotropy. for K > ICEI.2 (e. (6.29) and (6. can be obtained via two different routes.218)).30)). and the isotropic relations among Ell(lcl). whch corresponds to The second similarity hypothesis applies to scales in the inertial subrange. The first route is to obtain the Kolmogorov spectra as the appropriate Fourier transforms of the structure functions.233) and (6.234) apply for K > KE~.214)-(6. for K > KEI. According to the first similarity hypothesis. E(K) is a universal function of K. (6. .In wavenumber space the corresponding range is K > KEI 2n/!EI. E (K) apply (see Eqs. (61. Alternatively. Consequently. The implications of the Kolmogorov hypotheses for the second-order velocity structure functions are given in Section 6. we follow the second route. E. (6. simple dimensional analysis shows that this universal relation can be written where ~ ( K V )is a universal non-dimensional function . Eqs. specifically in the universal equilibrium range defined by !< lEI. and Eqs. which is s h p l e r though less rigorous: this is to apply the Kolmogorov hypotheses directly to the spectra. velocity statistics pertaining to the universal equilibrium range are isotropic.g. the relation is where ( K ) is the compensated Kolmogorov spectrum function. velocity statistics Ipertaining to the universal equilibrium range have a universal form that is uniquely determined by E and v. if E and K are used to non-dimensionalize E (K). the velocity-spectrum tensor cDij(~) is given in terms of the energy-spectrum function E(K) by Eq. and v. Thas conclusion..the Kolmogorov spectrum function. Recall that (for any turbulent flow at sufficiently high Reynolds number) the Kolmogorov hypotheses apply to the velocity field on small lengthscales.193). E22(~1 and ) . However..6 The scales of turbulent motion spectra adopts particular universal forms. These universal functions are related by . and the forms of the Kolmogorov spectra. Consequently. Using E and v to no:n-dimensionalize K and E(K).

or. Fig.e. According to the hypothesis.) This is the famous Kolmogorov -. In the inertial subrange. and Sreenivasan (1995)).5 (see ig. the one-dimensional spectra are given by 5 . i.12. E(K) has a universal form uniquely determined by E.6.e. the energy-spectrum function is ( e m Eq. independent of v. C.234) for E(Ic). The corresponding range in wavenumber space is ICEI < IC < KDI. . (6. ~q << 1.3 spectrum.228) with 5 p=) 3 Consequently.1.5 Velocity spectra range Universal equili brium range Inertial subrange I I Dissipation range Fig. cf. Oij(IC) is an isotropic tensor function and E(K) is a power-law spectrum i f Eq. Wavenumbers (on a logarithmic scale) at very high Reynolds number showing the various ranges. Experimental data support the value C = 1. Hence the second similarity hypothesis predicts that. the function Y becomes independent of its argument.1 7 below. (6. (6.5. in the inertial subrange.. i. q << i? < lo. In Eq. as its argument lcq tends to zero ( i . in the inertial subrange.. 6. and C is a universal Kolmogorov constant.237)). 6. or more precisely lD1 < i? < i ? .see Fig. according to the second similarity hypothesis. v enters solely through q. in terms of I C ~ . it tends to a constant. (6. 6.12. as shown in Section 6. Eq. Hence the hypothesis implies that.234) with Y = C..

Similarly.30)) in the inertial range. are essentially unity. and tends to unity for large KL. Clearly f L tends to unity for large KL. f.(With the alternative choice po = 4.240)) and that of the second-order velocity structure function (Eq. The powers p and q (E(K) K-P.228)-(6. The function f L determines the shape of the energy-containing range. so the Kolmogorov -3 spectrum with constant C is recovered.25)). and CL is a positive constant.In the inertial subrange both f L and f.6 The scales of turbulent motion where (see Eqs. (6. Eq. There is a direct correspondence between the form of E l l ( q ) (Eq.3 A model spectrum Before examining experimental data to test further the Kolmogorov hypotheses. The specification of f L is where po is taken to be 2. determines the shape of the dissipation range.while the exponent +po leads to E(K)varying as KPO = K2 for small KL. ((3. n which has E(K) K~ for small K. Some properties of power-law spectra are given in Appendix G. 6. are specified non-dimensional functions. (6.232)). we introduce a simple model spectrum that is used for comparison.) - . (6. DLL(r) rq) 5 are related by p = 3 = 1 q = 1 23m and the constants (to an excellent approximation) by + + - - 9 (see Eq.247) is known as the von K6rm6n spectrum (von ~ i r m i 1948). The model for the energy-spectrum function is where f L and f.5. and it tends to unity for small KV. (6.

for c.249)) departs from unity too rapidly for small icq. (6. = 0. The specification of f. The power laws E(K) rc2 at low wavenumber and - . for large K. it follows that.216)-(6. Several experiments support the exponential form with /3 = 5. (6.40 (see Exercise 6.1 (see Exercise 6.248) with C = 1. this reduces to f q(Kl?> = exp(-Pk-l?)- (6.246)-(6.78 and ctl w 0.13. For specified values of k.6. is where /3 and c.2 18).2. Alternatively. are determined by the requirements that E(K) and ~ V K ~ E ( Kintegrate ) to k and E. Hence the exponential decay (as suggested by Kraichnan (1959)).13 is a log-log plot of the model spectrum (with Kolmogorov scaling) for Rl = 500.2 (see Saddoughi and Veeravalli (1994)). However. and v. For isotropic turbulence. These deficiencies are remedied by Eq. The model spectrum (Eq. respectively: at high Reynolds number their values are CL w 6. the energy-spectrum function decays more rapidly than any power of K (see Appendix G). are positive constants. (6. the simple exponential (Eq. Figure 6.33). 6. (6.248). the nondimensional model spectrum is uniquely determined by a specified value of Rid The constants c~ and c.5 Velocity spectra Fig. (6.5 and /3 = 5. the model spectrum is determined by Eqs. Note that. and the value of /3 is constrained to be /3 2. E.249) Because the velocity field u(x) is infinitely differentiable.246)) for RA = 500 normalized by the Kolmogorov scales.32). corresponding models for the one-dimensional spectra E ( K and E2&c2) are obtained from Eqs.

(6. Taylor's hypothesis is invoked in order to obtain measurements of the one-dimensional spectra Eij(~l)+ Figure 6. and for ~1 > KEI The data shown in Fig. the integral of the model spectrum (Eq. the extent of the power-law region generally / ( ~being ~ increasing with RA. 5/3 Compensated one-dimensional spectra ( K~ Ell(lcl))with Kolmogorov . with the departures from universal behavior in Fig.1. the Kolmogorov hypotheses.1. 6.14 arising from the energy-containing range K < KEI. It may be seen that.6 The scales of turbulent motion E[K) K . experimental data. 6.5. the integral in Hence show that. (6.Thus the data are consistent with E I I ( ~ l ) ) a universal function of lclq for K~ > KEI. sufficiently high Reynolds number. (6.180. - decay Show that. (6. all the Reynolds numbers from 23 to 3. In most of the relevant experiments. for ~ 1 > data lie on . with Kolmogorov scaling.246)) over all K yields Show that. and the model spectrum are used to examine velocity spectra in turbulent flows. with Taylor-scale q 0. the Kolmogorov hypotheses imply that the scaled spectrum cpll --= E ~ ~ ( K ~ ) / ( E isV a~ universal )'/~ function of K I ~ at. with Eq. The model spectra (also shown in Fig.14 for various RA)appear to represent the data quite accurately.I 3 in the inertial subrange are evident. as is the at large K. The high-Reynolds-number data exhibit powerlaw behavior for rclq < 0. 6.247) (with p o = 2).233)). EXERCISE .14 is a compilation of measurements of E l l ( ~ l )plotted .14 come from many different flows. As is the case with E(K) (Eq. at very high Reynolds number.5.a single curve.4 Dissipation spectra In this and the next four subsections. the high-Reynolds-number asymptote 6. for C = 1.250) is fL given by Eq.

and 1. Measurements of one-dimensional longitudinal velocity spectra (symbols). shear 130 S&M 1965.300.1. 6. BL 1500 Fig. 37 S&V 1994. (6. For lclq > 0. which emphasizes the dissipation range. 72 Champagne 1970.5 Velocity spectra U&F 1969.3 corresponds . BL 600 S&V 1994. BL 850 Tielrnan 1967. grid turb. the final number in the key is the value of RA. grid turb. horn. 6.14. The experimental data are taken from Saddoughi and Veeravalli (1994) where references to the various experiments are given.500 (lines).70. BL 23 CBC 1971.6. BUO1 Laufer 1954. For each experiment. there is close agreement between measurements in grid turbulence (Ri ss 60) and in a turbulent boundary layer (RIM = 600).246)) for RA= 30. channel53 CAHI 1991. wake 23 U&F 1969. grid turb. round jet 780 C&F 1974. wake 308 CBC 1971.600. BL 282 K&V 1966. and model spectra (Eq. return channel3180 Grant 1962. The straight-line behavior evident in this plot for lclq > 0. again supporting the universality of the high-wavenumber spectra. 540 K&A 1991. scaling are shown in Fig.130.15 on a linear-log plot. pipe 170 Tielrnan 1967. tidal channel 2000 Gibson 1963.

(6. Also shown in Fig. Eq. Having established that the model spectrum describes the dissipation range accurately. Again. 6.254). These are the exponential where p . (6. Compensated one-dimensional velocity spectra.6 The scales of turbulent motion Fig.6). and the Pao spectrum (see Pao (1965) and Section 6. (6. and of Saddoughi and Veeravalli (1994) in a turbulent boundary layer at RA PZ 600 (circles). dashed line. is given by Eq. (6. It is evident from Fig. and also the cumulative dissipation . model spectrum Eq. 6. ) to Figure 6. Solid line.15. the model spectrum represents the data accurately. to exponential decay of the spectrum at the highest wavenumbers. we now use it to quantify the scales of the dissipative motions.15 are the one-dimensional spectra deduced from two alternative models for f v (lcq). exponential spectrum Eq.246) for RA= 600.15 that these alternatives-do not represent the data as well as the model spectrum does. Measurements of ComteBellot and Corrsin (1971) in grid turbulence at RAx 60 (triangles).16 shows the dissipative spectrum D(K)= ~ V I C ~ E ( Kaccording the model for Riv= 600.258). 6.253) . dot-dashed line. Pao's spectrum.

) On the basis of these observations we take the demarcation lengthscale between the inertial and dissipative = 60q. 6. The dissipation spectrum (solid line) and cumulative dissipation (dashed is the line) corresponding to the model spectrum Eq.K) = is) 2 motions responsible for the bulk of the dissipation (0.34. l = 2 n / ~ wavelength corresponding to wavenumber K.75. (6.1. Thus the &(o. Characteristic wavenumbers and wavelengths obtained from these curves are given in Table 6. (There is no inconsistency between this observation and the Kolmogorov hypotheses: the hypotheses imply that the characteristic size of the dissipative motions scale with q.16. both normalized by the Kolmogorov scale q.5 Velocity spectra Fig. at high Reynolds number. corresponding to C / v occurs at ~q = 0.246) for RL= 600. 6.246)) is . (The significance of lDI is illustrated in Figs. the expression for dissipation obtained from integration of the model spectrum (Eq.2 and ranges to be lDI - - EXERCISE -- Show that. The abscissa shows the wavenumber K and the corresponding wavelength l = 27r/rc. It may be seen that the peak of the dissipation spectrum oc24.1 < ~q < 0. corresponding to l / v 18. while the centroid (where curs at lcq = 0.6. not that it be equal to q. (6. or 60 > l / q > 8) are considerably larger than the Kolmogorov scale.26.

then the integral in Eq. (6.over which range IC. (6. (6.256) is Hence show that the high-Reynolds-number asymptote of Po is for C = 1. (6. 6.240)) in the inertial range.253). A more direct test (that includes the dissipation range) is to compare the ~ ~ ~ e a s u r value e d of E22(1~1)with .17.246) at Rn = 600) Defining wavenumbers Peak of dissipation spectrum 0.17 also provides some evidence of local isotropy in this distinctly ~ 2~ x anisotropic turbulent flow: for I C > Ep and E33 are very similar. 6.256). The compensated spectra ~ ~ ~ e a s u in red a high-Reynolds-number boundary layer are compared with the Kolmogorov prediction in Fig. is given by the exponential Eq.1.243)). The model spectrum is. Figure 6. 6.y more than a factor of 2. (6. if f. (6.5. (6. It may be seen that the data are within 20% of the predicted value over two decades of wavenumbers . and this behavior is evident in Fig.26 24 Show that.5 The inertial subrange The second Kolmogorov hypothesis predicts a 3 Ispectrum in the inertial subrange.17.5. The power-law behavior evident in Fig. constructed to yield the Kolmogorov behavior in the inertial subrange.254)) satisfies Eq.>/3 increases b.14 is best examined by plotting the compensated spectrum c 2 I 3IC1 'I3 E ~ ~ ( I c For ~ ) then . of course. and (as predicted by local isotropy) the plateau value of their compensated spectra is 4 3 that of Ell (Eq. Confirm that the Pao spectrum (Eq. the Kolmogorov hypotheses predict that this .m Eq.quantity adopts the constant value C1 (see Eq. Characteristic wavenumbers and lengthscales o f the dissipation spectrum (based on the model spectru.000. 6.6 The scales of turbulent motion Table 6.

Eq.218).246). (6. 6. and {u:}. corresponding to the measured values of . (6.450.6. and 910. . long dashed lines.17. 690.5 Velocity spectra Fig.450. Saddoughi and Veeravalli (1994) performed this test and found that the measured and calculated values diffei by no more than 10% throughout the equilibrium range. Cl and Ci corresponding to Kolmogorov inertial-range spectra. dashed lines. Solid lines. Compensated one-dimensional spectra measured in a turbulent boundary layer at Riw 1. experimental data Saddoughi and Veeravalli (1994). (For E l l . Ez2 and E33the model spectra are for Rn = 1. respectively. model spectra from Eq.) 9 that calculated from El1(rcl) with the assumption of isotropy.

Fig.6 The scales of turbulent motion Table 6. Characteristic wavenumbers and lengthscales o f the energy spectrum (based on the model spectrum Eq. Second. 6. in isotropic turbulence.0. unlike the universal equilibrium range. . = 60 and R2.2. may be seen that (with this scaling) the shape of the spectrum does not vary strongly with the Reynolds number.246) at Ri= 600) Defining wavenumber Peak of energy spectrum k(0. the shape is little different.although this is a poorly conditioned process. we examine E (u) in grid turbulence (which is reasonably isotropic). (6. and that the model provides a reasonable representation of the data. (6. ( K ( > KO.6 The energy-containing range Two factors make the examination of the energy-containing range more difficult. For.18 shows measurements of E(K)in grid turbulence = 1. (6. Also shown in Fig. and the 10% difference in the peak values is most likely within experimental uncertainties. E(K)has the integral properties With these-scalings. First. . It at Rib= 60. The energy-spectrum function E(K) is the most informative quantity.223)) .246) with po = 4 (which gives E(K) rc4 for small KL).1k k(~?K) - 0.000. the one-dimensional spectra provide little direct information. 6. and the longitudinal integral length scale L1l. Compared with po = 2. the energy-containing range depends on the particular flow.K) . and also the model spectrum for R.5k 6. This is because Ell(rcl)contains contributions from all wavenumbers of magnitude greater than u1 ( e . For isotropic turbulence this can be obtained experimentally by differentiating one-dimensional spectra (see Eqs. With these difficulties in mind.18 is the model spectrum Eq.5.217) and (6. Appropriate scales for normalization are the turbulent kinetic energy k.


21 contrasts high-Reynolds-number (Riv = 1. and (b) Kolmogorov scales. The model spectrum for various Reynolds numbers. 6.1.. 6. With the Kolmogorov scaling employed. The important observation to be made with Fig. LL.20(a) shows the model spectrum normalized by k and Lll for a range of Reynolds numbers.7 Eflects o f the Reynolds number Figure 6. a greater value of k/u2). . On this basis we take the lengthscales characterizing the energy-containing motions to be 6 = Lll and eEr= L ~ ~ . 6. while the energy-containing range moves to lower values of icy as Rl increases. K ~ is + k( ~ a ) ~~ b - laKb laKb E(K) d~ = KE(K) d l n K. but normalized by the Kolmogorov scales. The same spectra. the energy in ) the wavenumber range (K. As is the usual practice with log-linear plots such as this. are shown in Fig. That is. the energy and dissipation spectra overlap significantly: there is no clear separation of scales. the high-Reynolds-number spectrum contains more energy ( e . at low Reynolds number.000) and lowReynolds-number (Rlv= 30) energy and dissipation spectra.6 The scales of turbulent motion Fig. It may be seen that the energy-containing ranges of the spectra (0. with increasing RA. Consequently the energy v spectra are scaled by different numerical factors so'that they can be compared on the same plot. 6+20(b).the extent of the -5 3 region increases..5.1 < rcLll < 10. and the dissipation range (where the spectrum rolls off) moves to higher values of rcLll. say) are very similar. whereas. Now the dissipation ranges (uq > 0. say) are very similar.20. The overlap between the energy and dissipation spectra can be quantified . scaled by (a) k and LI1. 6 < e < 6Lll. the spectra are multiplied by u so that the area under the curve KE(K) represents energy.21 is that. Figure 6.


43. Taking uo = k 1/2 and lo= Lll.23 shows f o as a function of RAfor the model spectrum. Evidently very large Reynolds numbers are required in order for there to be a decade of wavenumbers in which both energy and dissipation are negligible. it exceeds the asymptotic value by 50% at Finally. according to the model spectrum.23. However. From the definitions of ReL. this tenet is ~k 3/2 / L l l . this ratio increases significantly as RAdecreases . from the definition L -= k 3/2 /E.= 30 and 1. (6. 6.000 the values of f o are 0.25 shows the relationship between the different turbulence Reynolds numbers. where uo and loare characteristic velocity scales and lengthscales of the energycontainingeddies. Figure 6. Evidently. and Eq.6 The scaler of turbulent motion Fig. Fig. Rn.for example. we have so that the scaling of E with k 3 / 2 / ~ 1is 1 equivalent to the constancy of Lll/L. ( 1 0 ~and ~ )an 'overlap fraction' f o can be identified and defined by Thus the decade of wavenumbers ( 1 0 ~ contributes ~ ) a fraction a little less than f o both to the energy and to the dissipation. The fraction f o of the energy and dissipation contributed by the wavenumber decade of maximum overlap as a function of Ri for the model spectrum.75 and 0.11. Figure 6.64) we have . For RA. Now.24 shows the lengthscale ratio L l l / L as a function of Rn. 6. at high Reynolds number L l l/ L tends asymptotically to a value of 0. An important tenet in the picture of the energy cascade is that (at high Reynolds number) the rate of energy dissipation E scales as ui/lo.

2? .g. EXERCISE For a high Reynolds number.L)-~/~ 1.k(0. based on u' and Lll.5).24. Turbulence Reynolds numbers ReL (solid line) and ReT (dashed line) as functions of Ri for the model spectrum. we have In turbulent flows.io of the longitudinal integral lengthscale LI1 to L . use the Kolmogorov spectrum (Eq.2.~~(K L~~) # How does this estimate compaie with the values given in Table 6. L l l / L = 0. (6. 6. u'/U = 0.239)) to estimate that the fraction of energy arising from motions of wavenumber greater than K is ~c(. Whereas.6. and for wavenumber K in the inertial subrange.k3/'/c as a function of the Reynolds number for the model spectrum. Fig. leading to the rough estimate Ri = dm. The rat. 6.K) 2 (6..268) I.267) k -2/3 (6. the flow Reynolds number Re = UL/V is typically an order of magnitude greater than ReT (e.5 Velocity spectra Fig.25.

' /Hence ~.' (see Exercise 6.) . the appropriate timescale is that formed from K and E.5. or the isotropic portions of the spectra for locally isotropic turbulence. 1.8 The shear-stress spectrum Thus far we have examined the velocity spectra o:nlyfor isotropic turbulence.3) and.g. i. < D 1 2 ( ~ ) and E l 2 ( ~ lare ) . the criterion for isotropy at wavenumber ? I With the lengthscale Ls defined by this criterion can be re-expressed as (Exercise 6. This a~isotropy is evident in the Reynolds stresses (e.35 shows that Ls is typically a sixth of L = k 3/2 /E. then the influence of the mean shear S is characterized by the non-dimensional It is reasonable to suppose that..g. in view of the relation the spectrum must therefore also be anisotropic over at least part of the wavenumber range. In the dissipation range the appropriate timescale is z.270) amounts to a high-Reynolds-number requirement.6 The scales of turbulent motion 6. as first suggested by Corrsin (1958). (6. T(K) = ( K ~ E ) . e. The simple.e. Hence. In simple shear flows with S = i7(Ul)/i7x2 > 0 being the only significant mean velocity gradient .35).f Z(K) is the characteristic timescale of motions of wavenumber K. In the inertial subrange. zero. and at higher wavenumbers E 1 2 ( ~ decays 1) more rapidly than does El ( K ~ )(consistent with local isotropy). then so parameter ST(K). (ulu2)/k = -0... Given the prominent role played by the shear stress both in momentum transport and in production of turbulence energy.. also. In these cases the shear-stress spectra. so that Eq. consistent picture that emerges is that (inevitably) the dominant contribution to (ulu2) is from wavenumbers in the energycontaining range. a criterion for the isotropy of the smallest scales is The parameter ST varies as R. is the level of anisotropy created by the mean shear. it is important to ascertain the contributions to (ulu2) from the various scales of motion. if SZ(K) is small. the mean shear rate S causes the turbulence to be anisotropic.

The small level of anisotropy in this range can be hypothesized to be a small perturbation (caused by S) of the background isotropic state . Figure 6. since (with some .) more rapidly than does -7/3 compared with K. It is of course significant that E 1 2 ( ~ I decays . is the 1x1-u2 correlation coefficient of the Fourier modes.15. Evidently.5 / 3 ) SO that the anisotropy decreases with ( 1 (as 4 K1. This is consistent with ~ E I . and that the shear-stress spectrum E12(rc1) furthermore.35 shows that us is typically then determines E12.L 6 L ~ marking ~ the start of the inertial subrange. It follows from this hypothesis is determined by K .it varies linearly with S. (6. On the basis of this measurements of H12(rcl) and other data Saddoughi and Veeravalli (1994) propose the criterion for the locally isotropic region of the spectrum. This result is due to Lumley (1967a). that .6.which ).277) with C12= 0.26 shows E 1 2 ( ~(scaled 1) by Ls and us) measured at four different locations and Reynolds numbers in turbulent boundary layers. E.as a small perturbation .which is characterized by E .. Figure 6. This can be seen directly in the spectral coherency H 1 2 ( ~ .5 Velocity spectra At very high Reynolds number there is a wavenumber range within the inertial subrange. and S.27 shows in a turbulent boundary layer.yielding The linearity of E12with S where C12is a constant. Dimensional analysis then yields J ! A where E12is a non-dimensional function and the velocity scale us is (Exercise 6. for K~ LS >' 2 $ the data are in reasonable agreement with Eq.

boundary layers with RJw Fig. EXERCISE - 6. Shear-stress spectra scaled by u s and Ls: line.450. symbols. obtain the following results: - . experimental data of Saddoughi and Veeravalli (1994) from turbulent = 500 to 1.35 For a simple turbulent shear flow with S = d(U1)/i?x2. The spectral coherency measured in a t. 6.. P/E = 11. and a = -(ulu2)/k 0.248 7 6 The scales of turbulent motion - - Fig.27.3. assumptions) the data of Saddoughi and Veeravalli (1994) suggest that (2n/!e.277) with C12= 0.urbulent boundary layer a t RA = 1.400 (Saddoughi and Veeravalli 1994).15.26.)Ls a 6. 6. Eq. (6.

On the other hand. and a simple model spectrum.2-6.2 on page 13I). these large-scale motions can be strongly influenced by the geometry of the flow.e Kolmogorov hypotheses. .5 we introduced several statistics used to quantify turbulent motions on various scales. bnergy-containing rnotions We again consider very-high-Reynolds-number flow. and consequently the non-dimensional ratio / ( k 3 2 / ~ l lis ) not universal. transfer process depends on the non-universal energy-con taining motions. which scales as k 3 / 2 / ~ 1This 1 . We are now in a position to provide a fuller account of the energy cascade than is given in Section 6. energy is removed by inviscid processes and transferred to smaller scales (l < lEI) at a rate TEl. the energy-containing motions do not have a universal form brought about by a statistical equilibrium. and we examined these statistics through experimental data. and consequently so also is all of the production of turbulence. Furthermore. th.6 The spectral view of the energy cascade 6. Instead. This section therefore serves to summarize and consolidate the preceding development. In other words.Since their size is comparable to the flow dimensions L.1. so that there is a clear separation between the energy-containing and dissipative scales of motion in motions of lengthscale l . during the initial steps in the cascade. the viscous dissipation is negligible. their timescale Lll/k112 is large compared with the mean-flow timescale (see Table 5. All of the anisotropy is confined to the energy-containing motions. and in contrast to the universal equilibrium range. so that they are significantly affected by the flow's history.say).6.6 The spectral view of the energy cascade In Sections 6. whose characteristic velocity is of order k112. comparable to the integral lengthscale Lll (6Lll > l > l6 ~ 1 = 1 lEI.

The ) denoted contribution to the production from the wavenumber range (K.(K.glom (1975)) can be written -E(K. I.by The rate of gain of energy in the wavenumber range spectral transfer is (K.2 v E(K. t) .(K) is the spectral' energy transfer rate : it is the net rate at which energy is transferred from modes of lower wavenumber than K to those with wavenumbers higher than K. the other (examined in detail in Section 11. An exact expression for I .g. is given by the product of the mean velocity gradients d(Ui)/dxj and an anisotropic part of the spectrum tensor.-%(K. to the extent that all of the anisotropy is contained in the energycontaining range.4) expressing a primarily kinematic .K~) due to this Since ?.6 The scales of turbulent motion The energy-spectrum balan. ~ t). The production spectrum P.t). Hinze (1975)). e. t) . (6. t) = P. (6.. This equation (derived in detail in Hinze (1975) and Monin and Ya. This is simply related to l ( l ).. K ~ is by d 0 2 and. There are two contributions : one resulting from interactions of triads of wavenumber modes. this transfer term makes no contribution to the balance of turbulent kinetic energy k..the rate of transfer of energy from eddies larger than t to those smaller than l.I vanishes at zero and infinite wavenumber. similar to Eq. can be obtained from the Navier-Stokes equations (see.284). spectral transfer. and dissipation. we therefore have In the second term on the right-hand side of Eq.162)..ce For homogeneous turbulence (with imposed mean velocity gradients) this picture is quantified by the balance equation for the energy-spectrum function E(K. dt dK The three terms on the right-hand side represent production.

t) (Eq. Whereas in the dissipation range. sketches of (a) the energy and dissipation spectra. (b) the contributions to the balance equation for E(K.284) yields . and (c) the spectral energy-transfer rate. significant process so that (when it is integrated from KEI to ~ ~ Eq. 1 (6.284) ) yields where TD1 = 7&cDI).6. spectral transfer balances dissipation so that (when it is integrated from KDI to infinity) Eq.6 The spectral view of the energy cascade Fig. (6. (6.284) is the dissipation spectrum D(K. 6.28. ~ ~ ~ )0 and P ( o . when it is integrated over the energy-containing range (O. effect that mean velocity gradients have on the spectrum. . ~ )In except for dissipation.KEI) = k. The final term in t). For homogeneous turbulence at very high Reynolds number. the energy-containing range. Eq.284)). (6. Eq.284) yields In the inertial subrange.rcEI). With the approximations k(O. K E I ) = P . E ( o .t) = ~ V K ~ E ( K Figure 6. spectral transfer is the only where GI = T&cEI). all the terms are significant for E ( K .28 is a sketch of the quantities appearing in the balance equation . (6.

when 'dissipation' is being considered . in characterizing the inertial range spectrum as E(K)= CE 2/3 K -5/3 . analogy of questionable validity is that the flow of energy in the inertial subrange is like the flow of an incompressible fluid through a variable-area (in units of energy per time) while the duct. and are equal to. ~ ) bthat it takes for energy to flow from wavenumber K. Notice that this speed increases rapidly with increasing It follows from the solution of the equation d ~ / d = t k that. The rate of energy transfer from the energy-containing depends. to consider TEI The cascade timescale An. and finally the high wavenumber part of the spectrum dissipates the energy at the same rate as that at which it receives it.E. LI~/L .4.eEI = L L ~ ~and . the time t(~a . y 0.@) = TEI . the last three equations give (without approximation) the turbulent-kinetic-energy equation dk/dt = p . El..it is conceptually superior in place of E.e. in a non-universal way. However. Thus both 7 and E are determined by. .2 52 6 The scales of turbulent motion - When they are added together. on several factors including the range TEI mean velocity gradients and the details of the energy-containing range of the spectrum. according to this analogy. The above equations again highlight the essential characteristics of the energy cascade. this formula 6 giving the estimate that the lifetime of the energy once it enters the inertial subrange is just a tenth of its total lifetime T = k / ~ . Quite often. this transfer rate then establishes an inertial subrange of universal character with I. So the speed (in units of wavenumber per time) at which the energy travels through the cascade is the latter expression being obtained from the Kolmogorov spectrum and the substitution TEI = E. The constant flow rate is TEI capacity of the cascade (analogous to the duct's area) is E(K)(in units of energy per wavenumber). to the higher wavenumber ~b is 4 With the relations yields KEI = 27r/eE1.g.

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at Rim 200 (which is typical of many laboratory flows). since around 1960. it should be appreciated that they have minor impact on the study and modelling of turbulent flows. (6. Ri m 150).g.and a = C. While it is appropriate to provide some discussion of these issues here. and yet even the motions on the dissipative scales are found to be anisotropic (see. 6. This is simply because the small scales (L < LEI) contain little energy (and less anisotropy) and so have little direct effect on the flow. experimental.7 Limitations. It is certainly an oversimplification to suppose that the energy cascade consists of the one-way transfer of energy from eddies of size L to those C - . vortex stretching. p is around 1.000. (6. it is quite plausible that p approaches at very large R but. Close scrutiny of the inertial range spectra show that the Kolmogorov 5 --3 spectrum is approached slowly as the Reynolds number increases.1 The Reynolds number A limitation of the Kolmogorov hypotheses is that they apply only to highReynolds-number flows. 6.7. Re m 10. E(K) K-P. there are some shortcomings. both conceptually and em~~irically. and that a criterion for 'sufficiently high Reynolds number' is not provided. shortcomings. 6. but that the exponent p depends on Ri (see Fig.. and computational) has been to examine these shortcomings and to attempt to improve on the Kolmogorov hypotheses. Eq. As the curve in Fig. Eq.tion constant C. Indeed. with p = Ce 2/3.299).5. Confirm and hence that m is identical to the Kolmogorov that. However.29 illustrates.6 The scales of turbulent mo. From experiments on grid turbulence at quite high Reynolds number (Ri = 50500) Mydlarski and Warhaft (1998) conclude that the inertial-range spectrum is indeed a power law. Many laboratory and practical flows have reasonably high Reynolds number (e.29). George and Hussein (1991)).. the notions of the energy cascade. 6. and the Kolmogorov hypotheses provide an invaluable conceptual framework.g.301) yields the Pao spectrum. e. and refinements In considerations of turbulent motions of various scales. a major line of research (theoretical.

g LC).. whereas it can be extracted from direct numerical simulations (which are restricted to moderate or low Reynolds numbers). ~ ' ~ . The spectrum power-law exponent p (E(Ic) IC-P) as a function of the Reynolds number in grid turbulence: symbols. interactions among three modes with wavenumbers ua. experimental data of Mydlarski and Warhaft (1998).7 Limitations p and refinements Fig. - of a somewhat smaller size (e.) + + C 6. and uCsuch that ua ub uC= 0 (see Eq. between modes a and b with IuaI x 1ubl).162)). The picture that emerges from the DNS study of Domaradzki and Rogallo (1990) is that there is energy transfer both to smaller and to larger scales. with the net transfer being toward smaller scales. Spectral energy transfer is almost impossible to measure experiment ally (but see Kellogg and Corrsin (1980)). solid line. p = 3 . ub. 6*29.6. The simplest examples of higher-order statistics are the normalized velocityderivative moments .but that it is effected by interactions with a third mode (Further studies have of significantly smaller wavenumber ( e Iu" < <<uaI). dashed line. empirical curve p = . the energy transfer is accomplished by triad interactions. (6. These order velocity statistics ( are the most important quantities since they determine the kinetic energy and the Reynolds stresses.7. that is. The DNS results suggest that the transfer is predominantly local (e.8 ~ . been performed by Domaradzki (1992) and Zhou (1993). In wavenumber space.g. 2 and that this energy transfer depends solely on motions of size C.2 Higher-order statistics All the experimental data considered so far in this chapter pertain to secondstatistics that are quadratic in velocity).

30. and hence dimensional . However. t) .e.. for each n. M. it is found that S and K are not constant.) According to the Kolmogorov hypotheses. for example. t) by A = Ul(x + elr. the moments of the velocity difference defined (at x.g. 1 . - i. here K does not appear to reach an asymptote. but increase with Reynolds number. for inertial-range separations (L >> r >> q ) D. is a universal constant. S is zero and K is 3. the skewness S and the kurtosis K ) pertain to the dissipative range. The solid line is For n = 3 and n = 4 these are the velocity-derivative skewness S and kurtosis K. (Recall that. The velocity-derivative moments M. shows that measurements of the kurtosis increase from K x 4 in low-Reynolds-number grid turbulence to K = 40 at the highest Reynolds numbers measured. but instead the data are consistent with an indefinite increase.6 The scales of turbulent motion lo0 I I 1 1 L J I L I J r 1 .(r) depends only on E and r.2 and 6.3. for a Gaussian random variable.30.Ul(x. 6.and third-order structure functions D2(r) and D3(r) are considered in Sections 6. Figure 6. t). Recall that the second. possibly as K R.. (e. J L 1 I 1 1 1 1 1 1 10' lo2 10" I o4 Fig. Measurements (symbols) compiled by Van Atta and Antonia (1980) of the velocity-derivative kurtosis as a function of Reynolds number. The simplest higher-order statistics pertaining to the inertial subrange are the longitudinal velocity structure functions. In contrast to the Re ynolds-number effects discussed previously. where they are denoted by DLL and According to Kolmogorov's second hypothesis.3/8 .

7 Limitations p and refinements Fig. 5. corresponding to exponential tails: the dashed lines shown in Fig. Measurements confirm this prediction for n = 2 (with C2 = 2. (6. In the inertial subrange. 6. and also for n = 3.25. (1984). Eq. The solid line is the Kolmogorov (1941) prediction. 6. D.llzl). Figure 6..31.(r) $".323) with p = 0. for which the Kolmogorov 4 5 law (Eq. This PDF is denoted by f z (z). 6. (1984) of the longitudinal velocity structure function exponent in the inertial subrange. c.e. shown in Fig..0. = 'n. . (6. for n up to 18 have been measured by Anselmet et al.32 are the approximations fz(z) = 0. for z 3 for z < -4. say) are close to straight lines on this plot. but the measured exponents. prediction Eq.31.. 3 the dashed line is the prediction of the refined similarity hypothesis. in It is instructive to examine the PDFs that underlie these higher-order moments.32 shows the standardized PDF of aul. Measurements (symbols) compiled by Anselmet et a E . where Z is the standardized derivative - Observe that the tails of the distribution (beyond four standard derivations.2exp(-l./axl measured in the atmospheric boundary layer a very-high-Reynolds-number flow. i. . are constants. a power-law dependence on r is observed.6.5 on page 194). - - analysis yields where C2. differ from the Kolmogorov =43.88)) yields C3 = _ _ Higher-order structure 5' functions. 6. (6.C3.306). see Fig.

for example. (6. The solid line is a Gaussian. and D. Fig.) This exponential decay is of course much slower than that of the standardized Gaussian. Observe. these lowprobability tails can make vast contributions to higher moments.7.6 The scales of turbulent motion 6. = (Note that the slower decay for negative z is consistent with the observed negative skewness S. which is also shown in Fig.32.32.310) as an approximation for large lz 1. (6. What is the significance of these tails? First.3% probability of 1 2 1 exceeding 5. The PDF fi(z) of the normalized velocity derivative Z measured by Van Atta and Chen (1970) in the atmospheric ! a u l l a x l ) /((3u1lax1 ) ) boundary layer (high Re). Some laboratory measurements of the PDF of aul/axl and its moments over a range of Reynolds number are described by Belin et GI.3 1 2I > 5) to the moments shows the tail contribution ( for f z (z) being given by Eq. (1997). it follows that there is less than 0.(r) are attributed to the phenomenon of internal intermittency.310). and are largely accounted for in the refined similarity hypotheses proposed by Obukhov (1962) and Kolmogorov .310)). that the contribution to the superskewness M6 is 220. (6. 6. 6. they correspond to rare events: taking Eq.3 Internal intermittency The discrepancies between the Kolmogorov predictions and the experimental values of the higher-order moments M.309) and (6. compared with the Gaussian value of 15. the dashed lines correspond to exponential tails (Eqs. Table 6. However.

~ . for practical purposes. the average of is given by go over a sphere V(r) of radius r Unfortunately. Batchelor and Townsend (1949)) experiments revealed that the instantaneous dissipation Zo intermittently attains very large values. The peak value of Zo/& observed increases with Reynolds number: in a laboratory experiment (moderate RA)Meneveau and Sreenivasan (1991) observed a peak value of ZO/& x 15.. The instantaneous dissipation ~ ~ ( t)x is. Moment n . for a given distance r. In locally isotropic turbulence. defined by and. Kolmogorov (1962) conjectured that mean-square dissipation fluctuations scale as . each of these quantities has mean E.31 1) ? I Tail contribution Gaussianvalue M. but there are certainly substantial quantitative differences.31 0) and (6. As early as 1949 (e. It is generally supposed that the statistics of EO and are qualitatively similar. )5 ' (1962). To describe these ideas it is necessary to introduce several quantities related to dissipation. it is impossible to measure Instead.g. Contributions M ( ~ from ) the exponential tails (IZ I > 5) o f the PDF o f Z to the moments M . one-dimensional surrogates are used. whereas in the atmosphere's surface layer (high RA)the corresponding observation was 50.6a7 Limitationsp and refinements Table 6.. according to Eqs.3. namely EO and E. (6.

u yields where C. for q << r << L. 6. Thus. taking p = and recalling the relation L/q R . c6 . since (E. (6.tiond on E. This value of is in agreement with the data shown in Fig. which. ) / E ~ is precisely the velocity-derivative kurtosis K . is then obtained as For n = 3.88)).31. Eq. and using Eq.25 f 0. namely E. The structure function ( r ) which is the unconditional mean.u (for r << L) are universal. are universal constants (cf.25.05 (Sreenivasan and Kailasnath 1993). but by the local value (averaged over the distance r).317) for (E:).u is influenced not by the mean dissipation E.e. (6. these conditional statistics depend only on E. are universal. 6. and v. and determine p = 0.4 Refined similarity hypotheses Considering the velocity increment A... The second refined similarity hypothesis is that.) equals E. The idea behind the refined similarity hypotheses (Obukhov 1962.7. (6.307)) ..314)) that ( E . the original and the refined hypotheses make the same prediction.u (Eq. the first (original) Kolmogorov hypothesis states that the statistics of A. determined by the mean dissipation E and v.p = 1.30).the intermittency exponent. For n = 6. Kolmogorov 1962) is that A.305)).6 The scales of turbulent momtion and similarly where p is a positive constant . (6. determined by E. It may be sleen from the definition of A2 (Eq. and E is a sample-space variable. 6. (6..317) for the surrogate 8. Application of the second refined similarity hypothesis to the moments of A. the prediction is i. Experiments confirm Eq. Eq.75 for p = 0.306)). with exponent = 2 . Thus the first rejned similarity hypothesis is that (for r << L) the statistics of A. (6. independent of v. (6. with C3 = --5 ' is the Kolmogorov 5 law (Eq.u condi. a power law in r ( ~ q (6.316) for the surrogate leads to a - I- which is consistent with experimental data (see Fig.

and refinements For other values of n. For the second-order structure function D2(r). and hence Using the log-normal assumption to evaluate the moments of E. (6. with For n not too large (n <_ 10.5 3 spectrum is very small. which has been roundly criticized by Mandelbrot (1974) and others. the discrepancies are attributed to the deficiencies in the log-normal assumption. (Eq. the refined hypotheses yield where C. 6. (6.31.e. is log-normally /E) has a Gaussian distribution.6. Obukhov (1962) and Kolmogorov (1962) conjectured that E. i. the structure function (Eq. (6.7 Limitations. in(#&. the inertial-range spectrum is predicted to be a power law E(K) K . For the velocity-derivative moments. and from the scaling of (g2) (Eq.rcn. say).~ with - Hence the predicted modification to the -. (6. are constants. For large n. this prediction is in reasonable agreement with the data shown in Fig. of log-normality.323) yields Correspondingly. Eq..317)) it follows (see Exercise 6.37) that the moments of E..320)) is predicted to scale as D m -. for the skewness and kurtosis we obtain Hence. From this assumption distributed. irrespective of the value of p. scale as P 9 Consequently.322)). a prediction is . (F n/3 r ) can be determined from the PDF of E.

Useful reviews are provided by Nelkin (1994) and Stolovitzky et al. depends on the parameter r according where A. 6. is log-normally distributed if is Gaussian.33 shows that the data are indeed consistent with this prediction. Measurements of the velocity-derivative skewness S and kurtosis K compiled &van Atta and Antonia (1980).33. The research literature in this area is vast. (1995). Let E. where variance a2. L. show that .K 3/8 Figure 6. if eRf is taken to be ( E ) . be Gaussian with (a) Show that the moments of are (b) Show that.then (c) If the mean square of E. is a positive constant.6 The scales of turbulent motion Fig. The line is -S . although there is considerable scatter. EXERCISE -- The positive random variable E. and p are positive con'stants.

and refinements 6 . concerns rare events that are manifest only in high-order statistics of small-scale quantities. in the context of the mean velocity field and Reynolds stresses in turbulent flows. 5 Closing remarks A great deal of research work has focused on the shortcomings of the original Kolmogorov hypotheses. This question is addressed in Chapter 10.6. these issues are of minor significance. In the context of the energy cascade and turbulent flows. because the large scales are not universal.7 Limitations. however. of much more importance than internal intermittency is the question of what determines the rate of energy transfer IEI from the energy-containing scales. and on the details of the refined similarity hypotheses. It is again emphasized. . 7 . Internal intermittency. It is a difficult question. The turbulence energy and anisotropy are predominantly contained in the large-scale motions. on the other hand. that.

The extent of the channel in the spanwise ( z = x3) direction is large compared with 6 so that (remote from the end walls) the . The mean flow is predominantly in the axial (x = X I ) direction.1.5. with the mid-plane being y = 6. external flows such as the flow around aircraft and ships' hulls. These simple flows are of practical importance and played a prominent role in the historical development of the study of turbulent flows. 7.1.3. The duct is long (L/6 >> 1) and has a large aspect ratio (b/6 >> 1). namely : fully developed channel flow . and the flat-plate boundary layer.4.1 Channel flow 7. Central issues are the forms of the mean velocity profiles. Examples include internal flows such as the flow through pipes and ducts. respectively. The bottom and top walls are at y = 0 and y = 26. most turbulent flows are bounded (at least in part) by one or more solid surfaces. fully developed pipe flow. and flows in the environment such as the atmospheric boundary layer.1 A description o f the flow As sketched in Fig. and the friction laws. and. 7 4 .Wall flows In contrast to the free shear flows considered in Chapter 5. In each of these flows the mean velocity vector is (or is nearly) parallel to the wall. the near-wall behaviors in each of these cases are very similar. 7. and the flow of rivers.7. We consider three of the simplest of these flows (sketched in Fig.1. we consider the flow through a rectangular duct of height h = 26. the balance equations for the Reynolds stresses are derived and examined in Section 7. which describe the shear stress exerted by the fluid on the wall. In addition the mixing length is introduced in Section 7. as we shall see. with the mean velocity varying mainly in the cross-stream (y = x2) direction. and the proper orthogonal decomposition (POD) is described in Section 7.

U?) with fluctuations (u. W ) = (ul. Hence the fully developed channel flow being considered statistically stationary and statistically one-dimensional. W ) at y are the same as those of (U.The centerline is defined by y = 6.1. We. V. in which velocity statistics no longer vary with x. Near the entry of the duct (x = 0) there is flow-development region. W ) at 26 .u? u3)+The mean cross-stream velocity ( W ) is zero.U2. Experiments confirm the natural expectation that the flow is statistically symmetric about the mid-plane y = 6 : the statistics of (U. flow is statistically independent of z.Channel flow flow flow Fig. -V.u. The Reynolds numbers used to characterize the flow are + A? + .31)-(4.34)). (4. V . Sketches of (a) channel flow. 7.y (see Eqs. The velocities in the three coordinate directions are ( U . z = 0. w ) = (ul. and (c) a flat-plate boundary layer. with velocity statistics depending only on y. confine our attention to the fully developed region (large x). (b) pipe flow. however.

1.350. The lateral mean-momentum equation reduces to which.800 although transitional effects are evident up to Re = 3. so that the boundary condition at the top wall ( V ) y = 2 * = 0 is also satisfied. SO the mean momentum equation . with the boundary condition (v2).9 dy dy P ax can be rewritten where the total shear stress z(y) is For this flow there is no mean acceleration.-(uv) .=o.m wall.7 Wall flows where Uo . and fully turbulent for Re > 1.2 The balance o f mean forces The mean continuity equation reduces to since ( W ) is zero.0 = 0.. With the boundary condition (V).0. An important deduction from this equation is that the mean axial pressure gradient is unifom across the flow: 1 he axial mean-momentum equation. 7 7. and ( U ) is independent of x.000 (see Patel and Head (1969)).O)) is the mean pressure on the bott0. integrates to where pw = (p(x.(u). and is the bulk velocity The flow is laminar for Re < 1.=ais the centerline velocity. a ( p ) d o = v d2(U! . this dictates that (V) is zero for all y.

from Eqs. and dp. (7. Hence. and p.9)) amounts to a balance of forces: the axial normal stress gradient is balanced b y the cross-stream shear-stress gradient.g./dx. Since 7 is a function only of y.12) and (7. if the flow is defined by p. and at the top wall the stress is ~ ( 2 6 = ) -7.13)./dx and channel half-width 6. v. (7. (7.9) that both d. I Channel flow (Eq. all of these quantities are readily determined for laminar flow.. 6. and independent of the state of fluid motion ( i e laminar or turbulent). Note that.r/dy and dpw/dx are constant. which is For a given pressure balanced by the shear-stress gradient d. In both cases the skinfriction coefficient is not known a priori. it is evident from Eq. it follows that ~ ( 6 is ) zero. show that the mean velocity profile is . p and v ) ./dx. EXERCISES For laminar flow. (7. Of course.10) and (7. then Uo and U are not known a priori. in an experiment U can be imposed and then the pressure gradient is unknown. On the basis of Uo and we define To summarize: the flow is driven by the drop in pressure between the entrance and the exit of the channel. In the fully developed region there is a constant (negative) mean pressure gradient d(p)/i?x = dp. as the following exercise demonstrates. the solution to Eq. is a function only of x.9) is and The wall shear stress normalized by a reference velocity is called a skinfriction coeficient. The solutions for 7(y) and dp.7.13) .independent of the fluid properties (e. (7..r/dy = 6 gradient dp./dx can be written explicitly in terms of the wall shear stress Because 7(y) is antisymmetric about the mid-plane. Alternatively. the linear shear-stress profile is given by Eqs.

Hence obtain the following results: Reo The friction velocity is defined by Lf = - Re* Show tHat. .7 Wall f l a w s Fig. Re = 5. Mean velocity profiles in fully developed turbulent channel flow from the DNS of Kim st 01. Re = 13.1.3 The near. (1987): dashed line. Re = 1.w a l l shear stress Figure 7. 7. (1987) from direct numerical simulations of fully developed turbulent channel flow . 7. and that for lamihar flow Evaluate u. solid line./Uo for the upper limit of laminar flow. i.e..2.2 shows the mean velocity profiles obtained by Kim et al.600.750. in general.350.

Consequently the wall shear stress is due entirely to the viscous contribution.3. Profiles of the viscous shear stress.10)) is the sum of the viscous stress pv d(U)/dv and the Reynolds stress -p(uv). at Re = 5. the boundary condition U(x. Also. are important parameters. close to the wall.2) . At the wall.again in contrast to free shear flows. There.750. and Mansour (1999).600. From these quantities (and p) we define viscous scales that are the appropriate velocity scales and lengthscales in the near-wall region.' The objective of this and the next subsection is to explain and quantify these profiles. the velocity profile depends upon the Reynolds number (as may be observed in Fig. These are the friction velocity I The higher-Reynolds number data are briefly presented by Moser. and the Reynolds shear stress in turbulent channel flow: DNS data of Kim et 01. a t high Reynolds number. The important observation that the viscous stress dominates a t the wall is in contrast to the situation in free shear flows.7. Kim. b" Profiles of the viscous and Reynolds shear stresses are shown in Fig. since the viscosity is an influential parameter. the viscosity v and the wall shear stress 7. t) = 0 dictates that all the Reynolds stresses are zero. 7. It is evident that.600 and Re = 13. near the wall. The total shear stress 7(y) (Eq. 7. . Re = 5. (1987): dashed line. 7. the viscous stresses are everywhere negligibly small compared with the Reynolds stresses. solid line. (7.3. A description of DNS of channel flow is given in Chapter 9.1 Channel flow Fig.

750.Fig. In the viscous wall region y+ < 50. 7. so its magnitude can be expected to determine the relative importance of viscous and turbulent processes./v is identically unity. the friction Reynolds numbers are Re. in the outer layer y+ > 50 . = 395 at Re = 13.180 at Re = 5. conversely. 6 u.'The viscous contribution drops from 100% at the wall (y+ = 0) to 50% at y+ = 12 and is less than 10% by y+ = 50.= C I (In the DNS of Kim et al. in the near-wall flow are defined on the basis of y+. Different regions. and the viscous lengthscale The Reynolds number based on the viscous scales u. Fig.750. DNS data of Kim et al. or layers. When thay are plotted against y f . .or wall units is denoted by Notice that y+ is similar to a local Reynolds number.4. (1987): dashed lines.600. Re = 5. while the friction Reynolds number is defined by Re.600.6.4 shows the fractional contributions to the total stress from the viscous and Reynolds stresses in the near-wall region of channel flow. there is a direct effect of molecular viscosity on the shear stress. Re = 13. the profiles for the two Reynolds numbers almost collapse. 1987. 7. Profiles of the fractional contributions of the viscous and Reynolds stresses t o t h e total stress. In support of this supposition. solid lines. whereas. and Re.) The distance from the wall measured in viscous lengths . 6 .

v . u./6 varies as Re--' EXERCISE . Re. the Reynolds shear stress is negligible compared with the viscous stress. for example. or. Instead of (U).14 x m2 s ) and the channel half-height is 6 = 2 cm.27)). An experiment is performed on fully developed turbulent channel flow at Re = lo5. Again on dimensional grounds. v.../dx. The skin-friction coefficient is found Determine: U. are both determined by d(U)/dy. What are to be Cf = 4. 6. = u. 6. u. it is. The fluid is water (v = 1. so that (without any assumption) we can write where @ is a universal non-dimensional function. and 6. in the viscous sublayer y+ < 5.. by p.1.. and u. we consider the velocity gradient d(U)/dy. 6. since z (Eq.6/v) and consequently the mean velocity profile can be written where Fo is a universal non-dimensional function to be determined.4 M e a n velocity profiles Fully developed channel flow is completely specified by p. since we have There are just two independent non-dimensional groups that can be formed from p.7. is the appropriate lengthscale in the viscous . equivalently. The viscous stress and the turbulence production. While this approach to determining the mean velocity profile appears natural. however. .g. 6. Within the viscous wall region. which is the dynamically important quantity. preferable to proceed somewhat differently. the fraction of the channel occupied b y the viscous wall region decreases./6.1 Channel flow the direct effect of viscosity is negligible. both as fractions of 6 and in millimeters? 7. As the Reynolds number of the flow increases. and y (e. The idea behind the choice of the two parameters is that 6. (7. v .4 x the thicknesses of the viscous wall region and of the viscous sublayer. - . y/6 and Re. d(U)/dy depends on just two non-dimensional parameters./U. and dp.

The law qf the wall Prandtl (1925) postulated that. (7. Mathematically. (7. For Reynolds numbers not too close to transition. this implies that the function @(y/6. (Eq. that these two parameters contain the same information as y/6 and Re. As is now shown.30)). at high Reynolds number..<< 1 6 7 where With y+ = y/6. as y / 6 tends to zero.31) tends asymptotically to a function of y/6. only. and u (y ) defined by + + Eq. close to the wall (y/3 << 1) there is an inner layer in which the mean velocity profile is determined by the viscous scales. (7.33) can alternatively be written The integral of Eq. the form of the function fw(y+) can be determined for small and large values .y/6) in Eq. so that Eq. (7..36) is the law qf the wall : where The important point is not Eq. but the fact that (according to Prandtl's hypothesis) u+ depends solely on y+ for y / 6 << 1. (7. there is abundant experimental verification that the function f . The relation shows. independent of 6 and Uo. is universal.boundary layers. not only for channel flow.38). but also for pipe flow and. (7.31) becomes Y for . as is inevitable.7 Wall flows wall region (y+ < 50) while 6 is the appropriate scale in the outer layer (y+ > 50).

600. so that adopts a constant value denoted by Y for . closer examination reveals that. 7. but are significant (greater than 25%) for yf > 12.) Hence.. (7. The viscous sublayer The no-slip condition (U). At high Reynolds number.=. dot-dashed line. y+ -.9.) Figure 7. i. Near-wall profiles of mean velocity from the DNS data of Kim et al. (7. As has already been discussed.750. the Taylor-series expansion for fw(yf) for small y+ is (In fact. while the viscous stress law at the wall (Eq. = 0 corresponds to fw(0)= 0.<< 1 and yf >> 1.e.16 /6.0. the dependence of (Dl(y/6. 6 . l ~ e >> . The log law The inner layer is usually defined as y/6 < 0. see Exercise 7.) vanishes.33). after the linear term. The departures from the linear relation uf = y+ are negligible in the viscous sublayer (y+ < 5).1 Channel flow Fig.24)) yields for the derivative (This is simply a result of the normalization by the viscous scales. Re = 5. 1.7.5 shows the profiles of u+ in the near-wall region obtained from direct numerical simulations. for large y+ it can be supposed that viscosity has little effect.5.) on v (through 6. the next non-zero term is of order y +4 . in Eq. Hence. (1987): dashed line.! O . solid line. Re = 13. the outer part of the inner layer corresponds to large y f . uf = y+.1.

1 and Fig.7 Wall flows Fig. .6 shows a comparison between the log law and the DNS data in the inner part of the channel (y/6 < 0. in this region. The various regions and layers that are used to describe near-wall flows are summarized in Table 7. Figure 7. there is some variation in the values ascribed to the log-law constants. The log law is more clearly revealed in a semi-log plot.25). dotdashed line. the mean velocity gradient is which integrates to where B is a constant. the log law . It may be seen that the data collapse to a single curve . This is the logarithmic law of the wall due to von Karmin (1930) . Eqs. 7. (1987): Re = 13. 7.000 and Reo w 40. + Thus.in confirmation of the law of the wall . The region between the viscous sublayer (y+ <+ 5) and the log-law region (yf > 30) is called the bufler layer. In the literature. (7. dashed line. but generally they are within 5% of Figure 7.7 shows measured profiles of u+(y +) for turbulent channel flow at Reynolds numbers between Reo w 3.43)-(7. u+ = y .750. except near the channel's mid-plane (the last few data points for each Reynolds number). DNS data of Kim et al. It is the transition region between the viscosity-dominated and the turbulence-dominated parts of the flow. Near-wall profiles ofmean velocity: solid line.8.6. Clearly there is excellent agreement for y+ > 30.and rc is the von ~ i r m h n constant.and that for y+ > 30 the data conform to the log law.000. the log law.44).or simply.


(~/6. In this region. Substituting cDo for Q in Eq.000) there is an overlap region between the inner layer (y/6 < 0. only. both Eqs. At sufficiently high Reynolds number (approximately Re > 20.1) and the outer layer > 50) (see Fig. (7. Unlike the law-of-thewall function f.8). 7.45) are valid.8. for turbulent channel flow at high Reynolds number (Re.31)) L . yielding (from Eq. (7. here there is no suggestion that FD(y/6) is universal: it is different in different flows.33) and (7. the velocity defect is the difference between the mean velocity (U) and the centerline value Uo. 7.(y+).y/6. = lo4). ime*. (7. The velocity-defect law states that this velocity defect normalized by u.7 Wall flows OUTER LAYER overlap region log-law region INNER LAYER viscous wall region buffer layer viscous sublayer Fig. depends on y/6 only. and y/6.31) and integrating between y and 6 then yields the velocity-defect law due to 'von K i r m i n (1930): where By definition. A sketch showing the various wall regions and layers defined in terms of Y+ .

2. This equation can be satisfied in the overlap region only by constant.750.0) the deviations from the log law are quite small. but.. but it should be appreciated that the arguments leading to the log law are not applicable in this region.--ln($) K 1 +B ~ .08 (y+ = 30) and y/6 = 0. (The overlap region and the arguments leading to the log law are considered further in Section 7. Eqs. 7. which leads to (DI and (Do being This argument. For y/6 = 1.1 Channel flow Fig. 7. Even in the central part of the channel (0.) Figure 7.3. Solid line. DNS of Kim et al.l.FD UT (5) . Y for . (1987).9 shows the velocity defect in the DNS of turbulent channel flow.9 that the difference Uo.50) then yields which provides a convenient way of determining B1.about 1% of Uo which makes B1 difficult to measure. (7.3 < y/6 < 1. It may be seen that the log law is followed quite closely between y/6 = 0. It also establishes the form of the velocity-defect law for small u o . provides an alternative derivation of the log law.log denote the value of ( U ) on the centerline obtained by extrapolation of the log law. The DNS data yield B1 = 0. log law.3. Eq.4. Re = 13. due to Millikan (1938). Let Uo.(u) .44). dashed line. It may be seen from Fig.<< 1. (7.Uo. . is very small . 6 where B1 is a flow-dependent constant.43)-(7.9. The mean velocity defect in turbulent channel flow.7.

A good estimate of the bulk velocity U is obtained by using the log law (Eq. The result obtained with this approximation is T h s estimate agrees well with the experimental data which are scattered 2etween 2 and 3 (Dean 1978).. Dean (1978) suggests B~ 0.7 Wall flows from a survey of many measurements. The primary task is to establish relationships among the velocities Uo. (For consistency at Y = 6.) As we have seen. Consequently the velocity defect law is discussed further in that context (Section 7. In the outer layer of boundary layers. U. in the center of the channel.43)) can be written vhereas in the outer layer it is (Eq. 7. and u.50)) to approximate ( U ) over the whole channel. (7.9) : near the wall (y+ < 30) the approximation is poor (Fig.7.6). The uncertainty in B1 is of little consequence: the point is that it is small.6. we are now in a position to determine the Reynolds-number dependence of the slkin-friction coefficient and other quantities.3) . but this region makes a negligible contribution to the integral of (u) (except at very low Reynolds number). (7. 7.50)) Vhen these two equations are added together the y dependence vanishes to . 7. (7.1. The log law in the inner layer (Eq. this requires taking B1 = 0.5 The friction law and the Reynolds number Havi:ng characterized the mean velocity profile. the deviations from the log law are more substantial. and the DNS value of 2. the departures from the log law are quite small (Fig.

As an example. a significant fraction of the increase in mean velocity between the wall and the centerline occurs in the viscous wall region. As a consequence. Figure 7. The ratios of the mean flow to viscous scales are shown in Figs.a good approximation being Re. at high Reynolds number the viscous lengthscale can be very small. ~ U ~ ) = 2(u.000 is the lowest Reynolds number at which 2 log law with universal constants is observed.11 and 7.a simple approximation being Uo/u.55) provides a good representation of the skin-friction coefficient. dashed line. (7. 7./ Uo)2.10./($d. at Re = lo5 the viscosity scale is 6. Re = 2U6/v and Cf = z. (7.000.7. It is interesting to note that Pate1 and Head (1969) found that Re = 3.12. In contrast.J ) can then also be determined. w 10-5 m. The lengthscale ratio 6/6.52). (7.09Re0088. Also shown is the laminar relation and the experimental data compiled by Dean (1978).55). for a channel with 6 = 2' cm. In the example introduced . laminar friction law. so the location y+ = 100 is just 1 mm from the wall. For Re > 3.With the aid of the 2 approximation Eq. hence determining the skin-friction coefficient cf = T .1 Channel flow Fig.12) . w 5 logloRe. 7. there are considerable difficulties in making mezsurements in the viscous wall region of high-Reynolds-number laboratory flows. Needless to say. Consequently. / ( .55) as a function of Re. cf = 16/(3Re). 7. The skin-friction coefficient cf = u : ) against the Reynolds number ) channel flow: symbols. (7. (Re = 2 ~ 6 / v for solid line. r../(ip For given Reo this equation can be solved for Uo/u. the velocity ratios increase very slowly with Re (Fig. w 0. increases almost linearly with Re . Eq. from Eq. = Re. experimental data compiled by Dean (1978).10 shows the skin friction coefficient cf obtained from Eq.

- 2 7 Fig. for turbulent channel flow as a function of the Reynolds number (obtained from Eq. . according to the criterion 506. (7.000 is required for there to be an overlap -egion. On the other hand..in agreement with the xperimental observations of Patel and Head (1969). .55)): solid line. 7. the nean velocity is over 30% of the centerline value. (7. < y < 0. dashed line above (6 = 2 -cm. u .16.13 shows the Reynolds-number dependence of the y locations . y 0. < y < Wall flows Fig. According to this plot. at yf = 10 ( e . Re = lo5)it follows that.36) exists for Re > 3.000 . Outer-to-inner velocity-scale ratios for turbulent channel flow as functions of the Reynolds number (obtained from Eq. As has already been P ' .55)). a loga w region (306. a Reynolds number in excess of 20. = Re. Figure 7.1 mm). Uo. The outer-to-inner lengthscale ratio 6/6.hat delineate the various regions and layers. 7.

as are the productionand the normalized mean shear rate. both the mean velocity gradient and the shear stress vanish.1 Channel flow inner layer Fig. 7.36.16 show the Reynolds stresses and some related statistics obtained from the DNS of channel flow at Re = 13. the log-law region (506.36). Regions and layers in turbulent channel flow as functions of the Reynolds number.7. Their values are given in Table 7.4 on page 157).16 shows the gradual . It is interesting to observe that the values of (uiuj)/k are within a few percent of those measured by Tavoularis and Corrsin (1981) in homogeneous shear flow (see Table 5. < y < 0. In order to discuss these statistics. 7. the viscous and turbulent transport of k being very small in comparison. S = a(U)/ay). observed. or 50 < y+ < 120 at this Reynolds number). and the core (y > 0.14-7. In the log-law region there is approximate self-similarity. the log law persists beyond the region suggested by the overlap argument.750. On the centerline. S k / & (where to-dissipation ratio. so that the production P is zero. The normalized Reynolds stresses (uiuj)/k are essentially uniform.1. it is useful to divide the flow into three regions: the viscous wall region (y+ < 50) . PIE. Figure 7.6 Reynolds stresses Figures 7.2. Production F and dissipation E are almost in balance.13.

750 (Kim et al. 1987).16.. 7. Fig. normalized mean shear rate ( S k l ~ ) and . Fig.) from DNS of channel flow at Re = 13.. shear stress correlation coefficient (p. 7. I . Profiles of the ratio of production to dissipation (PIE). 7.15.750 (Kim et al.750 (Kim et al. 1987). Reynolds stresses and kinetic energy normalized by the friction velocity against y+ from DNS of channel flow at Re = 13. 1987).14. Profiles of Reynolds stresses normalized by the turbulent kinetic energy from DNS of channel flow at Re = 13.7 Wall flows - Fig.

The boundary condition U = 0 at the wall determines the way in which the Reynolds stresses depart from zero for small y. the derivatives ( d u / d ~ ) .1 Channel f b w Table 7. the no-slip condition yields u = al = 0 and w = a3 = 0. = are ~ also zero. dissipation. . We shall examine the behavior in this region in more detail.2).2. but considerably less so than in the log-law region (see also Table 7. and similarly the impermeability condition yields v = a2 = 0. and. Sk/&. from their log-law values to zero on the centerline.15 indicates that the Reynolds stresses are anisotropic on the centerline. and t. for fully developed channel flow. z. z. and t. Hence the continuity equation yields . The viscous wall region (y+ < 50) contains the most vigorous turbulent activity.750 Location Peak production Log law Centerline changes of PIE.7. and for small y. the fluctuating velocity components can be written as Taylor series of the forms The coefficients are zero-mean random variables. For fixed x. Figure 7. The production. ~and ( d w / d ~ ) . Re = 13. they are statistically independent of x. and p . At the wall. (19871. Statistics in turbulent channel flow. turbulent kinetic energy and anisotropy all achieve their peak values at y+ less than 20. obtained from the DNS data o f Kim et al. For y = 0. since u and w are zero for all x and z.

(w2). Profiles of Reynolds stresses and kinetic energy norrn. which shows the profiles of (uiuj) and k in the viscous wall region.58)) simply by taking the means of the products of the series. (This is called two-component flow. very close to the #all . and they are also evident in 'ig. The resulting motion corresponds to flow in planes parallel -0the wall. (7.as y3 and y4. there is two-component flow. v is zero whereas u and N are non-zero. because u and w vary in the y direction.at. a?. . respectively. to order y. rather than two-dimensional Tow.18 shows the terms in this equation for the viscous .) The Reynolds stresses can be obtained from the expansions (Eqs.4. the balance equation for turbulent kinetic ee Exercise 7. That is. to leading xder in y the :Reynolds stresses are L b ' Il~us.a3.17. For fully developed channel flow. and b2).17. 7. Figure 7. These behaviors can be clearly seen n log-log plits of (uiuj) against y (not shown). Taking 3ccouht of the coefficients that are zero ( i . The significance of the coefficient b2 being zero is th. and k increase from zero as y 2 9 -(uv) and (v2) increase nore slowly . al.alized by the friction velocity in the viscous wall region of turbulent channel flow: DNS data of Kim et al.7 Wall flows Fig.56)y7. while (u2). 7.

of u and v measured at various Reynolds numbers.7. pseudo-dissipation. the terms are production. appears independent of Re. The turbulent-kinetioenergy budget in the viscous wall region of channel flow: terms in Eq. Although the fluctuating velocity vanishes at y = 0.6) that the peak production occurs precisely where the viscous stress and the Reynolds shear stress are equal. Around this peak.v d2k/ dy2. increases by 20% between Reo = 14.1).18..64) normalized by viscous scales.582. Perhaps surprisingly. These and other Reynolds-number effects are discussed by Wei and Willmarth (1989) and Antonia et al. wall region. (7. - . (1987). the fluctuating strain rate sij and hence the dissipation do not (Exercise 7. and pressure transport. (1992).5 and 7. 7. but at yf = 50 (which is within the inner layer for all but the lowest Reynolds number) the value of ur/u. It reaches its peak value well within the buffer layer. (7. the statistics considered here (normalized by the viscous scales) have only a weak dependence on Reynolds number in the inner layer (y/6 < 0.s.19 shows profiles of the r. From the DNS data of Kim e l al. viscous diffusion.914 and Reo = 39. The dissipation at the wall is balanced by viscous transport.transports kinetic energy all the way to the wall. Figure 7. turbulent convection. and the excess energy produced production exceeds dissipation (PIE is transported away. In order.7). it can be shown (Exercise 7. while turbulent convection transports energy both toward the wall and into the log-law region. at y+ = 12.) For fully turbulent flow.' Turbulent convection Fig. The peak value of u'/u.7. Re = 13.8. for the other terms in Eq. the peak dissipation occurs at the wall.750. (See also Exercises 7. where the kinetic energy is zero. Pressure transport is small.m.1 Channel flow Viscous Pressure transport . Like -(uv). Viscous transport . = 1. the production P increases from zero as y3.64) being zero. In fact.


18 to estimate the value of scale at the wall is &. (7. Show that this peak value is Show that the fluctuating rate of strain at a stationary solid wall where bl and b3 are the coefficients in Eqs. i. obtain the following result due to Hanjalik and Launder (1976): for # Show that E and "Ere equal at y = 0.fa Show that the Kolmogorov .58).56) and (7. Use Fig. show that the peak production F occurs at the location jl where the viscous and Reynolds stresses are equal. Let :E denote the dissipation at the wall normalized by the viscous scales.7.e .. 7.1 Channel flow shear stresbs can be written and hence that the production rate is From this expression for P . Hence.

the Reynolds stress is essentially constant. the fact that production and dissipation are almost in balance. . A fourth property. (7. from these three. . 7. so that then L varies linearly with y : . is the near constancy of the turbulence-to-mean-shear timescale ratio From these relations.63)) can be written (uv) = -auiy2 +3 . < y < 0.10) and (7. in the overlap region (506.16). and the near constancy of the normalized Reynolds shear stress. where the non-dimensional coefficient a may be assumed to be independent of the Reynolds number.1. it is a matter of algebra to deduce that the turbulence L = k 3 / 2 /varies ~ as lengthscale* At high Reynolds number.the mean velocity gradient.13)) that this implies the following expansion for (U): Why does it follow that the expansion for the law of the wall is fw(yf) = y + j1a y f 4 7 a * .. that follows.7 Wall flows The expansion for the Reynolds shear stress at the wall (Eq. (7. Show from the momentum equation (Eqs.7 Lengthscales and the mixing length Three fundamental properties of the log-law region are the form of ..

( ~the t moderate Reynolds numbers accessible in DNS. urnequals u.89) ensure that u" is non-negative for all y. A propitious (implicit) specification is By substituting Eqs. and E vary inversely with y.) The turbulent viscosity vT(y) is defined so that the Reynolds shear stress is given by j It can be expressed as the product of a velocity scale u" and a lengthscale One of these scales can be specified at will.84) providing a poor approximation to L obtained from DNS. (7./(rcy ). Like L = k3 / 2 /E. This together with imperfections in the approximations Eqs. In summary. (7. (7. the turbulent viscosity is given by .87) and (7. (7. and then the other determines VT. (7. and the shear stress changes appreciably over the log-law region.79)-(7.86) and taking the absolute value we obtain the explicit relation I J I (In the upper half of the channel (6 < y < 26) the velocity gradient d(U)/dy is negative and the Reynolds stress (uv) is positive. results in Eq.16) that occurs at high Reynolds number. the lengthscale em varies linearly with y. < y < 0.88) and (7. there is no overlap region.with Notice that S. (7. The above relations constitute Prandtl's mixing-length hypothesis (Prandtl 1925). and then Eq. Consequently. P. The absolute values in Eqs. the shear stress -(uv) differs little from u2 and the mean velocity gradient is u.) In the overlap region (506..8 1) .88) into Eq. whereas L and z = k/& vary linearly with y.89) determines em to be ? .

1. K. Cf. channel. ) . In an influential set of experiments performed during the 1930s. velocity statistics depend solely on the radial coordinate. . obtain the following estimates for the Kolmogorov scale in the log-law region: 7. ~ i k u r a d s e ~ measured Cf as a function of the Reynolds number for smooth pipes.see Fig. The main purpose of this section is to describe the effects of wall roughness.e in the viscous wall region and in the core.7 Wall flows where ern is the mixing length.79)-(7.2.3. In particular. 7. and for pipes with varying amounts of wall roughness. with internal diameter D . it is necessary to specify ern outside the overlap region. (7. the constant of proportionality being the Karman constant . which are similar in pipe. and the bulk velocity is See Schlichting (1979) for a description of Nikuradse's experiments and for references. r . The discussion of this topic is deferred to Section 7. and boundary-layer flows. and hence to determine the skin-friction coefficient.1 The friction law for smooth pipes We consider the fully developed turbulent flow in a long straight pipe of circular cross section. The mean centerline velocity is denoted by Uo. i. In the overlap region ern varies linear with y. In polarcylindrical coordinates ( .2 Pipe flow Since Reynolds' experiment in 1883. 7. 9 a? EXERCISE - From Eqs. First the smooth-wall case is briefly outlined. In order to use the mixing-length hypothesis as a model of turbulence. it is quite simple to measure the drop in pressure over a length of fully developed turbulent pipe flow. pipe flow has played an important role in the development of our understanding of turbulent flows.80).

20. for y+ > 30. The same data restricted to y/R < 0.13.2) and with those that best fit the data (K = 0. B = 6. 1.13). where R = kLl 2 is the pipe's radius.1 differ little from the log law. Clearly. 409 x lo3. the profiles follow the log law for a range of y+ that increases with Re. 99 x lo3. as expected. The friction law for pipe flo~vis traditionally expressed in terms of the . i.7 2 Pipe flow Fig. 7. log law with K = 0. dashed line.Solid line.79 x lo6.71 x lo6.1 are shown in Fig. B = 5. the log law is shown with the standard constants (rc = 0.9 x lo6).436 and B = 6.436.41. We take 6 = R to be the characteristic flow width.20 shows mean velocity profiles measured by Zagarola and Smits (1997) in fully developed turbulent pipe flow at Reynolds numbers from Re w 30 x lo3 to Re 30 x lo6.e4. Figure 7. experimental data of Zagarola and Smits (1997) at six Reynolds numbers (Re GS 32 x lo3. 7.41. for all Reynolds numbers. For comparison. we define y to be the distance from the wall. and then the conventionally defined Reynolds number is As for channel flow. Mean velocity profiles in fully developed turbulent pipe flow. the profiles deviate from the log law as the pipe's centerline is approached. Symbols.1) is in accord with the universal law of the wall u+ = f.21. It may be seen that. the measured velocities for y+ > 30 and y/R < 0. There is an abundance of experimental data showing that the mean velocity profile in the inner region (y/6 < 0. B = 5. 7. log law with K = 0. 29.(yf ).2. and.

47)).22. (5. . _ _ _ . Just as with channel flow. experimental data of Zagarola and Smits (1997) for y/R < 0. this friction law is in excellent agreement with experimental data over the entire range of turbulent Reynolds numbers. EXERCISES _ _ . friction factor f where Ap is the drop in pressure over an axial distance L. . show that. the shear stress . a friction law can be obtained by using the log law to approximate the velocity profile over the whole flow (see Exercises 7. 7. . log law with K = 0. _.13. Symbols.7. Starting from the Reynolds equations in polar-cylindrical coordinates (Eqs.110)) is Prandtl's friction law for smooth pipes which implicitly yields f as a function of Re. _. 7.436 and B = 6. for fully developed turbulent pipe flow.1.-.15).45)-(5. for the same values of Re as in Fig.20. (7. Line. With a small adjustment to the constants. the result (Eq. Mean velocity profiles in fully developed turbulent pipe flow.14 and 7.12).2 1. . This is just four times the skin-friction coefficient Cf (see Exercise 7.7 Wall flown Fin. As may be seen from Fig.

(7. measurements compiled by Schlichting (1979). where u.99) to show that the velocity profile is parabolic.22. . . The friction factor f against the Reynolds number for fully developed flow in smooth pipes. (uv) is positive. symbols..a positive quantity . with the coordinate system used here. 7.2 Pipe flow Fig. (7. Hagen-Poiseuille friction law for laminar flow.) With the friction factor f being defined by Eq.97).98) .'.15). obtain the relations - 4 . solve Eq. (7. For laminar flow. Dashed line. solid line Prandtl friction law for turbulent flow. (7. Hence obtain the relation where the wall shear stress zw .\/zWlp is the friction velocity. and the skinfriction coefficient Cf by Eq. (7. and that the centerline velocity Uo is twice the bulk . Eq.7.9) for channel flow). = . and the velocity gradient d(U)/dr is negative. - is defined as I (Note that. (Reproduced with permission of McGraw-Hill.) 7 is given by where pw(x)is the mean pressure at the wall (cf: Eq.

. Obtain the Hagen-Poiseuiile friction law for fully developed laminar pipe flow. obtain the estimate (cf. (7.7 Wall flows velocity. obtain the friction law for rc = 0..50)) with Bl = 0. the log law Eq. the value 4. By assuming that this holds on the axis.r being the distance from the wall. Eq. i. Assuming that p lies in the log-law region.) With y = R . show that Estimate y/6 and y+ for Re = lo4 and lo6.e.41 and B = 5.52) for channel flow). Let jj denote the y location at which the mean velocity gradient d(U)/dy is equal to U/6. (7.2.104).07 is in better agreement with experimental data. (7. and by using Eqs. (According to Schlichting (1979). By approximating the mean velocity profile by the logarithmic defect law (Eq.

with an asymptotic vzilue that increases with s/R.7. solid line. U.98). friction law for laminar flow. The measurements of the friction factor f are shown in Fig. Dashed line. below which the flow is independent of s. and to a first approximation this departure is characterized by a lengthscale of protrusions or indentations. given R.namely the Prandtl law for smooth pipes .how does the roughness affect the flow? Nikuradse performed experiments on pipes with sand glued to the wall as densely as possible.) 7. Eq. measurements of Nikuradse. and reaching an asymptote. so that the wall is effectively smooth? For s > s*. (s*. in practice every surface departs from the ideal to some extent.up to some Reynolds number before turning upward. For a given geometry of the surface (so that the roughness is fully characterized by s) the mean velocity gradient can be . Then the curves for each roughness follow the same line . symbols.2. (7. The observed behavior is explained by the extension of the law of the wall to incorporate roughness. and v ) . The friction factor f against the Reynolds number for fully developed flow in pipes of various roughnesses.23. the friction factor is independent of Re. the primary questions to address are the following: Is there a value of s. At the highest Reynolds numbers. s. It may be seen that the roughness has little effect in the laminar regime. with grain sizes s varying from s/R = 1/15 to s/R = 1/500. Of course. For a given flow ( e .2 Plpe flow Fig. and apparently little effect on transition. 7.2 Wall roughness Up to this point we have assumed that the walls of channels and pipes are completely smooth. Prandtl friction law for turbulent flow in smooth pipes. 7.say). (Adapted from Schlichting (1979) with permission of McGr aw-Hill.23.

(7. For y >> s it can be supposed that the turbulence is determined by local . the roughness scale s is large compared with the viscous scale 6.. for s << 6. two extreme cases can be considered.1). >> 1). the supposition that the dependence on viscosity 'vanishes 1 / ~ and . (7. The transfer of momentum from the fluid to the wall is accomplished by the drag on the roughness elements.31)).). are not relevant parameters. and y << 6.113) can be rewritten # where QR is a universal non-dimensional function (for a given roughness geometry).1 14) integrates to the log law. For large y/6. Then the local Reynolds number of the flow over the roughness elements is large (u7s/v = s/6.e.UT Y dy @ where I (. Just as before. rather than by viscous stresses. i... it is postulated that there is no dependence of C b on y/6 in the inner layer (y/6 < 0. then implies that @ tends asymptotically to a constant. that v and hence 6.7 Wall flows written where & is a universal non-dimensional function (cf. In the second extreme case. is very small. there is every reason to suppose that the flow is unaffected by the roughness. which at high Reynolds number is predominantly by pressure forces. where B = lim is a universal constant. then. (7. It can be supposed. Eq. Eq. and then the standard law of the wall is recovered: d(U) . If s/6. At high Reynolds number. so that Eq.


the primary differences are : (i) the boundary layer develops continuously in the flow direction. 7. the measured values of B agree with Eq. > 70. for s/6.119) together with Eq.23. = 5. the wall is fully rough with Bz = p(m) = 8. At the other extreme. (7.2).5.74 in place of 1. (7. from Nikuradse's data.3 Boundary layers The simplest boundary layer to consider is that which is formed when a uniform-velocity non-turbulent stream flows over a smooth flat plate (see Fig. giving this as the limit of admissible roughness ..71. (7. with the boundary-layer thickness 6 (x) increasing with x. giving the friction factor f as a function of the roughness s/R (independent of the Reynolds number).124) of Exercise 7. Compared with fully developed channel flow with a given mean pressure gradient. see Fig.121)) for rough walls. say. say.17).121) with Experiments indeed confirm the log law (Eq. Evidently. (7. and (iii) the outer part of the flow consists of intermittent turbulent/nonturbulent motion (see Section 5.1).122) up to s/6. .107) yields the friction law Compare this law with the experimental data in Fig. 7.) 7.the limit s* below which the wall is effectively smooth. ( x )is not known a priori. (Schlichting (1979) suggests the slightly modified values of 2. EXERCISE -- Show that the log law for a fully rough wall Eq. 7. (7. The log law for the fully rough case leads to an accurate friction law (Eq. (7.99 and 1. and the additive constant B has been determined as a function of s/6.24.7 Wall f l o w s Eq. (ii) the wall shear stress ~ .0 and 1.5.

which warrants a closer examination of the velocity-defect law. The velocity components are U. and W. decelerating flow yields a positive. with the leading edge being x = 0.7. The free-stream pressure po(x)is linked to the velocity Uo(x)by Bernoulli's equation (Eq. however. so called because it can lead to separation of the boundary layer from the surface. In aeronautical applications. since it depends on the measurement of a small velocity difference. The surface of the plate ( i .1. and the momentum thickness Various Reynolds umbers are defined on the basis of these thicknesses and . Most of our attention is focused on the zero-pressure-gradient case. Statistics vary primarily in the y direction. and the behavior in the buffer layer is examined in more detail. V. This is a poorly conditioned quantity. The boundary-layer thickness d(x) is generally defined as the value of y at which (U(x. the coordinate system is the same as that used for channel flow. (2.pressure gradient. and are independent of z. so that statistics depend both upon x and upon y.y)) equals 99% of the free-stream velocity Uo(x).0.1) is essentially the sa. it is generally desirable for boundary layers to be attached.67)) po(x) + ~ u ~ ( = x constant )~ . the boundary layer continually develops.me as that in channel flow. with ( W ) being zero.1 A description of theflow As sketched in Fig.3. corresponding to Uo(x) being constant. The mean flow is predominantly in the x direction. the wall) is at x2 = y = 0 for X I = x 2 0. In the defect layer (y/6(x) > 0 1 ) the departures from the log law are more significant. y . with the free-stream velocity (outside the boundary layer) being denoted by Uo(x).so that the pressure gradient is - + Accelerating flow (dUo/dx > 0) corresponds to a negative .uo ) dy. the behavior in the inner layer (y/d(x) < 0. This is demonstrated. Unlike channel flow. Conversely.or favorable .3 Boundary layers In spite of these differences. adverse pressure gradient. More reliable are integral measures such as the displacement thickness * = (u) (1 . 7. 7.

the mean-axial-momentum equation where z(x. there is laminar flow from the leading edge (x = 0) until the location at whch Re.2 Mean-momentum equations Naturally. the boundary-layer equations apply . to promote the transition to turbulence. after which the boundary layer is fully turbulent. so that the shear stress and pressure gradients balance. . Schlichting (1979). (For more information on the topic of transition the reader is referred to Arnal and Michel (1990). reaches a critical val.3. (The value of Recritvaries considerably.g. the wall pressure p. then (since (uv) increases from zero as y3). see.. since ( v 2 ) is zero at the wall. The lateral mean momentum equation (Eq. (5. In some experiments a wire or other device is placed across the flow in order to trip the laminar boundary layer.. In the boundary-layer approximation. (5. If the pressure gradient is zero. Kachanov ( 1994) and references therein. e. depending on the nature and level of the disturbances in the free stream.(x) equals the free-s tream pressure. i.y) is the total shear stress. with axial stress gradients being small compared with cross-stream gradients.the flow develops slowly in the x direction.) Transition occurs over some distance (maybe 30% of the distance from the leading edge).e. At the wall the convective terms are zero. (see Eq.) - 7. po(x).ue Recit lo6 marking the start of transition.55)).7 Wall flows In a zero-pressure-gradient boundary layer.52)) integrates to Notice that.

Equation (7. The scaled velocity U(x.130) due to Blasius (1908). For the laminar zero-pressure-gradient boundary layer. described in detail by Schlichting (1979). 7. 3 Boundary layers Fig. where the lengthscale 6.or the increase in the momentum deficit .130)) can be integrated to obtain von Kcirmun's integral momentum equation (see Exercise 7.25. = (xv/Uo)1/2 x/Re X ' I 2 . there is a similarity solution to Eq. for the skin-friction coefficient.caused by the wall shear stress. Normalized velocity and shear-stress profiles from the Blasius solution for the zero-pressure-gradient laminar boundary layer on a flat plate: y is normalized by The boundary-layer momentum equation (Eq.25.133) quantifies the decrease in the momentum-flow rate of the stream . y)/ Uo depends solely on the scaled crossstream coordinate y/dX. This solution is shown in Fig. (7. is 6.7 .18). 7. (7. For the zero-pressure-gradient case the result is or. The various thicknesses obtained from the solution are l h e skin-1riction coemcient is .

000. shear stress and intermittency factor y (defined in Section 5. (From the experimental data o f Klebanoff (1954).26. obtain the result Integrate from y =0 to y = co to obtain and hence obtain uon Kdrmdn's integral momentum equation (Recall that 6' and 0 are the displacement and momentum thicknesses.) 7. ..2) measured by Klebanoff (1954) in a zero-pressure-gradient turbulent boundary layer of momentum-thickness Reynolds number Reo = 8. (7. From the mean continuity (Eq.7 Wall flows Fig.5. (5.) - EXERCISE .25).26 shows the profiles of the mean velocity. 7. shear stress and intermittency factor in a zero-pressure-gradient turbulent boundary layer. (5. Notice that the mean velocity profile rises much more steeply from the wall than does the Blasius profile (Fig.000.126) and (7. Eqs. Profiles of the mean velocity.49)) and momentum (Eq.55)) equations.3 Mean velocity profiles Figure 7. Ree = 8.3.127). 7.

144)-(7. channel flow DNS of Kim et al. and ~ h a ~ nflow e l (Re = 13. the profiles of (U)/Uo plotted against y/d steepen at the wall and become flatter away from the wall. Ree = 1. (7. 3 Boundary layers Fig. with increasing Reynolds number. The velocity profiles in the various layers are now examined in more detail.000). and then it is flatter awav from the wall. defined as the ratio of the displacement and momentum thicknesses : For the Blasius profile the flatness factor is H = 2. but also in the buffer layer.27. This 'flatness' of the mean velocity profile is quantified by the shape factor H. 7. dotdashed line. while the log law holds for y+ greater than 30 or 50 (and y/d << 1). In the viscous sublayer (y+ < 5) the law of the wall is f.6: for the Klebanoff boundary layer it is H = 1. Mean velocity profiles in wall units.27 for three flows: Klebanoff's boundary layer (Res . Eqs. are s h ~ w n in Fig.. 7.750). Ree = 8. even though the origin of the shear stress is entirely different. What forin does the law of the wall take in the buffer layer (5 < . van Driest's law of the wall.29.3. not only in the log-law region. The agreement between the profiles illustrates the universality of the law of the wall. and. Correspondingly.(y+) = y+.145). (1987). The mean velocity profile appears very similar to that in channel flow (Fig. Circles. 7. just as with channel flow.750.8. The shear-stress profile is similar to the corresponding laminar profile (Fig.410. 7.000. Re = 13. The law of the wall Velocity profiles.7 . solid line. and d. a boundary-layer DNS (Ree = 1. dashed line.410) performed by Spalart (1988). the shape factor H decreases with Re. normalized by the viscous scales u.2). boundary-layer DNS of Spalart (1988). boundary-layer experiments of Klebanoff (1954).

Accordingly.143) is shown in Fig. provided by van Driest For a boundary layer (with d(U)/dy > 0). For large yf. (7. whereas -(uv) +increasesmore slowly. Clearly. as y3. .7 Wall flows Y + < 50)? A purely empirical answer . Eq. the appropriate specification of the mixing length is em = ICY or equivalently l+ rn = ICY+ (Eq. With K = 0.144) and (7. (7. (7. so that the law of the wall is obtained in terms of the mixing length as the integral of Eq. the implied turbulent stress VT d(U)/dy would increase as y2. Notice that (for given IC) there is a one-to-one correspondence between the van Driest constant A+ and the additive constant B in the log law. If the same specification were used in the viscous sublayer.is (1956). near the wall.41.140) becomes This is a quadratic equation for du+/dyf. then. the specification em = ~y needs to be reduced. or damped. it provides an excellent representation of the data. 7.but an inspired one nonetheless . The term in square bracket. the ratio z/zW is essentially unity.s ( [ I ) is referred to as the van Driest damping function. (7. in the context of the mixing-length hypothesis.27. according to the mixing-length hypothesis.90)). which has the solution In the inner layer. the specification A+ = 26 corresponds to B = 5.3. the damping function tends to unity and the log law is recovered. the total shear stress is With the definition when it is normalized by viscous scales.143): 2 dv' In the log-law region. Evidently. van Driest (1956) proposed the specification where A+ -is a constant ascribed the value A+ = 26. The law of the wall given by Eqs.

uaas aq Lew s q~ 'MET z + ("a) • • 01 asop L J ~ A 'srsaylodrly y~8ual-8urxrw ayl 01 8 u r p ~ o e ~ ~ e~ o y s SMOEJ l ~ n p pue ~eays a ~ u a ypue) xplodp s p a pw8 a ~ n s s a ~ sno d A ylr~ SJ~LE L~epunoq ~ UI '((5667) 8 u e n ~ put! M B ~ S P B J'*8+a ~ 'aas) arnlelalr1 ayl ur* sualxa palap s u o ~ uaaq sey [ ~ E Mayl JO M E ayl jo Alq~s~aarun a y ~ MRI * ( ( 3 ~ 1 *ba) * ~ ) uosnqpluo3 ayem pue me1 801 JO L U ~ S '~u!I ~ ~ 1f 0(s~ * = on) x/(p/rC)~uu o y ~ q u l u o ayem ~ 'aug paysep-lop f ( z *= ~ g c l p * o= X ) Me1 801 'auq paqsep f ( ~ ~ 6 Boue&lx 1) jo elep 1eluawnadxa 's1oqmAs *ayeM aql Jo ayl Surmoqs lade1 d~epunoqIuaInqJnl e ur a ~ y o ~ *d dl P o I a ~ uearu a y *8z*L ~ * z ! d + .

Coles (1956) tabulated w(y/6) (based on experimental data). For Klebanoff's boundary layer. . the shape of the function w(y/6) is similar to the velocity profile in a plane wake.2).148) can also be written in the form of a velocity-defect law. and imposing the condition (U)y=n. an excellent approximation to f. With the same approximations. Equation (7. which depends on y/6. called the law of the wake. agrees well with the experimental data. convenient explicit forms the skin-friction coefficient cr = ~ ( U . hence determining More ) ~ . but a more convenient approximation is The non-dimensional quantity II is called the wake strength parameter.7 Wall flows well represented by the sum of two functions. Eq.uo. as the sum of these two 'laws. for y+ > 50. while the dot-dashed line is the law of the wake. Among these is the . : the second function. This representation is written The wake function w(y/6) is assumed to be universal (the same for all boundary layers) and is defined to satisfy the normalization conditions ~ ( 0= ) 0 and w(1) = 2. The first function is the law of the wall f.29. by the log law. with a symmetry plane at y = 0. 7. Approximating f. As the name implies. / U ~ of the friction law can be found in Schlichting (1979).' The dashed line is the log 1 ( i e . we obtain This law is compared with Klebanoff's data in Fig.28 illustrates the representation of (U)/u. there is no implication of a detailed similarity between these two flows. Their sum. 7. However. depends on y/6. the solid line. y/6 < 0.148) evaluated at y friction law : =6 leads to a For given Red this equation can be solved for u7/ Uo. Fig.(y+). (7. and its value is flow dependent.

experimental data of Klebanoff (1954). Turbulent viscosity and mixing length deduced from direct numerical simulations of a turbulent boundary layer (Spalart 1988).30. it is necessary . In the defect layer. Solid line. the mix. dot-dashed line. sum of log law and wake contribution IIw(y/6)lK. Symbols.3 Boundary layers Fig. 7.145)).30. dashed line.7. / ( ~ y ) given by the log law. the value of the turbulent viscosity VT = z/(i?(U)/dy) is less than that given by the log-law formula VT = u . The velocity-defect law. and the velocity gradient i ? ( ~ ) / i ? yis greater than the value u .and. which shows vT(y) and l. solid line. dashed line t. 7. then. ~ y . Fig. VT from DNS. and VT according to van Driest's specification (Eq.(y) deduced from the DNS boundary-layer data of Spalart In applying the mixing-length model to boundary layers.29. (7..ing length is less than icy. 7. This is confirmed by Fig. consequently. the shear stress r(y) is less than r. log law. Clearly. Schultz-Grunow formula. from DNS. t.

JOJ) (+k)IJ JO SUJOJ 3rloldwLse ayy '(p >> rf >> 'p) w U O I ~ ~ d Je • ~ ~ ayl a ~ UI o ayl uo puadap rlzw J u o r p u n ~ayl pue "n ueyl lua~agrp aq Lew y 3' 1 y ~ • 'laqwnu sp1ouLaa ayl uo puadap Len IS uo143un~ ayl a ~ a '((LE'L) y ~ *bz~ '33) SF ~aLe1 ~auur ayl ur' se passa~dxa a ~ y o Llr301aa ~d ayL 'Jaqwnu sp1ouLaa y8yy MOP adrd lua1nqlnl pado~aaap 611n.> '((€661) ~ 0 3 aas) 1 ~ sueaw ~ lua~agrp • .> E ~ 6 L E L ~ ~ E ~ o LpUE 8 '+8+a 'aas) sluawuadxa ~ O J lea13 J SI $1'laqwnu sp1ouLaa ay.3 JO lxaluo3 ayl u~ suogdwnsse aaIleulaqe JayeaM ~ a p r s u o MOU ~ a& Lpla1dru03 IOU ale paaloaur sassa~old + a xJO luapuadapu~ del~aao ayl lua1nqlnl ayl away pue '~aqwnu sp1ouLaa ay 1 uo puadap uor8a~ Uy sa~yold S S ~ J ~ S .J E JO ~ U dl xa1dwo3 ayl uaArr.1JO pue 6 1 ' ~ amay pue ' A pue 'p ' o n JO luapuadapur sy kp/+npk (1 >> p/rf P U ~'1 << +k '1 << a x ~ o j leyl ) SF '((TP'L) 'ba aas) Me1 801 ayl 01 Burpea1 luarun8~e ayl u y apew uorldwnsse 8 u o ~ l s ayL 'uoI8a~depaao ayl u y laqwnu sp1ouLaa ayl JO a3uangur ayl sr anssr 1ellua3 v +slaylo 8uoure '(9661) l y 3 a u ~ >IUE '011yls~3'PBloag PUT? '(1(861) UaY3 PUT? 8 ~ 0 '(6~61) 7 U r U O K P U e lle[quaJefJ Lq p a ~ ~ e a p uaaq e aaey Me1 801 ayl lsure8e sluawn8~e'snarl ayl la^^ *L~EJ~D~ I a1qe~edwo3 JO s u o ~ p r p a ~ 01 d pea1 L ew suoyld wnsse l u a ~ a g p :paseq I ! lou u saop dloayl y3ry~ uo suoydwnsse ayl JO Ll py~ehayl 61d ~ ~ p e s s a 3 a ~ E ~ ~ U I J a~dwrs OJ Lq paluasa~da~ 11aM ale s~aLe1 L~epunoq pue MOP 1auuey3 'MOB ad d u y sa~yoldL p o ~ a aueaw ayl ~ o a1qeylewal y sr 11 'paa1oaur sassa3o~dayl pue suo low lua1nqlnl ~ ~ E M .S ~ [ Oayl U L ~ ~ ( ( ~ 61) ~ uyEH-[a-pEr.

7.9 x lo6). power law (Eq. 409 x lo3. 506. then the laws are said to be universal.7. (7.71 x 10" and 29. experimental data of Zagarola and Smits (1997). (7.13.20 and Barenblatt (1993)).1 R. and C to depend on the Reynolds number. The scale for u+ pertains to the lowest Reynolds number: subsequent profiles are shifted down successively by a factor of 1. profile that are consistent with this matching requirement: the lag law and the power law (see Exercise 7. log law with K = 0. A log-log plot of mean velocity profiles in turbulent pipe flow at six Reynolds number (from left to right: Re = 32 x lo3.1. The range shown is the overlap region. 1. B. solid lines.157)) with the exponent a determined from the data at each Reynolds .3 Boundary layers Fig.31 shows measured mean velocity profiles in the overlap region of turbulent pipe flow at various Reynolds numbers. Symbols. dashed lines. and the power law (Eq.436 and B = 6.13). The assumptions made in this development allow the positive coefficients K.31.79 x lo6. 7. the coefficients are independent of the Reynolds number. < y < 0. a. The data are compared with the universal log law (with = 0. 99 x lo3.436 and B = 6. to the contrary.157)) with the power a determined by the best fit to the data. If. Figure 7.

Although the data have been carefully scrutinized (e. (7. 7. e.U for pipe flow (Zagarola and Smits 1997). = u.20). and Smits (1997) showed that the empirically determined values are well approximated by the formula which is shown in Fig.g. (1997)).. in the outer layer. = Uo example u. t - . It may be observed from Fig.. Perry.Uo.7 Wallflows Fig. as Fig. Zagarola et al. A universal log law implies that u.31 shows. . Barenblatt and Chorin (1998)). because of the small differences between the log-law and power-law predictions.32. Another issue that arises is the appropriate choice of the velocity scale u.32.158)) in the power-law relationship u+ C(y+)" = c ( ~ + ) ' / " for pipe flow as a function of the Reynolds number. 7. 7.31 that both the log law and the power law provide quite accurate representations of the measured velocity profiles. Whatever the merits of the underlying assumptions. Various suggestions have been made: for . the log law has the practical advantage of being universal.g. 1996). whereas a universal power law (which. The exponent a = l / n (Eq.. 7. does not exist) would imply that u. and u for boundary layers (George et al. - = number. = Uo (see Exercise 7. the conclusions drawn are likely to remain controversial (see. It is clear that a decreases significantly with Re: Zagarola.

(7.155) yields In the overlap region (6.50)) where B and B1 are constants of integration.7. .162) are where .55). and a are positive constants ( i e independent of y. In the inner and outer layers. (7. (c) Show that general solutions to Eqs. but not necessarily of Re).155).154) and (7.159) then yields the friction law Eq. (for small q ) are obtained from the alternative assumptions and where K.161) are (cf. (a) Show that the matching of ( U ) and d(U)/dy given by Eqs.3 Boundary layem EXERCISES . (7. respectively. C. Eq.43)) and (cf. the mean velocity profile is given by Eqs. Consider fully developed turbulent pipe flow at high Reynolds number. (7.160) and (7. << y << 6). . (b) Show that general solutions to Eqs. (7. Eq.154) and (7. (7. (7. different asymptotic forms of f I (for large y+) and F.w that Eq. (7.160) and (7. Sho.

and only if. u./ B1 are independent of Re.159) then determines (d) Show that Eqs. K. and the friction law * is satisfied.. (7. Show then that Eq. and the friction law Eq. and the coefficients are independent of Re) if.55) is satisfied.165) and (7. (7.163) and (7. b is zero. (7. u. at Re = lo7. C and a are independent of Re.e. (e) Show that Eqs. scales with Uo. which agrees with the Prandtl formula (Eq. B..7 Wall flows and b and bl are constants of integrat.) (f) Take a = 7 and neglect the variation of uo/U with Re.98)) to within 3% for lo4 < Re < lo5. (Note: with b3 = 0.164) are universal log laws (i. (7.166) are universal power laws if.) Consider the power law as an approximation to the velocity profile (for 0 < y < R) in fully developed turbulent pipe flow. see Fig. (7. for some constant b2.32. (7. (Note : experimental data clearly show to the contrary that a depends on Re. (7.3 164. Eq. Show that the area-averaged velocity As an approximation to the mean velocity profile in a boundary . It is stressed that this derivation incorrectly assumes the existence of universal power laws.169) yields for the friction factor where b q is a constant. scales with u.170) is the empirical Blasius resistance formula.ion. but is in error by 300/o. and onTy if.Show that Eq. 7.

In the inner layer. First. Here. the Reynolds-stress profiles (shown in Fig. using the boundary-layer DNS data of Spalart (1988). the Reynolds-stress profiles and kineticenergy balance are briefly described. layer.33) are . 7. Profiles of Reynolds stresses and kinetic energy normalized by the friction velocity in a turbulent boundary layer at Reo = 1.< I .5 Reynolds-stress balances Both for free shear flows and for channel flow we have examined the balance of the turbulent kinetic energy. For this profile show that and hence that the shape factor is 7.410: (a) across the boundary layer and (b) in the viscous near-wall region. we go further to examine the balance of the individual Reynolds stresses.33. consider the power-law profile Y for . 7. 6 where n is positive.3.7. From the DNS data of Spalart (1988). 6Y for .> 1.3 Boundary layem Fig.

the Reynolds-stress profiles exhibit a weak Re ynolds-number dependence (see. From the DNS data of Spalart (1988). For example. 7. pseudo-dissipation. Fig. As the edge of the boundary layer is approached. - 4. turbulent convection. viscous diffusion. 7. With increasing y/6.410: terms in Eq. all the Reynolds stresses tend smoothly to zero (corresponding to the non-turbulent free stream). and pressure transport.'Just as in channel flow. Marusit. In order to show the relative importance of the terms as functions of y. and Perry (1997)).10 loss C u Fig. mean-flow convection is negligible. Uddin. (7. the magnitudes of the terms in Eq.7 Wall flows galn galn ' pressure transport turbulent convection . In this region.177) (a) normalized as a function of y so that the sum of the squares of the terms is unity and (b) normalized by the viscous scales. the profiles are Fig. The kinetic-energy balance In the boundary-layer approximation. The profiles of the various contributions to Eq.64)).177) decrease. This equation is essentially the same as that for channel flow (Eq.34. Figs.5. and are again very similar to those in channel flow (Fig.14 and 7.34. but with the addition of the mean-flow-convection term. the equation for the turbulent kinetic energy (Eq.177) are shown in 50. 7. 7.g.34(b)).164)) is In order. (7..17). production. mean convection loss -0. in . little different than those in channel flow (cf. (5. (7. the terms in this balance equation are mean-flow convection. In the near-wall region (yf I normalized by the viscous scales. (7.18). e. The turbulent-kinetic-energy budget in a turbulent boundary layer at Reo = 1. 7. in the log-law region both P and E decrease inversely with y.

we observe that half the trace of the Reynolds-stress equation is the kinetic energy equation. turbulent convection. production becomes small. and dissipation.23) is where Pijis the production tensor nijis the velocity-pressure-gradient ' m tensor and Eij is the dissipation tensor To relate these symmetric second-order tensors to more familiar quantities.7.' various transport terms.. 7. so that the sum of their squares is unity. the terms are referred to as mean convection. we have Figures 7.3 Boundary layers Fig. production.out in the boundary layer. in which a(U)/ay is the only significant mean velocity gradient.178) for each of the non-zero Reynolds stresses. Normal-stress balances In simple shear flows. and. pressure. in particular..-andthe balance is between dissipation and the . the normal-stress productions are . viscous diffusion. and (w2) are examined first.. From y+ 40 to y]b "-.38 show the profiles of the terms in Eq.35-7.34(a) the contributions have been normalized locally. x C + ' w # The Reynolds-stress e'quation y The transport equation -for the Reynolds stresses deduced from the NavierStokes equations (see Exercise 7. The normal stresses (u2). (v2).4 the dominqnt balance is between production andL dissipation. Further .0. In order. (7.

7. The budget of (v2} in a turbulent boundary layer: conditions and normalization are the same as those in Fig. Over most of the boundary layer the pressure term nbm nll is the dominant sink in the (u2) balance. over most of the boundary layer.-V (up'lp)). 7. In the turbulent kinetic energy balance. which is relatively small over most of the bounda'ry layer (see Fig. - gain 1 / viscous diffusion mean -convection n turbulent. 7. all the kinetic-energy production is in (u2). 7. Thus the primary effect of the fluctuating pressure is to redistribute the energy among the con~ponents . inii . In contrast.7 Wall flows (a) 1. therefore.34.02 loss loss dissipation Fig.36. 7. The redistributive effect of the fluctuating pressure is revealed by the . pllis the dominant source of (u2) (see Fig. convection -0.35).35. while n 2 2 and n 3 3 are the dominant sources in the (v2) and (w2) balances..34).. p' appears only as a transport term (i.5 \ turbulent 1 convection loss Fig.e. i. As expected. in the Reynolds-stress equations plays a central role.o gain 0. 7. The budget of (u2} in a turbulent boundary layer: conditions and normalizGion are the same as those in Fig.34.e.to extract energy from (u2) and to transfer it to (v2) and*(w2).

0 0.24). 7.34.37. (a) gain - 1.34. and so vanishes from the t urbulent-kinetic-energy equation. In the boundary layer. at the rate -Rll = R22 R33. In view of the continuity equation V u = 0. The budget of (w2} in a turbulent boundary layer: conditions and normalization are the same as those in Fig.38.7. 7. 7. 7. and (w2). decomposition where the pressure-rate-ofis train tensor Rij is and Tk(P) i j is the pressure transport (see Exercise 7. the pressure-rate-of-strain tensor contracts to zero. + .3 Boundary layers turbulent (b gain gain i viscous diffusion viscous diffusion # C loss dissipation convection loss Fig. . The budget of -(uu) in a turbulent boundary layer: conditions and normalization are the same as those in Fig.5 - loss ptessum \.12 - viscous diffusion mean convection mean convection -0. from (u2) to (v2) there is a transfer of energy.-' - pressure Fig.

Since (uv) is negative. but.. 7. 1 . a 'gain' in -(uv) corresponds to an increase in the magnitude of the shear stress.39 shows the profiles of E i j normalized by -E.5). over the bulk of the boundary layer (y+ = 40 to y / 8 = 0.39. for which 6 = 6506. Figure 7.e. i.. except near the wall. It is clear from the Reynolds-stress budgets that the velocity-pressureis an important quantity. The small but distinct level of anisotropy in Ei~ (for y / 8 > 0. Normalized dissipation components in a turbulent boundary layer at Ree = 1. In contrast to the normal-stress balances.38 shows the budget for -(uv).1) is attributable to the relatively low Reynolds number of the simulations : the boundary-layer experiments of Saddoughi and Veeravalli (1994) clearly show that there is local isotropy at high Reynolds number. It may be seen that. the anisotropy in EI ' is clearly large.. for y / b > 0.410: from the DNS data of Spalart (1988). In locally isotropic turbulence the dissipation tensor is isotropic.2 (y+ > 130).7 Wall flows Fig. the dissipation E~~ is relatively small. -P12= (v2) a ( u ) / a ~ ) and the pressure term -H12. 1 production Pbm ! I and dissipation E~. + 23 . and the off-diagonal component is close to zero). The shear-stress balance Figure 7. the diagonal components of Eij /(: E) are close to unity. Close to the wall. there is an approximate balance between production ( e . there is 2approximate isotropy ( e . as of course are the gradient correlation n-. The Reynolds-stress equations and nijare discussed at length in Chapter 11.

(7.3 Boundary layem From the Reynolds decomposition U .7. (7. t) (Eq. Show that IIij (Eq. (7. (7. obtain the Reynolds-stress equation 3 11 and II i~ are defined by Eqs.180). (7.178). and that IIij and Rij are equal in homogeneous turbulence.( U ) u and from the definitions D/Dt = a / a t + U V and D/Dt = a / a t ( U ) V show that + + Hence from the transport equation for the fluctuating velocity u(x.179) and (7.181).138)).190) can be re-expressed as + where E'J + =is defined by Eq. From the above results. (7.187). and + Show that Rij is deviatoric.180)) can be decomposed as where R+ u is the pressure-rate-of-strain tensor defined by Eq. show that the Reynolds-stress equation can be written where the Reynolds-stress flux Tkijis with . Hence verify Eq. (5. Show that where P++ the viscous term in Eq.

6 Additional eflects So far in this section we have considered the zero-pressure-gradient turbulent . Which components are non-zero at the wall? 7. 7 a2 (uiuj) Eij = v a v2 for y = 0. Mean pressure gradients The effects of mean pressure gradients on boundary layers are mentioned. and second because the effects can be large.164)). at a wall. (5.Zk6. and (b) in the principal axes of (uiuj). show that the production tensor P is In terms of the Reynolds-stress anislotropy aij that the production tensor is 'I show (uiuj) .194)) is identical to the kinetic energy equation (Eq. first. and of surface curvature. From the definition of Eij (Eq. (7.m 3 ? Give an example of a flow in which the normal-stress production Pll is negative. Now briefly described are the effects of nonzero 'pressure gradients. because in applications they are present more often than not.7 Wall flows Show that and hence show that half the trace of the Reynolds-stress equation (Eq. Discuss the effect of the pressure-rate-of-strain tensor on the Reynolds shear stresses (a) in the principal axes of Rij. A favorable pressure gr'gdient (dpo/dx < 0) corresponds to an accelerating free s t r c ~ m(dUo/dx > 0) and occurs. For simple shear flow with i?(Ul)/dx2being the only non-zero mean velocity gradient. boundary layer on a flat plate. for . 7 181 ) show that.3.

. Experiments with convex curvature as large as d / R . of constant free-stream velocity. that develops on a surface with a plane upstream section followed by a section of convex curvature (of constant radius of curvature ) A similar experiment with a concave surface is described by Hoffmann. : f. Surface curvature Boundary layers on curved surfaces are important in many applications. an adverse pressure gradient (dpoldx > 0) corresponds to a decelerating free steam (dUo/dx < 0) and occurs in a diffuser or on the aft part of an airfoil. In these experiments the ratio of the boundary-layer thickness 6 to the radius of curvature R. In these applications. and Bradshaw ( 1985) performed experiments on a boundary layer. For convex curvature.7. Conversely. such as the flow over compressor and turbine blades in turbomachinery. prolonged adverse pressure gradient causes the boundary layer to separate. and in the boundary layer the angular momentum of the fluid increases with radius (measured from the center of curvature). Muck. Hoffmann. A favorable mean pressure gradient causes the mean velocity profile to steepen. and non-turbulent fluid can penetrate all the way to the wall. a sufficiently strong favorable pressure gradient can cause the boundary layer to relaminarize (Narasimha and Sreenivasan As might be expected. the center of curvature is beneath the surface. on the forward part of an airfoil. Spalart and Watmuff 1993). and reverse flow ((u)< 0) downstream of the separation. Indeed . The separation is accompanied by large-scale unsteadiness of the flow. a strong. a mild adverse pressure gradient has the opposite effect: the mean velocity profile flattens. These effects can-be studied separately in laboratory experiments. On the upper (suction) surface of an airfoil the curvature is convex.1 are reported by Gillis and Johnston (1983). In the flow over airfoils. Rayleigh's criterion (Rayleigh 1916) correctly predicts the stabilizing or destabilizing effect of curvature. w 0. with the shape factor H increasing and the skin friction coefficient cf decreasing (Bradshaw 1967. the boundary layer is simultaneously subjected to t h e effects of curvature and a mean pressure gradient.01. The width of the intermittent region increases (Fiedler and Head 1966).3 Boundary layem example. at low Reynolds number. Muck. However. or break away from the surface (Simpson 1989). so that the shape factor H decreases and the skin-friction coefficient cf increases. is about 0. whereas there is concave curvature over part of the lower (pressure) surface of a highly cambered airfoil. and Bradshaw (1985). the curvature is in the dominant flow direction.

or by other eduction methodologies (described below). For boundary layers on mildly curved surfaces. according to the Rayleigh criterion. The idea is that they are regions of space and time (significantly larger than the smallest flow or turbulence scales) within which tbe flow field has a characteristic coherent pattern. This.of order a/&. Different instances of the structure occur at . and indeed the experimental data show that there is a reduction in the Reynolds stresses and skin-friction coefficient compared with the plane 'boundary layer. the magnitude of the effect is much larger than simple scaling arguments suggest. Again. It is generally found that turbulent shear flows exhibit a disproportionately large response to such extra rates of strain (Bradshaw ' /. the center of curvature is within the fluid above the surface. However.coordinate system) there are additional production terms (due to curvature) of relative magnitude a/&. this increasing angular momentum is stabilizing. the angular momentum of the fluid decreases with radius ( e . by conditional sampling techniques. since 1960 a good fraction of the experimental effort on wall-bounded flows has been directed at turbulent structures or quasi-coherent structures. and the mean flow is in the el direction. The experiment a1 observations are that longitudinal Taylor-Gortler vortices form. In the boundary layer. but they are difficult to define precisely.) It may be seen that the curvature creates the extra rate of strain -L 2 (U1) /&. These structures are identified by flow visualization. as pointed out by Bradshaw (1973).4 Iurbulent structures As is the case with free shear flows.7 Wall flows According to Rayleigh's criterion. In the Reynolds-stress equations (written in the appropriate curvilinear . it decreases as the surface is approached). the non-zero mean rates of strain are I (This is in a local Cartesian coordinate system in which the basis vector e2 is normal to the surface. which is small compared with a (Ul)/ax2 . the effects of curvature on the turbulence are an order of magnitude larger than can be explained by this direct mechanism. el and e3 are tangential to the surface. For flow over a surface of concave curvature. is destabilizing. and that the Reynolds stresses and the skin-friction coefficient increase (compared with the plane boundary layer).

and (iv) to identify 'important' structures with a view to modifying them in order to achieve engineering goals such as reduction of drag and augment ation of heat transfer. Backs: surfaces (of scale 6) across which the streamwise velocity changes abruptly. and the deterministic and stochastic interactions among them are far from clear.different positions and times9 and their flow fields certainly differ in detail: but they possess a common characteristic coherent pattern. (iii) to 'explain' important 'mechanisms' in the flow in terms of elemental structures. Near-wall pockets. 5. The goal of developing a quantitative theory of near-wall turbulence based on the dynamical interaction of a small number of structures has not been attained. observed as areas clear of marked fluid in certain types of flow visualizations. achieved. Only in a very limited sense can coherent structures simply 'explain' the behavior of near-wall turbulent flows. (ii) to 'explain' pat terns seen in flow visualization. and deep valleys of free-stream fluid). and is likely unattainable. 2. Vortical structures of several proposed forms. . Large-scale motions in the outer layers (including. The eight categories identified are the following: 1. Sweeps of high-speed fluid toward the wall. There are many structures within the random background. other objectives have not been. these studies have yielded valuable results. Ejections of low-speed fluid outward from the wall. 4. Low-speed streaks in the region 0 < yf 1 10. 7. 3. Among the motivations for experimental studies of turbulent structures are the desires (i) to seek order within apparent chaos. Strong internal shear layers in the wall zone (y+ I 80). for boundary layers. superlayers. and un1ike:ly to be simple. and will not be. Without doubt. The mind imbued with Newtonian mechanics seeks simple deterministic explanations of phenomena. Description of structures in wall flows Kline and Robinson (1990) and Robinson (1991) provide a useful categorization of quasi-coherent structures in channel flow and boundary layers. 8. 6. and have achieved some of their objectives. However. bulges.

it turns and moves away from the wall more rapidly . among many others. and Reynolds (1971) and Smith and Metzler (1983)) have determined many of the characteristics of these structures.while the fluid between the streaks (inevitably) is relatively fast moving. With fluid moving away from the wall in ejections. Figure 7. Corino and Brodkey (1969) identified regions of high-speed fluid ( e . These and subsequent experiments (e.. In one experiment on a boundary layer in a water channel. yf < 40. and their length (in the x direction) can exceed 1. and Gad-el-Hak and Bandyopadhyay (1994). at some point (typically around yf = lo). the streak exhibits a rapid oscillation followed by a breakdown into finer-scale motions. Kline et al. known as bursting. (1967) used a fine wire placed across the flow (in the z direction) as an electrode to generate tiny hydrogen bubbles. 7.a process referred to as streak lifting. or ejection. Numerous flow-visualization experiments have revealed streaks in the near-wall region. A dye streak in a turbulent boundary layer showing the ejection of low-speed near-wall fluid.. .) - Reviews of experimental work and discussion on these structures are provided by Kline and Robinson (1990). u > 0) moving toward the wall in events called sweeps. The streaks correspond to relatively slow-moving fluid .g. Near the wall (yf < 7) the spacing between the streaks is randomly distributed between about 806. With increasing downstream distance.0006. (From the experiment of Kline et al. Cantwell (198I). Kim. Kline. The streaks have a characteristic behavior. Here we mention just some of the principal findings. clearly visible in the plane of the wall are long streaks in the streamwise ( x ) direction.with streamwise velocity about half of the local mean . but then. Sreenivasan (1989). a streak migrates slowly away from the wall . With the wire placed between the wall and yf = 10.. corresponding to an accumulation of hydrogen bubbles. As it is lifted. independent of the Reynolds number. . continuity demands a flow toward the wall in some other regions.40 shows a dye streak from a typical ejection. Robinson (1991). (1967).40. and 1206.7 Wall flows Fig.

7. and the simple fact that the u-v correlation coefficient is around -0. The u-v sample space showing the numbering of the four quadrants and the quadrants corresponding to ejections and sweeps. In the near-wall region (y < loo). 7.41. irrespective of the turbulence structure (see Exercise 7. The u-v sample space of the fluctuating velocities is divided by the axes into four quadrants. It should be recognized. Eckelmann.5 suggests that quadrant-2 and -4 events are twice as likely as quadrant-1 and -3 events. Measurements of the contributions to (uv) from the various quadrants (e.3 1). shown in Fig.. and Brodkey (1972) and Willmarth and Lu (1972)) have been cited as evidence for the importance of ejections and sweeps to production. 7. 7.g.4 Turbulent structures Sweep Fig. there is a convergence of the flow in the plane of the wall (aWlaz < 0). 7.7. and have been conjectured to be associated with bursting (Holmes. Wallace. between the rolls. which accounts for the observed streaks. that a quadrant-2 event is not necessarily an ejection. y An important issue is the significance of ejections and sweeps in turbulence production. 7. the fluid moving away from the wall between the rolls has a relatively reduced axial velocity. The cross-stream dimensions scale + . which leads to the velocity profiles shown in Fig. Blackwelder and Haritonidis 1983). Lumley. Thus both ejections (9uadrant 2) and sweeps (quadrant 4) produce turbulent energy. however. and Berkooz (1996)).43.depicted in Fig.42.41. In quadrants 2 and 4. These profiles contain inflexion points and so are inviscidly unstable.have been identified as the dominant 'vortical structures' (Bakewell and Lumley 1967.42 . Head and Bandyopadhyay (1981) suggested that the dominant vortical structures further out from the wall in the boundary layer are horseshoe or hairpin vortices as sketched in Fig. the product uv is negative.42. pairs of counter-rotating streamwise vortices or rolls . and consequently events in these regions correspond to positive production (recall that P = -(uv) a ( U )lay). Close to the wall. In the simplified picture of Fig.

5.43. The large-scale characteristics of the xiscous superlayer can be seen in flow visualizations in which the boundary-layer fluid contains 9 .) Fig. so that they are extremely elongated at high Reynolds . In the outermost part of boundary layers the flow is intermittent. A sketch of counter-rotating rolls in the near-wall region. they are inclined at approximately 45" to the wall. Henbest. Perry and Marusit 1995). As had previously been predicted by Theodorsen (1952). Head and Bandyopadhyay (1981) suggested that larger structures can be composed of an ensemble of hairpin vortices. 7.7 Wallflows Fig.separating the turbulent boundary-layer fluid from the irrotational free-st ream fluid. (1996). 7. and indeed Perry and coworkers have demonst rated that a suitable distribution of such elemental vortical structures can account for measured statistics in boundary layers (Perry and Chong 1982. but the overall length can be of order 6. Perry. The hairpin vortex suggested by Head and Bandyopadhyay (1981). (From Holmes et al.42. with 6.number..2 there is a thin turbulence front . and Chong 1986.the viscous superlayer . As described in Section 5.

but widths of order 6. as previously mentioned. 7.approximating the viscous superlayer .. Kibens. For given x.000. The irregular line . 7. As an example. the interrnittency factor y has an errorfunction profile (see Fig..4 Turbulent structures Fig. Suppose that u and v are joint normal with correlation coefficient PUV Show that the probability PI of a quadrant-1 event ( e u > 0 . the y location of the superlayer is (to a good approximation) normally distributed with mean 0. There are valleys of non-turbulent fluid that penetrate deep into the boundary layer.) smoke. The large eddies and the superlayer also contain finer-scale structures : Falco (1974) called these typical eddies. Head and Bandyopadhyay (1981) suggested that they are hairpin vortices inclined at 45". The large-scale behavior of the bulges is characterized by the outer scales Uo and 6. Kovasznay. As they are convected downstream . The large-scale features of a turbulent boundary layer at Reo 4. whereas. and slowly rotate in the same sense as the mean rotation (clockwise in Fig. Correspondingly. These valleys separate large eddies or bulges that are inclined at a characteristic angle of 2CL25".156.9Uo to 0.86 and standard deviation 0. Tsai.26). 7.they slowly evolve.44). EXERCISE .97Uo . Blackwelder and Kovasznay (1972). (1982) support these authors' contention that the fine-scale structures have lengths of order 6. The bulges are typically of length 6 to 36 (in the x direction) and about half as wide (in the z direction).at a speed of 0. shows the outline of the smoke-filled region (interpreted as the location of the viscous superlayer) from the experiment of Falco (1977).44 have been quantified in a number of experiments based on conditional sampling of hotwire measurements (e. and Bradshaw (1982)). (From the experiment of Falco 1977.g. while the free-stream fluid is clear. Fig. and Murlis. The measurements of Murlis et al. 7. Corrsin and Kistler (1954). and Blackwelder (1970).is the boundary between smoke-filled turbulent fluid and clear free-stream fluid. The nature and behavior of the features identified in Fig.

and Lumley (1993) and Holmes et al. The POD. and various invariants of the velocity-gradient tensor (e. Holmes.7 Wall flows and v > 0) is sin-' For joint normal u and v. Blackburn. and for p. Mansour. show that the probabilities of quadrant-1 and -2 events are 1 and P2 = P1= 6 3' (Hint: consider the joint normal random variables ii -= u and 5 = au Dv.g. to identify structures and to quantify their importance. An orthogonal decomposition of u(x) is . over the years. However.. was introduced into the study of turbulent flows by Lumley (1967b). = -0. on average. For turbulent flows the POD provides a representation for the fluctuating velocity field u(x.) + Eduction techniques The quasi-coherent structures described above have been identified mainly through visualizations of low-Reynolds-number turbulent flows (either from experiments or from DNS). and complete descriptions are given by Berkooz. there have been many suggestions for objective eduction techniques. and Cantwell (1996) and Jeong et al. Examples of eduction techniques based on conditional single-point measurements are quadrant analysis (Willmarth and Lu 1972) and variableinterval time averaging (VITA) (Blackwelder and Kaplan 1976). contain the most energy. Proper orthogonal decomposition (POD) The POD is an eduction technique based on the two-point velocity correlation. t). Such a subjective approach inevitably leads to controversy over the nature and significance of the structures. also known as the Karhunen-Lohe decomposition. for ease of explanation..5 (typical of a boundary layer). (1996). it is described here for a random scalar function u(x) in the interval 0 i x 5 L. The access to flow-field information afforded by DNS allows eduction techniques based on pressure (Robinson 199I). As a consequence. It identifies the motions which. where a and are chosen so that the 6-5 covariance matrix is isotropic.

(7. 2 .203) for u(x) and invoking Eq. the most familiar being the Fourier modes. These are given by as is readily deduced by multiplying Eq. whereas the coefficients a. .7. The basis functions qn(x)are non-random. n = 1. ) : the first N modes of the POD contain more energy than do the first N modes of any other orthogonal decomposition. to any choice of q. There are infinitely many choices of the basis functions. The nth POD basis .204). (7. n = 1 2.. satisfying the orthonormality condition 5 and {a. we obtain Thus l 2 (a2) n is the contribution to the energy from the nth mode anqn(x). Substituting Eq.} is a set of real basis functions. A defining property of the proper orthogonal decomposition is that the basis functions are chosen to maximize the partial sums EN (for N = 1 2 . are random.(x) consistent with Eq. . . (7. The average mean energy of u(x) over the domain is defined by dx.203) by qm(x)and integrating. This development applies to any orthogonal decomposition.4 Turbulent structures where {qn(x). tor neven. . that is. which (to conform with the present notation) can be written for nodd. (7. and the partial sum is the energy contained in the first N modes.204). . are the basis-function coefficients.

(1996)) shows that go. similar to those shown in Fig.(x) are incompressible vector fields that in some sense are 'characteristic eddies' (Moin and Moser 1989). . Other POD studies are reviewed by Berkooz et al. The first eigenfunction is shown to account for 50% of the energy and 75% of the production.204) for m _< n). (7.7 Wall flows function is therefore determined to be the function q ~ . ( ~which ) satisfies the orthonormality condition (Eq. so that the POD is of the form The basis functions cp. Sirovich. (7. (1996).32).(x) are the eigenfunctions of the integral equation The eigenvalue A is equal to (a2) n (see Exercise 7.42. knowledge of the two-point correlation is sufficient to determine ( x ) . and Keefe (1990) examined time series of the coefficients an@) deduced from DNS. (1993) and Holmes et al. (1996).) so that the ~ maximal. partial sums f i are The application of POD to turbulent flows requires the extension of these ideas to the three-dimensional velocity field u(x. The coefficients an@) are random functions of time.211) can be re-expressed as . .see Holmes et al. Ball. Usually the decomposition is in space only (rather than in time and space). 7. t) . Also for channel flow. Moin and Moser (1989) used DNS data for fully developed channel flow to perform and analyze a comprehensive POD.203). Bakewell and Lumley (1967) deduced from measured two-point correlations that the first POD basis function in fully developed turbulent pipe flow corresponds to a pair of counter-rotating rolls. and which maximizes Evidently. EXERCISE - By substituting Eq. so that the eigenvalues must be ordered in decreasing magnitude ( i 2 A(2) 2 A(3) . show that the left-hand side of Eq. and a straightforward application of the calculus of variations (see Holmes et al. (7.

the Navier-Stokes equations imply an infinite set of nonlinear ordinary differential equations that describe the evolution of the coefficients a. (7. Conclusions Experiments and DNS (mainly at low Reynolds numbers) have revealed several quasi-coherent structure.4. in wall-bounded flows (at least eight according to the categorization of Kline and Robinson (1990)). In the same way.212).146)). and that the POD eigenvalues are Show that the two-point correlation is given in terms of the POD eigenvalues and eigenfunctions as Dynamical models It may be recal1e. has been developed by Waleffe (1997). The streaks then become unstable and break down to recreate rolls. including the phenomenon of bursting. Aubry et al. (6. (7.211) by vt(x) and integrate to obtain showing t:hat different POD coefficients are uncorrelated. The further development of this approach is the subject of the book of Holmes. Lumley. and Berkooz (1996). but again based on orthogonal modes.2 that the Navier-Stokes equations in wavenumber space consist of an infinite set of ordinary differential equations for the Fourier coefficients (Eq. This model had some success in describing qualitatively some features of near-wall behavior.4 Turbulent structures Multiply Eq.(t). A somewhat different model. for the orthogonal decomposition Eq. This model exhibits a self-sustaining process in which an interaction between streamwise rolls and the mean shear leads to the development of streaks.d from Section 6.7. It is natural to attempt to describe the interactions among the dominant structures in terms of a truncated set of N ordinary differential equations for N coefficients an(t)of an orthogonal decomposition. Some objective . These equations are nonlinear and involve triadic interactions between the modes. (1988) developed a dynamical model for the near-wall region on the basis of the first five POD modes.

have been developed to identify and quantify the characteristics of the structures. for example in the development of drag-reduction devices (see.. notably the proper orthogonal decomposition. . Bushnell and McGinley (1989). The insights gained have been useful.g. it should be appreciated that a complete quantitative picture of near-wall turbulence behavior is far from being obtained. However. and Schoppa and Hussain (1998)). e. and are likely to be complex. In particular the dynamics of most of the structures and the interactions between them are largely unknown. Choi (1991).7 Wall flows eduction techniques.

Part two Modelling and Simulation .


the hope is to use the ever-increasing power of digital computers to achieve the objective of calculating the relevant properties of turbulent flows. and random. + . time-dependent. (2. five of the leading computational approaches to turbulent flows are described and examined. In the subsequent chapters. There is a large range of timescales and lengthscales. and consequently are directly affected by the boundarygeometry (and hence are not universal). the Kolmogorov timescale decreases as Re-1/2 . The largest turbulent motions are almost as large as the characteristic width of the flow. When it is expressed in terms of velocity (via the solution to the Poisson equation. the most energetic motions (that are responsible for the peak turbulence pr'oduction) scale with the viscous lengthscale 6.8 Difficulties arise from the nonlinear convective term in the Navier-Stokes equations. Instead. A century of experience has shown the 'turbulence problem' to be notoriously difficult. and the Kolmogorov lengthscale as Re-3/4a In wall-bounded flows.as in other fields of scientific inquiry the ultimate objective is to obtain a tractable quantitative theory or model that can be used to calculate quantities of interest and practical relevance.1 The challenge In the study of turbulent flows .An introduction to modelling and simulation 8. which is small compared with the outer scale 6. The velocity field U(x. Relative to the largest scales. t) is three-dimensional. and much more so from the pressure-gradient term. and there are no prospects of a simple analytic theory. Eq. It is worthwhile at the outset to reflect on the particular properties of turbulent flows that make it difficult to develop an accurate tractable theory or model. the pre~sure-gradientterm is both nonlinear and non-local.49) on page 19). and which decreases (relative to 6) approximately as Re-0.

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or turbulence structures. the only quantities represented directly are (U) and (V). for example. multi-point statistics can be extracted. completeness. and other attributes. consequently it is useful and appropriate to have a broad range of models. accuracy. flow visualizations can be performed to examine turbulent structures.y)) and ( V y)). Recall that DNS (direct numerical simulation) consists in solving the Navier-Stokes equations to determine the instantaneous velocity field U(x. The limited description provided by mean-flow closures (such as thz mixing-length model) is adequate in many applications. The principal criteria that can be used to assess different models are the (i) (ii) (iii) (iv) (v) level of description. y) is specified as a function of position. range of applicability.3 Criteria for appraising models are currently in use. As examples to elaborate on these criteria. and accuracy. the flow is described by the instantaneous velocity U(x. we consider two models . the description is at the mean-flow level: apart from the specified mixing length. No information is provided about PDFs of velocity. with the Reynolds shear stress and the turbulent viscosity being obtained from the model equations The mixing length tm(x. The level of description In DNS. on the other hand. and multi-time. that vary in complexity. t) for one realization of the flow. For example. t). It is important to appreciate that there is a broad range of turbulent flows. In the mixing-length model. cost and ease of use.8.which are at the extremes of the range of approaches. two-point correlations. The issue is more that a higher level of description can provide . from which all other information can be determined.the mixing-length model and DNS . and also a broad range of questions to be addressed. The mixing-length model (applied to statistically stationary two-dimensional boundary-layer flows) consists of the boundary-layer equations for (U(x.

Cost and ease o f use For all but the simplest of flows. DNS is complete. Completeness A model is deemed complete if its constituent equations are free from flowdependent specifications. and the appropriate specification is flow dependent. leading to models of greater accuracy and wider applicability. One flow is distinguished from another solely by the specification of material properties ( i e p and v ) and of initial and boundary conditions.. completeness is clearly desirable. flow over an aircraft or building In similarity variables.g. numerical methods are required to solve the model equations. Incomplete models can be useful for flows within a narrow class (e. The computational difficulty increases with the statistical dimen- . . whereas the mixing-length model is incomplete: the mixing length &(x. boundary-layer approximations apply) - Statistically stationary -. Not statistically stationary Homogeneous shear flow Fully developed pipe or channel flow . attached boundary layers on airfoils) for which there is a body of semiempirical knowledge on the appropriate flow-dependent specifications. y ) has to be specified. in general. Table 8.8 An introduction to moldelling and simulation Table 8.1. However.1 provides a categorization of turbulent flowsaccording to their geometries. a more complete characterization of the turbulence. Examples o f turbulent flows o f various levels o f computational dificulty (the dificulty increases downward and to the right) Dimensionality (:number of directions of s-tatistical inhomogeneity) 0 Boundary layer (statistically stationary. self-similar free shear flowsu boundary layer. jet in a co-flow Boundary layer on a wing a Temporal mixing layer Flow over an oscillating cylinder Flow in the cylinder of a reciprocating engine I Flow through a sudden expansion i. turbulence-model equations for two-dimensional self-similar free shear flows have a single independent variable. The difficulty of performing a turbulence-model calculation depends both on the flow and on the model.n a twodimensional duct Jet in a cross-flow .

g. whereas rnegamps is a rate. which corresponds to 25 h of CPU time on a workstation of one hundredth the speed. is. In some approaches (e.. gigaflops.g.g.g.2 x lo6.' and 'large-scale research' computations is 1:1. however.. by specifying appropriate boundary conditions). For 'applications' Peterson et al. whereas in others (e.8. (The channel-flow DNS of Kim et al. and on the computer resources consumed. The task of performing a turbulent-flow calculation for a particular flow can be considered in two parts. (1987) required 250 h. the computer program is executed to perform the calculation. i.depend on the scale of computer required (e.) Very few calculations of this scale are performed. The amount of computation measured in flops (floating-point operations) that can be performed in a given time is determined by the speed of the computer.1 shows the peak speed of the largest + + + Note that Jlops is number of operations. the number of operations (in millions) per second. and decreases further if boundary-layer equations can be used. The cost and difficulty of the first step depend on the available software and algorithms. Peterson et al..lo9.5 x lo3:1. (1989) suggest that a more reasonable time is 15 min CPU time on the most powerful supercomputers.' 'application.. (1989) suggest that about 200 h of CPU time on the most powerful supercomputers is the upper reasonable limit on 'large-scale research' calculations. It is.e. measured in megaflops. and is therefore a substantial impediment to the evaluation and use of new models requiring new programs. a 'one-time cost..' Figure 8. and the required results are extracted.performing the computation .' In terms of computer time consumed. and set up for the flow at hand (e. what computational cost is acceptable? The answer can vary by a factor of a million.CPU times of a minute or less per calculation are desirable. or teraflops.3 Criteria for appraising models sionality OF the flow: it decreases if the flow is statistically stationary.' The cost and difficulty of the second part . lo6. and on the complexity of the model The effort required to develop a computer program for a particular class of flows and models can be very significant. on the amount of human time and skill needed to perform the computation. a workstation or a supercomputer). First. These are 'recurrent costs. The ratio of the sizes of these 'repetitive. To perform engineering design studies on a workstation . or 1012 flops per second. the computer program to solve the model equations has to be obtained or developed. depending on the context. the mixing length) the increase in cost with Reynolds number is insignificant or nonexistent.requiring 'repetitive' turbulent-flow calculations . .. Second. DNS) the computational cost is a rapidly increasing function of the Reynolds number of the flow.

by a Factor of 30 per decade.1 need to be viewed with caution.) supercomputers over a 30-year period. 8. (Adapted from Foster (1995) with permission of Addison Wesley Longman. supposed that this trend will continue (Foster 1995). and only 2&50% of the peak speed is achieved on each processor. and for 'repetitive' calculations in 40 years. The line shows a growth rate of a factor of 30 per decade. It should also be appreciated that. which are applicable to homogeneous turbulence only.. this 40 year span between 'large-scale research' and 'repetitive' computations again illustrates the need for a range of models. This is a remarkable rate of increase .) . (The absolute speeds shown in Fig. today's 'research' approaches may be feasible for 'applications' in 20 years.) Range of applicability Not all models are applicable to all flows. but are described in the books of Lesieur (1990) and McComb (1990). one eighth) of the processors of a parallel computer are used. For example. Consequently.g.a factor of a thousand in 20 years.8 An introduction t o modelling and simulation teraflop 1 0 ' ~ IBM SP20 / / gigaflop lo9 CRAY C90 'CRAY Y-MP CRAY X-MP C:RAY-1 megaflop lo6 / CDC 6000 Fig. Although there is no sound basis for extrapolation beyond a few years. it is nevertheless generally. there are many models based on velocity spectra or two-point correlations. memory can also be a limiting factor. The speed Cflops per second) of the fastest supercomputers against the year of their introduction. 8. It may be seen that the 'speed has increased exponentially. differing in their computational requirements. Typically only a fraction (e. while here-the focus of the discussion is on CPU time. The speed achieved in practice may be less than the peak speed by one or even two orders of magnitude.1. (Such models are not considered here. and a million in 40 years. On the other hand.

is the extent to which the approaches considered here are applicable to . It should be appreciated.these more complex flows. in these considerations. but may be assumed to be exactly so in the calculations. Ax. while the computational cost increases with A . attention is focused on the velocity field in constant-density flows. Many published turbulence-model calculations contain significant numerical errors. The numerical solution of the model equations inevitably contains numerical error. the accuracy of a model can be determined by comparing model calculations with experimental measurements. 8. so that their applicability is confined to flows of that geometry.possibly as a positive power. This limitation is examined in more detail in Chapter 9. This process of moldel testing is of fundamental importance and deserves careful consideration.3 Criteria for appraising models AS a second example. there are additional phenomena. or. In application to a particular flow. they may be taken from experimental data that contain some measurement error. This may be from a number of sources. for example. but it is often dominated by spatial truncation error. this error scales as a positive power of the grid spacing. Accuracy It goes without saying that accuracy is a desirable attribute of any model. and so have to be estimated. compressibility. An important consideration. the process consists in a number of steps. several of which introduce errors. however. therefore. For a number of reasons. in many flows to which turbulence models are applied.limitation on the applicability of some models.2. such as heat and mass transfer. buoyancy.8. particular mixing-length models typically make assumptions about the flow geometry in the specification of the mixing length. In particular. for DNS the computational requirements rise SO steeply with Reynolds number that the approach is applicable only to flows of low or moderate Reynolds number. In this book. In a finite-difference or finite-element method.though nonetheless real . chemical reactions. the boundary conditions in the calculations need not correspond exactly to those of the measured flow. Computational requirements place another . As shown in Fig. that. A model is applicable to a flow if the model equations are well posed and can be solved. Boundary conditions on some properties will not necessarily be known. we separate applicability from accuracy. irrespective of whether the solutions are accurate. A flow may be approximately two-dimensional. It is emphasized that. and multiphase flow.or can be extended to . either because the available computer resources do not allow a .

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8. as mentioned at the outset now and into the future. ? 1 4 . but rather there is a range of models that can usefully be applied to the broad range of turbulent-flow problems. Final remarks The suitability of a particular model for a particular turbulent-flow problem depends on a weighted combination of the criteria discussed abovem . Consequently. These issues are discussed further by Coleman and Stern (1997). and the relative weighting of the importances of the various criteria depends significantly on the problem.3 Criteria for appraising rnodelo calculations containing large or unquantified numerical errors. there is no one 'best' model.

Even though it is a latecomer among modelling approaches. Conceptually it is the simplest approach and. which allows the computational cost of DNS to be estimated (in Section 9.1.Direct numerical simulation Direct numerical simulation (DNS) consists in solving the Navier-S tokes equations. it is unrivalled in accuracy and in the level of description provided.1 Pseudo-spectral methods In a DNS of homogeneous isotropic turbulence. pseudo-spectral methods (pioneered by Orszag and Patterson (1972) and Rogallo (198 1)) are the preferred numerical approach. The rudiments of these methods are described in Section 9.1 Homogeneous turbulence For homogeneous turbulence.1. with initial and boundary conditions appropriate to the flow considered. 9. because of their superior accuracy. we first describe DNS applied to homogeneous turbulence and examine in some detail the computational requirements. 9. for which rather different numerical methods are required.1. t) is represented as a finite Fourier . The DNS approach was infeasible until the 1970s when computers of sufficient power became available. the solutivn domain is a cube of side L:.2). Each simulation produces a single realization of the flow.1. and the computer requirements increase so rapidly with Reynolds number that the applicability of the approach is limited to flows of low or moderate Reynolds numbers. it is logical to discuss DNS first. when it can be applied. resolving all the scales of motion. In this chapter. it is important to appreciate that the cost is extremely high. and the velocity field u(x. Then we consider DNS for inhomogeneous turbulent flows. However.

t). the Kmax -' 2N K . The main numerical and computational issues in pseudo-spectral methods are the time-stepping strategy. Each of these issues is elegantly treated in the algorithm developed by Rogallo (198 I). t) and the velocities u(x. . and then they are transformed to wavenumber space. 2 In each direction.1. the control of aliasing errors.g..9. u(x. n:N l+" This spectral representation is equivalent to representing u(x. where the even number N determines the size of the simulation. N = 128 or N = 192). t)) and physical space (i. An aliasing error (see Appendix F) that must be removed or controlled is also introduced. t)) in on the order of N3log N operations. t) at the N3 grid nodes. see Appendix F) gives a one-to-one mapping between the Fourier coefficients $(K. the nonlinear terms (imem. the lowest non-zero = 2n:/C. (6. In magnitude. Summing the triad interactions in this equation requires on the order of N6 operations. Typically N is chosen to be rich in powers of 2 (e. This procedure requires on the order of N3 log N operations. To avoid this large cost. In total N3 wavenumbers are represented. t) in physical space on an N3 grid of uniform spacing Kmax The discrete Fourier transform (DFT. and consequently the Reynolds number that can be attained. and the fast Fourier transform (FFT) can be used to transform between wavenumber space ( i e ii(rc. in pseudo-spectral methods the nonlinear terms in the Navier-Stokes equations are evaluated differently: the velocity field is transformed into physical space. see Section 6. and the N 3 wavenumbers represented are wavenumber is for integer values of ni between -W 2 largest wavenumber represented is + 1 and - 'N. which forms the basis of many other DNS codes for homogeneous turbulence. uiuj) are formed. t) =) : iKmXEi(~. A spectral method involves advancing the Fourier modes G(K. t) in small time steps A t according to the Navier-Stokes equations in wavenumber space (Eq.4.146)).e+.1 Homogeneous turbulence series u(x. and implementation on distributed-memory parallel computers.

whereas for L/LI1 = 8 it is periodic with significant differences apparent for (r(/Lll> 3.q 2 1. approximately 5o/ .duced by increasing L/Lll. This includes isotropic turbulence subjected to a mean rotation (Bardina. These factors are now examined in greater detail. Lee et al. With infinite low-wavenumber resolution (LC/ Lll + m). Ferziger.8.16 (on page 237) that the dissipation spectrum is extremely small beyond lcq .1.4.0: with lcoLll x 0. and Rogallo 1985). The Fourier representation of the velocity field implies that one must impose periodic boundary conditions on the solution domain. the autocorrelation function tends monotonically to zero. The resolution of the smallest.1. 0 9. . O of the energy a t the low-wavenumber end of the spectrum is not resolved. Figure 9. the periodic solution domain and the wavenumber vectors are distorted by the mean deformation.41 on page 158). a reasonable lower limit on L is eight integral length scales (LC = 8L11).at lcma. and irrotational mean straining (Lee and Reynolds 1985).1 shows how these artificial conditions are manifested in the autocorrelation function f (r). In addition.9 Direct numerical simulation In addition to isotropic turbulence. 6. For these cases.5. implies that C I From Fig. at a price. and the grid spacing Ax must be small enough to resolve the dissipative scales.5 is the criterion for good resolution of the smallest scales (see.2 The computational cost The computational cost of a simulation is largely determined by the resolution requirements. DNS has been applied to homogeneous turbulence with a variety of imposed mean velocity gradients (see Exercise 5. and that 10% of the energy is at wavenumbers below lcLll = 1.3. as described in Section 11. 1990).18 (on page 241) and Table 6.2 (on page 240) it may be observed that the peak of the energy spectrum is a t lcLll 1. correspondingly. and indeed experie'nce shows th. The-box size LC must be large enough to represent the energy-containing motions. in terms of the lowest wavenumber KO. the time step A t used to advance the solution is limited by considerations of numerical accuracy. dissipative motions (which are characterized by the Kolmogorov scale q ) requires a sufficiently small grid spacing Axlq or. a sufficiently large maximum wavenumber m a It may be observed from Fig. The effect of a finite box size has not been studied systematically. o r isotropic turbulence with a given spectrum. 6. homogeneous shear flow (Rogers and Moin 1987. but.which. the artificial effects can be re.


9. the number of floating-point operations required to perform a simulation is proportional to the product of the number of modes and the number of steps. with justification to follow. The preceding results yield ' showing the very steep rise with the Reynolds number. 2 = k / ~ .) o r the advance of the solution in time to be accurate.000 floating point operations per mode per time step are needed. we suppose that 1. Eq.1 RA made by Reynolds (19901.7) . The number of Fourier modes (or grid nodes) N in each direction required for adequate resolution of isotropic turbulence. The right-hand axis shows the total number of modes required.8). In practice. the number of time steps required is turbulence time scale. Solid line.9 Direct numerical simulation Fig. A (This is in reasonable agreement with the estimate N~ 0. asymptote. Then the time . Eq. To complete the picture. it is necessary that a fluid particle move only a fraction of the grid spacing Ax i n a?time step At. Hence (Exercise 9.2. (9. (9. IV3M (mode-steps).1 gives an alternative estimate for At and hence for Me) To an approximation. the Courant number thus imposed is found to be approximately - 9/2 The duration of a simulation is typically on the order of four times the . dashed line.

2 x lo8 9 .. the dissipation range corresponds to the spherical shell of wavenumbers 1 x 1 between KDI and K. operations per mode per step) CPU 25 50 100 200 400 800 94 375 1. Within the sphere of radius KDI lie the energy-containing and (at sufficiently high Reynolds number) the inertial-range motions. M (Eq.500 Time h days months years years min 104 214 498 6.103 3 .4). and in numerical methods) that .3 shows this estimate as a function of Ri.d improvement is needed. 1 I)). 6 1 0l7 5.. N3. a is needed to perform a DNS in one day. As depicted in Fig. number of time steps. only modes within the sphere of radius Kmax are dynamically significant. In Fig.360 9. o f modes required in each direction. N (Eq. The obvious conclusion from these estimates is that the computational cost increases so steeply with the Reynolds number (as R ! or ~ e i that ) it is impracticable to go much higher than RA= 100 with gigaflop computers.3x.2 x l0l3 3 .000 J able 9.1x105 1 .1.8x1011 2.7)).000 1.1 x lo6 1. and the time to perform a simulation at 1 gigaflop (assuming 1.000. 8 ~ 1lo 0 7.. In a wellresolved simulation ( = 1.2 x lo3 1.3 x lo9 in days. total number f mode-steps o f modes.. 9. where KDI = 0. the modes represented lie within the cube of side 2~.1lq is the wavenumber of the largest dissipative motions (see Section 6. 9. 9 .::.1.260 3.000 1.1~10 20 2.6 x lo4 5. 2 ~ 1 0 12 13 1.218 20 10 9 l .9. to achieve RIw millionfo1. O x l ~ ' 3.. 2 ~ 1 0 ~ 1. for DNS o f isotropic turbulence at various Reynolds numbers.1.4.000 96. this sphere for isotropic turbulence at RjV # .5.4 the inner sphere of radius ICE corresponds to the peak in the energy spectrum = 70: at higher Reynolds number.: it is the factor of improvement (over a gigaflop computer. 9. number o N3M.1 Homogeneous turbulence Esdmates.4 x lo4 2. It is revealing to examine the distribution of the computational effort over the various scales of turbulent motion. A summary of these estimates is given in Table 9.needed to perform a simulation at a computing rate of 1 gigaflop Figure 9.0 x lo9 2. say). Thus. (9.5. together with timings of a DNS code that lend support to the assumptions made.000 24. TG.8 x l0l5 90 7. In the three-dimensional wavenumber space.3 has another interpretation. The ordinate (TG)in Fig.

should be small. 9.98% of the modes represented have wavenumbers 1 x 1 greater than KDI. dashed line. - is smaller. based on DNS timings for a 40-node IBM SP2.10)) is replaced by obtain the revised estimates . (9. EXERCISES The time step At dictated by the Courant number (Eq. asymptote (Ri/70)P. The time in days TG required to plerforrn DNS of homogeneous isotropic turbulence on a gigaflop computer as a function of the Reynolds number.02% of the modes represent motions in the energy-containing range or in the inertial subrange.13).7). symbols. estimate from Eqs. (9.3. Solid line.1) and (9. less than 0.9 Direct numerical simulation Fig. If the Courant-number restriction (Eq. The intrinsic restriction on At imposed by the turbulence is that Atlz.10)) is a restriction imposed by the numerical methods that are currently employed. (9. (9. It is a matter of simple arithmetic (Exercise 9.2) to show that 99.

What fraction of the 7 modes is insignificant.3 x 10" compared with the value TG = 8. Show that the fraction of the lV3 wavenumber modes represented that are not in the dissipation range is 15--3 n/6 0. (dashed line).98% of the modes are in the dissipation range.5). Estimate that. the peak of the energy spectrum occurs at r c ~ = O.4) as IKI > KDI.where K D I ~ = 0. The three spheres shown are: of radius K.9. 9.Olrc.5. at Ri = 70. (9+13)...1)..016% of the modes represented lie within the sphere of radius K D ~ ..4.. T l ~ e modes represented lie within the cube of side 2~. the wavenumber corresponding to the peak of the energy spectrum at FLA = 70 ( K LII ~ = 1. as depicted in Fig..5 x lo6 given by Eq. and of radius KE.. (For Riv= 1. Only 0.4. The dissipation range is defined (see Section 6.000. 9. . of radius K D ~ ...the wavenumber of the largest dissipative motions (rcD1q = 0.q = 1. the maximum wavenumber resolved in all directions (~..5.3).) Consider DNS of homogeneous isotropic turbulence in which the small-scale resolution is characterized by icrnaxq = 1. with IKI > Kmax.1..1 Homogeneous turbulence dissipation range energy-containing range and inertial subrange Fig. The solution domain in wavenumber space for a pseudo-spectral DNS of isotropic turbulence. i. and correspondingly that 99.:. this estimate yields TG M 0.00016.corresponding to motions in the energy-containing range and in the inertial subrange.

The energy-containing motions are.provides strong motivation for approaches that reduce the resolution requirements in the dissipative range. the energy-containing motions (IKI < K E ~ )are fully resolved.2).g. However.2.9 Direct numerical simulation 9 . Hyper viscosity A different approach is to replace the viscous term v V2u by vH(-1) m + l v2mU. therefore. only a fraction 2-3m of the Fourier modes is represented (see. In large-eddy simulation (LES) only the energy-containing motions are resolved. e. Chen et al. in a simulation using 2563 modes and forcing. for integer m > 1. This observation . m = 1. Sparse-mode methods In this approach.. 9. This LES approach is the subject of Chapter 13. the number of discrete wavenumber modes K = rc0n of magnitude 1x1 less than K increases as lc3. useful information about them can be extracted. the vast majority of modes is in the dissipative range (see Fig. 4 e ) . it is possible to achieve RIu= 180 with a -? 3 spectrum over a decade of wavenumbers (Overholt and Pope 1996): without forcing. this corresponds to changing 2~ V K U(K) +to V ~ K ~ " ~ which ( K ) . 3 A rtzpcial modz~cations and incomplete resolution The high cost of DNS has motivated several different approaches to attaining higher Reynolds numbers (with a given number of modes) by incompletely resolving either the low-wavenumber or the high-wavenumber modes. and the effects of the unresolved modes are modelled. Consequently. Large-eddy simulation In wavenumber space.4 and Exercise 9. in a fully resolved DNS. II Low-wavenumber forcing Statistically stationary homogeneous turbulence can be obtained in DNS by artificially forcing the low-wavenumber modes. causes the dissipation range to be narrower. hence requiring fewer modes to resolve. 9. Borue and Orszag (1996)). the Reynolds number that can be attained is RA= 60 (Fig. e. where VH is a hyperviscosity coefficient (see. Meneguzzi et al. especially if the energy-containing scales are of primary interest. (1996)). so as to supply energy to them. As an example.2). insofar as the smallscale motions are universal.. 1 . In wavenumber space.g. whereas in shells of higher wavenumber (~"-'KEI < 1x1 < 2"KEr. unnatural and are not governed by the Navier-Stokes equations. (1993) reported a forced 512' simulation with Reynolds number Ri = 202.

(t) (which are defined on the interval -1 1 5 1 1). respectively.y. Some of these issues are now illustrated for particular flows. and N z modes. allowing Fourier representations with N . therefore. and C z are sufficiently large compared with flow scales. The essential characteristic of the N x and Nz Fourier modes in the x and z directions is that they provide a set of orthogonal basis functions. t) is represented as the sum of N . LES. Thus the velocity field U(x.. but rather each is a model whose accuracy is not known a priorz.x h x C. the same is achieved through the use of N . Chebyshev polynomials T. the periodic boundary conditions implied by the Fourier representation are artificial. In the nonperiodic y direction. Correspondingly. but their influence is small provided that the periods C. in the x and z directions. the principal differences in applying DNS to inhomogeneous flows are that (i) Fourier representations cannot be used in directions of inhomogeneity.1 Channelflow In the DNS of channel flow performed by Kim et al. impose an additional resolution requirement. The flow is statistically homogeneous in the mean-flow (x) and spanwise ( 2 ) directions.z. As is the case for homogeneous turbulence./N. - 9.. the solution domain is a rectangular box with dimensions La./N. x N.amount to substantial departures from the Navier-Stokes equations. (ii) physical boundary conditions (as opposed to periodic conditions) are required. In the cross-stream direction. there are grid nodes with uniform spacings Ax = C. 9. in physical space. and Az = C. characterized by the viscous length scale 6.2 lnhornogeneous flows Compared with homogeneous turbulence.. direct numerical si. the solution domain extends from the bottom y = 0 to the top wall y = h. and (iii) near-wall motions. At both boundaries the no-slip condition U = 0 applies.2.mulations of turbulence. (1987). hypervisc~sit~. x Nzmodes .9.2 Inhomogeneous flows Caveat ~t should be appreciated that all of the approaches mentioned above forcing. and use of sparse modes . They are not.

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sketched in Fig. 1987) and Re. it is found that the flow is sensitive to the details of these inflow conditions (Buell and Mansour 1989). and Kim (1997). Not surprisingly. ..2. N. Numerical parameters for DNS of channelJEow at Re. with Re = 500. personal communication) (the variables not deJined in the text are the total number o f modes.3 Flow over a backward-facing step DNS for this flow. for example. has been performed by Le.5.000 in the experiments of Durst and Schmitt (1985).2h and freestream velocity Uo) enters at the left-hand boundary. is quite low compared. ) are required.. 912. N.Table 9. Mansour. . The Reynolds number considered Re = Uoh/v = 5. Aymaxand A y m i n and the time duration o f the Computer CPU time (h) Cray XMP IBM SP2 (64 processors) The spatially developing mixing layer is statistically stationary and twodimensional. = 595 ( D r N. The flow is statistically stationary and two-dimensional. Moin. A turbulent boundary layer (of thickness 6 1. inflow boundary conditions (at x = 0. say) and outflow conditions (at x = C . and then reattaches downstream (at x 7h). = 180 ( K i m et al. Roughly speaking.100.maximum and minimum grid spacings in y. In DNS. 9. the inflow conditions here play the same role as that of the initial conditions in the temporal mixing layer. it separates at the step ( x = 0).

Total number of nodes. (1997) for DNS of flow over a backward-facing step. in the spanwise direction.300 Some of the numerical characteristics of the DNS are given in Table 9. The results of the simulations are in excellent agreement with the experiments of Jovic and Driver (1994) and include Reynolds-stress budgets. Number of nodes in z . 1997) Number of nodes in x. According to the authors. Nx Number of nodes in y. M Node-steps.3. 9.7 for all spanwise separations r (rather than being negligible for r =2 L ) . it would be desirable to double the inlet length (upstream of the step). In spite of the low Reynolds number and the vast amount of computer time consumed (about 54 days). h+ - Table 9. the relatively short length Lz = 4h in the periodic spanwise direction results in the two~point velocity autocorrelation at some locations exceeding 0.5. 9. DNS studies have proved extremely valuable in supplementing our knowlw .. and the practitioners of DNS generally have high standards with respect to numerical accuracy.3. Number of time steps. DNS provides a level of description and accuracy that cannot be equalled with other approaches. N.9 Direct numerical simulation Fig. N. NxyzM Computer CPU time (h) Crav C-90 1. A sketch of the solution domain used by Le et at. Numerical parameters for DNS of the flow over a backward-facing step ( L e et al. Highly accurate numerical methods have been developed to solve the Navier-Stokes equations. the resolution is marginal.3 Discussion Where it can be applied. and to double the number of nodes N. N. Dimensions are in units of the step height. In addition..

g. a simulation need not directly correspond to a realizable turbulent flow.g. and the fact that this cost increases rapidly with the Reynolds number (approximately as Re3). Yeung and Pope (1989)) and statistics of pressure fluctuations (e.sed to extract Lagrangian statistics (e. The details of near-wall flows. Computer times are typically of order 200 h on a supercomputer. For example. the mean flow add the statistics of the energy-containing motions exhibit only weak ~ e ~ n o l d s .4 and Exercise 9.easily studied in DNS than in experiments+ Some DNS results are presented in Chapters 5 and 7. and ho'mogeneous turbulence subjected to various deformations. however. DNS . 9. which are all but impossible to obtain experimentally.9.. It should be appreciated that not all simulations based on the NavierStokes equations are 'direct..g. has been u. but the reader is referred to Moin and Mahesh (1998) for a more comprehensive review of the contributions made by DNS studies to our understanding of turbulence and turbulent flows.3 Discussion edge from experiments of turbulence and turbulent flows. -* . er I . e. the pressure-rate-of-strain tensor.' Because of artificial modifications. are also more. In DNS.. Non-physical simulations can.2) and this effort increases strongly with the Reynolds number. and then only flows with low or moderate Reynolds numbers can be simulated.n u m bdependences. Spalart (1988)). By contrast. be used judiciously to isolate and study particular phenomena (see. or non-physical boundary conditions. over 99% of the effort is devoted to the dissipation range (see Fig. incomplete resolution.. The drawback of DNS is of course its very large computational cost. They signify also that there is a mismatch be tween DNS and the objective of determining the mean velocity and energy-containing motions in a turbulent flow. The observations about the computational cost of DNS signify more than the limitations of current computers. Jimknez and Moin (1991) and Perot and Moin (1995)).

all that remains is to determine an appropriate specification of the turbulent viscosity v ~ ( x t).2) . According to the hypothesis.t) and a length l and the task of specifying vr is generally approached thr6ugh specifications of u* and l*.are reviewed in Section 10. therefore. . . t): u*(x.many of which have been mentioned above . If the turbulent-viscosity hypothesis is accepted as an adequate approximat ion. ds which then have the same form as the Navier-Stokes equations (Eq. (10. The deficiencies of the turbulent-viscosity hypothesis . that for many flows the accuracy of the hypothesis is poor. the shear stress is given by Given the turbulent viscosity field v ~ ( x t). Eq. Turbulent-viscosity models are based on the turbulent-viscosity hypothesis. either via the turbulent viscosity hypothesis or more directly from modelled Reynolds-stress transport equations (Chapter 11). (4.the mixing-length model. the Reynolds stresses are given by or. which was introduced in Chapter 4 and has been used in subsequent chapters.46) on page 93). It is unfortunate.Turbulent-viscosity models I n this chapter and the next we consider RANS models in which the Reynolds equations are solved for the mean velocity field. This can be written -as the product of a velocity ' ( x .1. In algebraic models (Section 10. in simple shear flow. The Reynolds stresses which appear as unknowns in the Reynolds equations .are determined by a turbulence model. .1) provides a most convenient closure to the ~ e ~ n o l equations.

in which the mean velocity (U1) is (ideally) uniform. In this section there is no mean straining (Sij = O). it is observed that. which is designed to produce a uniform extensive axial st rain rate. finally. The air flows through the turbulence-generating grid into the first straight section.1 The intrinsic assumption To discuss the intrinsic assumption we first describe a simple flow for which it is entirely incorrect.4) . where Sij is the mean rate-of-strain tensor. First. for which modelled transport equations are solved. to study the effect on turbulence of an axisymmetric contraction. equivalently. Axisymmetric contraction Figure 10.2kgm 3 1 1 is determined by the mean velocity gradients a(Ui)/axj.6)). I The turbulent-viscosity hypothesis for example . However. . the physics of turbulence is vastly different than the physics of the molecular processes that lead to the viscous stress law (Eq.e" is specified on the basis of the geometry of the flow. This is. Then it is shown that. I The turbulent-viscosity hypothesis The turbulent-viscosity hypothesis can be viewed in two parts. (10.1. in a crucial respect. Following the first straight section there is an axisymmetric contraction.1 is a sketch of a wind-tunnel experiment. In two-equation models (Section 10. directly analogous to the relation for the viscous stress in a Newtonian fluid: 10. of course.I 0. there is the speciJic assumption that the relationship between aij and a(Ui)/axj is + or. there is the intrinsic assumption that (at each point and time) the Reynolds-stress anisotropy aij = (uiuj) . first performed by Uberoi (1956).the k-Emodel being the prime example -u ' and l ' are related to k and E. 10. Second. the turbulent viscosity hypothesis is nevertheless quite reasonable. for simple shear flows. and the turbulence (which is almost isotropic) begins to decay.

the experimental data of Warhaft (1980) show instead that the anisotropies generated in the contraction decay quite slowly.1. According to RDT. . on the turbulence timescale k/& (see Fig. the intrinsic assumption of the turbulent-viscosity hypothesis is incorrect: the Reynolds-stress anisotropies stre not determined by the local mean rates of strain. Sll = a(U. 10..7 obtained by Lee and Reynolds (1985). A sketch of an apparatus. for this flow.4) accurately describes the evolution of the Reynolds stresses. For this large value of Sik/&. and hence uniform compressive lateral strain rates.1. S.1.. following the contraction there is a second straight section. but because of the prior history of straining to which the turbulence has been subjected. Figure 10. Also shown in Fig. the Reynolds stresses are determined not by the rate of strain. 10. In the experiment depicted in Fig. 10. Since there is no mean straining in this section.S 2 .I 0 Turbulent-viscosity models Fig. but by the total amount of mean strain experienced by the turbulence. These persisting anisotropies exist not because of the local mean strain rates (which are zero). to study the effect of axisymmetric mean straining on grid turbulence. rapiddistortion theory (RDT. 10.)/axl = S. Evidently.2 are DNS results for S&/E = 55. similar to that used by Uberoi (1956) and Tucker (1970).2 shows measurements of the normalized anisotropies 1 from the experiment of Tucker (1970) (u~u~)/(u~ -u ?aij ~ ) = lav/k) 2 (bij with Snk/e = 2. but more like an elastic solid (Crow 1968): the turbulent viscosity hypothesis is qualitatively incorrect. the turbulent-viscosity hypothesis inevitably predicts that the Reynolds-stress anisotropies are zero. In these circumstances the turbulence behaves not like a viscous fluid. However. The quantity SLk/& (evaluated at the beginning of $22 the contraction) measures the mean strain rate relative to the turbulence timescale. . see Section 11.2). both in the contraction section and in the downstream straight section.

Contraction: experimental data of Tucker (1970). and A is the mean free path. Vincenti and Kruger (1965) and Chapman and Cowling (1970)) yields the Newtonian viscous stress law (Eq.. Reynolds-stress anisotropies during and after axisymmetric straining. a simple examination of the various timescales involved shows that such an analogy has no general validity.. Comparison with kinetic theory Simple kinetic theory for ideal gases (see.g. A DNS data of Lee and Reynolds (1985). I The turbulent-viscosity hypothesis Contraction Straight section Fig. for turbulent shear flows.7.1. &k/& = 55. see Exercise 10.g. By contrast. 10. Sjbk/&= 2. ( 1 0 ) ) with the kinematic viscosity given by where c is the mean molecular speed. However. the flight time t from the beginning of the contracStraight section: experimental data of tion is normalized by the mean strain rate SA.2. 10-lo . Warhaft (1980). e. The significance of the molecular timescale being relatively minute is that the statistical state of the molecular motion rapidly adjusts to the imposed straining. It is natural to seek to justify the turbulent-viscosity hypothesis through analogy with kinetic theory.1 0. and hence to give physical significance to u* and l*by analogy to c and A.1). the flight time from the beginning of the straight section is normalized by the turbulence timescale there. the ratio of the molecular timescale AlC and the shear timescale S-'is whichistypicallyverysmall(e.S = UIL). In simple laminar shear flow (with shear rate 8Ul/8xz . the ratio of the turbulence timescale z = k / & to the mean shear timescale S-' is not small: in the self-similar round jet Sklc is .

the production and dissipation of turbulent kinetic energy are approximately in balance.e. PIE ss 1.. turbulence does not adjust rapidly to imposed mean straining. and so (in contrast to the case of molecular motion) there is no general basis for a local relationship between the stress and the rate of strain. 1 . in simple two-dimensional . In these circumstances. and boundary layer) the turbulence characteristics and mean velocity gradients change relatively slowly (following the mean flow).4 on page 157).2 on page 131). channel flow. Figs. the round jet. and the Reynolds-stress balance is dominated by local processes . dissipation.g. as already observed. An important observation is that in these particular flows (in which the turbulence characteristics change slowly following the mean flow). The gradient-difSusion hypothesis Related to the turbulent-viscosity hypothesis is the gradient-diffusion hy.4).35-7..I 0 Turbulent-viscosity models about 3 (Table 5.production. it is more reasonable to hypothesize that there is a relationship between the Reynolds stresses and the local mean velocity gradients. Most of the observations made above apply equally to the gradient-diffusion hypothesis. in the axisymmetric-contraction experiment (Fig.. However. the pressure-rate-ofstrain tensor . and in turbulence subjected to rapid distortions it can be orders of magnitude larger. in experiments on homogeneous turbulent shear flow it is typically 6 (Table 5. there are important particular flows for which the hypothesis is more reasonable. i. These general objections notwithstanding. po thesis according to which the scalar flux (u$') is aligned with the mean scalar gradient (see Section 4. whereas in the downstream' straight section PIE is zero : in both of these cases the turbulent-viscosity hypothesis is incorrect. then. 7. the local mean velocity gradients characterize the history of the mean distortion to which the turbulence has been subjected. In homogeneous shear flow it is found that the direction of the scalar flux is significantly different tha5 that of the mean gradient (Tavoularis and Corrsin 1985).38 on pages 316-3 17). Simple shear flows The example of rapid axisymmetric distortion and the timescale considerations given above show that. As a consequence. 1 ) in the contraction section P I E is much greater than unity.the non-local transport processes being small in comparison (see e. in general. By contrast.g. Consequently. the turbulent-viscosity hypothesis is incorrect. In simple turbulent shear flows (e. mixing layer.

Show that the shear rate S = UIL normalized by the molecular timescale A/C is where the Mach number and Knudsen number are defined by M a = U/a and K n = AIL. EXERCISE - According to simple kinetic theory (see. The turbulent Prandtl number 0~ can be used to relate vT and rT.35 times the speed of sound a..e. and T' is the Lagrangian integral timescale TL (see Eq. Use the relation a2 = yplp (with y = 1. I The turbulent-viscosity hypothesis turbulent hear flows (in the usual coordinate system) the scalar equation can be used to define rT.s.3)). in ideal circumstances. Vincenti and Kruger (1965)) the kinematic viscosity of an ideal gas is and the mean molecular speed C is 1.. (10. (12. Fig.33 x (corresponding to air under atmospheric conditions) and S = 1 s-' . obtain the following estimates : . velocity u'. e. and for simple shear flows. OT is of order unity (see.m. rnT .vT/uTm .4) to show that the ratio of the viscous shear stress q2to the normal stress (pressure) is m2 s-I Using the values a = 332 m s-I and v = 1.4. They can also be expressed as the product of the square of a velocity scale and a timescale: As shown in Section 12. i.g.I 0. can be written as the product of a velocity scale and a Both v.158) on page 500). e.34 on page 162). and rT lengthscale (Eq. rT can be related to statistics of the turbulence: u' is the r.. 5.g. and thus no assumption is involved (for this component).

Examples of profiles of v~ thus obtained . in turbulent shear flow. flows with signif- .1. there is every reason to expect the anisotropic stresses to depend linearly on the velocity gradients. An alternative perspective on the same observation is that the principal axes of aij are (by a significant amount) misaligned with those of Sij (see Exercise 4.4) or (10. (10. (or. and in terms of the level of anisotropy. the anisotropic-toisotropic stress ratio -(uv)/(?k) 3 is close to 0. There are several classes of flows in which the mean velocity gradient tensor is more complex than that in simple shear flow. the specific assumption in the turbulent-viscosity hypothesis is that the Reynolds-stress-anisotropy tensor aij is linearly related to the mean rate-of-strain tensor Sij via the scalar turbulent viscosity. (10. As a consequence. In the turbulent case. 7. (10. the straining is very weak ( S I I C < I).are given in Fig. Even for the simplest of flows. By contrast.10.10 (on page 108) for the round jet. The Newtonian viscous stress law (Eq. then. Eq.5). e:quivalently. For simple shear flows.4 on page 157). but rather the equation defines v ~ . there is no reason to suppose that the relationship is linear. and in which the turbulent-viscosity hypothesis is known to fail significandy.5 on page 90). Consequently.6)) is the most general possible linear relation consistent with the mathematical properties of the stress tensor.1) .2 The spec#c assumption We turn now to the specific assumption that the relationship between the Reynolds stresses and mean velocity gradients is that given by ~ q(10. no assumption is involved. (10.5)). In turbulent shear flow the normal strain rates are zero (Sll .30 (on page 307) for the boundary layer. In general.5.Sz2 = S33 = 0) and yet the normal Reynolds stresses are significantly different from each other (see Table 5. the single Reynolds stress of interest (uv) is related to the single significant mean velocity gradient a(U)/ay by Eq. and consequently it produces a very small departure from isotropy: in simple laminar shear flow the ratio of anisotropic and isotropic molecular stresses is (see Exercise 1 0 1 ) which isi typically very small. Examples are strongly swirling flows (Weber. In essence. Visser.6)) but not to the Reynolds stresses can again be understood in terms of the timescale ratio. and Boysan 1990). The reason that the simple linear stress law applies to the viscous stresses (Eq. and in Fig. > 1) and it leads to relatively the rate of straining is relatively large ( S k l ~ large anisotropies. (10. 5. Compared with the molecular scales. this is patently incorrect.2). Eq.

is a flow-dependent constant. in which the mean velocity gradients and turbulence characteristics evolve slowly (following the mean flow). the hypothesis is more reasonable.which has the interpretation of a turbulent Reynolds number .2 Algebraic models The algebraic models that have been introduced in previous chapters are the uniform turbulent viscosity and the mixing-length model. which is indicative of an approximate local balance in the Reynolds-stress equations between production by the mean shear and the other local processes redistribution and dissipation.. Thus the turbulent viscosity is taken to be constant across the flow (in the y direction). 1 0. In summary: the intrinsic assumption of the turbulent-viscosity hypothesis . Note that a dependence of aij on the mean rate of rotation Qij (e.g. and are described in Section 11.1 Uniform turbulent viscosity In applications to a planar two-dimensional free shear flow.that aij is locally determined by d(Ui)/dxj . but it varies in the mean-flow direction. for simple shear flows. (10. Bradshaw 1987).has no general validity. a possible nonlinear turbulent viscosity hypothesis where the coefficients V T ~ .I0*2 Algebraic models icant streamline curvature (Bradshaw 1973. In such flows P/Eis close to unity. The range of applicability of this model is extremely limited. VT2 and VT3 may depend on the mean-velocitygradient invariants such as S (as well as on turbulence quantities). through the term in vT2)is required SO that the principal axes of aij are not aligned with those of Sij. the uniformturbulent-viscosity model can be written where Uo(x) and 6(x) are the characteristic velocity scale and lengthscale of the mean flow. 10.9. and RT . Patel and Sotiropoulos 1997). In place of Eq. However. Rational means of obtaining nonlinear turbulent viscosity laws have been developed. and fully developed flow in ducts of non-circular cross-section (Melling and Whitelaw 1976.5). In order to . These models are now appraised relative to the criteria described in Chapter 8.2.

the empirically determined turbulent viscosity is fairly uniform over the bulk of the flow. the uniform-turbulent-viscosity model provides a useful basic description of the mean velocity profiles in self-similar free shear flows.(x. but it decreases to zero as the free stream is approached (see. 5..) In self-similar free shear flows. the uniform-turbulent-viscosity model could be applied to simple wall-bounded flows. and then the turbulent viscosity .2. However. there is an inverse relation between the rate of spreading S and the turbulent Reynolds number RT. In Chapter 5. The appropriate value depends both upon the nature of the flow and on the definitions chosen for 6(x) and Uo(x). uselessly inaccurate. the mean velocity profile predicted bv the uniform viscosity model agrees well with experimental data except at the edge of the flow (e. in that RT has to be specified.1 summarizes the measured spreading rates and the corresponding values of RT. (For each flow.g. for each self-similar free shear flow.2 The mixing-length model In application to two-dimensional boundary-layer flows. RT Equation relating apply the model. the definitions of S. Measured spreading rates S and corresponding values o f the turbulent Reynolds number RTfor self-similar free shear flows Spreading rate Flow Round jet Plane jet Mixing layer Plane wake Axisymmetric wake Turbulent Reynolds number. and th-e characteristic velocity Uo(x). For the simple free shear flows to which it is applicable.Table 10.30 on page 307). and Uo are given in Chapter 5.10 on page 108). Table 10. y ) is specified as a function of position. the model is incomplete. This is possible only for the simplest of flows. it is shown that. Y Y w 1 10. e.15 on page 119). it is necessary to define unambiguously the direction of flow x + the characteristic flow width 6(x).g. Correspondingly. 5. the resulting predicted mean velocity profile would be. for most purposes. However..1. since the turbulent viscosity in fact varies significantly across the flow (see Fig. Fig. it is an incomplete model with a very limited range of applicability. 6. In principle. In summary. 7. Fig. [he mixing length @.

For a complex flow that has not been studied before. Baldwin and Lomax (1978) proposed y (Both of these formulae reduce to Eq. the mixing-length model can also be applied to free shear flows..2 Algebraic models is obtained as in Section 7. As illustrated in the following exercise. so that the appropriate specifications of lm(x)are well established. the mixing-length model is applicable to all turbulent flows. The Cebeci-Smith model (Smith and Cebeci 1967) and the Baldwin-Lomax model (Baldwin and Lomax 1978) provide mixing-length specifications that yield quite accurate calculations of attached boundary layers. The prime example is boundary-layer flows in aeronautical applications. An interesting (though non-physical) feature of the solution is that the mixing layer has a definite edge at which the mean velocitv goes to the free-stream velocity with zero slope but non-zero curvature. and the appropriate specification is inevitably dependent on the geometry of the flow. there are classes of technologically important flows that have been studied extensively. Schlichting (1979)). On the basis of the mean rate of strain Sij Smagorinsky (1963) proposed AS shown whereas on the basis of the mean rate of rotation Rij.19) have been proposed in order to allow the application of the mixing-length hypothesis to all flows. and then the turbulent viscosity is VT = ~ . the appropriate specification of the mixing length is lm = ICY. On the other hand. is its incompleteness: the mixing length lm(x)has to be specified.7. (10. however. K J J . and it is arguably the simplest turbulence model. The predicted mean velocity profile agrees well with experimental data (see. Details of these models and their performance are provided by Wilcox (1993). the specification of em@)requires a large measure of guesswork. and consequently one should have little confidence in the accuracy of the resulting calculated mean velocity field.) In its generalized form. in the log-law region. Its major drawback. e.10. &. Several generalizations of Eq.19) in the case that i3(Ul)/i3x2 is the only non-zero mean velocity gradient. (10. .g.1.

. Show that Eq. B. and that f ( ( ) satisfies the ordinary differential equation where S u d6/dt is the spreading rate.24) admits two different solutions (denoted by where A. Starting from the Reynolds equations show that the mixing-length hypothesis implies that Show that this equation admits a self-similar solution of the form (U) = U. The appropriate solution for f is made up of three parts. and C are arbitrary constants. = ad. The velocity difference is Us.f(().* < 5 < t* satisfying .e. The thickness of the layer ++Us at y . (10. f is constant ( i . so that the boundary +a.for c' > t*.conditions are ( U ) = 6(t) is defined (as in ~ i ~ ~ 5on . with the mixing length being uniform across the flow and proportional to the flow's width. where = y/6.+ZU. ? Show that the appropriate solution for . For greater than a particular value t*.7 for r < -5' . and the axial velocity (u) depends on y and t only. -5 at The mixing-length model is applied to this flow. where a is a specified constant. f 2 ) : 151 I. Q . i.I 0 Turbulent-viscosity models EXERCISE - Consider the self-similar temporal mixing layer in which the mean lateral velocity (V) is zero.2 page 1 140) such that (U) .

u* is zero where a ( U ) / a y is zero.3..0. This is called a one-equation model.34) to be used. because a . ~ o l m o g o r o v and Prandtl suggested achieving this by solving a model transport equation for k. Independently.1 0*3 Turbulent-kinetic-energy models Show that the spreading rate is related to the mixing-length constant by and use the definition of 6 ( e . In fact.55 yields the correct behavior in the log-law region. another is the centerline of the round jet. 5. the value of k(x.e. i. Kolmogorov (1942) and Prandtl (1945) suggested that it is better to base the velocity scale on the turbulent kinetic energy. In order for Eq. and. where direct measurement shows vT to be far from zero (see Fig. where c is a constant. then the turbulent viscosity becomes AS shown in Exercise 10. One example is decaying grid turbulence. the value of the constant c -. contrary to this implication. there are several circumstances in which the velocity gradient is zero and yet the turbulent velocity scale is non-zero.3 Turbulent-kinetic-energy models With the turbulent viscosity written as in the mixing-length model the lengthscale is l* = Qm and the velocity scale is (in simple shear flow) The implication is that the velocity scale is locally determined by the mean velocity gradient. If the lengthscale is again taken to be the mixing length.10 on page 108). in particular.t) must be known or estimated. (10. f (l) 2 = 2) 5 to obtain How does v~ vary across the flow? 1 0.

That is.3) yields this relation with CD = c3 . Dic/Dt and P are in closed form.model transport equation is solved for just one turbulence quantity namely.37) can be combined to eliminate em to yield .' Specifically. (p). Before discussing the model transport equation for k. and (uiuj).' We now consider the model transport equation for k. (10.d: (U). any term that is completely determined by the 'knowns' is said to be 'in closed form. I Thus. t)) and (p(x. (10.t)). k. Indeed. in order to obtain a closed set of model equations. . The exact equation (Eq. these terms must be modelled. (5. (10. the remaining terms (E and V T') are 'unknown' and. Consequently. an examination of the log-law region (Exercise 10. the turbulent viscosity is defined by vT = rn Y .1) and (v) the Reynolds equations are solved for (U(x. VT. These are referred to as 'knowns. 'closure approximations' that model the unknowns in terms of the knowns are required.Eq.37) deserve close scrutiny. from the specification of Qm and from the solutions to the exact and model equations. it is reasonable to model E as where CD is a model constant. em. Modelling assumptions such as Eq. at high Reynolds number the dissipation rate E scales as ui/lo.132)) is where the flux T' (Eq. t). a model transport equation is solved for k(x. Conversely. (5. it is helpful to itemize all the components of the model: j (i) (ii) (iii) (iiv) the mixing length Qm(x. t) is specified. As discussed extensively in Chapter 6. the following fields are determine. where uo and loare the velocity scale and lengthscale of the energy-containing motions.140)) is In Eq. the Reynolds stresses are obtained from the turbulent-viscosity hypothesis.35). Equations (10.k.34) and (10.

(10.40) asserts that (due to velocity and pressure fluctuations) there is a flux of k down the gradient of k.39)) from DNS of channel flow at Re = 13. with a value around 0.750 (Kim et al.3 shows the left-hand side of Eq.08.39) extracted from DNS data of fully developed turbulent channel flow. y+ < 50) this quantity is indeed approximately constant. E. the value is everywhere close to 0. the term ensures that the resulting model transport equation for k yields smooth solutions. and that a boundary condition can be imposed on k everywhere on the boundary of the solution domain. Figure 10. and VT = -(uv)/(i?(U)/i?y) can be measured. Mathematically. he symbol ok is standard notation. For simple shear flows. Physically.0. Note.36)). The profile of v T ~ / k 2(see Eq. however.4 shows the same quantity for the temporal-mixing layer: except near the edges. . that a k is a scalar. (10. Figure 10.3. equivalently. and that 'k' is not a suffix in the sense of Cartesian-tensor suffix notation. (10. Eq. (10. 10. This is modelled with a gradient-diffusion hypothesis as ' generally taken to where the 'turbulent Prandtl number' for kinetic energy 1 is be c k = 1.09. so that this modelling assumption can be tested directly. k. It may be seen that (except close to the wall.Fig. 1987). The remaining unknown in the turbulent-kinetic-energy equation is the energy flux T' (Eq. or.

(From data of Rogers and Moser (1994)). the one-equation model based on k consists of the model transport equation and . However. Use the log-law a n d the specification Qm = rcy to show that the appropriate value of the constant c (in the relation vT .) In summary. E = CDk 3/2 / Qm. (10.1 0 Turbulent-viscosity models Fig.39)) from DNS of the temporal mixing layer. The profile of vT~/k2 (see Eq..ck1j2Qm rn ) is Use the relation P = E to show that . together with the turbulent-viscosity with vT = ~ k l / ~ Q hypothesis (Eq.1)) and the specification of Q. EXERCISES - consider the log-law region of a wall-bounded flow.4. the major drawback of incompleteness remains: the length scale Qm(x) must be specified. (10. A comparison of model predictions with experimental data (Wilcox 1993) shows that this one-equationr model has a modest advantage in accuracy over mixing-length models. 10.

specifications such as Qrn(x) The k-E model is the most widely used complete turbulence model.4.10. but Jones and Launder (1972) are appropriately credited with developing the 'standard' k-e model.1 An overview The k-E model belongs to the class of two-equation models. and others cited by Launder and Spalding (1972). Eq. ern and a(U)/ a y.20)). in the k-E model.4 The k-E model 10. express the 7 production P in terms of k.model ~ and hence For the one-equation model applied to simple shear flow. Harlow and Nakayama (1968).4 The k . Hanjalik (1970). two-equation models can be complete .i-em. (10. 10. Hence (taking CD = cin Eq.4I)) . and it is incorporated in most commercial CFD codes. From these two quantities can be formed a lengthscale (L = k 3/2 E ) a timescale (z = k / ~ ) a . quantity of dimension v~ (k2/e). etc. (10. both the concepts and the details evolved over time. In addition to the turbulent viscosity hypothesis. (ii) the model transport equation for E (which is described below) . Significant earlier contributions are due to Davidov (1961).flow-dependent are not required. As is the case with all turbulence models. (10. the k-E model consists of (i) the model transport equation for k (which is the same as that in the one-equation model. with Launder and Sharma ( 1974) providing improved values of the model constants. in which model k and E transport equations are solved for two turbulence quantities .37)) show that the velocity scales u' in the one-equation model and in the mixing-length model are related by Show that the corresponding relation for a general flow is (cf. As a consequence. Eq. and .

The oneequation model implies the similar relation vT = c4 k 2 /E (see Exercise 10. Show that Eq.09 = (0. As may be seen.47) is inevitable. If it is supposed that vT depends only on the turbulence quantities k and E (independent of a(Ui)/dxj etc.48).0. then Eq. = 0.3 in regions where P/Eis close to unity. the k-E model yields ? stems from the (see Exercise 10. (1.). .3) sol the model constants are related by c = cl/4 P In simple turbulent shear flow.100) if. and only if. Obtain the relations # and hence verify Eq.4 is a 'measurement' of CP for channel flow and for the temporal mixing layer. The quantity vT&/k2 plotted in Figs.09 is one of five model constants. satisfies or. (10.3 and 10. (10.(iii) the specification of the turbulent viscosity as where C.5) so that the specification C. equivalently. 10.3)~ empirical observation ( ( u v ) ( / k = 0.50) also holds for a general flow. Consider the k-E model applied to a simple turbulent shear flow with S = a (U) /a y being the only non-zero mean velocity gradient. C. vT&/k2 is close to the value 0. = 0.09 everywhere except near the boundaries of the flows. Show that (uv) satisfies the Cauchy-Schwartz inequality (Eq. EXERCISE L. (3.

but it is not a useful starting point for a model equation.40)). rather than being based on the exact equation. independent of the viscosity (at high Reynolds number). the production is zero. Consequently. and it is determined by the large-scale motions.10.model ~ 10. P.2 The model equation for E Quite different approaches are taken in developing the model transport equations for k and e mThe k equation amounts to the exact equation (Eq. and E . The exact equation for E can also be derived. By contrast. This is because (as discussed in Chapter 6) c is best viewed as the energy-flow rate in the cascade. for which the k and E equations become D e c a y i n g turbulence In the absence of mean velocity gradients.ent flux T' modelled as gradient diffusion (Eq. (10. We first examine homogeneous turbulence. The equations then have the solutions where k and E have the values ko and EO at the reference time . The three other terms . the standard model equation for c is best viewed as being entirely empirical: it The standard values of all the model constants due to Launder and Sharma (1974) are An understanding of the E equation can be gained by studying its behaviors in various flows. the exact equation for E pertains to processes in the dissipative range.4.35)) with the turbul.are in closed form (given the turbulent-viscosi ty hypo thesis). and the turbulence decays. (10.Dk/Dt.4 T h e k .

(c) Grid turbulence is examined between x / M = 40 and x / M = 200.3.6. It may be seen. if CE2is modified to Homogeneous shear flow As observed in Section 5.7. (b) Derive and solve evolution equations in s for k and E (i. and that the non-dimensional parameters S k l and ~ P/Ebecome constant: S k l c w 6 and P/E= 1..274) and (5. the principal experimental observations are that the Reynolds stresses become self-similar.59) can be rearranged to give CE2in terms of n : and the values of CE2corresponding to n = 1. and 1. that the standard value (CE2 = 1492) lies somewhat outside of the experimentally observed range.77. in homogeneous turbulent shear flow. (a) Obtain an explicit expression for s(t).11 on page 205).87.15. 1. and so the behavior of the c equation is correct for this flow4 The experimental values reported for the decay exponent n are generally in the range 1.45. Since the imposed mean shear rate S is .4. Consider the k-c model applied to decaying turbulence.. EXERCISES . Eqs.69. and 1.4.45. then. are 1. To what interval in normalized time does this correspond? Show that the k-E model gives the correct behavior for the final period of decay (see Exercise 6. 1. The reason for this is discussed below.I 0 Turbulent-viscosity models and the decay exponent n is This power-law decay is precisely that observed in grid turbulence (see Selction 5. (5. Let s(t) be the normalized time defined by $0 = 1 "( tt') k(t') dt'..e. and Mohamed and LaRue (1990) suggest that most of the data are consistent with n = 1.5.277)).15-1.3. Equation (10.

56)) if the constants are specified as . and in homogeneous shear flow S k l ~ is approximately 6. is equal to the constant value fl = 3 in all flows. This model then predicts that S k l = ~ S / o . (10. say.10. 5. equal to 3.8) to show that this equation is exactly equivalent to the E equation (Eq.2. An overly simple model is where fl is a constant. for other flows the model is wrong: in grid turbulence (S = 0) w is not zero. Interpretation o f the E equation We now offer an interpretation of the E equation based on the relationship k the characteristic mean strain between the turbulence frequency w = ~ l and rate S. (10. the constancy of S ~ /implies E that the turbulence timescale z = k / ~ is also fixed. consider instead a model that makes w relax toward SIP.55) and (10. 157 and 283). and 7.model ~ L 377 -. a considerably higher value than is observed in experiments and DNS.2 on pages 131. Or (as a contrivance to produce the required result) consider the model that makes w2 relax toward When it is applied to homogeneous turbulence. _/- constant. It is a matter of algebra (see Exercise 10. this model is described by the equation where a is a constant and aw is the relaxation rate. Instead of setting w equal to S I P .56)) we obtain Evidently the model predicts that z does not change with time for the particular value of PIE. In several shear flows this value of S k l c is indeed measured (see Tables 5. However.4. From the k and E equations (Eqs.4 The k .

Production and dissipation balance. (10. (10.I 0 Turbulent-viscosity models Thus the c equation can be interpreted through Eq. . EXERCISE For homogeneous turbulence. re-express the equation as By comparing this result with the standard c equation (Eq. (10. k. As is now illustrated. the turbulence frequency (squared) relaxes toward SIP (squared). which implies that k is uniform. (10. the diffusion term plays an important role in near-wall flows. In the c equation.50) to eliminate S.55)) and for m2 (Eq. and E) depend only on y. Consider high-Reynolds-number. verify the relationships between a and /?. (10.66)). and CE1and Cg2(Eqs. fully developed channel flow. so that the k-c equations reduce to We now focus on the log-law region.64): at the rate am. both being equal to u3/(rcy). the equality of P and c leads to a net sink (equal to -(CE2-ccl)c2/k) that varies as This is balanced by the diffusion of c away from the wall. show that the corresponding model equation for c is By using Eq.56)).65) and (10. The behavior in the log-law region For inhomogeneous flows. (10. which is approximately correct. from the model equations for k (Eq. the diffusion term in the c equation ( e . V [(v~/o~)~ has E ]the ) same benefits as the analogous term in the k equation: it ensures that we obtain smooth solutions and it allows the specification of a boundary condition on c everywhere on the boundary.64)). The quantities of interest ((U). -T Hence in the k equation the diffusion term is zero.

alternatively.y. (10. and it yields solutions in which there is a sharp edge between the turbulent and non-turbulent regions (Cazalbou. The k-E model does not account for intermittency.model ~ It is shown in Exercise 10.4 The k . .43): or.5.. For a statistically two-dimensional boundary layer or free shear flow. and a(U)/ay vary as positive powers of the distance to the edge ye@) . (10.70).) to produce a particular value of K. In the non-turbulent fluid (y -t m). there is a n intermittent region between a turbulent flow and a n irrotational. Spalart. let ye@) denote the location of the edge.10.9 that the E equation (Eq. non. (10-70))is satisfied by and that the constants are related by Equation (10. both k and E are zero. Just inside of the turbulent region. with k independent of y) to obtain Eq. k and E are zero. it can be used to adjust a model constant (e. E.71) and compare it with Eq. k . Substitute Eq.k2/&and the log-law imply that Given P = E. and the mean flow is irrotational. (10. (10..turbulent free st ream or quiescent surroundings.72). for y > ye@).43).2. (10.72) yields a value of the von Karman constant implied by the k-E model (K = 0. Then.g. and Bradshaw 1994).71) for E into the E equation (Eq. o. Verify that these equations yield the variation of the lengthscale The behavior at the free-stream edge As described in Section 5. from the expression for P obtain the result Hence verify Eq. EXERCISE Consider the log-law region of a wall-bounded turbulent flow. Show that the turbulent viscosity hypothesis with v~ = C.

76) and (10. and+60 are positive constants. EXERCISES - 10. with the dissipation terms being negligible in comparison.79) into Eqs. ko.10. For small positive x the solutions are 3/2 /co.78) and (10. These equations admit a weak solution (with k = O and E = O for x j 0 and k > 0 and E > 0 for x > 0) corresponding to a front between turbulent flow (x > 0) and non-turbulent flow (x I 0). EO. with 8 0 -= ko By substituting Eqs. obtain the results and show that (for small x) convection and diffusion balance.81) obtain . The solutions to the k-E model equations for such a propagating front are developed in Exercise 10. q. From Eq.10 Consider a statistically stationary one-dimensional flow without turbulence production in which the k-E equations reduce to where Uo is the uniform mean velocity. (10. there is a mean flow through the edge from the non-turbulent side.77). The edge therefore corresponds to a turbulent front that propagates (relative to the fluid) by turbulent diffusion.Because of entrainment. which is positive. (10. (10. where p.

86) to obtain where S is the spreading rate S = U-' s d6ldt.) and let x be the distance from the edge.model ~ where o = oE/ak. and hence that all of these quantities are zero in the limit as x approaches zero provided that o is between 1 and Show that the speed of propagation of the turbulence front (relative to the mean flow) is Show that the k-E model equations applied to the self-similar temporal mixing layer can be written With 6(t) being the width of the layer. L k 3/2 /E. Show that (for small X) k. ( 10. Transform Eqs. Let .S t = S ( 5 e ~ ). denote the edge of the turbulent region (so that k and zero for 5 2 5.k respectively.85) and (10.88) can be written dl di .4 The k . E are Show that the left-hand side of Eq. (10. dE dx . o. -= ~ / .10. the similarity variables are defined by where U s is the (constant) velocity difference. and VT vary as the following powers of x: &.

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10. model Historically.54). For inhomogeneous flows. Abid.1 0. In the R N G k-E model there is also an additional term in the E equation. the general experience (Launder 11990.. which is an ad hoc model. = o. Eq.V * ( 2 V o ) +(GI . . the choice of the second variable is immaterial. (10. not derived from R N G theory.5. Consider. since there is an exact correspondence among the various equations. Smith and Woodruff (1998). and z (Speziale. The model equation for E has been presented here as being entirely empirical. e.Cw2 co2. but this is only one viewpoint.13).5 Further turbulent-viscosity models 10. Yakhot and Orszag (1986).12). k . 02(Saffman 1970). In most of these.1 The k-. co (Kolmogorov 1942). Examples are quantities with dimensions of kL (Rotta 1951). For homogeneous turbulence. 1996). The values of the constants stemming from the R N G analysis are (Orszag et al. the difference lies in the diffusion term. Smith and Reynolds (1992).(CE2 - 1)co2 + ~ V T 1 V o Vk.1) k . the following model equation for co = ~ / k : Dco Dt - v (2 Vw) + c. for example. many two-equation models have been proposed. the result Dco Dt P c o ..Hanjalib 1994) is that their overall performance is inferior to that of the standard model. The renormalization group method (RNG) has been used to obtain the k-E equation from the Navier-Stokes equations (see.s Further turbu1ent-vircosi~ models modified models are applied to a range of flows. It is this term which is largely responsible for the difference in performance of the standard and R N G models. Pc o . cf. and Anderson 1992). Taking o k = o. for simplicity. and references therein). but there are diverse choices for the second. k is taken as one of the variables.g. How does the k-o model based on this equation differ from the k-E model? One way to answer this question is to derive the co equation implied by the k-E model (see Exercise 10. and their forms are essentially the same (see Exercise 10.

for homogeneous turbulence. It is written as a (non-standard) k-w model. (10.1 make the models identical. (The behavior of the k-c model at a free-stream boundary has been analyzed by Cazalbou et a1.53) for E (or the implied w equation. the k-E model (written as a k-w model) contains an additional term the final term in Eq.93) for w rather than Eq.94). the expression for v~ and the k equation are the same as those in the k-E model. and the calculated flow is sensitive to the value specified.I 0 Turbulent-viscosity models Table 10.) -. Menter (1994) proposed a two-equation model designed to yield the best behavior of the k-r and k-o models. (1994). with the o equation of the form of Eq. Eq. whereas remote from walls the blending +functionis unity (corresponding to the standard 6 equation).CE2 . model is superior both in its treatment of the viscous near-wall region.12) = CZkPE4 Evidently. the choices CW1. EXERCISES - - Consider the quantity Z defined by . The second most widely used two-equation model is the k-wb model that has been developed for over 20 years by Wilcox and others (see Wilcox (1993)). The difference lies in the use of Eq. but with. As described in detail by Wilcox (1993). and in its accounting for the effects of streamwise pressure gradients.1 and Cw2 .94)). In this model. (10. for inhomogeneous flows.' Close to walls the blending function is zero (leading to the standard co equation). see also Exercise 10.11. (10. However. (10. Values o f CZ1and CZ2 for variious specfications o f Z (see Exercise 10.CE1 . for boundary-layer flows.94).the final term multiplied by a 'blending function. the treatment of non-turbulent free-stream boundaries is problematic: a nonzero (non-physical) boundary condition on w is required. the k-o. However. (10.2.

therefore.2 The Spalart-Allmaras model Spalart and Allmaras (1994) described a one-equation model developed for aerodynamic~~applications.. a one-equation m ~ d e lfor vT is the lowest level at which a model can be complete. for model developers to work toward the best possible model at each level of description. Earlier proposals for such a model are described by Nee and Kovasznay (1969) and Baldwin and Barth (1990). Arguably.algebraic. . Given the standard k-E model equations. From the standard k-E model equations. Spalart and Allmaras (1994) developed the model to +. one-equation. in homogeneous turbulence. the implied model equation for Z is where Hence verify the values of CZ1and CZ2in Table 10. . show that. If accuracy were the only criterion in the selection of models for development and application.5.3. Each successive level provides a fuller description of the turbulence. in which a single model transport equation is solved for the turbulent viscosity vT.There is a natural progression in the models described above . show that the implied model equat1o:n for ol = &/k is 10. However.on to the Reynolds-stress models described in the next chapter. cost and ease of use are also important criteria that favor the simpler models. as discussed in Section 8. two-equation . and thereby removes a qualitative deficiency of its predecessor. p and q. It is useful at the outset to appreciate the context of the development of the Spalart-Allmaras model.2. then the choice would naturally tend toward the models with the higher level of description. It is useful.for given C.

4 on page 157) to estimate according to Eq. it has clear limitations as a general model. from the relation -(uv) = VT a(U)/ay.102) and compare it with the Spalart-Allmaras value of c b l . and yet have a mode1 computationally simpler than two-equation models. For example. and it overpredicts the rate of spreading of the plane jet by almost 40%. The details of the model are quite complicated: the reader is referred to the original paper which provides an enlightening account of the construction of the model to achieve particular desired behaviors. In applications to the aerodynamic flows for which it is intended. The model equation is of the form where the source term Sv depends on the laminar and turbulent viscosities. However. VT is unaffected by irrotational mean straining. it is incapable of accounting for the decay of VT in isotropic turbulence.. The model is designed for aerodynamic flows. Argue that the laminar viscosity v and the distance to the nearest wall l. L.100) to where c b l is a constant. such as transonic flow over airfoils.. show that VT 'evolves by Eqw (10.135. EXERCISE s - Consider the Spalart-allmar as model applied to high-Reynoldsnumber homogeneous turbulence. the mean vorticity (or rate of rotation) Q . are not relevant quantities.101) with Use experimental data (Table 5.I 0 Turbulent-viscosity models remove the incompleteness of algebraic and one-equation models based on k. Hence show that dimensional and other considerations reduce Eq. Godin. For self-similar homogeneous turbulent shear flow (in which 12 and S are equal). the turbulent viscosity gradient IVvTI. in homogeneous turbulence. v and VT. (10. and the distance to the nearest wall.g.. e.0. Zingg. (10. it implies that. the model has proved quite successful (see. . and Nelson (1997)). Comment on the form of this equation for irrotational mean straining. including boundary-layer separation.

4) a description of rapid-distortion theory (RDT). (p). (7. and the Reynolds-stress flux Tkij(Eq. e. so one of the major defects of the models described in the previous chapter is eliminated.. (7. D(u+um)/Dt. The exact transport equation for the Reynolds stresses is obtained from the Navier-Stokes equations in Exercises 7.6. An outline o f the chapter By far the most important quantity to be modelled is the pressure-rate-ofstrain tensor. (11. Thus I J and the producin Eq. Rij. I Introduction Reynolds-stress closure In Reynolds-stress models.are described in Section 11. Pij (Eq. models for the dissipation tensor E i j (Eq. the 'knowns' are (U).This term is considered extensively in the next four sections in the context of homogeneous turbulence.g. The extension to inhomogeneous flows is described in Section 11. . (7.Reynolds-stress and related models I I.7. which applies to a limiting case.both for k-E and for Reynolds-stress models . the turbulent-viscosity hypothesis is not needed. with many different proposals and variants: the emphasis here is on the fundamental concepts and approaches. 1 1 ) ) the pressure-rate-of-strain tensor Rij (Eq.1) both the mean-flow convection. tion tensor.23-7. model transport equations are solved for the individual Reynolds stresses (uiui) and for the dissipation E (or for another quantity.195)) are required. However. ( 7 .187)). and special near-wall treatments . Consequently. are in closed form. and provides useful insights.that provides a length or time scale of the turbulence).179)).25 on pages 3 19-3 19 : it is In a Reynolds-stress model. There is a vast literature on Reynolds-stress models. o. and E. (uiuj). This includes (in Section 11.

The chapter concludes with an appraisal of the relative merits of the range of models described.g. we follow this expedient assumption. close to walls the dissipation is anisotropic. 7. For high-Reynolds-number flows.39 on page 318). I 1. to an extent this is of no consequence because the anisotropic 3 has the same mathematical properties as Rij.178)) most directly as the velocity-pressure-gradient tensor In this context it is not necessary to distinguish between the dissipation E and the pseudo-dissipation H . E. there can be (usually modest) Reynolds-number effects. and especially remember that. (7. Dissipation The dissipation is treated summarily here. Elliptic relaxation models (Section 11. this isotropic relation is not completely accurate (see. The Reynolds number Most Reynolds-stress models contain no Reynolds-number dependence (except for near-wall treatments). and 8 (Ui)/ a x j . and therefore they implicitly assume that the terms being modelled are independent of the Reynolds number. However. Fig.8) provide a higher level of closure and thereby allow the model for Rij to be non-local.and component ( e . and different models are appropriate.7. a consequence of local isotropy is1 This is taken as the model for Eijt For moderate-Reynolds-number flows.AS discussed in Section 11. it is good to experiments.9. Algebraic stress models and nonlinear turbulent-viscosity models are described in Section 11.?Edij) so can be absorbed into the model for Rij. However. in moderatel~e~nolds-number in DNS. For simplicity of exposition. e.388 I I Reynolds-stress a n d related models In Reynolds-stress models. E i j . Rij is modelled as a local function of (u-u-) 1 1 .. These are simpler models that can be derived from Reynolds-stress closures.2 The pressure-rate-of-strain tensor The fluctuating pressure appears in the Reynolds-stress equation (Eq.

an alternative decomposition is + with The significance of transport is T(P) is that the source of kinetic energy due to pressure In homogeneous turbulence the pressure transport is zero.Thus energy is redistributed from the largest normal stress (which has all of the energy production) to the smaller normal stresses (which have no production). . the production P12 is approximatelg balanced by -1112.).37) there is and 1133 are sources that approximately balance ~ 2 2 no production. the decomposition of H i into a redistribution term and a transport term is not unique. 7.In the budgets for (v2) and (w2) (Figs. but 1122 and ~ 3 3 . 1111 These two sinks are (approximately) balanced by the twice the rate of production Pll. (11.6.I 1.g.35 on page 316). ) In examining such flows (in this and the next three sections) we focus on the pressure-rateof-strain tensor Rij. For inhomogeneous flows it is a matter of convenience which decomposition to use. For example. the dissipation being small in comparison. and consequently the t e r n does not appear in the kinetic-energy equation: it serves to redistribute energy among the Reynolds stresses. AS observed by Lumley (1975). I I i j = Rij = R (a) i~ . there are reasons to favor the decomposition in terms of R:. Eq . 7. In removes energy at about the budget for (u2) (Fig. The importance of redistribution It is worth recalling the behavior of I I i in j the turbulent boundary layer.5). as discussed in Section 11. Eq. In the shear-stress budget (Fig. (7.38 on page 317). and all redistributive terms are equivalent (e.192) 9 and the pressure-rate-of-strain tensor The trace of Rij is zero (Rii = 2(p'V u / p ) = O). 7.24 on page 3 19) into the pressuretransport term-aT k(P) i j / ax .2 The prerrure-rate-of-strain tensor This can be decomposed (see Exercise 7. and in this case..36 and 7.

1 1.I I Reynolds-stress and related models Evidently.5).(uiuj) ).1) leads to a Poisson equation for p' with two source terms: On the basis of this equation. whereas p(Qis negligible (Section 11.4).). For example. in . and p(h. the fluctuating pressure field can be decomposed into three contributions: The rapid pressure p(') satisfies the slow pressure p@)satisfies .so that pf satisfies the required boundary conditions. The Reynolds decomposition of this equation (performed in Exercise 11.dependent on those on per) and . the pressure-rate-of-strain tensor can also be decomposed into three (s) and R (h) contrib-utions. Also. i~ 3 i/ 7 As shown in the seminal work of Chou (1945).g. e. the Green-function solution to the Poisson equation (Eq. Consequently. (2. and the subject of extensive research. ' The Poisson equation for pf Some insight into the pressure-rate-of-strain tensor can be gained by examining the Poisson equation for pressure (see Section 2. its modelling is crucial.. p@) The rapid pressure is so called because (unlike p(") it responds immediately to a change in the mean velocity gradients. R!!) R .vZp(s) 1 -- a2 axi a x j P (uiuj . along with production and dissipation . redistribution is a daminant process in the balance of the Reynolds stresses. p(S). with obvious definitions. and the harmonic contribution p(h)satisfies Laplace's equation V2 p (h) = 0 Boundary conditions are specified on pch) . the rapid pressure field per) has a leading-order effect. in the rapid-distortion limit ( e .48)) can be used to express the pressure-rateof-strain tensor in terms of two-point velocity correlations. Corresponding to p (0. Sk/& -t co).

. . and in homogeneous turbulence R!? t ~ is directly proportional to a (Wk) / a x e (Eq.2 T h e prerrure-rate-of-strain tensor ( r ) is homogeneous turbulence.I 1. The harmonic component R(h) i~ is zero in homogeneous turbulence. .42)) can alternatively be written Hence show that the mean pressure satisfies and that the fluctuation pressure satisfies Eq. Comment on the behavior of the . ( s) Rt l is the only one of the three contributions that is non-zero. - s . (11. one contribution to Rij where the fourth-order tensor M is given by an integral of the two-point + r)): velocity correlation Rij(r) = (ui(x)uj(x (see Exercise 11.7.14)). field +(x) is given by where integration is over all y. and. in decaying homogeneous anisotropic turbulence . The valuable conclusions from these considerations are that there are three qualitatively different contributions to Rij. and is important only near walls: it is discussed in Section 11.5. EXERCISES ..9).2). From Eqs. The rapid pressure involves the mean velocity gradients. ( 11. Consider homogeneous turbulence (in which the mean velocity gradient a ( U k ) / a x e is uniform). indeed. The slow pressure-rate-of-strain tensor s ) can be expected to be significant in most circumstances (except rapid R(ij distortion) .48) and ( ) . show that the correlation at x between the rapid pressure and a random. (2. Show that the Poisson equation for pressure (Eq. (2.

1 Rotta's model The simplest situation in which to examine the slow pressure-rate-of-strain tensor is decaying homogeneous anisotropic turbulence. 10. It is natural to suppose that the turbulence has a tendency to become less anisotropic as it decays.x.14). On the basis of this notion.2 on page 361. the evolution equation for bij is (see Exercise 11. Its effect is on the distribution of energy among the Reynolds stresses. Show that a contribution to R(r) i~ is = With the separation vector defined by r = y . Rotta (1951) . so that the exact Reynolds-stress equation is (s) Since the trace of Rij is zero. show that this equation can be rewritten in terms of the two-point velocity correlation Rij(r) (ui(x)uj(x r)) as + Hence verify Eq. (11. and R(r) i~ . which can be examined through the normalized anisotropy tensor Taking Ei] -to be isotropic (Eq. and R ! : ) are zero. the term has no effect on the turbulent kinetic energy. In this case. 1 1. and indeed such a tendency to return to isotropy is evident in Fig.3 Return-to-isotropy models 11. l l ) .3. there is no production or transport.3).I I Reynolds-stress and related models two-point correlation necessary for the integral to converge.

It is convenient to take as these two independent invariant? the quantities 5 and q defined by . ( ) ) . In fact. (11. Evidently a value of CR greater than unity is required. then the resulting equation for bij is Show that. E i j is taken to be proportional to (uiuj). which allows a simple graphical representation. 11.2 The characterization o f Reynolds-stress anisotropy To examine the behavior of Rotta's model (and other return-to-isotropy models) it is useful to be able to characterize the Reynolds-stress anisotropy more simply than by the six components bij of the anisotropy tensor b. show that the exact equation for bij in decaying turbulence is Hence show that Eq.proposed the model where CR is the 'Rotta constant.22)) and from the Reynolds-stressevolution equation (Eq.1. as now described.25) but with CR in place of CR . the result is the same as Eq. (11. EXERCIISE From the definition of bij (Eq.23) yields showing that Rotta's model corresponds to a linear return to isotropy.3. if. (11.23) follows from the assumed isotropy of Eij Show that.' Substituting this into Eq. if Rotta's model is used in this equation. (11. the state of anisotropy can be characterized by just two variables (denoted by 5 and q ). The anisotropy tensor has zero trace (bii = 0) and consequently it has just two independent invariants (see Appendix B). instead.

and plotted in Fig. so that. ~ Every Reynolds stress that can occur in a turbulent flow ( e .which is known as the Lumley triangle (even though one side is not ~ t r a i g h t ) . in its principal axes.8 (see also Fig. There are some special states of the Reynolds-stress tensor that correspond to particular points and curves in this plane.1.1.1 is0 2C.4. 11. or A1 and A . Special states o f the Reynolds-stress tensor in terms o f the inf b.1 . Table 11.394 I I Reynolds-stress and related models -. axi Isotropic axi symmetric A1 = A 2 -A3=0 Axisymm-e t ric (one large eigenvalue) Axisymmet ric (one small eigenvalue) Prolate spheroid Oblate spheroid Ellipse axi. <0 >0 axi. the state of anisotropy of the Reynolds stresses can be characterized by two invariants. that is In fact Lumley (1978) used mb and -IIb as coordinates (rather than ( and ) the three sides of the triangle is straightin which case none of . These states are determined in Exercise 11. 11. A related observation is that the sum of the eigenvalues ( A 22. in terns of and y. and the result plotted as a point on the [-y plane. and A3) of b is zero. b is Thus. At any point and time in any turbulent flow. [ and y can be determined from the Reynolds stresses. summarized in Table 11. 11. IIb and mb.1 and Exercise 11. and the shape o f the Reynolds-stress variants [ and y .4) > > - State of turbulence > Invariants {=q=O Eigenvalues of b - Shape of Reynoldsstress ellipsoid Sphere Disk Line Designation in Fig. the eigenvalues o defined in Exercise 11.

At the edges of the mixing layer. The Lumley triangle on the plane of the invariants and q of the Reynoldsstress anisotropy tensor. Let ( -2 ) (u2) and (u3) be the eigenvalues of the Reynolds-stress -2 -2 .1987). The lines and vertices correspond to special states (see Table 11. with somewhat lower anisotropy than in the log-region of the channel flow. Also shown in Fig. 11. the Reynolds stresses are close to axisymmetric with positive.1 1. Very close to the wall in channel flow (yf < 5. one-component. Points outside correspond to non-realizable Reynolds stresses .3 Return-to-isotropy m o d e l s Fig. (11. 11. 2C.1. EXERCISES s - - Show that and y (Eqs.1 are values of ( 5 . (11.with negative or complex eigenvalues. two-component. Throughout the remainder of the channel the Reynolds stress is close to being axisymmetric with 5 positive. lC.28) and (11. (u2) being much smaller than (u2) and (w2).29)) are related to the eigenvalues of b (Eq.30)) by t3= -1A1A2(A1 2 + A2). Squares: from experiments on a turbulent mixing layer (Bell and Mehta 1990).1) Circles: from DNS of channel flow (Kim et QI. The anisotropy (measured by y ) reaches a peak at yf w 7. In the center of the turbulent mixing layer. say) the turbulence is essentially two-component. the Reynolds stresses are close to axisymmetric with 5 negative. realizable) corresponds to a point in the Lumley triangle. ~ obtained ) in turbulent channel flow and in a turbulent mixing layer.

( 6 that 6 11. (6:) = 0). -2 (b) two-component. = (6. 5 ) ) the invariants . = 12) and hence verify the axisymmetric states given in Table 11. (u.396 I I Reynolds-stress and related m o d e l s tensor ( e the normal stresses in principal axes)+Verify the entries in Table 11.1.) = 0. and = ( -2 Show for axisymmetric Reynolds stresses ( e .1 for the following states of the Reynolds stresses: (a) isotropic..) = (2.) = (u2) =(fi) (u3) = 0 . The quantity F is defined as the determinant of the normalized Reynolds-stress tensor so that it is unity in isotropic turbulence. 11.g. (24.1 is valuate 5 and for homogeneous shear flow (i) from experimental d a t a (see Table 5. according to the Rotta model (Eq.4.1. Show that. -2 -2 (2.).) -2 -2 (c) one-component.4 on page 157). (11 . and hence verify that the equation for the two-component curve in Fig. Locate the corresponding points on Fig. Derive the following equivalent expressions for F ((fit) + (6. axisymmetric. and (ii) according to the k-E model. 11.) + -2 3 (~3)) Observe that F is zera in two-component turbulence (e.4.

(11. If U is joint normally distributed (see Eq.Hence show that 4 and q (Eqs.39) are straight lines directed toward the origin (for CR > 1). for the Reynolds stresses given by the k-E model to be realizable. At a given point in a turbulent flow. and with the half-lengths of the principal axes being crfiii). consider the quantity IJ is the i-jcomponent of the inverse of the Reynolds-stress where Cyl tensor. (11.). where ur2 ( = 1. Cij = (u~u. Verify the shapes of the Reynolds-stress ellipsoids given in Table 11. with principal axes aligned with those of (uiuj). Show that the probability of U lying within the ellipsoid is - - where Q is the incomplete gamma function defined by-Eq.1.is a surface of constant 'probability density.3) are the eigenvalues of (uiuj).Verify that the equation defines an ellipsoid in velocity space.38) and (11.1 1 6 ) show that the surface of the ellipsoid which is given by E(V.2. (3. centered at (U). with three degrees of freedom. respectively.) (This is the x2 distributi~n . Show that are necessary and sufficient conditions. (12. a) = 1 .28) and (11.202).29)) evolve by How does the ratio q evolve? Show that the trajectories in the 5-q plane generated by Eqs. and for given a 2 0.

3 Nonlinear return-to-isotropy models When homogeneous anisotropic turbulence decays. . (i) Rather than being straight lines.6). The principal observations are the following. the rate of return depends significantly on the Reynolds number. (iii) Over the Reynolds-number range of grid-turbulence experiments and DNS. these trajectories are straight lines directed toward the origin (see Exercise 11.g..3918 I I Reynolds-stress and related m o d e l s Fig. and the normalized rate of return to isotropy is independent of and y.2: there is a tendency toward the axisymmetric state with 5 positive. 11. (ii) The normalized rate of return to isotropy is not independent of 5 and y. by a factor of two) for negative than it is for positive.2. 11. its evolving state corresponds to a trajectory on the t-y plane. (11. the return-to-isotropy trajectories are more like those shown in Fig. According to Rotta's model.51) and (11.57)).3. the rate of return is typically larger (e. Trajectories on the 5-q plane given by the model of Sarkar and Speziale (1990) (Eqs. In particular. 11. A' careful examination of the available experin ~ ~ ~ data t a (see l Chung and Kim (1995)) reveals a different behavior.

. Hence. those written for specific components. Models not written in tensor form (e.g.24)) corresponds to the specification (s) The quantity Rii /E is a second-order tensor. ~t is useful. therefore. and Chung and Kim (1995)). it should also be appreciated that Eq. In a Reynolds-stress model applied to decaying anisotropic turbulence. the mean velocity ( U ) is also represented in a Reynolds-stress closure.45) contains the assumption of localness: R ! l j "at position x and time t is supposed to depend on (uiuj) and E at the same position and time. Although it is not expllicit in the notation. . T1hedevelopment of these models illustrates. it is important to recognize that insistence on tensorially correct models guarantees that the behavior implied by the model is independent of the choice of coordinate system. However.9). It may be noted that Rotta's model (Eq. the model fi. (11.g.45) to be reexpressed in non-dimensional torm as . and so the ! ! IJ) on (U) could also be considered. (11. in a relatively simple setting. the principle dependence of R of Galilean invariance precludes such a dependence: R J is the same in all inertial frames. where p2) i~is a non-dimensional tensor function.). to reproduce the properties of R(s' i~ /E.' has to be a symmetric ttmsor with zero trace. and the only relevant material property is v.The shortcomings of Rotta's model have motivated the consideration of more general models for the slow pressure-rate-of-strain tensor Rij (e. Additionally. the turbulence is characterized by (uiuj) and E. ~i:' E - ef'(b. Simple application of dimensional analysis allows Eq. several of the general principles used in Reynolds-stress modelling. Shih and Lumley (1985). J A . and the Reynolds number is ReL = k2/(&v). Re. a general model can be written (in terms of an '1) unspecified tensor function P i~ ) as In a wind-tunnel experiment on decaying anisotropic turbulence.. This may seem too obvious to mention. However. Sarkar and Speziale (1990). or that involve pseudovectors or the alternating symbol Eijk) do not guarantee coordinate-system invariance and should be viewed with suspicion. to elaborate on the steps involved. (11. and (as already implied by the notation) it is only reasonable for the model t j also to be a second-order tensor. whereas (U) obviously is not (see Section 2.

what is the most general representation of the tensor F(2) in terms of the tensor b and the scalar ReL? Formally. f (2) = 0. Consequently. Thus. the procedure is straightforward. For such cases. and references therein).jn)can be taken to be However.51) defines the trajectory on the <-a plane followed by the . 0 ) ) which (with Eq.2. and the scalar coefficients f(") depend on ReL and the invariants of b. and ReL. The steps taken so far have reduced the general model (Eq. (11. the modelling task has been reduced to the determination of these two scalar coe.. Eq. n = 1. it is sufficient to include just I(') and 7(2) in Eq. ( l ) . (11.. ( 1 1 . (11.g. and for a given initial condition on bij. this procedure (introduced by Robertson (1940)) of using the Cayley-Hamilton theorem to obtain such tensor representations is of great value in turbulence modelling. deviatoric tensors that can where Tj be: formed from b. (11.. in view of the Cayley-Hamilton theorem (see Appendix B). multiplied by scalar coefficients. Considerations of realizability impose constraints on the specifications of fc')and fc2). n > 2) can be expressed as linear combinations of these two.48).. Pennisi (1992).48) can be reduced to (2) This equation shows that F ij (which is a tensor function of a tensor) is given by two known tensors. Rotta's model is given b y f (') = --2CR.fficients (f('1 and f (2)). we can write (4. (11. The only form of tensor that can be formed from b is powers of b. Pennisi and Trovato (1987). Going beyond Eq.45)) to the more specific form (Eq. there is a substantial body of work in the mechanics literature describing a range of tensor-representation theorems (e. are all the symmetric.23)) leads to the modelled equation for the evolution of bij A particular model corresponds to a particular specification of f ( ) and f (2) as functions of 5. In other cases that arise in the study of turbulence it is far from simple.3. For a given specification.400 7 I I Reynolds~stress and related models The next issue is the representation o f tensor functions. Spencer (197 I). I n the present case. Thus Eq. the deviatoric tensors ?. because all the other tensors ( e 7 . Clearly.


For the nonlinear return-to-isotropy model (Eq.56. and argued that models should yield trajectories of type (c). are said to satisfy weak realizability. (11. and those for strong realizability by Chung and Kim (1995). however. 11. It should be appreciated. In the model of Sarkar and Excepting singular behavior at the one-component point- .3 are disti. Models with type (b) or (c) behavior. and accordingly have constructed models that satisfy Eq. 1 1 . that realizability is a general concept. 0 ) ) the constraints on f(') and f(2) imposed by weak realizability are described by Sarkar and Speziale (1990). For this step. 1 1.55) or Eq.nguished by the behavior of d F / d t on the two-component line (F = 0). ReL) and f (2)(<. On the other hand. applicable to all models and to all statistics-.The three trajectories shown in Fig. experimental data play a crucial role both in suggesting appropriate specifications. r. Trajectory (b) is characterized by Clearly.4 Trajectory (c) osculates the two-component line and is characterized by Schumann (1977) and Lumley (1978) introduced the concept of realizability into Reynolds-stress modelling.ReL). and in testing the resulting model. The final step in the development of the return-to-isotropy model is the speciJication o f the model coeficients f ( I ) ( < . Many model developers have followed this idea. if this condition is satisfied all along the two-component line9 no trajectory can cross the line and realizability is guaranteed. that satisfy either Eq. q. Realizability is described here for the particular case of the Reynolds stresses given by a return-to-isotropy model. 1 1 5 6 ) Such models are said to satisfy strong realizability. Pope (1985) argued that trajectories of type (b) do not violate realizability. Trajectory (a) has leading to negative F and non-realizability. and so (in general) the strong realizability conditions are too strong.

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(B. In this limiting case. in this section we consider the rapid-distortion limit in which S ~ / is E arbitrarily large. Obviously a different characterization. (J3. in turbulent-shear E typically flows. . Show that the three principal invariants of b (see Eqs. .31)-(B.39)) to show that Show that Eq.. especially with regard to the rapid pressure-rate-of-strain tensor. (11.4 Rapid-distortion theory Homogeneous turbulence can be subjected to time-dependent uniform mean velocity gradients.g. In contrast. (11.51) implies the following evolution equations for q and < : Hence show that F (Eq. the turbulence-to-mean-shear time scale ratio zS = S ~ / is in the range 3-6. models for which are considered in the next section. the evolution of the turbulence is described exactly by rapid-distortion theory (RDT).35)) evolves by 1 1.Ti. RDT provides several useful insights.33)) are Use the Cayley-Hamilton theorem (Eq.. ( 1s zero. e..41 on page 158)? As observed above. is needed for solid-body rotation in which .404 EXERCISES I I Reyn~lds~stresr and related models _-: _ . the magnitude of which can be characterized by (see Exercise 5.

in this limit. the fluctuating velocity evolves by (Eq.the amount (from time 0 to t) s(t) = / S(t') dt'. p(x.138)) and the Poisson equation for p' = p(r) + p(S)is (Eq. and the geometry of the deformation Note that both s pand Gij are non-dimensional quantities. therefore. On the other hand.67) reduce to the rapid-distortion equations The deformation caused by the mean velocity gradients can be considered in terms of the rate S(t). S + m). Eqs. the mean-velocit y-gradient terms scale linearly with S . An interesting feature of rapid-distortion theory is that the turbulence field depends on the geometry and the amount of distortion. whereas the second terms represent turbulence-turbulence interactions. t).U(X. all others being negligible in comparison. (11.showing that the turbulent-viscosity hypothesis is qualitatively incorrect for rapid distortions (Crow 1968). and are independent of a(Ui)/dxj. t) at time t. ) -. Clearly. the terms that scale with S dominate. but it is independent of the rate S(t) .66) and (11. (5. Hence. the turbulence-turbulence terms are determined. the first terms represent interactions between the turbulence field u and the mean velocity gradients .1 Rapid-distortion equations In homogeneous turbulence. Given the turbulence field u(x. t) PS(t) . To show this property of the rapid-distortion equations. (11.4. S) P(r) (x. we use s in place of t as an independent variable. .9)) On the right-hand sides of both of these equations. and define ii(~ S. 4ij(s) Gij(t). in the rapid-distortion limit ( e .11.

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i.Fig. the maximum value of 4 remains equal to 4 for all time. but their spacing and orientation are changed by the deformations.) Before treating the rapid-distortion equations. llS(a)). let $(x. Specifically. > 0. t$eiroaX KT = K. in order to develop the necessary concepts. Figure 11.O) (where = ) for K-. Crests of the fields #(x. K-i = 0. t) evolving by ~ t $ / = ~ 0: t (a) the initial condition. we first consider a much simpler equation. The crests remain parallel. K . A . 11. (c) after shearing a(Ul)/ax2 > 0.t) be a scalar field fixed to the mean flow. (b) after plane straining = -SZ2 > 0). On the basis of these observations it may be hypothesized that the field 4(x. = K. and which is initially the Fourier mode for some specified and K". = 0. but with a time-dependent wavenumber.128). (6. Since 4 does not change following the mean flow. t) after (b) plain straining and (c) shearing. y with & ' ii(0) = 0 in order to satisfy the continuity equation.. Eq. so that the sum of these two modes results in a real velocity field. (It should be understood that there is also a conjugate mode ii'(0)e -ix0*x . t) evolves as a Fcurier mode.5(a) shows the crests of 4(x.5 also shows the crests of the field $(x.5. These are parallel planes (that appear as lines in Fig. Figure 11.e. > 0.

(11.83). each Fourier mode of the turbulent velocity field (Eq. The wavenumber vector R(t) can be decomposed into its magnitude 2(t) = (iZ-(t)l and its direction which is referred to as the unit wavevector. The same type of solution is obtained for the rapid-distortion equations. which. (11. A unit vector can be represented as a point on the unit sphere. in the rapid-distortion limit. (11. does not depend on the wavenumber's magnitude k(t).13).11) that this is indeed a solution to b+/bt= 0.80) and (11. Eqs.83) that the evolution ~f the Fourier coefficient ii(t) is independent of the wavenumber's magnitude: the equation can be rewritten in terms of the unit wavevector as Also.86) can be represented A A . and correspondingly the evolution of 2(t) given by Eq. provided that the wavenumber evolves according to wit:h the initial condition 2(O) = K".I I Reynolds-stress and related models for some R(t). It is immediately apparent from Eq. it follows from Eq. namely with the Fourier coefficient k(t) evolving by (see Exercise 11.80) that the unit wavenumber evolves by dae -(urn) gm(aie . (11.eiee). evidently. Thus. It is readily shown (Exercise 11. (11. dt axi This pair of equations fully determines the evolution of k(t).81)) evolves independently according to the pair of ordinary differential equations for R(t) and ii(t).

Consequently. The Fourier coefficient k(t) is orthogonal to k t ) .4 Rapid-distortion theory Fig. 11. 11. The symbols mark the ends of the trajectories after distortion. the coefficient i ( t ) evolves according to Eq. k(t) can be represented as a vector in the tangent plane of the unit sphere at Yt). (b) axisymmetric expansion. and hence to $(t) (because of continuity). Trajectories of the unit wavevector 2(t) on the unit sphere from random initial conditions for (a) axisymmetric contraction.2 (on page 415) (from different initial conditions) are shown in Fig. and (d) shear. EXERCISES - 11. and remains in the local tangent plane. the Z2 direction is vertical.11 Consider homogeneous turbulence with uniform mean velocity gradients. (11. The direction is horizontal. and the 23 direction is into the page. As the point 2(t) moves on the unit sphere. as a trajectory on the unit sphere.6. as depicted in Fig. The inean velocity is zero at the origin. (c) plane strain.1 1.85).7. so that the mean . These trajectories for the various mean velocity gradients defined in Table 11. 11.6.

79) evolves by Hence show that D $ / D ~ is zero if k(t) evolves by Eq. and (18 that the Poisson equation for p(') (Eq. ) show u. (11. 11. A sketch of the unit sphere showing the unit wavevector 2(t). 8 ) (11 8 2 . The Fourier component of velocity h(t) is orthogonal to 2(t). if $ evolves by D$/Dt = 0. then its gradient g evolves by Comment on the connection between this result and Eq.69)) can be written in terms of the Fourier coefficients as Hence show that the rapid pressure gradient is . velocity field is Show that $(x. p and k(t) given by Eqs. (11480)4 Show that. t) given by Eq. (11 .4 1 Q I I Reynolds-stress and related models Fig.7.80)* (r) With . (11. and so it is in the tangent plane of the unit sphere at 2(t). (11.

+ 11. (11*83)+ t) provides a statistical description The velocity-spectrum ttmsor ( . and that the modes be in complex conjugate pairs (so that u(x. .Show that and hence that the rapid-distortion equation is satisfied if ii(t) evolves With u(x. and f(rc0. show that the continuity equation requires that R(t) and f(t) be orthogonal (i*e.0) is the corresponding (random) Fourier coefficient. Given that this condition is satisfied initially (i+e k(0) ii(0) = 0). we now consider a random fluctuating IJ velocity field composed of many modes. R(t) ii(t) = 0). Each mode evolves independently according to the rapid-distortion equations. 0) = ) where d' denotes one of a set of wavenumbers (that can be random). and the Fourier coefficient f(lc0. The initial condition (t = 0) of the fluctuating velocity field can be expressed as the sum of Fourier modes eeiwo4x ~(KO.80) and (11. (11. 0). 0) is real). remarkably.3 The evolution o f the spectrum Rather than a single Fourier mode. show that the evolution equations for k(t) and f(t) (Eqs.t) evolves by Eq. u(x. the velocity field at subsequent times is simply KO Recall that the wavenumber R(t) evolves according to Eq+(11. and. The velocity-spectrum tensor @-*(K. The requirements and f be orthogonal (to satisfy on these initial conditions are that continuity).4. as described in the previous subsection.83)) maintain this orthogonality. the evolution of the spectrum is determined exactly by RDT.t) being the Fourier mode Eq. t) provides a statistical description of the field. ( 8 ) . Consequently..80) from the initial condition R(0) = KO.

99) represents transport of the spectrum in wavenumber space. In computations it is convenient also to consider the spectrum parametrized by the initial wavenumber: One of the important properties of the velocity-spectrum tensor is that it represents the Reynolds-stress density in wavenumber space : on integrating Eq. (11. Apart from-the specified mean velocity gradients and the independent variables (K and t). (6.t) (Eq. except for the omission of this first term.97) over all K we obtain The equation for the evolution of the velocity-spectrum tensor can be derived (see Exercise 11. which is a result of the distortion of the wavenumber vector 2(t) by the mean velocity gradients.5). (11. and the remaining term stems from the rapid-pressure.95)) it is given explicitly by which is Eq.97))is the same as that for @ij(.. (11. The evolution equation for @PZJ (K. The first-term on the right-hand side of Eq.15.99) represent production. (K(. (11.96)) and from the evolution i . (11. Note that the rapid pressure term but not on its magnitude. (11. t) (Eq.I I Reynolds-stress and related rn~odels of the turbulent velocity field (see Section 6.96) or (11. (11-99)). The next two terms in Eq. depends on the wavenumber's direction K . In terms of the Fourier representation of the velocity field (Eq. The result is equations for 2 and l This is a closed statistical equation that describes exactly the evolution of the turbulence spectrum in the rapid-distortion limit.)from its definition (Eq.155) adapted to the present context. the only quantity involved in the equation is the spectrum itself.

leaving the Re ynolds-stress equation in the form where the fourth-order tensor M is (It can be verified (see Exercise 11. and the sifting property of the delta function. Eq.) Substitute Eq.When the equation for Qi j is integrated over wavenumber space. + EXERCISES -.96) to obtain the result Substitute Eq.16) that this definition of MijkC is equivalent to that introduced above. (11. (11. the transport term vanmshes. (11.99).80) for dfcldt in order to re-express the first term on the right-hand side as (Hint: use the fact that 2 is independent of K. 1 1 1 5 ) The Reynolds-stress equation is not in closed form. Differentiate E q . because the tensor M involves information about the direction of the Fourier modes that is not contained in the Reynolds-stresses themselves. . (11.83) for diij/dt in order to obtain the result Qik Use these resmults to verify Eq.

Hence obtain where hijke (Eqs. dr = Mijke.101) are showing that the two definitions of Mijke consistent. and y are'constants.109) determines these constants to be For isotropic turbulence. IrI arIkart Show that the Fourier transform of Eq. (11. (11.show that it satisfies the following conditions : For isotropic turbulence. From the expressions for Mijke. and hence show that the solution at the origin is mij k t 4 7 1 1 S2R.18 to show that the rapid pressurerate-of-strain tensor (for isotropic turbulence) is .48). the most general possible (is0tropic) expression for Mijkeis where a.15 and 11. write down the Green's function solution to this equation.105) is (K) denotes the Fourier transform of mijke(r). 11. p.4 14 I I Reynolds-stress a n d related models Consider the function mijke(r) which is defined as the solution to the Poisson equation Using Eq. (2. Show that Eq. show that the Reynolds-stress production Use the results of Exercise 11.

For later reference.2. t ) (which is similar to Eq. and references therein. integration of the equation for @"( The initial response At the initial instant when the distortion is applied.115) can also be written . the turbulence is isotropic and its relevant statistics can be determined explicitly (Crow 1968). (11. Hunt and Carruthers (1990). Thus. (11.4. The results presented here are obtained from the numerical 11 K . The fourth-order tensor Mijke (Eq.101)) is and the rapid pressure-rate-of-strain tensor is (see Exercises 11.2.18 and 11. the effect of the rapid pressure on the Reynolds stresses is to counteract 60% of the production.19). Analytic solutions for the spectrum for some of these distortions are given in Townsend (1976). (11.Table 11.4 Rapid distortion o f initially isotropic turbulence We now describe the evolution of initially isotropic turbulence subjected to rapid distortion by the simple mean velocity gradients given in Table 11. Nan-zero mean velocity gradients for simple deformations: SA is the largest eigenvalue of Sij Axisymmetric contraction Axisymmetric expansion Plane strain Shear 11. Reynolds (1987). so that Eq. the turbulence becomes anisotropic and these equations cease to be valid.99)). we note that the production of kinetic energy p = 1 Pii is zero at the initial instant. initially. After the initial instant.

( ) ) while that of (ui) is (u:) is statistically identical to ( u ) . Axisyrnrnetric contraction For the axisymmetric contraction. 11. as shown in Fig.) increases more slowly than exponentially. As may be seen from Fig.- Fig. at large times (ui) increases as exp(Sjbt). as the pressure-rate-of-strain tensor redistributes energy to ( u ) At large times the wavevectors tend to the prime meridian (El = O). 16 ( a ) the trajectories of the unit wavevectors 2(t) tend toward the prime meridian corresponding to = 0.This is as a result of production: the rapid pressure-rate-of-stain tensor tends to zero in comparison. The Reynoldspositive ( P = (~22)s~): stress evolution (Fig. the wavenumbers evolve (Eq.416 I I Reynolds-stress and related models . 11.9. Dashed line (u:) /k(0).80)) by Evidently. solid line (u:)/k(0) = (u:)/k(~). (u. Nevertheless. The evolution of the Reynolds stresses for axisymmetric contraction rapid distortion. z1 Axisyrnrnetric expansion Whereas rapid distortion in an axisymmetric contraction can be approximated in an experiment. Consequently. iZ2 and i13 grow exponentially. 11. At early times.8) is therefore as expected. (11. . The production of (u:) is negative (Pll= . the flow can be studied by DNS and RDT.8. rapid axisymmetric expansion in a diffuser is not possible because of flow separation. and the Fourier components i i are aligned with the meridian (dl = 0). while ill decreases.

.)SA). that the terms in the Reynolds-stress balance when they are divided by Sibk. 11.the continuity equation (which is enforced by the rapid pressure) requires that G1 tend to zero.9. The production of (u:) is positive (Pll= 4(u:)Sj*). Figure 11. this flow is the opposite of the axisymmetric contraction.6(b)) tend to the poles .are . 11. whereas 22 and 23 decrease. for this flow. therefore. It can be deduced.indicating the asymptotic growth rate.Fig.10 shows the evolution of the Reynolds stresses. of (ui) and (ui) are negative (P22 the rapid pressure strongly suppresses the growth of ( u ) As the wavevectors tend to Z1 = +1. In some respects. The wavenumber fcl grows exponentially. so that the trajectories of 2(t) on the unit sphere (Fig. whereas those =P 3 3= -2(u. However. At large times these are in the proportions and each grows as exp(S?"t). The evolution of (u:) (on a logarithmic scale) for axisymmetric contraction rapid distortion (solid line). The dashed line is 1 exp(SAt).

Plane strain For plane strain. as the wavevectors tend to the poles 2 2 = which Q2 is forced to be zero) the rapid pressure redistributes the energy . pij and R(0 'I D given b by Eq. The production not only adds energy. 11.120) are related by showing that the rapid pressure counteracts 90% of the anisotropy production (cf. The rapid pressure removes energy from (u:) at three quarters of the rate at which it is added by production. (11. The rates of Reynolds-stress production are The decay of (u:) and the growth of (u:) observed in Fig. 11. However. The dashed lines show the asymptotic growth as exp(&t). (11. but also tends to increase the anisotropy.18 I I Reynolds-stress i ~ n d related models A Fig. At large times the wavevectors tend to the poles 2 2 = +I. the wavenumbers evolve by leading to the trajectories shown in Fig.10. For this flow (at large times). The evolution of the Reynolds stresses for axisymmetric expansion rapid distortion. Eq.116)).11 are therefore +l (at to be expected. 11.4.6(~).


At the poles i?2= +1. The evolution of the Reynolds-stress anisotropies for shear rapid distortion. the continuity equation does not preclude ti1. and indeed the asymptotic one-component state is 22 = +1. each symbol gives the state after an . for shear.14). However. 11. 11. . The evolution of the Reynolds-stress invariants for shear rapid distortion.amount of shear St = 0. Fig.12. 11. In fact. Itill > 0..13. the asymptotic growth appears to be linear rather than exponential (Fig.I I Reynolds-stress and related models Fig. the suppression is indirect. Starting from the origin (corresponding to isotropy).5. the rapid pressure has the effect of suppressing the rate of growth of the largest Reynolds stress.

but it is independent of the rate. (11. (11. 11. However.4. How well RDT represents turbulence when these conditions are not met is discussed by Savill (1987) and Hunt and Carruthers (1990). 11. at these poles ti2 is precluded.68) and (1169)) the role of the rapid pressure is to enforce the continuity equation V u = 0. (ii) The evolution of the turbulence depends on the geometry and the amount of the deformation. (iii) In the rapid-distortion equations (Eqs. and consequently Fourier modes (Eq. (i) RDT applies in the limit as the magnitude of the mean velocity gradients becomes very large compared with turbulence rates.14. >> 1 is required. (iv) The rapid-distortion equations are linear.) . The evolution of the turbulent kinetic energy for shearing with rapid distortion.5 Final remarks The principal conclusions on the application of RDT to homogeneous turbulence are as follows. the more stringent condition ST.Fig. At large times R22is negative.71)) evolve independently: the wavenumber R(t) and . constantly removing energy from the already small normal stress (u. so the shear stress (u1u2) (and the production Pll)are suppressed. The condition ST = Sk/r >> 1 is required in order to apply RDT to the energy-containing motions: to apply it to all scales of motion.

the velocity-spectrum tensor cP. (11-99)) (vii) The Reynolds-stress equation (Eq. However. the component (ui) has no production. t) evolves by an exact closed equation (Eq. (11. (11. RDT can also be applied to inhomogeneous flows. (11121)) At the initial instant when isotropic turbulence is subject to any distortion. I 1. and yet the rapid pressure removes energy from that component. As described by Hunt (1973) and Hunt and Carruthers (1990). the rapid pressure counteracts 90% of the anisotropy production (Eq. (11. In shear.83).. for the axisymmetric contraction (at large times) it is zero: the rapid pressure-rate-of-strain tensor vanishes relative to production. but not on the wavenumber's magnitude (&I.101)) Two fields of homogeneous turbulence can have the same Reynolds-stress tensor - but different values of Consequently the Reynolds-stress evolution is not uniquely determined by the Reynolds stresses.coefficient a(t) evolve by the ordinary differentialequations Eqs. the pressure-rate-of-strain tensor is .100)) is not in closed form.5 Pressure-rate-of-strain models The previous two sections consider homogeneous turbulence in the limiting cases of zero mean velocity gradients (Sk/& = 0) and very large mean velocity gradients (Sk/& m). (viii) The solution of the rapid-distortion equations for four simple deformations reveals quite different behaviors depending on the geometry.80) and (11. (v) The evolution of the Fourier coefficient depends on the unit wavevector 2 = R/liZ. RIj ) involves information about the direction of the Fourier modes (Eq.(l~. (vi) In the rapid-distortion limit. because the fourth. the corresponding figure is 60%. In the first case. For the axisymmetric expansion at large times. 1 Some different approaches to RDT for homogeneous turbulence have been developed by Kassinos and Reynolds (1994) and Van Slooten and Pope (1997).order tensor Mijke (that determines the rapid ( rr pressure-rate-of-strain tensor.I.

the Reynolds stresses are initially isotropic . Figure 11.15 shows calculations of the LRR-IP model compared with DNS data for homogeneous shear flow. then the IP model yields the correct initial response of isotropic turbulence to all rapid distortions (see Eq.1 The basic model (LRR-IP) The basic model for Rij is (s) and the second term is the isotropizaThe first term is Rotta's model for R= . 2 9 ) ) .36 to match the DNS. (11. (11. Rij= Ri(f) j ) Here we consider the case of more relevance to turbulent shear flows in which S k / & is of order unity. The IP model supposes that the rapid pressure partially counteracts the effect of production to increase the Reynolds-stress anisotropy. and both the slow and the rapid pressure fields are significant. This combination of Rotta's model and the IP model is the first of two models proposed by Launder. A closed set of ordinary differential equations is obtained from the Reynolds-stress equation (Eq. in the second case it is due entirely to the rapid pressure ( e . Shavit.116)). (10. is taken to be 2. On the other hand. if the model constant is taken to be C2 = 5 . This is indeed the effect observed for rapid distortion axisymmet ric expan3 sion (see Eq. and so the single non-dimensional parameter characterizing the solutions to the equations is .8 for the Rotta constant.128)) with the model for Rij (Eq. Launder (1996) suggests the value CR = 1. tion o f production (IP) model for R (f) 1 m 1 proposed m by Naot. Also. the model predicts that b22 and b33 are equal. the initial value of S k l ~ which It may be seen from Fig. (1. 11. The only non-zero mean velocity gradient. (11. and Wolfshtein (1970).121)). (11. d(Ul)/dx2 . 11. Reece.15 that the evolution of b12 and bll is reasonably represented by the LRR-IP model. and the IP constant is taken to be C2 = 5' consistent with RDT.56)).' with the dissipation taken to be isotropic the Reynolds-stress equation (Eq.5.1)) is ? R The pressure-rate-of-strain tensor Rij is the only term that is not in closed form.I I . together with the modelled E equation (Eq.I1 . and Rodi (1975)' and is also referred to as LRR-IP. I t I . For homogeneous turbulence.5 Prgmsu~rate~of-straln models due entirely to the slow pressure ( Rij= R (s) i l ).S is constant. the discrepancies being typically less than 15%.


corresponds to the Rotta-model contribution. (1975).4.4.3. and are defined in terms of the normalized mean rate of strain and the normalized mean rate of rotation The coefficients f (") defining some of the models are given in Table 11. Launder. and the FLT model of Fu. only the SSG model has a non-zero value of f (2) which leads to the non-linear 7 . (The FLT model involves additional tensors. and Tselepidakis (1987). the SSG model of Speziale.) (1) The term in 7 i1. deviatoric tensors 7 1 1 Table 11. including : the HL model of Hanjalic and Launder (1972).he models shown in Table 11.Hence obtain 1 1 S. the SL model of Shih and Lumley (1985). the JM model of Jones and Musonge (1988).2 Other pressure-rate-o f-strain models Many other pressure-rate-of-st rain models have been proposed. The first five of these (and the LRR-IP model) can be written are given in where the non-dimensional. and Gatski (1991). the quasi-isotropic model (LRR-QI) of Launder et al. whereas the SSG and SL models incorporate a dependence of the coefficient on PIE. Sarkar. Of . The LRR and JM models take the Rotta coefficient to be constant. symmetric.f ( 1 ) . the Rotta coeficient being .

research in this area has been motivated by the desire to develop models that conform to these properties. the LRR. terns nonlinear in bij were introduced . The LRR-IP model is the first Reynolds-stress model to be widely used. and would therefore conform with all known properties of Rij. and SSG models are all particular cases of the general model proposed by Hanjalik and Launder (1972). (11. provide return to isotropy depicted in Fig. (11.I I Reynolds-stress and related models Table 11.2. 11. Rijsatisfies material-frame indifference (see Section (2. (0 (ii) II is determined by the tensor Mijke(Eqs.9) and Speziale (1981)). symmetric. . In fact. (1 1. deviatoric tensors in Eq. (v) In the limit of two-dimensional turbulence.109).These properties are as follows. Rij is linear in the mean (i) In the rapid-distortion limit ( S k l ~ a velocity gradients.15)) which satisfies the exact relations given in Eq. but. but it should be appreciated that all of these models build on earlier contributions. and the particular form of the HL model includes the same dependence of the Roltta coefficient on PIEas appears in the SSG model . and LRR-QI was developed to do so. (iv) Rij is such that the Reynolds-stress tensor remains realizable. The ideal pressure-rate-of-s train model would be accurate in all circumstances.101)). ) .i). because Milk[is linear in the spectrum (Eq.. JM. in doing so.T11 ~ in) opposition to (ii. f To a large extent. ( r) (iii) R. xj . The remaining tensors 7 contributions to the model for the rapid pressure-rate-of-strain tensor. Definitions o f the non-dimensional. The Shih-Lumley model was developed to satisfy strong realizability. For example.14)-(11. (11.135) II(3-8) . The basic model (LRR-IP) does not satisfy (ii).3. u is linear in the Reynolds stresses.

A subtle but important point to appreciate is that the properties enumerated above pertain to the ideal pressure-rate-of-strain model. therefore in I 7 . and their coefficients can be modified to satisfy it in all circumstances (Durbin and Speziale 1994).'best' in the sense that the model is as accurate as possible when it is applied to the range of flows of interest. it is natural to seek the 'best' model . no such model exists. the tensor Mijke Eqs.S'peciJications of the coeficients f (") in Eq.see Shih and Lumley of constants the other mod. 11. Many of the properties enumerated above pertain to extreme situations .elssatisfy weak realizability in all but pathologic circumstances. two-component turbulence that have limited relevance to the flows of interest. the decay of anisotropic turbulence is not uniquely determined by the 'knowns' in a Reynolds-stress is not uniquely determined by ( u i u j ) (see closure. but models that do have been proposed by Haworth and Pope (1986) and Ristorcelli. and Abid (1995). (11. Lumley.the rapiddistortion limit. As already observed (see Fig. Similarly. two-dimensional turbulence. None of the models mentioned satisfies (v).135) for various pressure-rate-of-st rain models LRR-IP et al.4). (1 1. Arguably. However.Table 1lC4. Jones and Musonge (1988) SSG Speziale Shih and Lumley Values fl .126) and ( l l l 2 ) ) In the absence of the ideal model. LRR-QI Launder et al.

'&aij 3 equation used is described later in this section.4 is consistent with properties (i) and (iii)? (b) Which of the models is correct for the initial rapid distortion of isotropic turbulence? (c) Which of the models is correct for arbitrary rapid distortions? 11. Additional treatments for near-wall regions are described in the next section. i~ The .187) in terms of Rij.1 Redistribution As discussed in Section 11. The SSG model co~llforms to yet fewer of the properties than does LRR-IP . Described in this section are the remaining steps leading to complete Rey~olds-stress models for inhomogeneous flows.it is nonlinear EXERCISES (a) Which of the models given in Table 11. (11. and Eq. Eq. there are different decompositions of the velocity-pressure-gradient tensor nijinto redistributive and transport terms. the dissipation E i j can be taken to transport Tkij (except close to walls). (11. whereas the principal application of Reynolds-stress models is to inhomogeneous turbulent flows.10~)). and the AS discussed in Section 11. the pressure-rate-of-strain tensor Rij.1.6 Extension to inhomogeneous flows The development in the previous sections has focused on homogeneous turbulence.5) in terms of R'". the LRR-QI model has the theoretical advantage of conforming to property (ii).6.I I Reynolds-stress and related models the specification of the form of the model and of the coefficients f("). experience shows that. 11. In comparison to LRR-IP.22 Show that LRR-QI is the most general model that is linear in bij and 8(Ui)/8xj and that is consistent with the properties of Mijke (Eq. for example. The terms to be modelled in the exact Reynolds-stress equations (Eq.2. LRR-IP is distinctly superior (Launder 1996). However. I 1. (11.1)) are the dissipation tensor eij. The form of the model dissipation be isotropic. (7. the quantitative performance of the model when applied to flows of interest is of more importance than the satisfaction of exact constraints in extreme limits.. in practice.

8 .34 on pages 285and 314). a(ui)/axj . in elliptic relaxation models . but almost cancel. 7. (In contrast. Although both terms are zero at the wall.2 Reynolds-stress transport With the velocity-pressure-gradient tensor nij decomposed according to Eq.the modelling of R1(a) . It to use the decomposition in terms of R!" is found that the pressure transport of kinetic energy iniiis quite small (see Figs. the exact equation for the evolution of Reynolds stresses is where the three fluxes are viscous diffusion pressure transport and turbulent convection . t). In view of these considerations.a m is non-local. (11.38 on pages 3 16-3 17) exhibit simple behavilor with IIij being zero at the wall (because u is zero there). just as in homogeneous turbulence (Eq.analysis of the channel-flow DNS data performed by Mansour. SO that in fact nijis itself almost redistributive. (11. The profiles of nij(Figs.In terms of the ease of solution of the resulting model equations. it is preferable 1 1 rather than that in terms of Rij. including several sign changes. R22 and aT.) + 11. and E.35-7. R(a) and T i 1 For inhomogeneous flows. for such near-wall flows. That is.5.( / dy exhibit much more complicated behavior. this is certainly an expedient assumption compared with the alternative of including nonlocal quantities. within the viscous sublayer they are large. it should be recognized that p'(x. R(a) i~ (x. the modelling of Rij is less secure for inhomogeneous flows than it is for homogeneous turbulence. (11135)). However. In contrast.6. and Moin (1988) suggests strongly that. evaluated at (x. ( 1 9 ) ) so that it is influenced by quantities such as (a) a(Ui)/axj some distance from x. 7. we henceforth use the decomposition Eq.18 and 7. t) is modelled in terms of (uiuj). t) is governed by a Poisson equation (Eq.Section 11.5) in terms of (PI . As a consequence. the redistribution ~ i1( is9 modelled in terms of local quantities. Kim.

(t!)gl*ll ~ * % ! d m o ~uaas j aq Aem 1 1 1 a • 6 • JOJ *?D~JJOD Llaar?t!?![t!nb ~ s t ! a t~ ! sr ppom s.Lalmn~ put! '?ut!?~odmr a~om sr ~ ~ o d s u ta!~ ~n ?s s a ~ ay? d ' ~ a a ay ~ 'o ~ a d t d~vpunoq !~ ay? jo a%paay? v * ? ~ ~ J J o x . I L[a~y$e?!pnb sr lapom s Lapn"q ley? pug ' [ [ t ! ~ ay? 04 asop ?ue3y!u%rs A ~ o u sr pod sue^$ a ~ n s s a ~ t d ! ~ o y (pl s E aged uo ~ E * *%yd) L ~aLel L~epunoq ay? put! (582 a%t!duo 8 l **%!d) ~ MOB puut!y~ JOJ s?a%pnq L%~aua-~qau!y ay 1 5 xnp a ~ r p a ~ ay? u o jo ~ -z sr s ! r y ~ a ( 8 ~ 6 1LapJ"? ) lapom ay? pasodo~d ' a ~ u a l n q ~ snoaua%omoy n? Lpeau jo srsL~t!ut! ut! jo s!st!q ay? u g *suo!?t!~a1103 JuaApt! ay? a ~ o j a a a~nssa~d noqe uorJemJojur alqt!gaJ ap?g st!^ a n y ? ' S N ~ J O • a~urs 'put! r uo?a~ ITEM snoDsp ayq ur qda~xaalqr%rl%au s! uorsnglp snoasrA + • • slapow paqalar pua ssaras-splourla~ I I 0 0 .JOJ slapom pasodo~d put! ' a ~ n s s a ~ p!dt!~ d ay? put! ~ 0 1 s ay? o? anp ~ ~ o d s u ~ ~ (9661) '219 ja ualnmaa a~nssa~ ay? d Lp?t!~t!das auymt!xa 04 t!$t!p S N pasn JJO~SUBI?a ~ n s s a ~ sry? d ahe el ay? JO l?ut!u!mop samo~aq a%paay? qt! 9 1 *%d WOJJ uaas aq Lt!m s v pods sue^$ a ~ n s s a ~ st! d ?a%pnq L%~aua-~!?au!y ay? ur snaddt! r a ~ u a y put! 'play a ~ n s s a ~ %upt!~?3np d ay 4 Lq a 1 *alqt!uost!aJ a ~ m b s! lapom s . L a ~ m n ?t!y? ~ put! '~aLt!lay? jo ~ s o m za~o [[ems Lpar?t![a~ sr J J O ~ S U B J ?a ~ n s s a ~ ad y ?t!y?.

v due to Shir where C. .16.(().L.22. necessarily involving cross-diffusion. rate of change -dk/d t.. and pressure transport (dashed line). I 1 . The kinetic energy budget in the temporal mixing layer from the DNS data of Rogers and Moser (1994): (a) across the whole flow.6 Extension to Inhomogeneous flows dissipation } I / dissipation -0. 11. turbulent transport.1 1. (b) an expanded view of the edge of the layer.- L 1 1 . If T IJ is to be modelled separately. 5. have been proposed by Mellor and Herring (19731.21 on page 140). Gradient-difusion models (4 The simplest gradient-diffusion model for T' kij = T k i j + T. The contributions to the budget are production P. is a model constant. Such symmetric models. I 1. then a consistent model is required to be symmetric with respect to all three indices. = 0.010. . In more general use is the model of Daly and Harlow (1970. All quantities are normalized by the velocity difference and the layer thickness 6 (see Fig. which uses the Reynolds-stress tensor to define an anisotropic For this model Launder (1990) suggests the value of the constant C.I 4 I Fig. and by Hanjalik and Launder ( 1972). dissipation -8.

As mentioned in Section 10.6.92 (Launder 1990).23 Show that the dissipation equation Eq. Jakirlik. and Hadiik ( 1997). with the Karman constant given by .34). = 0. Laurence.28) and (11. (11.3 The dissipation equation The standard model equation for E used in Reynolds-stress models is that prolposed by Hanjalik and Launder ( 1972). against experimental data can be found in Schwarz and Bradshaw (1994) and references therein. the invariants of the anisotropy tensor bij can be used in such modifications. is not a critical ingredient in the overall model. the production P is evaluated directly from the Reynolds stresses Second. and CC2 differences between this equation and that used in the k-E model (Eq. motivate yet more elaborate models. involving the mean velocity gradients..4.53)). . who suggest that deficiencies in the transport model are respolnsible for inaccuracies in the calculation of the flow over a backward-facing step. lhunder ( 1996) suggested modifying the coefficients to I where the --variants q and F are defined by Eqs.44. several modifications to the dissipation equation have been proposed. First. For example. = 1. Examination of the transport equation for the triple correlation ( U i U j U k ) can. (11. There are two with C.15. the diffusion term involves an anisotropic rather than as 2'vTSijSij. = 1. consistent models for T i are required to be symmetric with respect to a and j only .432 I I Reynolds-stress and related models However. the general experience of practitioners is that the modelling of T. This view is questioned by Parneix. EXERCISE 11. 11. and Durbin (1998b). Other modifications were suggested by Hanjalik.150) is consistent with the log-law. (10.a requirement that is satisfied by all four of the above models.'. Direct tests of the models for Tk(u) i j.3. C. However. diffusivity. In a Reynolds-stress model. and that the rel1 1 atively simple Daly-Harlow model is adequate (Launder 1990).

60)-(7. (v2) varies as v4 whereas (u2) and (w2) vary as v2 (Eqs. (11. became available. and Lofdahl 1997).) The forms of the basic k-E and Reynolds-stress models have not changed since the 1970s. (ii) high shear rate . (11. some of these effects are: (i) low Reynolds number .through the pressure field (pch).Eq.1).1 1. which is very difficult to study experimentally. The same is not true for the near-wall treatments. a ( U ) / a yas a non-dimensional measure of the shear rate. the presence of a wall causes a number of different effects. and led to new and continuing developments. In the late 1 9 8 0 ~ detailed ~ DNS data for the viscous near-wall region. as the wall is approached. so that.g. EXERCISE 11. the turbulence tends to the two-component limit (Fig..63)). r* r* These effects necessitate modifications to the basic k-E and Reynolds-stress turbulence models.7 Neapwall t r e a t m e n t s Evaluate K for bij given by the LRR-IP model (Eq.for small y. Show that its value at the wall is . Johansson.10) the impermeability condition V = 0 (at y = 0) affects the flow up to (of order) an integral scale from the wall (Hunt and Graham 1978). Aronson. and (iv) wall blocking . e. (It is informative also to study turbulent flows from which one or both of (i) and (ii) are absent. For a boundary layer in the usual coordinate system.the highest mean shear rate a ( U ) / a y occurs at the wall (see Exercise 11. (7. for example. 11. turbulence at a free surface (Brumley 1984) and shear-free turbulence near a wall (Thomas and Hancock 1977. (iii) two-component turbulence .133) with I 1. These data d~owed existing models t o be qualitatively incorrect.7 Near-wall treatments In a turbulent flow. Perot and Moin 1995.24).24 Consider ~ .the turbulence Reynolds number ReL = k2/(&v) tends to zero as the wall is approached.

8 on page 287). for channel flow. for example.7. Rodi and Mansour (1993) assessed a number of proposals for f.5 (11. 1 6 ) . The turbulent viscosity is given by where the damping function f P depends on the turbulence Reynolds number according to -2. (7. ( 1 . does this vary close to the wall? 11.156) f p = e x P ( 1 ReL/50 + ).145). and it tends to unity at large ReL. and it is used to compensate for the incorrect physics in the basic model. An alternative non-dimensional measure of the shear rate is S k l ~ How . (11.= ~y is too large in the near-wall region (y+ < 30.157) is accurate in application to other flows .C. and a much improved specification is o'btained from the van Driest damping function.so that the standard k-E formula is recovered.I I Reynolds=stress and d a t e d m o d e l s (see Exercise 7. = 1 . on the basis of similar DNS data: most early proposals. 10. as may be seen from Fig. The quantity vT&/k2plotted in Fig. are quite inaccurate.near a separation or reattachment point. Rodi and Mansour (1993) suggested instead the empirical relation 1 f.exp(-0. the standard k-E specification VT = CPk2/& yields too large a turbulent viscosity in the near-wall region. 10.00065y+2 ). . say). is devoid of physical justification. whereas in the log-law region it is which is less than 0. At the wall f.157) A tenable view on this approach is that the damping function f. There is no reason to suppose that Eq.3. The original k-E model of Jones and Launder (1972) includes various damping functions to allow the model to be used within the viscous nearwall region. Eq. is small.3 (on page 371) is a 'measurement' of f.2 Tuvbulent viscosity It may be recalled that the mixing-length specification l . such as Eq.3 (for y+ > 30).0. So also. (11.0002yf .

and that the appropriate expression for the turbulent viscosity is is a constant. 7. . The strong suppression of ( v 2 ) (relative to k) in the near-wall region (see Figs.17. 0. not to viscous effects. (This is also the cross-stream diffusion coefficient in where C' P the Daly-Harlow model. dashed line. 11. 0.14 and 7. Symbols. DNS data of Kim et a!.as noted by Launder (1986) . which includes transport by the molecular viscosity. Durbin (1991) argued that it is the cross-stream velocity v that is responsible for turbulent transport in a boundary-layer flow. This implies . The equation for k.09k2/&. (1987). and ( v 2 )/k are similar.17 shows that Eq.33 on pages 282 and 313) is due to the inviscid wall-blocking effect. (11.3 Model equations for k and E Most proposed model equations for k and E have the same form as the original suggestions of Jones and Launder (1972).Fig. is Dk -= Dt v m[(v + 2 ) V k ] +P-€.that the shapes of the profiles of f . (11. therefore. to refer to f .22{v2)k/&. solid line.158) does indeed provide an excellent representation of vT throughout the nearwall region. as a 'low-Reynolds number correction.750.47)) Figure 11. It is inappropriate.7.' 11. Eq. The turbulent viscosity against y+ for channel flow at Re = 13.

4 The dissipation tensor In Reynolds-stress models. as observed in Chapter 7 (e. The DNS data reveal substantial discrepancies in all of the proposed models (Rodi and Mansour 1993). Jones and Launder (1972) choose as the second variable so that the simpler boundary condition EyZo .1 I Reynolds=stressand related models At the wall.7. ..73)).39 on page 318). Eij becomes distinctly anisotropic. and yet of cou:rse all relevant physical timescales are strictly positive. and by z for larger taking CT = 6. Durbin (1991) is the argued that (a constant times) the Kolmogorov timescale z. the dissipation is taken to be isotropic. Rodi. 7.g.without damping functions or additional terms . At high Reynolds number and remote from walls. (7. up to y . ) The standard dissipation equation written with T replacing 7 is + - The solution to this equation . Fig. and Scheuerer (1985) and Rodi and Mansour (1993).yields profiles of E that are in good agreement with DNS data (Durbin 1991). as the wall is approached. = (v smallest relevant scale. the dissipation tensor Eij and the pressure-rateof-strain-tensor Rij are the quantities primarily affected by the presence of walls. The turbulence timescale z = k / tends ~ to zero at the wall. 11.0 can be applied. the value of the dissipation is (see Eq. ( T is determined by CT7. The model equation for E is Different specifications of the damping functions f l and fz and of the additional term E are given in Patel. However. and thereby defined the modified timescale 5.

for a and is specified so that the trace of E*. and Younis (1985) introduced the quantity where n is the unit normal to the wall. Rotta (1951) proposed the simple model for the limit of low-Reynolds number turbulence. is readily verified that. as the wall is approached (J O). and from the series expansions for ui (Eqs.166).58)).167)) and Eq. (11. Launder.167) underestimates c12 and €22 by factors of 2 and 4 . (11. it is natural to model E-1J as a blending of these two functions : where the blending function f. consistent with Eq. (11. Eq.I 1. ( 1 1 6 ) . ( 1 1 .168) giving the value of Eij at the wall. (11. Elq. (11.7 Neapwall treatments From the d. Eij is given by for i f 2.165) holding remote from the wall. To provide a more accurate approximation to E i j for small y. IJ wall at y = 0 e nj = 6j2).efinition of r j ( ~ q (7. for small y. 1 6 ) since (v2)/k and (uv)/k are zero at y = 0. for i f 2.169). . The denominator is unity at the wall. However. (7. At a wall.168) reverts to Eq. this is consistent with Eq. and Eq.18 shows the profiles of E ~ ~ / ( 3 ' E ) from the boundary-layer data of Spalart (1988j compared with Rotta's model (Eq. Lai and So (1990) propose Figure 11.56)-(7. (11. is 2 ~ It . With Eq. decreases from unity at the wall to zero far from the wall. j f 2. Launder and Reynolds (1983) and Kebede. respectively. it is straightforward to show that.181)) . (11.

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The boundary condition on p' is obtained from the equation for the evolution of the fluctuating velocity.160)can be used to give This relation is exact at the wall. A Fourier mode of the normal velocity derivative EXERCISE .1 2 ) it is necessary to specify boundary conditions.138).i 11.25 Consider a semi-infinite body of turbulence above an infinite plane wall at y = 0. (1. (11.169) becomes a local model for c . This confirms the fact that the significant effect of the wall on the fluctuating pressure field is an inviscid blocking effect arising from the impermeability condition.1 1. (11. The source term in the Poisson equation for p' (Eq. (11.) An examination of DNS data of channel flow (Mansour et al.168) SO that Eq. Craft and Launder (1996) use this approximation to nrn.173)) on the harmonic contribution P ( ~ )(Mansour (1988) refer to p(h)as the Stokes pressure. and provides a good approximation through the viscous sublayer. . rat her than a viscous effect due to the no-slip condition. It is natural. and Eq. condition (Eq. and harmonic p(h) contributions (Eqs. and is insignificant beyond yf w 15. 1 1. the normal component of this equation evaluated at the wall (y = 0) yields the Neumann condition Evidently the normal pressure gradient at the wall is due entirely to viscous effects: for inviscid flow dp'ldy would be zero.9)) is independent of the viscosity. 1988) reveals that the harmonic pressure plays a minor role in the Reynolds-stress budgets. The turbulence is statistically homogeneous in the x and z directions. et al. and to specify the viscous . (5. in Eq. therefore. at a wall vk1l2 is a vector in the direction of n.7 Neap-wall treatments similar behaviors. In the usual coordinate system. For example. 11. slow p(s) .1. Eq.5 Fluctuating pressure Harmonic pressure To make precise the decomposition of the fluctuating pressure p' into rapid p(r) .7. to specify zero-normal-gradient (inviscid) boundary conditions on p(r) and p(".1 0 )11. (11.

S ( X .440 I I R e y n o l d s = ~ t rand e ~ ~related models at the wall is where rcl and rc3 are normalized wavenumbers and 8 is the normalized Fourier coefficient. 2") = (x'. y'. -y . (2.177).t) ~ . Consider a turbulent flow above an infinite plane wall at Y . so that p li)is zero there. and so satisfies the boundary condition. Determine the corresponding harmonic pressure and hence show that it decays exponentially . Eq. ~t). The boundary condition at the wall is The source is defined in the upper half-space y 2 0.x'I ' (cf. field Wall reflection The 'inertial' pressure is defined by The Green's function solution for p(i) provides some insight into the blocking effect of a wall. for every point x' = (x'. The inertial pressure is governed by the same Poisson equation as p' (Eq. for y < 0. in Fig. Since S is symmetric about y = 0. it is assumed that.with y. (11. 2") is defined by (XI!. (11.y". the flow is non-turbulent. Y . the solution pci) to the Poisson equation in the whole domain is also symmetric about y = 0.t) = ( i) dx' x . t) is given by the right-hand side of Eq. This definition is extended by reflecting S about the wall: . . For simplicity. l y l .9)) which is written The source S(x. the image point X" = (xu.yl'.19. This solution is p (x.z!). 11. S(x. 2') in the upper halfAs ~ h o w n space.9) (multiplied by p).0. Eq. far from the region of interest (1x1 -+ m).49)). 1 1.

"' where the turbulence lengthscale is L = k 3/2 /E. Equation (11. 11.as it is throughout the log-law region. but it may be significant when the turbulence lengthscale is comparable to the distance from the wall . A sketch of the point x' and its image xu.7 Neapwall treatments wall. With the LRR-IP model. is the characteristic correlation lengthscale of S and 4.181) and (11. the second due to r"(-l.1 1.19. In some Reynolds-stress closures additional redistribution terms are used to account for wall reflections. Gibson and Launder (1978) propose additional slow Rij and rapid Rij ( ) terms.182).x. It is a simple matter to estimate that the relative magnitudes of these twd contributions are in the ratio of L-I s t o where L. y =O Fig. Thus remote from a wall (L. Eqs.182) shows that pressure correlations can be viewed as having two contributions: one due to the free-space Green's function v . the solution can be So the correlation at x between p(') and a random field $(x. and it is essentially uniform in . showing the vectors that appear in the Green's function solutions. which is called the wall reflection contribution (or wall echo).and a similar formula can be obtained for the velocity-pressure-gradient tensor Uij. v' and v" Then with the definitions v' r x' re-written - x and v" = x" . The factor L/y is consistent with the preceding Green's function analysis. : - '". t) is yields the pressureSubstituting the fluctuating rate of strain s i j for rate-of-strain tensor Rij. (11./y << 1) the wall reflection is negligible. the former being .

W) compare the relative magnitudes of the terms R2. so that the. For a high-Reynolds-number zero-pressure-gradient boundary layer. for example) can lead to a substantial fraction of the computational effort being devoted to the near-wall region. The implementation of wall functions for a st atistically-two-dimensional flow in the usual coordinate system is now described. and the need to resolve the steep profiles (of ( U ) and E for y+ c 30. e. At the same time.. (s) R(S. giving simple algebraic relations for turbulence-model variables in the log-law region.6 Wall functions The near-wall region adds complication and expense to the task of performing t. write in matrix ("w' given by Eq. and Speziale (1996) suggests that the need for wall reflection terms in other models is due to deficiencies in their pressure-rate-of-strain (8) (0 modmels R.and Rij.26). and 8. 22 and -38 in the LRR-IP model. L/y s+: 2. if the mean flow is approximately parallel to the wall. The idea of the 'wall-function' approach (Launder and Spalding 1972) is to apply boundary conditions (based on log-law relations) some distance away from the wall.- 11.g... estimate L/y and 2 . EXERCISE -.turbulence-model equations are not solved close to the wall ( e . where yf is around 50). then the log-law relations apply.5 (see Eq. (7. The wall-function boundary conditions are applied at a location y = y. The subscript ' indicates quantities evaluated at y. - 3 11.aw region. the log-law (Eq. .g. in the log-law region (e.. As described in the previous subsections. near-wall effects require additions or modifications to the basic models.7.43)) is (U) =ti.183).84)). form the components of Rij For the log-law region of a boundary layer.26 For a near-wall flow in the usual coordinate system.urbulence-model calculations of turbulent flows. (7. Thle effect of this term is to reduce (v2) and (uv) and to increase (u2) and ( w Z ) (see Exercise 11.9 ( U p k .(: lnyt+~). The SSG model (without wall-reflection terms) performs quite well in the log-1. between the wall and the location at which boundary conditions are applied). (11..WL II ueyno~as-stress and related models the log-law region.

' On the basis of Eq. exceeds the nominal value (U)' then -(uv) exceeds U" T and thus provides a 'restoring force.48)) Rather than using these equations directly. It is usual for wall functions to be implemented in a more complicated way than that described above.186) is used to define the nominal friction velocity as P is and the corresponding estimate of y+ The nominal mean velocity is then obtained from the log-law: In the mean-momentum equation. The simplifications and economies provided by wall functions are very . and to revert to the above relations under the ideal conditions. Equation (11. the boundary condition is applied not by specifying U p but by specifying the shear stress as This is a robust condition in that the shear stress is of the opposite sign to the velocity U p at a separation or reattachment point ((U). The location yp is taken to be the first grid node away from the wall. is zero).1 1. wall functions are designed to provide 'robust' boundary conditions under all circumstances. (11 18 5 . (10.7 Nearwall treatments the balance of prolduction and dissipation yields and the k-E expression for the turbulent viscosity yields (Eq. the treatment being incorporated within the finite-volume equations used in the numerical solution procedure (Jones 1994). if (U). the boundary condition on E is P? while zero-normal gradient conditions are applied to k and to the normal stresses. = 0) everything is well defined (even where u.

As a consequence it might not be possible to obtain numerically accurate gridindlependent solutions (since refining the grid generally implies reducing yP ) - - 7 EXERCISES --- 11. separated and impinging flows their physical basis is uncertain and their accuracy is poor (see. then N. Use the relation Re. e. (within the log-law region). For boundary-layer flows for which the log-law relations are accurate.27 The k-E or Reynolds-stress model equations are to be solved by a finite-difference method for fully developed channel flow without the use of wall functions. t ~(see Section 7. and they are widely used in the application of commercial CFD codes to complex turbulent flows. 0. in other flow$ it is found that the overall solution is sensitive to this choice.444 .g .g... and a... where 6 is the channel half-height. b. as an artificial parameter.. the grid spacing Ay is specified as Ay = min[max(a6. However. under many flow conditions e.28 Further to Exercise 11. Show that the number N. Show that the number of grid points N.27. with wall functions applied at y = y.1. and c are positive constants (with b > c). strong pressure gradients. To provide adequate spatial resolution. = 6/6. Wall functions introduce y.which extends from y = yp to y = 6 has the spacing - with 0 < c < b. the overall solution is insensitive to the choice of y.- I I Reynolds=stress and related m o d e l s _ attractive. consider turbulence-model calculations of fully developed channel flow. by). cd]. of grid points required is Show that.09Reo . However. Wilcox (1993)). is independent . The finite-difference grid . if yp is specified as a fraction of 6.5 on page 278) to estimate the high-Reynolds-number asymptote - 11.

and the normal direction n is an imperfect way to incorporate non-local information into otherwise local models. then N y increases as ln(Re). (11.8 Elliptic relaxation models of the Reynolds number* .. In the model equations. From terms of local quantities is dubious for strongly practical viewpoint. whereas. 1 1. Eq.197) is ( e ) is zero. dissipation is decomposed in this way so that. have met with considerable success in the calculation of a variety of near-wall flows. . is specified as a multiple of .- . at a wall. the modelling of the redistribution R(a) ij in inhomogeneous flows.8 Elliptic relaxation models From a theoretical viewpoint. which is easier to solve numerically than the Poisson equation./6. Rodi and Scheuerer (1986)).203)) is closer to the modified Helmholtz equation. (11. if y. Dreeben and Pope 1997a).. . Durbin (1993) proposed a higher level of closure to address these issues. The essential innovation is that rather than being local the pressure-rateof-strain model is based on the solution of an elliptic equation (similar to the Poisson equation6). This. The starting point is the exact Reynolds-stress equation written . (e-g. (11. which use neither damping functions nor wall-reflection terms. The use of the distance from the wall t.g.I I . for near-wall flows. the various damping functions and wall-reflection terms are not very satisfactory. and related elliptic relaxation models (Durbin 1991. - - (cf. it would be preferable for the presence of walls to be felt solely through boundary conditions imposed at the walls. the dissipation in Eq. and correspondingly Rij 1 1 7 ' in fact. Durbin's (1993) model is now described. the elliptic equation solved (Eq.50) 6. The damping functions are essentially ad hoc corrections that are often found to be inaccurate beyond the flow used in their development (e.138)) with 9 The primary quantity to be modelled is the redistribution term ~ ( which consists of two contributions: the deviatoric part of the velocity-pressure(a) gradient tensor R'I em (which is zero at a wall). and the difference between E i j and the simple anisotropic (Rotta) model E ( u ~ u ~ )The / ~ .y : = y. exact.

[!x I I I I I I I I I I I I(£IT 1asa~axa aas) ( ~ 6 1 1 1) 1 *baur uorledrssrp 3rdo~losrue ayl JOJ yuno33e 01 a 3 JO a q d ur pasn sr 1 .(a) .~ a r a e ~ ayl ~ O J J~ a y l r a'~apoure JOJ uor~e31~rl -snT 8ur~urauo3 aprao~d 01 a~qrssod A ~ J sr ~ lJ r ' s ~ o g snoaua8ouroyur J O ~ I.3rseq ayl se aWes ayl sr s r y ~ lda3xa '((6~1'1 1) 'bg) + • I se pauyap sr I - Alryuenb a y ~ + + I I I ~ e ~ r l u a sr p rIapour y ~ o d s u e sl ~ yl l '~a6e1qns sno3sra ayl ul lda3xa "((£91 '1I ) 'b3 aas) pauyap A~snoraa~d se (Ii29 '31 y)xeur = J./ I lE'/l JOJ Iapo" 1 .a 3 pue '713 JO a ~ e ur ~d pasn sr J. D • I I • I D I I a + I • I I • I + uorle~ndrueure A q paprao~dsr ~ U I P U V ~ S Jauros ~ ~ U '~ ~ a a a ~ I(£OZII o ~ 1) ' b ~ JOJ uorle3yrlsnr y3ns ou sr alayl A ~ u r e l ~ pue a ~ f suorleluasqo ~eluauruadxa ~ O J JJO 'suorlenba s a y o l s . sr a1e3sau1rl a y ~alayfi a • .0 = 7 3 ~ J ! M I • • I "!jY .!$ uo pasodurr suorlrpuo3 d ~ e p u n o q ayl A q pue '(J'.a7 dq palem uerae1deT ay) pue' I ~ o l e ~ a d o a x ~ a ~ n q snoaua8ouroy ~nl ~"o rldr~a l a y ~ Llrluenb ayl JOJ uoz~vnba Alrluapr ayl JO slsrsuo3 ~ o l e ~ a d uo~~vxv gz~dzlp ~ a ~ ayl sr ( E O Z * ~ ~ uorlenba ) 108 = '3 pue 2.I + • + + I • a • I • + • I I I I + + I I I I a • + + .x)!!~A q A1[~301 C2 -uou paurunalap sr (J 'x)-$'( £ 0 ~ 11) ' ' b ur ~ uer3e~de~ ay JO a s n e ~ a q '~aaa~oy G [ ~ ~ UI a ~~a p8 a ~ a sr ~( o 1 0~ ~1 a 1) 1~ 'ba [apour 1e3o1ayl ley1 os 'y/!?x = '!$ s p ~ a r ~ Aldurrs (£OZ*I 1) *bauayl ' o ~ a zaq 01 uayel sl a7 JTJO '(o~azsr $ A a ~ a y m ) UI .

179) and (11. (11.203).182). For channel flow (for which DNS data are available) the Reynolds-stress budgets are reproduced quite accurately (Dreeben and Pope 1997a). (11. Eqs. In a local Reynolds-stress model. on the other hand. For the boundary-layer flows ' . If the Poisson equation is writ ten and $(x) is a random field. Perhaps more important than the specific form of the elliptic relaxation equation is the fact that it allows additional boundary conditions to be applied. (11. In an elliptic relaxation model.) Now suppose that the two-point correlation can be Then. The additional boundary condition can be used to ensure the correct asymptotic Reynolds-stress variation.8 Elliptic relawation rnodels of the Poisson equation for pressure (Durbin 1991. Reynolds-stress models using elliptic relaxation have been used with success to calculate boundary layers with adverse pressure gradients and convex curvatures (Durbin 1993).1 1. The k-E-v2 model with elliptic relaxation Prior to the elliptic-relaxation Reynolds-stress model. only one boundary condition per Reynolds stress can be applied at a wall ( e (tiiuj) = O). (The integration is over the flow domain. and can be added to satisfy the appropriate a harmonic component (P(~)(x)$(x)) boundary conditions. a loose connection between the Poisson equation for pressure and the elliptic relaxation equation is established. Eq.Thus.206) becomes the term in braces ({ }) is the Green's function When it is multiplied by for the operator in Eq. Durbin (1991) introduced elliptic relaxation for a k-E-v2 model. 1993). and then the asymptotic variation of the Reynolds stresses with distance is determined by the model. then a solution for the correlation (pf(x)$(x))is cf. two boundary conditions can be applied to each (uiuj) and f i j pair.

e. This model has also been applied successfully to a number of complex flows (e. they have been used as turbulence models (in conjunction with the model equations for k and 6 ) . Because of the approximation involved. I 1. (11.- - - Comment on the effects of the three models mentioned above. (11.. an algebraic stress model provides some insights into the Reynolds-stress . consider the equation (Lb Durbin's model has exponents p = q . v2 is a model for (v2).29 As a generalization of the elliptic relaxation equation (Eq.)ninj. These equations form an algebraic stress model (ASM). (11. and assume that the turbulence statistics are self@) similar (with LD y. and Rij Y -1 ) Show that a solution to Eq.44 8 - I I Reynolds~stress and related m o d e l s - - considered.17). algebraic stress models are inherently less general and less accurate than Reynolds-stress models. However.g . Consider the log-law region in the usual coordinates. and the mean velocity gradients. In addition. E.9 Algebraic stress and nonlinear viscosity models 11. adjacent to a wall.203)). i. is a model for the variance of the normal velocity. k yo. and the turbulent viscosity model is used (see Eq.0. and another model with p = -2 and q = 2. Rij 4' . (1996) suggest a 'neutral' model with p = 0 and q = 2. EXERCISE 11.158) and Fig. a Reynoldsstress model can be reduced to a set of algebraic equations. which implicitly determines the Reynolds stresses (locally) as functions of k. and Behnia (1998a)). Durbin (1995) and Parneix. whereas Wizman et al. v2 = (tdiu.210) is- . Durbin.1 Algebraic stress models By the introduction of an approximation for the transport terms.9. 11. because of their relative simplicity. There v 2 is>interpretedas a scalar which.

the transport terms V (on the left-hand side of Eq. (11. the log-law region of high-Reynolds-number fully developed channel flow).an velocity gradient. algebraic functions of a (Ui)/axj. so that (in. (uiuj). the complete neglect of the transport terms is inconsistent unless P/F: is unity. In algebraic stress models. A standard model Reynolds-stress transport equation is ? This is a coupled set of six partial differential equations. .212) are negligible.212) is Rodi (1972) introduced the more general weak-equilibrium assumption. F:. (11. The terms on the right-hand side are local.9 Algebraic stress and nonlinear viscosity models model from which it is derived4and it can also be used to obtain a nonlinear turbulent-viscosity model. and F: they do not involve derivatives of the Reynolds stresses. so that the entire equation becomes algebraic. The Reynolds stress can be decomposed as and so spatial and temporal variations in (uiuj) can be considered to be due to variations in k and bij. Specifically.. but the variations in (uiuj) due to those in k are retained.g.213). a sense) the Reynolds stresses are in local equilibrium with the imposed me. However. (11.1 1. the transport terms in Eq.212)) are approximated by an algebraic expression. In some circumstances (e. (11. For the mean convection term this leads to the approximation The sames approximation applied to the entire transport term yields where the last step follows from Eq. and the mean velocity gradients.212) becomes a set of six algebraic equations that implicitly determines the Reynolds stresses as functions of k. the variations in (uiuj)/k (or equivalently in bij) are neglected. since half the trace of Eq. (11. Eq.In the weak-equilibrium assumption.

S k /E. if the relation 1 is used to define CP. Eq.I I Reynolds-stress and related rnlodels The use of the weak-equilibrium assumption (Eq. if Rij is given by the LRR-IP model.217) can be manipulated to yield '(1 3 . Consequently it may be seen that an implication of the model is that the Reynolds stress anisotropy is directly proportional to the production anisotropy.21.212)) leads to the algebraic stress model This comprises five independent algebraic equations (since the trace contains no information). Part of the assumption embodied in Eq.lb121 tends to the asymptote dLc2(1 6 . With.216)) in the model Reynolds-stress equation (Eq.31) that the ASM (Eq. For large PIE.C2) = 5' whereas the value given by the k-E model continually incrkases and becomes non-realizable. referred to an inertial frame.C. As an example of the insights that an ASM can provide.218) is readily solved to obtain the anisotropies bij as functions of PIE(see Exercise 11.respect to the mean flow convection. and a(Ui)/axj. (11. Again.218)) yields Consequently. decreases with increasing shearing. corresponding to 'shear-thinning' behavior . (11. implied by the LRR-IP model decreases with PIE. the value of C. then Eq. 11. as shown in Fig.C. then it can be deduced (Exercise 11. (11. 11. for simple shear flow. the weak equilibrium assumption (Eq.20): these are plotted in Fig. therefore.221) is.215)) amounts to where bij are the components of the Reynolds-stress anisotropy tensor b. (11.20. (11.) see Exercise 11. that the principal axes of b do not rotate (relative to a n inertial . E.20. (11. (11. For simple shear flow. which can be used to determine (uiuj)/k (or equivalently bpe) z j in terms of k.

as a function of P/E model (Eq.20. Girimaji (1997) argues that a better assumption is that the componjnts of b are fixed relative to a particular rotating frame. following the mean flow). 11.21. (11. for example those with significant mean streamline curvature. . frame.9 Algebraic stress and nonlinear viscosity models Fig.1 I . The dashed line shows biz according to the k-E modela given by the LRR-IP algebraic stress Fig. For some flows. 11.220)). Reynolds-stress anisotropies as functions of P/E according to the LRR-IP algebraic stress model. The value of C.

136) . (11. Show that the corresponding algebraic stress model (Eq. (11. (11. there is benefit in obtaining an explicit relation of the form where S and are the normalized mean rate-of-strain and rotation tensors ( E ~ s(11.452 I I Reynolds-stress and related models - - Table 11. Clearly. 1 1.f(6-g? = 0. and for the LRR models) are those given in Table 11.. i.130-(I 1.5. ( 1 1.217) is an implicit equation for (uiuj)/k.5. 11.9. Coeficients in Eq.e.220). (11. (11.1 3 4 ) and obtain expressions . . and (llaI37)). (11.223) for various models Coefficient General LRR-IP LRR-QI EXERCISES Consider the algebraic stress model based on LRR-IP applied to a simple shear flow (Eqs.135) with f (?). Consider a general model for the pressure-rate-of-strain tensor that is linear in bij and in the mean velocity gradients. or equivalently for the anisotropy bij. Are these values realizable? Are they for bij in the limit P / E+ a consistent with RDT? Manipulate Eq.134) to verify the expression for CPY Eq. Eq.2 Nonlinear turbulent viscosity The algebraic stress model equation Eq.219) to obtain Hence use Eq.217)) can be written where the coefficients (ill general.

symmetric.6. Eq.two-dimensional. meaning that every symmetric deviatoric secondorder.6.. and there are just two independent invariants gzk and (Pope 1975. and C22mST r~ J I (Pope 1975). The complete set of independent.2-25)reverts to the linear k-E turbulent-viscosity formula -. . (11a22r4) can be written where the tensors 7 are given in Table 11. Furthermore./--.S+~r CJ. deviatoric functions (4 of a deviatoric symmetric tensor S and an antisymmetric tensor 6. {S2} = SijSji A n ?(7) = RsR2.e. and the coefficients can depend -3 upon the five invariants S 11 2 a. and deviatoric.tensor formed from S and can be expressed as a linear combination of these ten. As a set they form an integrity basis. Pope (1975).g... (11.) With the specification G = -C P. 7 .1 1.(n) or. an explicit formula for ( u i u j ) that is nonlinear in the mean velocity gradients. each A A . symmetric. (The proof of this is based on the Cayley-Hamilton theorem. e.shown in matrix notation: braces denote traces.9 Algebraic stress and nonlinear viscosiQ n~odels Table 11. i. Consequently G(4)-G(10) can be set tozero. For flows that are statistically . A non-trivial specification of G(") for n > 1 yields a nonlinear turbulentviscosity model. Gatski and Speziale 1993). Like bij. the - # .. equivalently.?iSji. the situation is consider--(I) ~ ( 2 ) (3) ably simpler.R --A -2-- SR. The most general possible expression of the form Eq. The tensors 7 . A (n) n - 7 9 of the tensors 7 is non-dimensional. G(") = O for n > 1. and 7 form an integrity basis.

With ~ ( j :) 0.454 L I I Reynolds-stress and related models -_ can be absorbed into the modified pressure (see Exercise 11.G(4)are non-zero. In addition to mean velocity gradients.. the nonlinear viscosity model for statistically two-dimensional flows is or. Launder. not based on algebraic stress models. (11. because the definition of icontains P I E = -2bijSij.232) is not completely explicit. for statistically two-dimensional flows. where. all ten coefficients G(4are non-zero. in general. In the model of Craft et al. and so G(') . obtained by solving the cubic equation for A .36. The first three mentioned are quadratic in the mean velocity gradients. For example. term in 7 V J One way to obtain a suitable specification of the coefficients G(") is from an algebraic stress model. Rubinstein and Barton (1990).33) so that the value of G(3) has no effect on the mean velocity field.230)-(11.36. Taulbee (1992) and Gatski and Speziale (1993) extend this approach to three-dimensional flows.225) provides a completely general expression for bij in terms of mean velocity gradients. It is a matter of algebra to determine the corresponding coefficients G("). and -G (2) = i C as 1/2 functions of S k / & and SZk/& (where SZ = (2QijQij) ). G( 5 ) is also non-zero. Since the nonlinear turbulent-viscosity formula Eq. (11. Girimaji (1996) gives fully explicit formulae. Speziale (1987). the coefficients G(") corresponding to the LRR-IP algebraic stress model are where see Exercise 11. Craft. see Exercise 11. it follows that to every algebraic stress model there corresponds a nonlinear viscosity model. Nonlinear viscosity models.22 shows -G = C. and Suga (1996). the models of Yoshizawa and Speziale also involve 5)Sij/ITt+ A . and others. Figure 11. The nonlinear viscosity model defined by Eqs. equivalently. have been proposed by Yoshizawa (1984).

the contribution from \jJ I in the mean-momentum equation is # n t - For the two-dimensional flows being considered. EXERCISES and (b) -G(~). show that this can be re-expressed as .232)).-- Consider a statistically two-dimensional turbulent flow in the xl-x2 plane (so that (U3) = 0 and a (Ui)/ax3 = 0). (11.230)-(11.9 Algebraic stress and "onlinear viscosity m o d e l s Fig. Contour plots of (a) C. By evaluating each component.I I . (11.22.for the LRR-IP nonlinear -.225)). show that where Hence show that where In the nonlinear viscosity model (Eq. 11. = G viscosity model (Eqs.

Use this result to verify Eq. Consider a pressure-rate-of-strain model that is linear both in the mean velocity gradients and in the anisotropy.231)) satisfies a cubic equation.230).{J show that i l (Eq. (1996) propose a nonlinear viscosity model involving the tensors 7( I 5 ) and also A Re-express 7' in terms of ? . Craft et al. The model of Rubinstein and Barton (1990) can be written 3 where Q is defined such that the trace of the right-hand side vanishes. and CT3 = -0. and the constants are CTl= 0.034. The corresponding algebraic stress model is Eq. r i A - . Re-express this model in the form of Eq. the corresponding nonlinear viscosity model is given by (Pope 1975) Evaluate 7 (2) where g. y2.225) and determine the coefficients G("). .014.223). and y 3 are defined in Table 11. (1 1. By using the relation P/E= -2bVs.5. (11. Hence show that (for this flow) the shear stress (u1u2) given by the nonlinear viscosity model (Eq. yl. For turbulent flows that are statistically two-dimensional. (11. (11.) for simple shear flow in which a ( ~ ~ ) / = ax S~ is the only non-zero mean velocity gradient.456 I I Reynolds-stress and related models (This term can be absorbed into the modified pressure9 so that G(3) has no effect on the mean velocity field. (11. CT2= 0. .229)) depends on G but is independent of G(2).104.

are discussed in this section with respect to the criteria for appraising models described in Chapter 8.I I. I0 Discussion Table 11.. in that the turbulence-model equations are solved together with the Reynolds-averaged Navier-Stokes equations. but the lengthscale Cm is prescribed rather than calculated.7 shows attributes of the principal turbulence models introduced in this and the previous chapter. The first two models listed are intended solely to determine a turbulent viscosity v. These models especially the k-E and Reynolds-stress models . one-equation model provides the same l ~ e of l description.7. . Attributes o f various RANS turbulence models (the first +four are turbulen t-viscosity models) Fields from differential equationsused in modelling Primary quantities modelled Model Specified fields Mixing length One-equation (k-lm ) isotropic viscosity nonlinear viscosity algebraic stress Reynolds stress Reynolds stress/ ellip tic relaxation I I. the dependent variables provide a description of the turbulent scales of velocity (k 1 / 2 ) length (L = k 3/2 I). and time (T = k l ~ )The . All of these are RANS models. the models are listed in order of increasing level of description. I 0 Discussion Table 11. The level qf description In Table 11. to which they provide closure.7. and they provide little information about the turbulence. In the k-E model.

does each model in the following list reduce to its successor? (a) An elliptic-relaxation Reynolds-stress model. especially near walls. the direct representation of the Reynolds stresses removes this intrinsic assumption of turbulent-viscosity models . so the principal quantity to be modelled is the redistribution due to the fluctuating pressure fieljd.that (upu . Eq. In the Reynolds-stress equation. The fluctuating pressure field p ' is governed by a Poisson equation.the level of description is the same. and the assumption that (uIu l~ . . production and dissipation (at least its isotropic part) are in closed form.wever. the mean convection D(uiuj) /Dt is balanced by four processes . in general.39 Under what circumstances.of which the first three are: usually dominant (and comparable). so that there can be substantial non-local effects such as wall-blocking.7) are turbulentviscosity models. l I EXERCISE 11. especially for rapidly changing flows. E and a (U+)/dx this is done .for example.) is locally determined by a( Ui)/axj is unavoidable. but is modelled as a local function of k. and d(Ui)/axj) is questionable. Models that introduce additional scales have been proposed by Hanjalik. Launder. redistribution. more than one parameter may be required to characterize the states and responses of the various scales of turbulent motion.production. or with what assumptions or choice of parameters.202)). In Reynolds-stress models.E.I -) is locally determined by d ( Ui)/a xi.articular. (11. These models have not found widespread-use. or by an algebraic stress model . dissipation. and Lumley (1992). Rij.a single scale may be adequate to parametrize the state of the turbulence. In p. The all-important Reynolds-stress tensor is not represented J However dir~ectly. near a wall. R(e) i~ is strongly affected by the boundary conditi. I n the last three models listed.458 I I Reynolds-stress and related models - The models mentioned thus far (the first four in Table 11. the lengthscales and timescales used in the modelling are obtained from E (through L = k 3/2 / E and z = k ) In some situations . In regions of strong inhomogeneity. among others. Ho. and Schiestel (1980).ons imposed on f i j at the wall.by an isotropic or nonlinear viscosity model. the assumption that Rij is locally determined (by (uiuj). At this level of closure. when the turbulence is approximately self-similar . and turbulent transport . Wilcox (1988). The higher level of description in elliptic relaxation models allows non-local effects to be inclorporated into the modelling of redistribution (as R!" EJ = kf ij.

This is because. and also to the fact that the source terms in these equations become very large close to the wall. If wall functions are not employed. and is more easily' resolved. their use does not render the models incomplete. A nonlinear viscosity model (using k-E). and the normal n. (11171)).much simpler and less expensive for near-wall aerodynamic flows. and it is generally regarded as being easy to use and computationally inexpensive when it is used in conjunction with wall functions. I 0 Discussion (b) (c) (d) (e) (f) (g) A Reynolds-stress model. and . The remaining models are complete. the task of performing k-E calculations for the viscous near-wall region is significantly more difficult and expensive. because t). In comparison with the k-E model.g .by design . (ii) the model Reynolds-strer. The standard (isotropic viscosity) k-E model.) The Spalart-Allmaras model is . The one-equation k model. .. compared with k and E. the term CEZ& 2/ k varies as u4/y2. An algebraic stress model (using k-E). Since I. The Spalart-Allmaras model for v~ involves the distance to the wall e. and some near-wall treatments in other models involve I. they requmire the specification of Irn(x.I I. Eq. This is due to the need to resolve k and E (which vary strongly in the nearwall region). Reynolds-stress models are somewhat more difficult and costlv because d + r (i) in general there are seven turbulence equations to be solved (for (uiuj) and E) instead of two (for k and E).~ equation is substantially more complicated than the k equation (and hence requires coding effort). Cost and ease of use In this discussion we take the k-E model as a reference: the model is incorporated into most commercial CFD codes. Completeness The mixing-length and one-equation k-ern models are not complete. the turbulent viscosity v~ behaves benignly in the near-wall region. The mixing-length model. and n can be defined unambiguously for general flows (e. (In the log-law region.

As discussed in the previous section.t) introduced by elliptic relaxation models clearly result in additional computational cost. the Spalart-Allmaras model is intended only for aerodynamic applications. which are non-trivial to solve economically. Such so-called second-moment closures have successfully been extended to atmospheric flows in which buoyancy effects are significant (e. they provide a basis for the . . They also provide lengthscale and timescale information that can be used in the modelling of additional processes. the term (iii) . often with multiple roots. etc. but it is of a different structure than the convective-diffusive equations that CFD codes are usually designed to solve. algebraic stress models can be recast as nonlinear viscosity models.g. The algebraic stress model equations are coupled nonlinear equations. the general experience is that these benefits are not realized. The primary motivation for the use of alglebraic stress models is to avoid the cost and difficulty of solving the Reynolds-stress model equations. algebraic stress models have the same disadvantage as Reynolds-stress models. Although it can. However. In addition.. Consequently. the CPU time required for a Reynolds-stress-model calculation can be more than that for a k-E calculation by a factor of two. Zeman and Lumley (1976)). modelling of turbulent reactive flows. in principle.460 I I Reynolds-stress and related models in the mean-momentum equation. The elliptic equation (Eq. multi-phase flows. . (11. Typically.203)) is not particularly difficult or expensive to solve. be applied to any turbulent flow (in the class considered). The further six fields fij(x. results in a less favorable numerical coupling between the flow and turbulence equations than does the corresponding term in the k-E model. These add little cost and difficulty to k-c-model calculations. Model transport equations for the scalar flux can be solved in conjunction with a Reynolds-stress model to provide closure to the mean scalar equations. Range of applicnbility The basic k-E and Reynolds-stress models can be applied to any turbulent flow. with respect to item (iii) above.

and the tests should not be performed by the model's developers. Parneix.2) must be shown to be small. and Ladd (1996). much improved performance can be or CKz) or by adding obtained by altering the model constants (CC1 . and indeed its performance is superior for many flows.Accuracy The ideal way to assess their accuracies is to compare the performances of various turbulence models for a broad range of test flows. and flows with rapid variations in the mean flow. and Durbin (1998). Mani. (vi) Reynolds-stress-model calculations are sensitive to the details of the modelling of the pressure-rate-of-strain tensor. the test flows should be different than those used in development of the model. (i) The k-E model performs reasonably well for two-dimensional thin shea~ flows in which the mean streamline curvature and mean pressure gradient are small. Cantwell. (v) Reynolds-stress models can be successful (whereas turbulent viscosity models are not) in calculating flows with significant mean streamline curvature. including wallreflection terms. Launder. (vii) The elliptic relaxation models (both Reynolds-stress and k-E-v2) have been quite successfu1 in application to a number of challenging twodimensional flows. Also valuable are the reviews and assessments of Hanjalik (1994) and Wilcox (1993). Godin et al. 8. the k-co model performs satisfactorily. Luo and Lakshminarayana (1997). Menter (1994). the k-E model can fail profoundly. Even though they do not conform to this ideal in all respects. The works cited support the following conclusions. Behnia. (1997). Kral. and separated boundary layers. and Lumley (1996). Extraneous errors (Fig. (viii) The dissipation equation is frequently blamed for poor performance of a model. For many Eows. (ii) For boundary layers with strong pressure gradients the k-E model performs poorly. flows with strong swirl or mean rotation..g. However. and Kline. secondary flows in ducts. (iv) The use of nonlinear viscosity models is beneficial and allows the calculation of secondary flows (which cannot be calculated using the isotropic viscosity hypothesis). the impinging jet and three-dimensional flows). including the impinging jet. the following works are useful in assessing the accuracies of various turbulence models: Bradshaw. and Lilley (1982). (iii) For flows far removed from simple shear (e.

Until around 1990 this superiority was not well established. In summary. Reynolds-stress models have been demonstrated to be superior to two-equation models. which means that the methods are genuinely useful even if they cannot replace experiments. RANS models have improved considerably in the time since Bradshaw (1987) wrote 'the best modern methods allow almost all flows to be calculated to higher accuracy than the best-informed guess. and because there had been little testing on complex flows.' . because of deficiencies in the models used.correction terms. NO correction to the dissipation equation that is effective in all flows has been found. especially for complex flows.

x.PDF methods The mean velocity ( U(x. The necessary background on diffusion processes and stochastic diferential equations is given in Appendix J. and it is shown how this is closely related to models for the pressurerate-of-strain tensor. Further models (beyond GLM) are described in Section 12. model PDF equations are solved by Lagrangian particle methods (Section 12. t)) and the Reynolds stresses (uiuj) are the first and second moments of the Eulerian PDF of velocity f ( V . A superior way. a model transport equation is solved for a PDF such as The exact t. The simplest stochastic Lagrangian model is the Langevin equation.in contrast to the j ~ k ) / a x i in the term a (uiuj) /a xi in the mean-momentum equation.6).ransport equation for f ( V .153)). and a ( U ~ U Reynolds-stress equation. and discussed in Section 12. In practice. In this equation. all convective transport is in closed form . is to consider the joint PDF of velocity and a turbulence frequency. (3.5. which involve new concepts and require additional mathematical tools.2. A closure cannot be based on the PDF of velocity alone. In PDF methods. t) (Eq. because this PDF contains no information on the turbulence timescale. which provides a model for the velocity following a fluid particle. described in Section 12.3. One way to obtain closure is to supplement the PDF equation with the model dissipation equation. Rij. t) is derived from the NavierStokes equations in Appendix H. which themselves provide valuable insights.is given in Section 12. A closed model equation for the PDF . This model is introduced and examined in Section 12.x. .based on the generalized Langevin model (GLM) .7. Central to PDF methods are stochastic Lagrangian models.1.

Integration over the entire velocity -. x. t) conditional on U(x. the 'unknowns' appear as conditional expectations. where y. t) = V is defined by i (cf. onetime) Eulerian joint PDF of U(x. and let f u+( V.1).95)). where V = { V . and the conditional mean of # is defined by which may be abbreviated to ($1 V).I 2 PDF methods 12. V'. t) and #(x. The unconditional mean is then . Eq. t) be a random field. In exact PDF transport equations.1 Definitions and properties As defined by Eq.=( ) dVl dV2dV3 is abbreviated to J( ) d V. Eulerian PDF of the velocity U(x. the definitions and properties of which are now reviewed. t)).3) and (12. V3) is the independent variable in the sample space . For f ( V . t) is the one-point. f ( V .x. (12. t) be the (one-point.153). (3. its mean (or expectation) is defined by so that the mean velocity and Reynolds stresses are given by and (with abbreviated notation) The issue of realizability for PDFs is much simpler than that for Reynolds stresses. and to satisfy the normalization condition.1. t) must be such that ( U ) and ( uJa u *) (Eqs. (3. (12.t). one-time.x. . Let #(x.1 The Eulerian PDF of velocity 12. f ( V . so that the space JP Jm J m normalization condition is writ ten For any function Q( U(x. it has to be non-negative for all V. x. t). y.4)) are bounded . Eq. In addition. since momentum and energy are bounded. is the sample-space variable corresponding to .velocity space. The PDF of #(x. t) to be a realizable PDF.

however. (This is so because. Eq.3 and 12. is a mathematical identity and so contains no physics (except that incompressibility is assumed).25) on page 706. Also in closed form is the mean pressure gradient term . t) is derived in Appendix H.Vplp) causing the acceleration. given f (V. The terms on the left-hand sides represent the rate of change and convection. It indicates.13)) is known.9). that the fundamental quantity determining the evolution of the PDF is the conditional acceleration (DUIDtl V). They involve only the subject of the equation. (u)afid ( U i U k ) ) can be obtained from the PDF transport equation.the first term or the right-hand 'side of Eq.12. (12.3) and ( 2 . and the independent variables x. An important technical point that arises is the evaluation + .t). V and t : consequently these terms are in closed form. leads to the second equation. (12.x.1. f . (4. the mean velocity and Reynolds-stress fields are known (from Eqs. This. two of which are and and a third is Eq.8). (H. The equation can be expressed in several informative ways. together with the Reynolds decomposition of the pressure..) Exercises 12. Eq.x. I f he Eulerian PDF of velocity obtained as 12. The physics enters when the Navier-Stokes equations are used to replace the acceleration (D UIDt) by the specific force ( v V2U .4 illustrate how the equations for the evolution of the moments of f (e. and so d(p)/axi is determined from the solution to the Poisson equation.2 The PDF transport equation The exact transport equation for f (V. hence the source in the Poisson equation for (p) (Eq. (12. The first equation.9). (12.g. 4 ) ) .

LfAj( v)I d v 0 7 = -(Aj(U(x.9) by vjvk and integrating over velocity space. Hence obtain denotes the area average over the sphere of.8)? The exact Reynolds-stress equation (for . When this is done. t])). (12.. quantities of this form are zero: as shown in Exercise 12. f~j-dS(V). (12. Obtain the general result jBk!U av. where v is defined by u ( v.1.i(U[x. t)) Bk. (12.radius V.I 2 PDF methods of quantities of the form In all circumstances encountered here. With Qij defined by Eq. (1210) use Gauss's theorem to show that Qij - v+m lim / v. EXERCISES . (4. v where ( )dS(V) denotes integration over the surface of a sphere of radius V in velocity space. t) = V .12) on page 85. show that . t)). Show that this is identical to Eq.(ujuk)) can be derived by multiplying Eq.9) by Vj and integrate over velocity space to obtain the mean-momentum equation. where Bki denotes the derivative Multiply Eq. where { }s(v) Show that (JAl) is given by and hence that the existence of (JAl) is a sufficient condition for Qij to be zero. a sufficient condition for Qij to be zero is that the mean ( I Al) exists. What is the result when the same procedure is applied to Eq. x.( U(x.

turbu1e:nt transport.x. (12. t). t) is denoted by g(v. The first form given for the right-hand side is similar to that in .Lg(V av v 2 u i.19)) is considerably more complicated than that for f (Eq.3 The PDF o f the fluctuating velocity The PDF of the fluctuating velocity u(x. and production . and g contains no information about the mean velocity. x.1. the information contained in ( U(x. t). The transport equation for g(v. The final term (on the left-hand side) corresnonds to production in the Reynolds-stress equation.-.1 2. t) dv = (ui(x. (b) the convection term can be re-expressed as and hence that this term accounts for mean convection. t) together is identical to that contained in f ( V .- a": P axi v)] where the conditional pressure-rate-of strain tensor is and the conditional dissipation tensor is It may be seen that the left-hand side of the equation for g (Eq.x. and (c) the mean pressure-gradient term vanishes. The first moment of g is zero. is d . t)) and g(v . t). x.9)).x. (12. However. 12.t)) = 0. where v is the sample-space variable. J vig(~. I T h e Eulerian PbF of velocity (a) the term a f / a t leads to a ( u j u & ) / a t . derived in Appendix H.

)+ ag 1 a2 [g (R> . (12. pressure transport. (12. Different types of models have been proposed by Lundgren (1969) and Pope (1981b).2 The model velocity PDF equation In the PDF transport equation (Eq. but since its introduction (Pope 1983b) the prevalent type of model has been the generalized Langevin model (GLM).9)) derived from the Navier-Stokes equations.)] ax. convection and the mean pressure appear in closed form. a ~ . the behavior and properties of the PDF equation with GLM are discussed. ~ . whereas models are required for the conditional expectations of the viscous term and the fluctuating pressure.19) by vkvt and integrate over velocity space to obtain the exact transport equation for the Reynolds-stress tensor ( ~ k ~ t Perform ) . (12. 2 a ~a .19) is integrated over velocity space. a term-by-term comparison with Eq. and when it is multiplied by vk and integrated over velocity space. (12. I n homogeneous turbulence. (7.I 2 PDF methods the equation for f. Eq. Show that and similarly for iia Multiply Eq. redistribution. .g. In this section.194) on page 12. The second form shows a decomposition of the terms corresponding to viscous diffusion. and dissipation in the Reynolds-stress equations.19) simplifies considerably to ag = V i at EXERCISES a(u. The physical basis for the model is discussed in Section 12. + For a non-symmetric tensor function Hij(v).3. integrate by parts to show that Show that consistent results are obtained when Eq.

but. the coefficients are subject to the constraint which ensures that the kinetic energy evolves correctly in homogeneous turbulence. but they are independent of V. Durbin and Speziale 1994) is that the GLM equation (Eq.1 The generalized Langeain model The PDF transport equation incorporating the generalized Langevin model where Co(x. the model equations for f and e are closed. (12.) .1 2. the coefficients Co(x.26) by (ii) Because of the appearance of the dissipation ~ ( x itself is not closed.ese equations.t ) and Gij(x. (12. (The viscous term v V2(U) h.as been omitted for simplicity. whereas Gij has dimensions of inverse time. and t3(Ui)/t3xj. (i) When the mean-momentum equation is formed from Eq. (iv) The two terms in G' h J a and Co jointly model the exact terms in and p'. we make the following general observations.26)) ensures realizability. the corresponding equation for the PDF of the fluctuating velocity is Before discussing the specification of the coefficients and the behavior of th. the modelled terms vanish. but can readily be included. (vi) A very important observation (Pope 1985.2. together. . E.t) and Gij(x. (12.2 The model velocity PDF equation 22.t) depend on the local values of (uiuj). (This result is explained in Section 12. (iii) In general. Each model term does not correspond to one of the exact terms. (v) As is shown later in this section. correctly leaving the Reynolds equations.6. Eq.26) (by multiplying by V and integrating).t) are coefficients that define the particular model: Co is non-dimensional.) t). For homogeneous turbulence. provided only that Co is non-negdtive and that Co and Gij are bounded.


29).e 9 I ? a? where the constraint Eq. For decaying homogeneous turbulence (with a ( Ui)/ax = O). the solution at time t is given in terms of the initial condition (at t = 0) by • For the non-physical initial condition considered previously. this solution is shown in Fig. the properties of characteristic functidns are reviewed. The simplest specification of the drift coefficient is that it is isotropic i. the simplified Langevin model (SLM) reduces to This can be integrated over v2 and v3 to yield the equation for the marginal PDF of u l . It is readily shown that the zero mean is preserved.12. (12. denoted by g.28) determines the timescale TL to be 1 This specification.1 on page 710 provides a summary of useful iesults.2 at t/TL = 0. we consider the equation for the PDF of a zero-mean random process u(t).(v. In Appendix I. (12. and Table 1. (12.2 T h e model velocity PDF equation For several PDF equations such as Eq. with Co a constant. t): . is called the simpliJied Langevin model (SLM).32) is that it preserves the shape of the PDFa As may readily be verified. 12. analytic solutions can be obtained for the corresponding characteristic function. taking TL to be constant. To illustrate the effect of the drift term. and 1. and that the variance decreases exponentially as so that the standard deviation is o(t) = o(0)e-OL The distinctive behavior of Eq.

36) is developed in Exercise 12.11.1.) Both terms preserve the mean (ul)= 0. + .5. 3 The net effect is to 3 decrease at the rate (Co ?)E produce the correct rate of decay of the variance (ut). 0. and 0. (12.36) from the non-physical initial condition.34)) to Eq.32) for t/TL = 0. As may be seen. 0.99. The PDF g . The PDF is shown at times at which the standard deviations are 1.3 shows the solution to Eq.assuming that (u.namely .9.75. (v . 12.I 2 PDF methods Fig. as time proceeds the PDF tends to a Gaussian and becomes narrower. Eq.36). (12.2. The diffusion term causes the variance (u:) to increase at the rate Coe. (The constant Co is taken to be 2. while the drift term causes it to . Solutions (Eq.t) evolving according to the simplified Langevin model.) = %. (12. 0.E.3. I ? 1- Fig. The analytic solution to Eq. (12. (12. 12. Figure 12.

from any initial PDF. Show that the solution to Eq.32). (12.38) is Show that (for t > 0) the characteristic function of the random vanable Use this result to show that. the characteristic function evolves by (Hint. and the . the qualitative behavior of the generalized Langevin model is the same as that in the examples above. verify the properties (a).2 The model velocity PDF equation For the general case. Show that.t) without qualitatively affecting its shape. (12.5.12. This is the correct physical behavior. Show that. 1 on page 7 10. (12.29). The drift term deforms the PDF g(v . and (c).46 on page 175). 5. (12. corresponding to Eq.37)) evolves by . EXERCISES By integrating Eq. then correspondingly the characteristic function (Eq. (12.29) tends to a Gaussian at large time. as shown in Exercise 12. (b). t) evolves by Eq. the solution to the diffusion equation Eq. . For homogeneous turbulence. and (c) causes the variance to increase at the rate 2V.) By differentiating this equation with respect to s. (12. if the PDF g.29) show that it (a) satisfies the normalization condition.3 and Fig.(v.12. while the diffusion term makes it tend toward an isotropic joint normal. solution tends to a joint normal from any initial condition. (b) conserves the mean of u(t). since measurements in homogeneous turbulence indeed show the onle-point PDF of velocity to be joint normal (see Section 5.:refer to Table I. the GLM admits joint-normal solutions.

e.36)) then evolves by ? With ( 3 . Determine o as a function of t.. .~ / T L 9 0). 9= gu(ao(t)?t b ( t ) ? where ~ ( t = ) ( ~~ ( t ) ~and ). along the trajectories 3(s. Show that.(se .27)) can be rewritten and that the corresponding equation for the characteristic function Y(s. show that it evolves by Use the method of characteristics to obtain the solution Comment on the long-time behavior.12 With the definition A show that the GLM for g(v. if g.I 2 PDF methods Hence obtain the solution Yu(s.t) (Eq. and hence obtain the solution for Yu(s? t).?) be the standardized PDF of u(t). 12. (12. 12. i. t) is Show that. (12. ) being the characteristic function of u(t)/o(t).t) = Y. t) given by .. evolves according to the SLM (Eq..11 Let g(a.

3 Corresponding Reynolds-stress models From the GLM equation for the PDF (Eq. the first moment equation is the Reynolds equation (Eq. (4.1 2. and production .12) with the viscous term neglected). Show that.As already observed. taking dissipation implied by the GLM is . 12.~ ) ~ C~EBBT dt!~-l. the distribution tends to a joint normal (with covariance C). then the model terms (those in Gij and Co in Eq. If viscous and pressure transport are neglected.51) is Y(s. turbulent transport.e. provided that B-I tends to zero. (12.are exact.mean convection.57)) correspond to redistribution and dissipation. Y evolves by Hence show that the solution to Eq. t) . if g(v. (7.26)). .. the pressure-rate-of-strain model Thus.194) on page 3 19. then it remains joint normal o r all time. The second-moment equation is the partially modelled Reynolds-stress equation The first three terms .2. it is straightforward to derive the corresponding equations for the first and second moments (U(x. to be isotropic.~)e where t -s T" Cs/2 9 ~ ( t= ) ( B . Show also that. (12.Y(B-'s. The above equation can be compared with the exact Reynolds-stress equation Eq. i. t)) and (uiuj}. (12.2 The model velocity PDF equation with ~ ( t ) exp -- (l ~ ( t ' dt') ) . from any initial condition. t) is initially joint normal.

Rii = 0) leads to the constrlaint Eq. (11.28) then yields . the simplified Langevin model corresponds (at the Reynolds-stress 2 When it is applied to homolevel) to Rotta's model.59) yields which is Rotta's model (Eq. (12. (12.24) on page 393) with the coefficient Thus. (12. i. geneous turbulence. + The isotropization-of-production model What specification of Gij and Co corresponds to the LRR-IP model? The GLM equation for g(v. the SLM yields the same Reynolds-stress evolution as does Rotta's model. the counteraction of production according to the IP model.27)) can be written The term in the mean velocity gradient leads to production Pij in the Reynolds-stress equations. (12. (12. a contribution to Gij of leads to the term -CzPij in the Reynolds-stress equations. therefore.28) on the GLM coefficients.e. namely Substituting this specification into Eq.I 2 PDF methods The requirement that Rjk be redistributive ( e .. Obviously. Thus the specification of Gij corresponding to the LRR-IP model is the sum of this IP contribution (Eq. The simpl$ed Langevin model (SLM) This model is defined by the simplest possible choice of Gij. t) in homogeneous turbulence (Eq.64)) and an isotropic contribution corresponding to Rotta's model: The constraint Eq. with CR = (1 2Co).

while the term in H is linear both in the mean velocity gradients and in the anisotropy. rearranging.c2). (12.'(1 2 B3 2 5) 1 and --(I 2 . Three constants are specified: Co = 2.-76 = 2 . Eq. (12.1.coefficients are then given by a3 .72)).or. the specification of Gij and coaccording to Eqs. In homogeneous turbulence. the evolution of the Reynolds stresses given by the two models is identical. To summarize: for given values of CR and C2.67) produces the generalized Langevin model corresponding to LRR-IP. 1 5 ) with the coefficients f(") determined by ct(i)9/3(i)7 and ( ) (see Pope (1994b) and Exercise 12. Values of the coefficients (taken to be constants) are given by Haworth and Pope (1986) and Haworth and Pope The corresponding model for the pressure-rate-of-strain tensor is readily deduced from Eq.Cz)?71-4 = 0. . C2 = 0. The Lagrangian IP model (LIPM) A useful model in this class is LIPM. + The performance of this model is little different than that of the LRR-IP model (Eqs.5. (12. It is of the general form Eq. The remaining p2 . y j . ( 1 1 . The Haworth-Pope model Haworth and Pope (1986) proposed the model1 where the fourth-order tensor H is The terms in a(n are the most general possible involving the Reynolds-stress anisotropy bij alone. and a2 = 3. but it has the virtue of having a constant value It is useful to include the term in a3 which is not in the original proposal of Haworth and Pope (1986). (12.65) and (12. .= -3~ proposed by Pope (1994b).

Eq. We have determined specifications of Co and Gm ij corresponding to Rotta's model and to the LRR-IP model. (11. and that Co is nonnegative). the remaining coefficients (Pi.59) shows that to each GLM there corresponds a unique model far the redistribution Rij.I 2 PDF methods off Co. These issues are discussed in more depth by Pope (1994b). (11-34). (12.15 Show that the coefficients f ( " ) (Eq. (12.ress tensor.59) show that the pressure-rate-of-strain model corresponding to the Haworth-Pope model Eq.14 Show that.135) with the coefficients f ( " ) given by 12. EXERCISES 12. Eq. The implied value of the Rotta constant is (cf.13 From Eq. yi) in the Haworth-Pope model can be specified so that the corresponding pressure-rate-of-strain model is LRR-IF? 12.Furthermore. (12. the model is realizable (subject only ta the conditions that the coefficients are bounded. The converse is more subtle.66)). T h e general case Equation (12. whereas Gij has nine. where F is the determinant of the normalized Reynoldsst. but these specifications are not unique: note that Rij has only five independent components.68) is Eq. for arbitrary y5. (12.72)) corresponding to the Haworth-Pope model satisfy - .

C 9 y3eojdde aaly?uJaqx? u v 'suopenba pa1Iapom jo .21 S .as pasop x? 01 speal y 3 1 y ~ 'su~ouy ayl jo s u o ~ p u nA jq s39sye~s u~ouyun asayl 8u~lemrxo~ddx? ur slsrsuo3 8ugppou1 a y ( ~ Iixe/de) pup i ! se ~ y3ns s q s leis uepalng ' s u ~ o u y u nse ' u ~ e l u o day1 ~ :pasopun a ~ g I 1 suorlenba asayJ 'paaylap ale (l'xfA ) J pue (vn~n) se y3ns s3yls9els JOJ suo -enba l ~ o d s u e l3exa ~ l 'suoyenba sayolS-JayaeN a y ~ WOJJ % U ~ J ~ ? J'p.8 ur pazr~emmns s! y q y '8ugppom ~ 01 y 3 ~ 0 ~ d d ue e~~a~ ayl na p a ~ o ~ aaey ~oj aM ' s a ~ n s o pd a d pue ssaqs-splouAaa 8u1~aprsuo3ur '~uyod syyl 01 dn I I a say3vurddzl 2'umapuut uvz8uvr2'v7 pun uvzralng + • suorjenba sayo)S-IariiBN .

for example. 12. Langevin equations are introduced.16 What are the necessary conditions for the mean velocity given by Eq.74). The right-hand side of Eq. (12. and e.1 7 Derive the mean-momentum and Reynolds-stress equations from Eq. The term in Gij models the specific force (due to the fluctuating pressure gradient and to viscosity) as a linear function of the velocity fluctuation.75) to be sofenoidal? Write down the steps in the argument showing that the equations for f and E (Eqs.5 Relationships between Lagvangian and Eulevian PDFs Although the models described in the subsequent sections are Lagrangian. Show that the equations for (uiuj) and E are closed for homogeneous turbulence. t) derived from this model equation is which follows directly from Eq. Co = 0). a(Ui)/axj.5.53)) form a closed set. Indeed. it is of course essential to understand their implications for Eulerian quantities. it is not a satisfactory model.t) is a local function of (uiuj). (12.26)) with the diffusion coefficient set to zero ( e . a closed model PDF equation can also be obtained from a model for the fluid particle velocity such as Eq.75). (12. This alternative Lagrangian modelling approach is summarized in Fig. since there is no diffusion term in Eq. EXERCISES -- 12. Eq. Thus. These are stochastic models for the sp-ecific forces on a fluid particle that result in satisfactory behavior of the PDF.74) is a deterministic model for the specific forces on a fluid particle.2. x .75) and (10. (12. (12. As it stands. In the next section. 12. (12. (12.I 2 PDF methods Navier-Stokes equations.8).75) is identical to the generalized Langevin model equation (Eq. Consider. but not for the general case.75) causing the shape of the PDF to relax to a joint normal. the following model equation for the evolution of velocity following a fluid particle: where the coefficient Gij(x. (12. 12. This can be achieved through consideration of the relationships between . The equation for the evolution of the Eulerian PDF f ( V . (12. This equation and the model dissipation equation form a closed set.

is accordingly called the Lagrangian PDF and is denoted by f ( This can be expressed in terms of the fine-grained Lagrangian PDF f .2 that xf(t. this integral can be re-expressed as where J is the determinant of the Jacobian a x + / 8 Y j (Eq. dY.Y) denote the It may be recalled from Section 2. The Lagrangian modelling approach. tl Y).e. Lagrangian and Eulerian PDFs which are established here.87). position and velocity of the fluid particle originating from position Y at the reference time to. 12.' 7r - - Closed model equation for PDF of velocity Fig.) Now consider the integral of f i over all initial points. as where (The properties of fine-grained PDF's such as f . Since there is a one-to-one mapping between points Y and xf(t. (2. x. v. Y) and uf(t.23)). i. Eqs.5. For t .. are described in Appendix H. These are Lagrangian quantities.12. Y). Sf. and their joint PDF .2 The model velocity PDF equation I Navier-S tokes equations DU -A Dt Model for specific forces A h .80) and (12. (12.

12 PDF methods the incompressible flows being considered.Y) and the fluctuation u+(t.80)-(12. The result Eq.83) that gf and g are related by .Y) . fluid particles that are at X+( t . of velocity of the fluid particle at x (irrespective of its initial position). t)) fL is denoted by gf(v.. in which case Y is the random initial position of the fluid particle that is at x at time t. ' ~ = ) x at time t. so that (in a turbulent flow) X+(t. t) is related to f simply by The joint PDF of xf(t. Y) is random.- V).78) becomes =~(U(X t) . (12. Y) -= uf(t. for fixed x and t.tlY) has a second interpretation: namely.5 on page 16). t) of the Eulerian velocity fluctuation u(x. ( H ) ) so that the expectation of Eq. f L is U(x. (12.Y) =.80) applies equally to the PDFs of the fluctuating velocities. It may be recognized located at xf(t.x. (12. that 6(U(x. which has velocity U(x. x. Y) = x). Xf(t. which is identical to the Eulerian PDF. t) .(u(xf(t. t).80) represents the marginal PDT. However.x. Thus the left-hand side of Eq. Thus Eq. The sifting property of the delta function singles out the fluid particle Y) = x. (12. Y).79) leads to the required result: It is usual to think of Y as the fixed initial position. From this viewpoint it may be seen that fL(V.V) is the fine-grained Eulerian PDF (Eq. The PDF g(v. (12. we can instead consider X' to be fixed ( i .tlY) and is related to by It follows straightforwardly from Eqs.t) and initial position Y of the joint PDF of the velocity uf(t. a consequence of the continuity equation is that J is unity (see Exercise 2.

(12. Y) X' (t. As far as one-point. In the simpler case of homogeneous turbulence with zero mean velocity. t) .3 Langevin equations The Langevin equation was originally proposed (Langevin 1908) as a stochastic model for the velocity of a microscopic particle undergoing Brownian motion. independent of x and Y. In this section the equation is described and shown to provide a good model for the velocity of a fluid particle in turbulence. - Because of st atistical homogeneity. and uf (t.Y. Eq. all points . The stochastic process U'(t) generated by the Langevin equation is called .are statistically equivalent. the one-point. t) is statistically homogeneous: its PDF g(v. u(x. 12. Y) are the same. With these definitions. Y) and the displacement ~ ' ( t .12. in homogeneous turbulence. Y) denoted by gi(v. U+(t.whether fixed (x) or moving (x') . The marginal PDF of uf(t . Y) . Y) are all equal : for V = v. t) is independent of X. one-time statistics are concerned. Y) and Rf (t. Y) is also independent of Y. the joint PDF of uf (t. for homogeneous turbulence. t). t) and uf (t.3 Langevin equations Homogeneous turbulence By definition. in homogeneous turbulence the fluctuating Eulerian velocity field u(x.84) can be re-expressed as Thus. Y). v. one-time PDFs of U(x.is independent of Y. t). the PDFs of u(x. The appropriate Lagrangian quantities to consider are the velocity fluctuation uf (t.

which is denoted2 by U+(t).also statistically identical. of the OU process U*(t) generated by the Langevin equation. to consider one component of the fluid particle velocity.. whereas the diffusion term adds a zero-mean random increment of standard deviation a t/2 d t l TL.89). and its PDF evolves by the FokkerPlanck equation. made statistically stationary by artificial forcing. In the terminology of stochastic processes.. for t # t ) and which is independent of U*(t) at past times (e.6 shows realizations. U'(t) is a difusion process. (<(t)" = 1) which is independent of itself at different variable ((t(t)) times ((5(t)5(tf))= 0. In these circumstances all fluid particles are statistically identical. dt d U'(t) = . . It is sufficient. where the properties of the OU process are described. Figure 12. Because Eq. and the values of k and E are constant. where TL and a2 are positive constants. and their three components of velocity are . ( ( t ) ( t ) ) = 0 for t' 5 t). the deterministic drift term (-U' dt/TL) causes the velocity to relax toward zero on the timescale TL. The Langevin equation is the stochastic differential equation .3. Here c(t) is a standardized Gaussian random = 0. two sample paths from the same initial condition are different.U' (t) TL + (.g. and is not to be confused with normalization by viscous wall scales.I 2 PDF methods the Ornstein-Uhlenbeck (OU) process.U'(t) At TL in the limit as A t tends to zero. or sample paths. Here the superscript + denotes a ~ a g r a n g i a n quantity. this equation can be understood through the finite-difference equation u'(t + At) = U*(t). therefore. The model for Uf (t) given by the Langevin equation is denoted by U*(t). For the reader unfamiliar with stochastic differential equations.89) is stochastic ( e . (12. 12. (12.')". it contains randomness). The necessary mathematics connected with diffusion processes is summarized in Appendix J. and the Langevin equation is a stochastic diferential equation (SDE). In Eq. The mean velocity is zero.1 Stationary isotropic turbulence We begin by considering the simplest case of homogeneous isotropic turbulence.

with continuous sample paths that are nowhere differentiable.92) is consistent with this definition. The PDF f ) of U*(t) evolves by the Fokker-Planck equation The properties of the OU process are described in Appendix J. (12. Briefly. U'(t) is a statistically stationary. Eq.6. Eq. which is If p(s) is the Lagrangian velocity autocorrelation function. so the coefficient TL in the Langevin equation (Eq. Markov process. Sample paths of the Ornstein-Uhlenbeck process generated by the Langevin equation. its variance a2.12.89). (12. then the Lagrangian integral timescale is defined by Evidently. Comparison with observations To what extent does the OU process U'(t) model the behavior of the velocity U+(t) of a fluid particle in turbulent flow? The Langevin equation is correct . Gaussian.89)) is indeed the integral timescale of the process. (12. As a stationary Gaussian process.3 Langevin equations Fig. 12.and its autocorrelation function. it is completely characterized by its mean (zero).

However. This is best done through the Lagrangian structure function V ? The Kolmogorov hypotheses (both original. (see Eq.the two parameters in the Langevin equation can be expressed in terms of k and E. TL >> s >> . << s << T L . A limitation of the Langevin equation is that U+(t) is differentiable.g. Thus the Langevin equation is consistent with the Kolmogorov hypotheses in yielding a linear dependence of DL on s in the inertial range. one-time Eulerian PDF (Eq. Hence the model is qualitatively incorrect if U*(t) is examined on an infinitesimal timescale. The specification 7 produces the correct velocity variance. whereas U'(t) is not. in 1962) predict DL($ = GES? for 7. consider high-Reynoldsnumber turbulence in which there is a large separation between the integral timescale TL and the Kolmogorov timescale T and let us examine U+(t) on inertial-range timescales s. . In isotropic turbulence the one-time PDF of the Lagrangian velocity Uf (t) is identical to the one-point. and refined. where Co is a universal constant.94) gives a2 in terms of k. Equation (12. (J. from 1941.. Yeung and Pope (1989)) is that these PDFs are very close to Gaussian. In place of a2 and TL. (12.88)). whereas the Langevin equation yields La" s? T r for S << TL. and we introduce the model coefficient3 Co through the relation ! so that the timescale is given by Note the distinction between the Kolmogorov constant Co and the Langevin-model constant Co.12 PDF methods in yielding a Gaussian PDF of velocity.46)). The clear evidence from experiments and DNS (e.

Ri= 90. Lagrangian statistics in high-Reynolds-number flows have proven i ~ ~ a c cessible both to experiment and to DNS. For then DL(s) (given by Eq. DNS data of Yeung and Pope (1989).3 Langevin equations Fig.97)) are identical (for zv << s << TL). experimental data of Sato and Yamamoto (1987) D. Ri = 66. Rn = 46 and a. However. 12. Line. the Langevin equation becomes The Langevin equation is quantitatively consistent with the Kolmogorov hypotheses if the model coefficient Co is taken to be the Kolmogorov constant Co.96)) and DL(s) (given by Eq. open symbols. Langevin model p(s) = exp(-slfi).7.4. solid symbols.12. (12. (12. With the coefficients re-expressed in this way. The Lagrangian velocity autocorrelation function. the exponential provides a very reasonable approximation to the observed a~tocorrelations. (12. for larger times.7 shows measurements of p(s) in isotropic turbulence compared with the exponential (Eq. However. 12. - .The value of Co and the choice of Co are discussed in Section 12. At very small times (s/TL << 1) the exponential arising from the Langevin equation is qualitatively incorrect in that it has a negative slope which is a consequence of U*(t) not being differentiable. at low or moderate Reynolds number both techniques have been used to measure the Lagrangian autocorrelation function p ( ~ )Figure .92)) given by the Langevin equation.

(12. (12. Eq.90).101) and (12.. (12. t) being the characteristic function of U*(t).( u * ) evolves ~ by *2 *2 From the initial conditions (U*) = V1 and ( u * ) = 0 at t = tl.(See Exercise 5. Show that c(t) and U*(t + At) are correlated. show that YCs.20 For to < t.4 on page 725 for a solution to this equation. - 1-2. obtain solutions to Eqs. Show that these are consistent with Eq. for stationary U"(t). (12. show that Eq.18 In the finite-difference form of the Langevin equation (Eq.90)). multiply Eq.90) by U*(to)and take the mean to obtain Hence show that. the random variable t(t) is defined to be independent of U*(tr)for t' 5 t. How can R(s) be determined for s < O? 12. (5. for s 2 0. (12.90) corresponds to By expanding the right-hand side to first order in At. (12.102).41) on page 720. 12.91). the autocovariance is R(s) = a e 2 -s/TL . 12. show that themean (U*(t))evolves by Show that the mean of the square of Eq.19 By takingthemeanofEq. (12. t) evolves by Show that the Fourier transform of this equation is the FokkerPlanck equation.I 2 PDF methods EXERCISES .90) is Hence show that the variance (u ) r (U ) .) .21 With Y(s.

and (Ui)) are evaluated at the particle's location X*(t ). the result being the simpliJied Langevin model (SLM). this 2 is omitted from Eq. The subjlect of these Langevin equations is the velocity U*(t)of a particle with position X'(t).100) because the artificial forcing exactly balances E. the mean velocity is zero. i.1 2 .100)) for stationary isotropic turbulence.) + + These modifications (relative to Eq. (ii) The drift term in the mean pressure gradient is added : this is an exact term from the Navier-Stokes equations (written in terms of (p) p').100)) to inhomogeneous turbulent flows is now described. (12. Compared with the scalar Langevin equation (Eq. The generalized Langevin model (Pope 1983b) is where the coefficient Gij(x. (12.100)) are the minimum necessary for consistency with the mean momentum and kinetic energy equations. 3 Langevin equations 12. conversely.) (iv) The additional 2 in the coefficient (1 2co) leads to the correct 2 4 1 energy-dissipation rate E. (In the stationary isotropic turbulence.2 The generalized Lmgevin model The rudimentary extension of the Langevin equation (Eq.100) pertains. as is shown below. t) (which is evaluated at X*(t))depends on the . k. the differences in the SLM model are as follows. the particle velocity U'(t) relaxes toward the local Eulerian mean (U). (12. (Or. (i) The SLM applies to the particle vector velocity ~ ' ( t ) . (12. E.. The particle models the behavior of fluid particles and consequently it moves with its own velocity. and the coefficients (d(p)/axi. to which Eq.e. The generalized Langevin model (GLM) is then obtained as an extension of the SLM.3. The simplified Langevin model is written as the stochastic differential equation where W(t) is a vector-valued Wiener process (with the property (d Wi d wj) = dt dij. (iii) In the second drift term. (12.

mentioned above GLM is a class ofp models. and Consider ~. Y) = Y). J In this case. in accord with observations. (Durbin and Speziale (1994) consider further the use of anisotropic diffusion in Langevin models.67). ( C ~ E )v" ~ general diffusion coefficient denoted by a . X*(t)and U*(t)mode1 the fluid-particle properties and hence their joint PDF f. the appropriate definition of f. dW-.96)). instead the the diffusion coefficient being isotropic.. (12. Since the fluid particle is defined to originate from Y at time to ( e . for 2. the choice of an isotropic diffusion coefficient in GLM is necessary for consistency with local isotropy.65) and (12. the second-order Lagrangian structure function given by the diffusion process is (cf. a particular model corresponds to a particular specification of Gi~and Co.x. Eq. consistency with the ij Kolmogorov hypotheses is achieved by the specification .-(s) and DL(s). The GLM is characterized by the drift term being linear in U'. E. i. the linearity of Gij in U* ensures that the GLM yields joint-normal velocity distributions in homogeneous turbulence.97)) .e. whereas the Kolmogorov hypotheses yield = CO&sbi. so that the diffusion term is B. Xf (to. Eq. ( V . Given the form of the diffusion term.. and. Thus. Examples of particular models. << s << TL.) The Lagrangian P D F equation In the generalized Langevin model. and a ( ~ i ) / a xAS ~ . (cf. (12. (12. conditional on X*(to) The evolution equation for fi is simply the Fokker-Planck equation . as is evident from a comparison of these equations for D. are SLM for which Gij is given 9 and the IP model for which Gij and Co are given by Eqs. 1 1 with Co = Co. tl Y) is the joint PDF of X*(t)and U*(t) = Y.YY'V I 2 PDF methods local values of (uiuj). is a model for fL.

the model Eulerian PDF corresponding to the generalized Langevin model is The evolution equation for f is readily obtained by integrating the equation for f: (Eq. (12.80)). (12.2.110)) As a consequence. including the Lagrangian and l3ulerian PDFs f .2 stemming from Eq. Realizabilitv d The stochastic Lagrangian models X*(t) and U'(t) are realizable.8 summarizes the connections between the stochastic Lagrangian model (GLM) and the evolution equations for various statistics. (12.1 lo)). t) (see Exercise 12.2). . it follows that all of their statistics are also realizable. subject only to the minimal conditions that the coefficients in the GLM equation (Eq. (12. (12. The Eulerian P D F equation On the basis of the relationship between Lagrangian and Eulerian PDFs (Eq.56)) obtained from the equations for X*(t) and U*(t) (Eqs. all of the deductions made in Section 12. In particular. .3 Langevin equations (Eq.26) (although here the PDF is denoted by f to emphasize that it originates from the stochastic Lagrangian model equations for X*(t) and U*(t).110)). (12. It is where all the coefficients are evaluated at (x.57).and f'. the GLM equation for U*(t)(Eq. implies that the Reynolds stresses (uiuj) evolve according to Eq. (12.108) and (12.1. Eqs. and the Reynolds stresses obtained from them. namely Eq.108) and (12.12.7. (12.10)) be real and bounded. Since this equation contains no dependence on Y (other than in f ) the result is simply This equation is precisely the model Eulerian PDF equation examined in Section 12. (12.26) reflect the properties of the stochastic Lagrangian models. (5. Given that X*(t) and U'(t) are realizable. Figure 12.115)) over all Y.

Eq. Hence use the general form of the Fokker-Planck equation (Eq. Eqs. (uiuj). the diffusion matrix Bv.I 2 PDF methado Stochastic Lagrangian model (CLM) X*(t). (12.110) Lagrangian PDF equation fi(V. ponents of Z* are { Z . t)). Evolution equations for statistics that follow from stochastic Lagrangian models. 11 0 show that Z*(t) and write down explicit expressions for the drift vector ai.56)) to verify Eq. (12. 2 . Z } = { X X. U. Z. and as a generalization of Eq. (12. . tl Y). 12. Thus. In place of the Navier-Stokes equations. These issues are considered further by Pope (1994b) and Durbin and Speziale (1994). In particular..8 provides a simple way to address realizability issues in Reynoldsstress closures.108. and the diffusion coefficient Bij = BikBjk. a pressure-rate-of-strain model that can be written as the right-hand side of Eq. EXERCISES Consider the six-dimensional diffusion process Z*(t). U U } . 12. Z.108) and evolves by the general diffusion equation (12.. (5.. t).74). (12. With X*(t) and U*(t) evolving according to Eqs. Eq. where the com.117) Eulerian moment equations (U(x. (12..57) Fig.U*(t).1 15) Eulerian PDF equation f ' ( V . (12.) and (12.. but the route from stochastic models to Reynolds-stress equations depicted in Fig.8.59) is realizable providing that Gij is bounded and that Co is positive and bounded.115). (12.x. Xi. consider the equation .x. Z. Eq. not only is realizability readily achieved in PDF methods. (12.

(12. ( 2 0 ) ) .119) and (12. and U*(t) evolving by a diffusion process. (12.t)).24 By comparing the Navier-Stokes equations (Eq. and for U*(t) evolving by the GLM .35)) with the GLM equation (Eq. then A is given by lj is the i-j component of the inverse of the Reynolds-stress where C-' tensor Cij = (uiuj).29)).25 Let u*(t) be the fluctuating component of velocity following the particle. For X*(t)evolving by Eq. (5. 12. Eqs.(U(X*(t). for homogeneous turbulence. evolves by Show that the Eulerian PDF equation (Eq. f * ( V . For general flows.1 17)) stemming from the G L M can be written in the same form with Show that. show that u*(t) evolves by dU .t).108). what are the shortcomings of this deterministic model? 12.x. Show that the corresponding Eulerian PDF of U(X. in which f * is joint normal.3 Langwin equations where Ai is a differentiable function. t). (12.12. which is defined by u*(t) = U*(t). (t) Ll* j For homogeaeous turbulence. show that the generalized Langevin model amounts to modelling the fluctuating pressure gradient and viscous terms as where w is white noise (see Eq.122) provide a deterministic model with the same Eulerian PDF evolution as that of the GLM. Hence argue that. (2. i f f is joint normal.

stochastic Lagrangian models (such as the GLM) have been used as a basis for turbulence modelling . The principal applications of such studies concern the dispersion of pollutants in the atmosphere and in rivers. say).126) leads to the production pij* Obtain from Eq. Verify that this equation is identical to Eq.27). determine the mean field ($(x.specifically to obtain a closed model equation for the Eulerian PDF of velocity. Studies in turbulent dispersion address a different problem.126) is consistent with Eq+ (12. (12.g. lakes.. (12. and so may be approximated as a point source. Historically.g. and oceans (see.g. 1 2. . The size of the source is usually very small compared with the size of the domain studied. t)) of a conserved passive scalar that originates from a specified source. Fischer et al+ (1979) and Hunt (1985)). determine the mean velocity field (U(x.57). stochastic Lagrangian models were used much earlier and more extensively in the context of turbulent dispersion. an effluent discharging from a pipe into the ocean) or it may be confined to a short duration of time (e.t). the simplest case of dispersion behind a line source in grid turbulence is considered..126) the evolution equation for g*(v .I 2 PDF methods (Eq. 2 1 0 ) ) show that u*(t) evolves by Verify that the equation for the evolution of the Reynolds-stress J obtained from Eq. In these applications the source may be continuous in time (e. show that the first term on the right-hand side of Eq. t)) and some turbulence characteristics (e. both because of its historical significance and because it sheds light on the performance of the Langevin equation. (uiui) and E). tensor (ujut) In particular. e+g+. The problem considered A simple statement of the usual problem addressed in the application of turbulence modelling is this: given the geometry and initial and boundary conditions of a flow. (12.4 Turbulent dispersion In the preceding sections. an accidental release of toxic gases). (u~u. the PDF of u*(t). namely: given a turbulent flow field (in terms of (U(X. (12. In this section.) and E.. t)).

Y ) gives the random trajectory of the fluid particle forward in time. if the turbulent diffusion hypothesis (Eq. The relevant statistics are now considered. Lagrangian. The PDF of X+(t. PDFs of particle position Recall that x + ( t . Taylor's classic (192 1) paper 'Diffusion by continuous movements. tl Y) = (+fk(x. Y) is called the forward PDF of particle position.x). Y) . x) to be the position at time to of the fluid particle that is at x at time t (for t > to)+ x is the non-random forward position. approach to turbulent dispersion originated with G. where the fine-grained PDF is ffr(x. t)) is to solve the transport equation for (4) (Eq.42)) is used. and . 4 is conserved following a fluid particle (D+/Dt = O). and then X+(t. the resulting model equation is where r and rTare the molecular and turbulent diffusivities.12. (12. (441))with a model for the scalar flux ( ~ 4 ~ ) . tl Y ) = 6(x+(t. To do so we define yf (t. I. For example. 1fie Lagrangzan approach The alternative. With complete neglect of molecular diffusion. (4. tl Y)). Y is considered to be a (non-random) independent variable. It is useful also to consider fluid particle trajectories backward in time. Y) denotes the position at time t of the fluid particle originating from position Y at time to.' Taylor argued that (at high Reynolds number) the spatial transport of 4 due to molecular diffusion is negligible compared with the convective transport by the mean flow and turbulent motions. and consequently the evolution of the mean field (4) can be determined from the statistics of the motion of fluid particles. for t > to. It is related to the Lagrangian PDF f L (Eq.76)) by In these definitions.4 Turbulent dispersion The Euler ian approach One approach to determining the mean scalar field ($(x. respectively. and can be expressed as f x b .

that is Y+(t. the Jacobian of the inverse is also unity: The PDF of ~ ' ( t . For the constant-density flows 'being considered. ~ ' ( t .9. The function ~ ' ( t .Y) provides a one-to-one mapping between initial points Y and final points X+ .12 PDF methods Fig.x) provides a one-to-one mapping between final points x and initial points Y f . Y) is unity: (see Exercise 2. 12. X+(t. and can be written .x) is the random initial position.fluid-particle paths that reach x at time t.5). of course. Forward and backward fluid-particle trajectories are illustrated in Fig. inverses of each other. 12. Consequently. (b) Backward trajectories . (a) Forward trajectories fluid-particle paths originating at Y at time to. Y)) = Y. the Jacobian of the mapping X+(t. - ~ ' ( t . These functions are.9. and similarly. Sketches of forward (a) and backward (b) fluid-particle trajectories (on different realizations of the turbulent flow).x) is called the backward P D F of fluid particle position.

The expectation of this last equation yields the required result . Thus. dX+ In the third line.x)- Y). Y). - A simple and valuable .(Y. where X+(tYy) The Lagrangian formulation Returning to the problem of turbulent dispersion. then $ is conserved following a fluid particle. The Jacobian is unity.4 Turbulent dispersion . the integral over all y is re-expressed as an integral over all X+.12.y ) 6(Xf (t. so that the next line follows from the sifting equals x and y equals Y+(t. $ has the same value at the initial and final points of a fluid-particle trajectory: $(X+(t. we consider an unbounded turbulent flow in which a source at the time to initializes the scalar field deterministically to some value If molecular diffusion is completely neglected. x). to) or conversely = $o(Y).tlx) = 6(Y+(t.x ) ~ ( y)-' t . t) = $( Y.though by no means obvious that the backward and forward PDFs are equal: relationship is This is shown by the development = J 6 ( Y . property of the delta function.y) . - 497 where the fine-grained PDF is f.

p ~ ~ luroC ~ osr u XJ JI) sluawow asayl uayl .olaz sr ueaw ayL +s3qsryels + + t t • t + + + + 'a + + + I 4 a 'pale~%alu! aq 3 +n = JQ/+XQ uo!lou~ a p ! l ~ ~ d .s l ~ r p a ~ '(0 'J)+x Jo a ~ u e ! ~ pue e ~ueaw ayy d p w e u 'dad s!yl JO sluawow p u o ~ a s pue ls~y ayl 6q paznal3e~ey3aq alojalayl 3 uoys~ads!p ayL *((ppl+z1) *ba) a ~ l n o s ayl ~ O J J 8u!l~ur8r~os a p y ~ e d p r n ~JO ~ (o'J)+x uorlrsod ayl JO (011:x)xJ d a d a y l o l pnba s! ((J 'x)$) p p y ~ ~ 1u ~ ~a 3w ayy s 'ase3 s!yl ~ o d lZI n = (# In-n) ale sassaqs sploudaa ayl leyl os In sr d l r ~ o ~ +s at ~ wa * ~y *~( ~ u ~ ~ r J o J e dq) hreuorlels d~le3rlsrle)s pauyelu!ew s! pue '(0 = ((1' x ) ~ ) u ) e a w olaz sey p p y d l p o ~ a alualnqlnl ayl ~ pue '(0 = O X ) ur%uo ayl 3rdo~losra y '0 ~ = OJ a w ! ~e s m m o a s e a ~ a e pale301 s! ( ( ~ p ~ t z+bg) 1 ) a3mos lrun ayL ta3uap1qrnl 3!do~losr d ~ e u o ! l e ~ s s s ur a ~ ~ n prod o s e ~ I O J J uo!s~ads!p sr ~ a p r s u o 01 ~ase3 lsaldw!s a y .p ! n JOJ ~ ~uosenba ay (+uors~adsrp ayl a z p a l ~ e ~ y3 r ?d ~ l n ~ lapow d u p i a % u eayl ~ se . ~ + i aanos ju~odv z u o ~uo?s~ads?a • * + + • ale ~ uorsn#!p ('(98661) adod pue (0961) uew#es dq p a ~ a p r s u o J E I ~ ~ ~ jo ~ O sl39ga U a y ~ *dpp ) sdyd ou a ~ e y day! '(1pltz1) u~oy paurelqo aq ue3 sarlrluenb asayl JOJ suo ssa~dxa y%no y1 u a ~ a 'd~~uanbasuo~ y%!y d a d ~ ~ 1 ayl ~ 3 s *slaqwnu s p ~ o u d a ~ le uaAa 'aldwexa JOJ YJ 'x f h)@J ~ 1 ayl ~ 3 uos l3aga laplo-ls~y e sey uoysng!p ~ e l n 3 a p n pue ( ) ~ ~ U E ~ J~E A *pau~a3uo3 s y $ JO l ~ o d s u e ~e ~ lleds se ~ e j o s ud ~ u o a1qey I@ s! l u a ~ ~ d o p a p p ~e1n3a10w JO p a ~ % aayl u leyl ale m d d e 01 l u e l ~ o d w r s! $1 s!yl ur uo ~ I ayl J JO U O I J I S O ~ * a ~ l n oayl s le %u~~eu!%!~o sap JO d a d ayl dq u a ~ r s s! a3.rnos l u od lrun e ~ O J J%uqnsal p p y J E ~ E ~ pS a~lasuo ueaw ~ ayl ' s n y ~ a + .

which leads to the result ' ox(t) = u t. (112. the integral in Eq.151) is 2 t . for very large times (t >> TL). Thus the covariance 01.position is also isotropic. which leads to the square-root s~reading L for t >> TL. so that there is essentially straight-line motion for t << TL (from which Eq. (12. and is characterized by the standard derivation ox(t).12.151) can be approximated by for t >> TL. . At the other extreme.152) follows immediately). For the short times considered. the two-time Lagrangian velocity correlation can be written where p(s) is the Lagrangian velocity autocorrelation function.4 Turbulent dispersion The covariance of the fluid-particle position is Given that the turbulence is stationary and isotropic. From these three equations we obtain By a non-trivial manipulation (see Exercise 12.26). for t << TL. there is a negligible change in the fluidparticle velocity (p(s) = I). the double integral can be reduced to a single integral to yield For very short times ( t << TL. (12. SO that p(s) is adequately approximated by 1 2 p(0) = 1) the integral in Eq.


12. - The Langevin equation The Langevin model for the fluid-particle velocity yields a complete prediction for turbulent dispersion.10 shows ox(t) given by this formula: the linear and square-root behaviors at mall and large times. 12.151) can be integrated to yield Figure 12. According to the Langevin model. With this expression for p(s).4 Turbulent dispersion Fig.11. are clearly visible. The dashed lines show +crx(t). the ~agrangian velocity autocorrelation function is the exponential p(s) = . Eq.I sJ/ TL). each component of the fluid-particle . According to the model. exp(. Samples of fluid-particle paths given by the Langevin model. respectively. (12. shown for (a) moderate times and (b) long times.

11 shows fluid particle paths generated by the Langevin equation. It follows that the fluid particle position ( e m the integral of the OU process) is also a Gaussian process.89).29 LetX*(t)and U*(t)becomponents ofpositionandvelocityof afluid particle evolving according to the Langevin model. the short-time and long-time behaviors of these expressions. (12. (12. EXERCISES z .which is a Gaussian process. 12.7 Show that the diffusion equation admits the Gaussian solution.159) for ~ ~ ( tVerify ) ~ .28 Show that the exponential approximation p(s) =exp(-sl/T-) yields and Eq.160). Determine the correlation coefficient px. Thus. (12.157): 12. (12. (12.502 I 2 PDF methods velocity is an Omstein-Uhlenbeck process .151).2. the mean scalar field predicted by the Langevin model is the Gaussian distribution with ox(t) given by Eq.~ ~/TL) . with ox(t) varying according to Eq.159). 12. with the substitutions r = t" and s = t" recalling that p(s) is an even function. small and large times? How does this behave at .150). Eq. (12. (12. Eq. and Manipulate the expression to show that Hence verify Eq.. obtain . Figure 12.t'. Show that their covariance is (X*U*) = u ' ~ T ~ ( e. 12.26 From Eq.

except in the immediate vicinity of the wire.12. a distance xo downstream of a turbulence-generating grid of mesh size M. the excess temperature $(x. in the limit At + 0 this model is equivalent to the Langevin equation. 12. Consequently.According to the model.89).g. (do))= . the excess ternperature of the air passing by it rapidly falls to a few degrees.12. Taylor (1921) proposed a stochastic model for one component of position of a fluid particle X*(t). The wire is intended to be sufficiently fine that it does not significantly affect the velocity field. X*(t)is a Markov process... 12.) A line source in grid turbulence The simplest experiment used to study turbulent dispersion is the thermal wake sketched in Fig.I2m4 Turbulent dispersion Source wire Fig. Show that. Although the wire may be quite hot. with a suitable specification of d2 and c. A fine heated wire is placed normal to the mean flow. 1 'exp 0Y. t) is a conserved passive scalar.j% . Warhaft (1984) and Stapountzis et al. A sketch of a thermal line-source experiment. Eq. and over a small time interval At the increment A X * )has the properties where the variance dZ and correlation coefficient c depend on At. (1986)) the mean profile is found to be Gaussian. showing a heated wire downstream of a turbulence-generating grid. (Hint: show that U*(t) = A X * ( ) A t tends to a diffusion process. In experiments (e. (12.

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Its mean is which is identical to the second variable in the k-o model.t) is denoted by f.g. t) to be the instantaneous turbulent frequency ? where E ~ ( x t) . The velocity-frequency joint PDF . t) . the lower limit of the sample space is zero.(0 . By itself. internal intermittency) can be accounted for .12 PDF methods 12. Specifically. fuller account can be taken of the different behavior of turbulent fluid depending on its origin and history. The alternative approach (described here) to obtaining a complete closure is to incorporate information about the distribution of the turbulent scales within the PDF framework. whereas for turbulent fluid it is strictly positive.. Large fluctuations in dissipation rate ( e . this equation does not provide a complete closure because the coefficients in the equation involve quantities that are not known in terms of f .5 The velocity-frequency joint PDF 12. we consider the joint PDF of velocity and the turbulent frequency (defined below). and the turbulent and non-turbulent conditional PDFs. in inhomogeneous flows. Beyond providing a complete closure.312)). The Eulerian PDF of w(x. Together. t). there are additional benefits to describing the distribution of turbulent frequency.. (6.5.x. by definition. E and z = -k / ~ ) equations for f and E (or f and o = ~ / k )do provide a complete closurem and the calculations of Haworth and El Tahry (1991) provide an example of the application of this approach. and. the model (e.the Eulerian joint PDF of U(x.26). t) (where 0 is the sample-space variable corresponding to a) so that the mean is also given by Because o is. For non-turbulent fluid the turbulence frequency is zero. x. it is possible to obtain (from the velocityfrequency joint PDF) the intermittency factor y (x. t). We redefine o(x.is the instantaneous dissipation rate (Eq. non-negative. Eq (12.. A model equation for this joint PDF provides a complete closure. By exploiting this property.1 Complete PDF closure The generalized Langevin model provides a model equation for the PDF of velocity f ( V .

T-' X = c.x .(o). the Eulerian mean (o)and Lagrangian mean (a*) log-normally distributed. these coefficients are taken to be + 02 = 1. (12. Y). t) . and is approximately log-normally distributed. 8 .178)) and the assumption . Stochastic Lagrangian and o * ( t )lead to a closed model equation for the Eulerian models for U*(t) velocity-frequency joint PDF. J'( V.) If o*is case. whereas that proposed by Jayesh and Pope (1995) yields a gamma distribution. Hence a log-normal model for o*(t) taking ~ " ( tto ) be an Ornstein-Uhlenbeck process (since this yields a normal distribution for ~ ' ( t ) ) . then (by definition) the quantity is obtained by is normally distributed. 02. 12. The model proposed by Pope and Chen (1990) yields a lognormal PDF o b f o in homogeneous turbulence. (12. o f ( t .6.7..180) with CX= 1. are described. (For this are equal. Pope and Chen (1990) designed a stochastic model for w*(t) to incorporate these properties. ) written The OU process for ~ * ( tis where the coefficients to be specified are the variance of x*.1t follo. we consider statistically stationary homogeneous turbulence. the instantaneous dissipation exhibits intermittent behavior. stochastic models o * ( t )for the turbulent frequency following a fluid particle. Tx By reference to moderate-Reynolds-number DNS data.12.is denoted by J'(V O .x. In the next two subsections. so that the mean turbulence frequency (o) is constant.5.wsfrom its definition (Eq.5 T h e velocity-frequency joint PDF and o ( x .2 The log-normal model for the turbulence frequency As discussed in Section 6. t). and its autocorrelation timescale. To begin with. t). models for the turbulent frequency are developed from the Lagrangian viewpoint. the marginal PDFs are obtained as ? As with the velocity.0. As usual.

and also periods of large fluctuations. It may be seen that the process is indeed highlv variable and intermittent. The factor of 1 2 in the drift term in Eq. The corresponding stochastic differential equation for co* (t) = (w ) exp [x* (t)] obtained from Eq.52)). with w * achieving ten times its mean value. (12.14.32). Sample paths of the log-normal stochastic model for the turbulence frequency. 12.179) by using the ito transformation (Eq.181). the stochastic differential equation for co* ( t ) is The diffusion term is unaltered the drift term is re-expressed (so that its mean is zero even if w* is not log-normal). There are sustained tranquil periods of small amplitude. Eq.182). then a non-turbulent particle ( e . According to Eq. and additional drift terms involving the coefficients h and S.I 2 PDF methods Fig. (J. (12. is 1 2 Sample paths of this process are shown in Fig. 12. co* = 0) remains non-turbulent for ? . of normality that the mean of X* is --o 2 (see Exercise 12.179) ensures that (x') has the correct value -o 2 (in the stationary state). if h is zero. (12. When it is extended to non-stationary and inhomogeneous flows (Pope 1991a).14. are included. (12.

The term in h is therefore included in order to allow non-turbulent fluid to become turbulent: the details are given by Pope (199 la). (12. Pope. Pope and Chen (1990) proposed a refined Langevin model (for the velocity U*(t)) in which the coefficients depend on w (t) (among other quantities).1. Fig.178) implies that the mean of X* is Also obtain the result . with CW1 In addition to the model for co*(t) described above. and the evolution of the mean (co) implied by Eq. and Minier and Pozorski (1995). in place of Coe = Cok(co).178) to have variance 02. As a n example. and y* defined by Eq. Eq. EXERCISES 12. together with the refined Langevin model The log-normal model for o*.94). it is based on the instantaneous dissipation. This model has been applied to a number of flows by Pope (1991a).5 The velocity-frequency joint PDF all time. for consistency with the k-E and k-co models.182) is Thus. determines the evolution of the mean. yields a closed model equation for the velocity-frequency joint PDF. S. Clearly these higher moments are calculated quite accurately.1 and C(02 = CE2 . the term in h is negligible. Anand.1 2. this can be specified as = CC1 . For homogeneous turbulence. 12. the diffusion coefficient is Cokw*: that is. for U*(t). and. (10.15 shows profiles of the skewness and kurtosis of velocity in the self-similar plane mixing layer. cf.32 Consider w* to be log-normally distributed. (12. consistent with ideas of internal intermittency and the refined similarity hypotheses. and Mongia (19931. 12. Show that the normalization conv (stemming from Eq. In particular.

.The abscissa is a normalized cross-stream coordinate.(B).) Given N independent samples w("). 12. symbols.2. Lines.s.m. . calculations by Minier and Pozorski (1995) based on the log-normal/refined Langevin model of Pope (1991a). N. experimental data of Wygnanski and Fiedler (1970) (a) and of Champagne et al. error EN in this approximation is given by .15. (From Minier and Pozorski (1995). n = l. of w' drawn from the same distribution f.. (1976) (0)..I 2 PDF methods Fig. Profiles of skewness and flatness of the axial (u) and lateral (o) velocities in the self-similar plane mixing layer. the mean (w) is estimated by taking the ensemble average ? Show that the normalized r.

0.33).16. the log-normal model has several undesirable features : the ad hoc term in h (in Eq. (8) is the log-normal distribution with var [ln(w*/ (w))] = o2 = 1. the autocorrelation function is the exponential exp(-IsI/T. Sample paths of w*(t) generated by Eq. from the tails 0 > 5(w) ( . (12.17). and excursions beyond 3(w) are rare. This is indeed the gamma distribution with mean (w) and variance (w)2 a 2 (see Exercise 12.(O) is the gamma distribution with var(w*/(o)) = o2 . and the very long tails of the underlying log-normal distribution lead to substantial statistical fluctuations in numerical implementations (see Exercise 12. 13% and 45%.(O) and O2f.(8). the stochastic differential equation is complicated. The explanation lies in the long tail of the log-normal: in the integrals of 8f.).. making it difficult to analyze and implement numerically. the Jayesh-Pope model is ? dw' where the timescale is taken to be TGO = C3(w) with C3 = 1.3 The gamma-distribution model Although it is physically accurate (compared with DNS data).182)) is required in order to entrain non-turbulent fluid. and T(a) is the gamma function. Clearly these do not exhibit intermittency. and 17 (b) f. (12. is where a = 1/02 = 4. of the contributions are beyond thk range shown in Fig. 12S.5 The velocity-frequency joint PDF HOW many samples N are needed in order for the error EN to be 1% (a) f.4 . 12. Jayesh and Pope (1995) developed an alternative model for w'(t) designed to avoid these difficulties and to be as simple as possible. 12. The log-normal and gamma PDFs are compared in Fig. and a2 is the variance of w'/(w). Beginning again with statistically stationary isotropic turbulence.19 1) are shown in Fig. which is taken to be o2 = 4 ' Because the drift term is linear in w*. The stationary distribution of w' (see Exercise 12. At first sight it may be surprising that these distributions have the same mean and that the log-normal's variance is over six times that of the gamma distribution.35). respectively.

and the redefinition of the timescale T .191).I 2 PDF methods Fig. Stationary PDFs of the turbulence frequency given by the log-normal model (dashed line) and the gamma-distribution model (solid line). Eq.. Fig. Eq.16.17. Sample paths of the gamma-distribution model for the turbulence frequency. in terms of a conditional mean turbulence frequency Q. (just as in the lognormal model. 12. we show in . To explain the definition of $2 and the rationale for its use. 12.182)). (12. (12. The extension of the gamma-distribution model to inhomogeneous flows involves the straightforward addition of the source S.

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In the center of the layer. The model for inhomogeneous flows (Van Slooten and Pope 1999) is obtained from Eq. and redefining Because the gamma distribution for a* is substantially different than the observed approximately log-normal distribution for the instantaneous dissipation (see Fig. w* can be considered an imprecisely defined characteristic rate of turbulence processes. Instead. (12. (12110) and Eq. It may be recalled from Section 10.173)).Eq.O. and (uiuj) can be determined. (12. for example.5 on page 383 that the k-co model has difficulty in treating non-turbulent free-streams. at the edge of the layer R is about half of its peak value. so that. (12. Anand. which is related to the mean dissipation by 12. (1998).5..191) by including the source term S. (12.x.196) are known in terms o f f . as may be seen in Fig. Instead. Because of the use of the . R would exceed (w). if Cn were unity. Hsu. Consequently. Turbulent-flow calculations based on this equation have been performed by. 12. t) the fields of (U). and Pope (1997) and Van Slooten et al. and is two orders of magnitude greater than (o). R k. the condition w' 2 (w) excludes some turbulent particles.a' (t) yield the following equation for the velocity-frequency joint PDF for From the joint PDF f(V. Cn is specified so that R and (a)are equal when the PDF of a' is the gamma distribution (see Exercise 12. ( a ) . so that all the coefficients in Eq.36).17). 12. Thus this single model equation is closed. the condition w" 2 (w) excludes the nonturbulent particles.4 The model joint PDF equation The generalized Langevin model for U*(t).18. it is best to abandon the precise definition of w' (Eq.I 2 PDF methods In the intermittent region.194) .

35 Use the results of Exercise 3.1 2.10 on page 51 to show that the moments of the gamma distribution (Eq.) . n = 4) with those of the log-normal distribution (see Eq.(0) being the gamma distribution. (12. (12. Use the substitution x to show that the normalization condition yields = a0/(o) where r ( a ) is the gamma function. EXERCIISES _ __ defined ~ by writing the Jayesh12.333)).6893.192)) are anr (a) Compare the values of the higher moments (e.5 The velocity-frequency joint PDF conditional mean Q. yields Cn w 0.191)) in the general form d o * = a ( 0 4 ) d t b(o*)dW.36 With f . (5. Use Eq. (12. (12.4. this equatior.. z) is the incomplete gamma function defined by Hence show that (a)and Q ( q .34 Identifgr the coefficients a@) and ! ~ ( 0 ) Pope model (Eq. (12. 12. Eq.193)) are equal if Cn is specified T' (For a .g. the velocity-frequency joint PDF model experiences no such difficulties.192). obtain the result where Q(a.192).21) to show that the stationary distribution of o' is + where m = 1/02and C is a constant. (6. Hence verify Eq. 12.

at a given time t. For example there is a large number of particles. t). The purpose of this section is to describe the conceptual basis for the particle methods.x. and finite-element methods. 8 . The nthparticle has positionx (n) (t) andvelocity Lr(n) (t). For a general three-dimensional flow. the first two moments of which are the fields of the mean velocity (U(x. The particle system The basic representation in the particle system is in terms of the properties of a large number (N) of particles.1 Fluid and particle systems It i s important to make a clear distinction between the turbulent flow and the particle method used to model it. there are other important aspects that are less obvious. The fluid system The basic representation of the turbulent flow is in terms of the Eulerian velocity field U(x.) Some aspects of the particle method are simple and obvious. this is most simply done at the level of the velocity PDF f ( V .196)) for the velocityfrequency joint PDF f ( V. 9 12. Eq. t)) and the Reynolds stresses (uiuj).42).x. It is not feasible. each of which evolves according to the stochastic model equations. computationally. t) based on stochastic models for the evolution of fluid-particle properties was obtained.x. (2. Instead. For the most part.6 The Lagrangian particle method I:n the previous section. as is required in finite-difference.x2. this joint PDF is a function of seven independent variables ( e V V V3. respectively. XI. and x3). so the mass of fluid M = pV is constant.I 2 PDF methods 1 2. to represent the joint PDF accurately through a discretization of the sevendimensional V-8-x space. This is igoverned by the continuity and Navier-Stokes equations. the model PDF equations are solved by particle methods. with no flow through the boundary of the region. finite-volume. For simplicity we consider the flow in a fixed closed region of volume V. t) (as opposed to the velocity-frequency PDF f). t). The basic probabilistic description considered is the one-point one-time Eulerian PDF f ( V .6. (The book by Hackney and Eastwood (1998) provides an introduction to the use of particle methods in various applications. We refer to these as the fluid system and the particle system. 8. and the pressure field p(x. The particles . (12. However. a model equation (Eq. Each particle represents a mass m = M I N of fluid. t) is determined from it by the Poisson equation.

and multi-point.~.t)) and the Reynolds stresses (uiuj)+Some of the distinctions and corre~pondences between the fluid and particle systems are shown in Table 12. Specifically.(x. would be equal the moments of the particle velocity. then the conditional PDF of the particle velocity f8(Vlx. . a*ui/(8xj 8xk)). if the models were perfect.6 The Lagrangian particle method are statistically identical so that in some analyses it is sufficient to consider a single particle. from which velocity gradients (e. The only fields pertaining to the particles are mean fields such as (U*(t)lx). only in a limited way can the particle system model the fluid system. multi-time statistics (e. That is. t).t)uj(x r. The fluctuating particle velocity is defined so that the conditional covariance of the particle velocity is Correspondence It is important to recognize that there are fundamental differences between the fluid and particle systems. on the other hand. Given these inherent differences. one-time statistics. t). t).g. V.1.(V. t).U*(t). whose properties are denoted by X*(t). (U* to the mean velocity (U(x. and consequently Ix) and (u*u*Ix). there is no underlying instantaneous velocity field.etc.g.t)= f.t)/f. The first moment of this PDF is the conditional mean particle velocity which is abbreviated to (U*lx).the pressure field p(x.x.t) would be equal to the PDF of the fluid velocity f ( V . In the particle system. (Ui(x. x.. t s))) can be determined.. In the fluid system there is an underlying instant~~neou~ velocity field U(x. t). The The one-time joint PDF of X*(t)and U*(t) is denoted by f ( marginal PDF of position is then ? and the PDF of U*(t) conditional on X*(t)= x is f*(Vlx. we seek a correspondence bet ween the systems at the level of one-point. + + .1 2.

Stochastic model for U* PDF equation Mean continuity Mean momentum Poisson equation Reynolds-stress equation Eq. i. X ( t f s ) = x + r ) = (u. where n and m denote two different particles).1.'(t)/x) ( u p+ s)lx + Y). (Ui @)Urn J (t +s)lX (t) = x .t)Uj(x Y.they are not intended to correspond. the two-point.222) Eq.."'(~)U# J ( t f s ) l X (t) =X.229) Some fluid statistics (e.t)Uj(x r. Two particles at (or very close to) the same location x are likely to have completely different velocities.t s))) an equivalent quantity in the particle system can (n) (m) (n) (m) be defined ( e m . and the correspondence between the governing equations for these statistics Fluid system Basic representation Particle system Governing equations Corresponding velocity statistics Pressure Navier-S tokes dX*/dt = U*. t s)).221) Eq. A comparison between the Juid system and the particle system showing : the fundamentally diferent basic representations .x.the correspondence at the level o f one-point. (4. two-time correlation (Ui(x.I 2 PDF methods Table 12. In most particle methods. the two-part icle correlation introduced above is + + (m) (n) (m) (U.227) Eq. the particles are stat istically independent (or. independent samples from f ( V . (12.224) Eq. (12. equality of such multi-point. the particles are best conceived as being (models for) fluid particles on diflerent realizations of the turbulent flow. (7.194) vm (u)= 0 Eq.. one-time statistics. (12. In view of this independence. + + . t). (12. they have a: weak dependence that vanishes in the limit N a ) .e. For others (for example. more precisely. multi-time statistics is not required . which clearly does not correspond to the two-point. Consequently. two-time correlation in the fluid system. (8 ui/axj aUk/8xl)) have no equivalents in the particle system.g. (12.9) v (u* Ix) = 0 Eq. (Ui(x. X ( t + s) = x + Y ) . (12. However.13) Eq.

6. i. the mean continuity equation is v * (U(x.like a fluid particle .t) is not sufficient to determine the particle position density in physical space f. t) and b(x.12.t)/f. This form is sufficiently general to include the generalized Langevin model.moves with its own velocity dX*(t) while its velocity is taken to evolve by the diffusion process dU*(t) = a(U*(t). x.. and therefore a necessary condition for ( U(x.2 Corresponding equations In order for fluid and particle statistics to correspond.: the condition f = f * is satisfied by f = f f. as is now shown. t) are the drift and diffusion coefficients. x . x . which are now discussed.. t ) and fa(Vlx.6 The Lagrangian particle method 12. However.t)= fL(V.t) obtained from is used instead. t) must be constant and uniform. where a( V.X*(t). Particle equations Each particle . their governing equations must also correspond. t)) = 0.e. t) dt + b(X*(t).(x. the term . The Fokker-Planck equation for f ( these particle equations is The particle-position density The correspondence between f ( V .x. t)) and ( U*(t) lx) to correspond is The satisfaction of equations such as this imposes constraints on the particle system. and the results obtained below are unchanged if a completely general diffusion term . for any positive specification of f.t) d W.. For example. the evolution equations dictate that fk(x. V. t When the equation for f * is derived from the Fokker-Planck equation for f.

) EXERCISES - From the definitions Eqs. is uniform.38.211))is satisfied. Given that f . dx = 1. is uniform. obtain the result P D F equations The equation for the evolution of the conditional PDF of the particle velocity f '( v lx . The equation for the evolution of the conditional PDF of the particle velocity f *( V lx.211)) to be satisfied. t) is obtained from the Fokker-Planck equation for f i ( V . x . f . (12. (This result is also implied by the normalization condition f . (12.217) to be zero. it is necessary and sufficient for the left-hand side of Eq. (12. this equation . this term must be zero.214) over all V.37) is the elquation for the evolution of f i : j For the particle-mean-continuity equation (Eq. (12.214)) by dividing throughout by the PDF of position f &.t). (12.I 2 PDF methods arises.t) is obtained by dividing the Fokker-Planck equation (Eq. this condition then requires that f & also be constant.204)-(12. (12. Assuming that the particle-mean continuity equation (Eq. show that the particle-position density f k(x.217). (12. the result is simply Since f' corresponds to the Eulerian velocity PDF f ( V . (12. t) evolves by Divide by f .214)) by f Given that f & is uniform. SIO clearly. in order for the equations for f and f' to correspond. There is no equivalent of f x in the fluid system. Also obtained from the Fokker-Planck equation (see Exercise 12. to verify Eq.x. and only if. see Exercise 12. This occurs if.206) obtain the results By integrating the Fokker-Planck equation for f Eq. t) (Eq.

t) correspond. which (with neglect of the viscous term) can be written (The incorporation of viscous effects in the near-wall region is described in Section 12.multiplied by -p.9) or equivalently Eq. t) = (a(U'(t).221) by V and integrating: where A(x. (H.and fluid-mean-momentum equations to correspond. X*(t). then the right-hand sides of these equations would be equal. the conditional drift A must also be irrotational.12. -V(p)/p) is the irrotational vector field given by the gradient of the scalar -(p)/p. (12. (12. The mean momentum equation The particle-mean-momentum equation is obtained by multiplying Eq. If the diffusion model for U*(t)were perfect. this scalar field is denoted by P(x.7. For the particle. t) and is called the particle-pressureJield. and only 11. More definite information is provided by comparing the moment equations. t)) and the particle pressure P (x.) The right-hand side of the Reynolds equations ( e .which in general are not known. 1 . the mean fluid pressure (p(x. so that A is given by Clearly then.6 The Lagrangian particle method for f * corresponds to the evolution equation for f . the particle. t) lX*(t) = x) This particle-mean-moment um equation corresponds to the Reynolds equations. When.25) on page 706.2. Eq. and hence can be written as the gradient of a scalar. t) is the conditional mean drift A(x.and fluid-mean-momentum equations correspond +r if. This condition provides a relationship between the model coefficients a and b and conditional statistics of the fluid velocity field .

. (12. but there are mean fields (e. (12. It is instead obtained as the solution to the Poisson equation.he particle properties. (12. .(t) = -. neither is there an underlying instantaneous field nor is pressure a particle property from which a conditional mean field can be obtained. (12. the Jacobian J(t.I 2 PDF methods The Poisson equation for pressure With A(x. t) is determined by the Poiisson equation: ~ 0 t sides h of this equation correspond directly to the Poisson equation for In the particle system. Thus the word 'mean' is avoided in describing the particle-pressure field P(x.-dt p axi + Gij(Ur(t) . Y) for the particle system? Compare the steps involved in relating Lagrangian and Eulerian PDFs for the fluid and particle systems.225). Y ) (Eq. because it is not the mean of an underlying random object. t). Is there an equation corresponding to V U = 0 and a quantity corresponding to J(t.1lo)).(U:(t)lX*(t))) dt J J 12. For pressure. the divergence of Eq.222) is In view of the particle-mean-continuit y equation (Eq. Thus the conditional mean of the drift coefficient (A = (alx) = -VP/p) is determined by this condition.23)) is unity.21 1 ) the first term is zero. theinstantaneouscontinuityequationisV*U= O and. The generalized Langevin model As previously writ ten (Eq. t) given by Eq. stemming from this.39 Forthe fluidsystem. so that P(x. it is 1 1 dP dU. (U'(t)lX*(t) = x)) defined as conditional means of t. there are no underlying instantaneous fields.g.226) that the satisfaction of the Poisson equation is a necessary condition for the particle mean continuity equation to be satisfied. (2. It is clear from Eq. the generalized Langevin model contains quantities pertaining both to the fluid system and to the particle system. Written consistently in terms of particle properties. (12.

t) coefficients corresponding.to the GLM. k # r for > 1.6. Since (with probability one) there are no particles at the point of interest x. it is inevitable that the estimate must involve particles in'the vicinity of x. but the estimation of conditional means is..3 Estimation of means The development so far in this section has involved conditional means.6 The Lagrangian particle method 12. Eq.12. The particles'positions X(n) (t) are random. K(r. The purpose here is not to describe the details of a particular numerical method. conceptually.. U(n) (t). Which terms correspond? 12.. I J Ix) which appear in the generalized Langevin such as (U*~ x ) .. Show that the second moment equation is Compare this equation with the exact Reynolds-stress equation. n = 1. X (n) (t). t) and verify that the first moment equation for (U*(t)lx)corresponds to the Reynolds equation. uniformly distributed in the flow domain. with a large number N of particles.and (utu* model. the weight being proportional to a specified kernel function. Usually a kernel estimator (described below) is used. we consider the estimation = x) from the properties of the of the conditional mean (Q(U*[t])lX*(t) ensemble of Nparticles. Verify that the conditional mean drift is -VP/p.40 Identify the drift a ( v . t) and diffusion b(x. In a numerical implementation. (7.N. A simple example of a kernel function in U dimensions is for : < 1 0.228). x.2. h). Write down the evolution equation for f *(V Ix. Kernel estimation With Q ( V ) being a given function of velocity. (12. Eq. an import ant ingredient in the particle implement ation of PDF methods. A kernel estimate is a weighted mean over the particles in the vicinity of x. these conditional means have to be estimated from the particle properties. h .1 94).

(12.I 2 PDF methods where h is the specified (positive) bandwidth and r = lrl.41). The kernel estimate for where Q(") is written for Q(U(4 [t]). K = 0 for For simplicity we consider a point x that is at least a distance h from the boundary. and that it have bounded support ( 1 .e. this condition determines the coefficient c q . and 3 (see Exercise 12m. Eq. a kernel function is required to integrate to unity: For the kernel given by Eq. It is usually also required that K be non-negative. i.- w (n) = 1 Estimation errors The error EQ. It may be seen that (Qlx)Nh is the ensemble average of the particle values Q("). E : . . for the cases D = 1.called the bias - and a random part. and we consider a fixed time t (which is not indicated explicitly in the notation).233) can alternatively be written 9 where the weights are and evidently they sum to unity.230). in the kernel estimate can be decomposed into a deterministic part . (12. Indeed. weighted by the kernel which is centered at x. In general..2.

4 a +' +uorl~lod~alu suo~~3a 01 pll~~ ayl d s a n p ayl ley$ os 'sau ~ d leau s Lq paluasa~da~ a~e p~ay a ~ o ayl y ~ ~aao splay ueaw ayl-'san~sa ~ a yjo l s seq ayl u o +sapouysaw aql le pawloj a n Splay ueaw jo salewrlsa p u n y pue 'ysaur e ylrM pa~aao3 aS q '(6961 ~ ssn~ put! [ l e s p q ~ poylaw ) ila3-ur-pnop ayl s~ u y w o p U O F ~ ~ I O 8urlqwasa~ 'poylaw ysaw-aprl~ed e asn 07 sr aapeuJaqe pasn d1p~aua8 ayL S ~ ~ U I V U L ~ O JaPp Lr~ l~ed payloours +((5.s l s ~ y le s ~ e a d d e $1 +uoyle301 apl~ed e w~ojlad 01 s y ~ e o ~ d d $e 3 3p ~ a y *(N' ~ "'~'1 kaaa le uo~lewgsa[au~ay = u) uorle3ol apyl~edL~aaale palenleaa aq lsnw ((J)( x I ~ ( J ) ~ ) s y3ns ? sueaw +ba) uopenba uyaa8ue~ pazyle~aua8 ay 1 ale~Zalu?ol JapJo UI l '(0661) aIpJeH pue (8861) Tueqna ur punoj aq ue3 uoyewrlsa IauJaq lnoqe 01 spual paaIoaur Joua uorlewJojur JaylJnd +LIMOISJayle-I os saop r lnq ' o ~ a z .N J 0 J ~ P J O ayl uo S ~ J JOJ uoyewysa syyl wicoj~ad 01 ley$ ly8.led ~ O J J splay ley1 sr uorsnpuo3 a y ~ ueaw alewrlsa 01 pasn aq ue3 uorlewrlsa [au~ay +• + + v sv *(xlO) w o q SZS )IZ+ZZ~((' spay tam ysam-ap~avdpuv ap?~aVd s ~ a g r p(n + xlO) ueaw ayl a ~ a (q y ~ > JOJ) + le .667) uey8euo~q '*8+a 'aas ' H ~ s ) 8urlqwasa~'poylaw a p y ~ e d a~nd es y poylaw 8u?l[nsa~ ayL '(8661 u o l ~ a ~ ' ~ 6 adod 6 ~ pue u o q a ~ suoye~ado ) N JO JapJo ayl uo ur qsel ayl w ~ o j ~ 01 ad $1 ' J ~ A ~ M O H +suoye-rado.

(v) Equation (12.2. t) and f'(VIx.213). (U*(t)lx))can be determined using kernel estimation.g. t). n = 1. N can consistently represent a turbulent flow. Qiii) Particle methods are used to obtain numerical solutions to the model PDF equations. (12.4 Summary The following points summarize the theoretical basis of particle methods for the numerical solution of model PDF equations. The particles can be thought of as (models for) fluid particles on different realizations of the flow. is uniform.. (12. where P(x.I 2 PDF methods 12.241)). (12. Multi-particle statistics do not correspond to multi-point fluid statistics. but they do so quite slowly (Eq. one-time Eulerian PDFs (see Table 12. (12. t) is the particle pressure. Qiv) Several import ant properties of the particle system are determined from the correspondence between the evolution equations for the fluid and particle PDFs.1). f(V.x.230). (ii) The fluid system and the particle system correspond at the level of one-point. The errors in such estimates tend to zero as the number of particles N tends to infinity. (a) The PDF of the particle position f. (b) In the stochastic model equation for velocity (Eq.6. . show that the normalization condition Eq. (12.g. (n) (n) EXERCISES For the kernel K(r. and (12. (12. In these methods.212). (c) The particle pressure (which corresponds to the mean fluid Pressure ( ~ ( x . The satisfaction of the Poisson equation is necessary to the continued satisfaction of the particle mean continuity equation. An initially uniform distribution remains uniform if the particle mean continuity equation is satisfied (see Eq.. t ) ) ) is determined by a Poisson equation. (12..217)).228) gives the generalized Langevin model writ ten exclusively in terms of particle properties. (12. (12.228)) are integrated forward in time to determine the evolution of the particle properties. Eq. model equations (e..231) determines the coefficients a~ to .. (vi) Conditional means (e.h) given by Eq.213)). (i) An ensemble of N particles with properties X (t).227). Eqs.223)) is given by A = -VP /p. the conditional mean drift A (Eq. U (t).

r .236)). (12. and that f. By expanding f '(Vlx .x. t)f ( V lx. t).(x. t) in a Taylor series about x. where 12.h) dr = PDh2aij.42 From the definition of EQ (Eq.233) is unity.238)). obtain . and that the second moments are Kij where Obtain the result 1 rirjK(r. show that the expectation of the numerator in the kernel estimate (Eq. (12.t) = f . (12. (12.233)) is + Show that the expectation of the denominator in Eq. 12. show that the mean-square error in the kernel estimate is Hence confirm the validity of the decomposition EQ = BQ E. is the uniform distribution v .< (Eq.6 The Lagrangian particle method Show that the first moments of the kernel are zero.43 Recalling that the joint PDF of X(4 (t) and U(4 (t) is fL(V.12.

I 2 PDF methods where the moments of the kernel. because of the normalization condition n= 1 w(") . Hence show that. argue that.246). the bias in the kernel estimate is where the coefficient PD is defined by Eq. (12. where the coefficient y. obtain the result zN Consider the statistically homogeneous case in which (Qlx) is independent ofx. in the limit N + m. Let w' denote any one of the weights defined by Eq. (12. are defined by Eqs. Obtain the result From Eq. Ki and Kij.235). being a characteristic dimension of the solution With C = vllD domain. and in which w(") and Q(n) are independent.244).235).244). (12. the weight w * (which is a random variable) can be writ ten N where r* is a uniformly distributed random variable with density 1/V. is defined by Eq. for large N. (12. Hence obtain W* - v -K(Y*.243) and (12. show that the variance of the kernel estimate is . (12. Show that the mean is Noting that. h).1. the weights are not mutually independent.

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.48) that for V2/2 0. the particle's 1 V. boundary conditions have been described as they are implemented in the particle method used to solve the model PDF transport equation. but the details are less straightforward. the boundary condition is (see Exercise 12. an appropriate boundary condition causes a' to increase on reflection ( > ) at least in the mean. Consequently.47. The wall-function boundary condition imposed on the turbulence frequency o' is based on similar ideas. these specific axial momentum decreases by a boundary conditions are consistent with U*being joint-normally distributed.e. exp ? )): :( where p is a non-dimensional (negative) coefficient that is specified to yield the appropriate flux (vo). the mean (o) and there is a positive flux ( v o ) away from the wall.according to Eq.x. 1 9 ) . The condition proposed by Dreeben and Pope (1997b) is = o. the boundary condition for the axial momentum equation amounts to a specification of the shear stress (uv) P .7 Extensions This condition appropriately ensures that V . . and that the mean normal ve1ocit:y is zero. ( 1 . for example. In terms of the joint PDF of U and o . the log-law region. f ( V . In PDF methods.. in being reflected from the wall. As shown in Exercise 12. 1.t).is positive. the same effect is achieved through the specification A straightforward analysis of the resulting Reynolds stresses (Exercise 12. 8.46) shows that the appropriate specification of the coefficient a is The shear stress arises because. The wall-function. In increases (as y ) as the wall is approached.12. The exponential form is consistent with a jointnormal distribution of U' and l n o * . In standard wall functions. For the statistically two-dimensional flows considered. i. the spanwise velocity is conserved on reflection.



26).25)).7.274)) is absent from the corresponding model PDF equation. of course. this viscous term is. We describe here the extensions to the veloc. Show that the determinant of the Jacobian of the transformation between these variables is exp [P vR/( yp(o))]. x. the particle position X*(t) is redefined to evolve by the diffusion process t where W'(t) is a Wiener process (independent of that appearing in GLM). (H. to determine the GLM coefficients Go and Gij via an elliptic relaxation equation.ity-frequency j oint-PDF model developed by Dreeben and Pope (1998) that account for near-wall effects. The GLM model described in previous sections is appropriate to highReynolds-number regions. (12.49). However. W and mi. viscous effects arise from the random motion of molecules. . Eq. and to modify the defining equation relating (o)to k and E. The three extensions are to incorporate the direct effects of viscosity. t) deduced from the Navier-Stokes equations is X is written for the pressure-fluctuation and dissipative terms (idenwhere j tified in Eq. and must be included in a successful near-wall model. of prime importance in the viscous sublayer.267). so that boundary conditions are imposed at the wall. With this definition. Hence verify Eq. Viscous transport The exact evolution equation for the PDF of velocity f ( V . From the microscopic viewpoint. (12. Specifically. so a natural and convenient way to include viscous ~ATectsin the particle implementation of PDF methods is to add a random mot ion to the particles. (12. and the viscous transport term vv2f (on the right-hand side of Eq.wall elliptic-relaxation model The alternative to wall functions is to solve the model PDF equation through the viscous near-wall region. X*(t) is no longer the position of a fluid particle: it is instead a model for the position of a molecule that diffuses with diffusion coefficient v (see Exercise 12. 12.2 The near.I 2 PDF methods V .

( U ) is replaced by ( * ( t ) X * ( t ) ) and (p) is replaced by the particle pressure. Eq. so that the velocity U(x. (12. The GLM for U*(t) is extended by including the resulting mean terms. U*(t) is a model for the continuum fluid velocity following the i. (12. P. because the argument X*(t) Even though U(x. The position X*(t) of a molecule of a 4 Note the distinction between the fluid velocity u*-(t) obtained from U(x. In the more precise but cumbersome notation of Section 12. it is a model for4 u*(t) -= U(X*(t). .277). (12. the second line is obtained by substituting Eq. (12.51).. t) is non-random. and the final expression is obtained by using the Navier-Stokes equation to substitute for DUi/Dt+) On the right-hand side of Eq.1-12.5.277). it contains the exact viscous transport term v v2f* (see Exercise 12. ' EXERCISES 12. As a consequence.50. the velocity can be decomposed into its mean and fluctuation. i. In particular. t) and wh'ich evolves by Eq.e.1 2. ) not. Instead. U*(t) is a diffusion process with infinitesimal increment (The first line is the increment obtained from Eq. the extended model is (Note that this equation is written in the relatively simple notation used in Sections 12.278). (12. t). Eq.275) for dX*. both the model mean-momentum and the Reynolds-stress equations contain the exact viscous-transport terms (see Exercise 12.7 Extensions As before. t) is differentiable..274). (12. and the stochastic Process U*(t) which evolves by the model Eq.) The model equation for the PDF of velocity (deduced from the stochastic models for X' and U*) is precisely of the form of that obtained from the Navier-Stokes equations.282)). (12. ~ * ( tis is not differentiable.e.276).49 Consider a mixture of ideal gases in laminar flow.6.

t). t). W W .275) and (12. Xi. Write down explicit expressions for the drift vector ai. (12. How can the same result be obtained for turbulent flow? 12. which is the product of the total number of such molecules and the PDF of X*(t). show that the model mean-momentum equation is identical to the Reynolds equations (including the viscous term). Z. (12+279). show that $(x. Eq. W1. 12. t) evolves by Comment on the validity of the model of molecular motion. Z.. Z } = { X Xi.50 Consider the six-dimensional diffusion process Z*(t). . Similarly. The concentration of the species is denoted by $(x.t)..fL(V. From the Fokker-Planck equation for this PDF.(x. U . the diffusion matrix B i j and the diffusion coefficient Bij = BikBjk+ Hence use the general form of the Fokker-Planck equation (Eq. (12. f * ( Vlx. This is simply the expected number density of the molecules of the species. W3).51 From the model PDF equation.282) written for f *(V lx. (5. . W2. WWQ'} = { WI. U . Show that this equation is consistent with f being uniform. U } With X8(t) and U*(t) evolving according to Eqs.x.where the components of Z* are { Z . t). W W.56)) to show that the joint PDF of X*(t)and U*(t).. f. and hence that the PDF of velocity conditional on X*(t) = x. show that the model equation for the Reynolds stress > . t). .278). 2 . Z.12 PDF methods particular species is modelled by the stochastic differential equation where r is a positive constant. also evolves by Eq. show that Z*(t) evolves by the general diffusion equation where { W W W . (12.282).and on the coefficient T. evolves by Integrate this equation over all V to obtain the equation for the evolution of the PDF of position. Eq.'.

The solution gij is then used to specify G'J as It may be seen that. and with E = k(w). for which the y4. 1993) approach [section 11. correct scaling is (v" - - - - - . but with the addition of the exact viscous-transport term v V2(uiuj) on the right-hand side. like every consistent GLM. (12.. Elliptic relaxation Dreeben and Pope (1998) developed an elliptic relaxation model to determine the GLM coefficients Gij and Co on the basis of Durbin's (1991.60)-(7. is the dissipation rate at the wall.. and (uv) y3 (providing that yo is at least 2). boundary conditions are required on each component of gij+ Satisfactory conditions are found to be where E. (12. n is the unit normal. (v2) y3. (12. the local model satisfied the constraint Eq. the model Gij most likely does not satisfy the constraint (except in homogeneous turbulence).7 Extensions (uiuj) is the same as that given by the GLM (Eq. (11. these two equations revert to the local model. Gij = Gij+ Let Co denote the value of Co used in the local model.5. with Co = Co.63)) except for (v2). An analysis of the resulting model Reynolds stress equations shows that the Reynolds-stress components very close to the wall scale as (u2) y2. and the constant is taken t'o be y .12. i. and all other components are zero. The elliptic equation solved for the tensor field where Gij is a local model for Gij (very similar to LIPM). (w2) y2.57)).278)) via the constraint At the wall. This difficulty is overcome by determining the value of Co used in the GLM (Eq. (7. for homogeneous turbulence.28) relating its coefficients Co and Gij+However. These scalings are correct (see Eqs. = 4. this condition yields g22= -yo&. and the lengthscale LD is defined by Eq. In the usual coordinate system in which the wall is at y = 0.204).e.8). By construction.

275)) is dominated by diffusion. Eq. say.287) : Boundary conditions At the wall (y = 0). With the neglect of the fluid velocity U.0.288)) and o )term ~ . to modify the definition of the turbulence frequency so that (o)is of order 1 at the wall (rather than being infinite according to the relation (o)= ~ / k ) To . is known from Eqs. It is appropriate. (o)). very close to a wall.x.160) and (12.275) transforms into dY +( + t ) = $ d ~ +( t+) . 6 . while at a wall it yields ( o ) = C T ~ l just as in Durbin's model. whereas T = k / is ~ zero at the Z1 wall.0. In high-Reynolds-number regions this reverts to the original relat. therefore. It is instructive to examine the behavior of particles very close to the wall. (11.6 ( V ) corresponds to the deterministic no-slip and variance ~ ~ 0( The impermeability conditions U(xl. The specified boundary condition is ? where f " a is the gamma distribution with mean (w). x3. We consider the distance of the particle from the wall in wall units 1 as a function of time in wall units. (12. this end. The evolution of the particle position X*(t) (Eq. The value of (o)at the wall.ion ((o)= elk). (12. (12.7. Dreeben and Pope (1998) relate (w) and E by = (o)(k + vc. Eq. with CT = 6. the convection by the fluid velocity being small in comparison (for y+ << 1).I 2 PDF methods The turbulence frequency and dissipation As discussed in Section 11.286) which have already been discussed). t) are required (in addition to the boundary conditions on gij. (11.. denoted by ( u ) ~ . (Eq. Eq. boundary conditions on the joint PDF of U and o.163). the Kolmogorov timescale ( v / ~ ) 1 / 2is the relevant physical timescale. . t) . for y+ << 1. f ( V. (12.

if the particle hits the wall at some time t+ h . and the reflected properties. of the particle are those immediately before the wall is hit.? Because of the behavior of reflected Brownian motion.For the given level +. What is known about the incident properties. P The incident properties U. are those immediately after. Fig. which is called reflected Brownian motion. and w.22. The reflected velocity is specified to be zero (Uk = O). This property holds for all positive y+.2 on page 724). while w i is sampled from the appropriate gamma distribution. with probability one . U. U It may be observed that in the time interval ( + t .22 shows a downFor a given distance from the wall y+ P crossing at t l ( e . a remarkable property of reflected Brownian motion is that 3 if the particle hits the wall in the time interval (t. For. Uk and o k . 12. where the sample path Y +(t+) crosses the line y+ = y : from above) amnd the subsequent up-crossing at t+. Eq. is shown in Fig. and w. The particle is reflected from the wall. 12. no matter how small.293)..2. so that the stochastic process for Y + can be written A sample path of this process. are statistically identicaLto U k and wi. U.22. (12.12.7 Extensions Fig. t+ U )3 the particle hits the wall numerous times. and w. In fact. here is a down-crossing at t. = 0. 12.f and the subsequent up-crossing is at t+ YP U where the Wiener process W+ is such that (dW+(t+ )2 ) = dt+. The distance Y + (t+ ) of a particle from the wall (in wall units) as a function of time: a sample path of reflected Brownian motion. t+) u 3 then (with probability one) it does SO an infinite number of times (see Exercise 5.

near-wall velocity-frequency joint-PDF calculations (from Dreeben and Pope (1998)). Consequently.21.3 The wavevector model As discussed in Chapter 11. lines. 12. 0 k.750. ( ) (w2). It may be seen that the Reynolds stresses are calculated reasonably accurately-throughout the channel. On the basis of ideas advanced by Kassinos . it also hit the wall in the arbitrarily small preceding time interval. (12. is different than the joint PD F of the reflected-part icle properties.23. Symbols. The skin-friction coefficient given by the model is shown in Fig.e the particle properties had* been set to U k and m i . 0 (v2).289)) is enforced k = 0 and . (1987).information that is not contained in the Reynolds stresses. the joint PDF at y. and that there is excellent agreement with the DNS data in the viscous near.23 illustrates the application of the near-wall velocity-frequency joint-PDF model to fully developed turbulent channel flow. by the specification of the reflected properties U in the wall-function treatment. This is because the rapid pressure-rate-of-strain tensor R i)depends on the orientation of the velocity correlations . Reynolds stresses in fully developed turbulent channel flow at Re = 13. it is not possible to construct a Reynolds-stress model that is accurate for arbitrary rapid distortions of homogeneous turbulence. 12. at which tim.) Application to channel JEow Figure 12. DNS data of Kim et al.12 PDF methods Fig. A (u2). the boundary condition on the joint PDF at the wall (Eq.wall region. 12. (Note that.7.

12. Van Slooten and Pope (1997) developed a PDF model that yields the exact evolution of the ~eynolds stresses in rapidly distorted homogeneous turbulence. (11.7 Extensions and Reynolds (1994) and Reynolds and Kassinos (1995).85) and (11. the turbulence frequency. the evolution of . the fluctuating velocity field can be expressed as the sum of Fourier modes: Each Fourier mode evolves independently: the time-dependent wavenumber vector k(t) evolves by the ordinary differential equation Eq. (11. Because of the continuity equation.the unit wavevector but it does not depend on its magnitude k(t) = lk(t)l.4 that. first for rapid distortions.0) and KO). t) and 2(t) evolve according to the closed pair of ordinary differential equations.86)). The two quantities &(KO. and the corresponding Fourier coefficient i i ( ~ " evolves by Eq.83). (11.t) depends on the direction of the wavenumber vector.which contains the directional information needed to describe rapid distortions. and a unit vector __ the wavevector .80) from the t) . given the initial Fourier modes (ii(x0. given by. ii is orthogonal to k and e : The Reynolds-stress tensor is given by Thus. The development of the model is now described. initial condition k(0) = KO. for the case being considered. and then for the general case. Rapid distortion o f homogeneous turbulence We recall from Section 11. The evolution of ii(rc0. The model is for the joint PDF of velocity. and J (see Eqs.

the diffusion in the generalized Langevin model vanishes.296)-(12. with In the rapid-distortion limit. Equation (12.126).298).301) can be rewritten i i ( ~ O . and they are prescribed to evolve according to Eqs.296) and (12. In accord with Eq. The evolution of the Reynolds stresses (urut) J given by the model is therefore exact for arbitrary rapid distortions of homogeneous turbulence. (12. Eq. the wavevector model and GLM have similar forms. In Eq. (12. (12.300)-(12.297): du* . and for the remainder of the section. tlhe velocity-wavevector PDF method of Van Slooten and Pope (1997) is not a direct implementation of the preceding development : it is instead an exact mathematical analogy. (12. the superscript ' indicates a particle property.I 2 PDF methods the Reynolds stresses can be determined from the solution of the ordinary differential equations for fi and 2.-u: dt 1 a(ue)(Idie .299) it denotes the complex conjugate.. (12. . Consequently. becomes Evidently. .299). J It follows from the exact analogy between Eqs. * Here. whereas PDF methods are based in physical space.302) for u*(t) and e*(t) that (given appropriate initial conditions) the Reynolds-stress tensor determined from is identical to that obtained from the Fourier the particles ( e . This description of the effect of rapid distortions is in wavenumber space. However. (12. (12. based on Eqs. (12.). In the particle implementation of the PDF method. these vectors are orthogonal. axj ere*). so that the GLM equation for u*(t).298) for t) and 2(t) and Eqs.299)). the general particle has a fluctuating velocity u*(t) and a unit vector (called the wavevector) e ' (t). (ufu?)) J coefficients (Eq.2eTe.296)-(12.

depends on e*(t). In the expression for G* the term in the mean velocity gradient represents the rapid pressure (cf. and corresponds to production. In Eq.whereas in the rapid-distortion limit. In the abse:nceof mean velocity gradients.03.303). Eq.1 and a2 = 2. A general diffusion process for e*(t)can be written def(t) = Ei dt 1 + Bijd Wj + Bij d W' IJ j9 where the Wiener process W'(t) is independent of that in the velocity equation.1 2. can depend both on u*(t) and on e*(t). while the remaining terms represent the slow pressure. The resulting coefficients (see Exercise 12.whereas.7 Extensions the coefficient Gb. W(t). Bij and B!. . (12. (12. and the coefficients Ei. in GLM.306) becomes a Langevin equation with no dependence on e*(t). (12.306).52) are where the new model constant is taken t-o be Ce = 0. the tern in the mean velocity ij' gradient is exact.The model of Van Slooten and Pope (1997) corresponds to the simplest specifications of the coefficients that is consistent with e*(t) being a unit vector orthogonal to u*(t).304)). that yields the correct behavior for rapid distortions. G mis mmodelled in terms of (uiuj). and IJ Homogeneous turbulence For the case of homogeneous turbulence (not in the rapid-distortion limit) the velocity model proposed by Van Slooten and Pope (1997) can be written with Co = 2. E. and the equation correctly reverts to Eq. all terms involving E are negligible.0. and correspond to a nonlinear return-to-isotropy model (for non-zero a2). (12. Eq.

Van Slooten et al. and found good agreement with experimental and DNS data. While the performance of the model for these flows is quite good. . 12. (-. b 3 3 .12 PDF methods Fig. wavevector. Nevertheless. Velocity-wavevector PDF model calculations of Van Slooten with ( S k l ~ = arid Pope (1997) (lines) compared with the DNS data of Rogers and Moin (1987) b12 . Fig.-. The model has been applied to a number of flows. (12. EXERCISES C ~ ~ ~ s ithe d e general r model for e'(t). (1998) extend the model to inhomogeneous flows and combine it with the turbulent frequency to obtain a model equation for the joint PDF of velocity. (symbols): ( 9 .A). so also is that of the simpler LIPM. rewritten (for simplicity) as Show that the requirement that e'(t) remain of unit length leads to . The evolution of Reynolds-stress anisot ropies in homogeneous shear flow ) ~2. and its performance can be expected to be superior for flows closer to this limit. Eq. (12. -. 12.306). b l l . the wavevector has the advantage of being exact for the rapid distortion of homogeneous turbulence.24 shows the Reynolds-stress anisotropies calculated in a homogeneous shear flow.24. 9 Van Slooten and Pope (1997) applied this model to a wide range of homogeneous turbulent flows.D). In a straightforward way. b22 .308).36. As an example. and the model for u*(t). including swirling jets (Van Slooten dnd Pope 1999). (. Eq. and the turbulence frequency.

Hence show that the constraints Eqs. i~ by Eqs. (12. obtain the results and Bii = 0. From these specifications.309)).7.313) and (12. Eq.4 Mixing and reaction PDF methods are particularly attractive for dealing with turbulent reactive flows because nonlinear chemical reactions appear in closed form in the PDF equations. (12. take Bij = 0.316) can be rewritten and that these are satisfied by the specification of Ei (Eq. show that the orthogonality of u'(t) and e'(t) leads to the constraints u'Bij + be* =0 J ? Show that the specifications of Bij and B'.311) satisfy Eqs. and then for the joint PDF 01' velocity and a set of scalars.7 Extensions the following constraints on the coefficients : Similarly. (12. Kuznetsov and Sabel'nikov (1990). (12.310) and (12.1 2. The principal ideas are presented here first for the PDF of a single scalar $(x. In the general diffusion process for e*(t). Reviews of PDF methods for reactive flows are provided by Pope (1985). t). and determine the coefficients Ei and B!i corresponding to e'(t) being an isotropic diffusion on the unit sphere. and Dopazo (1994).314) and (12. (12.315).308). 12. + .

54). the conservation equation for a reactive scalar +(x.t) is the turbulent diffusivity. t)). In many applications.12 PDF methods The composition PDF In the simplest case. important observation is that. where y is the sample-space variable. so that the source based on the mean S((4))does not provide a realistic approximation to the mean source (S(4)). As a consequence. (12. Models for the effects of molecular diffusion are called mixing models6 and are discussed 6 They are also called molecular-mixing ~ ~ o d e and l s micromixing models. A gradient-diffusion model (with the usual deficiencies) is where rT(x. which is not in closed form.4 S($(x. + X. which are.321) Dt where S is the source due to chemical reaction.t). (12. The effects of molecular diffusion. onetime Eulerian PDF of +(x. S(4) is a highly nonlinear function. The one-point.321) is + or alternatively t) = y). The fluctuating velocity field leads to the turbulent convective flux -f 4 (ul y ). t) is denoted by f4(y. 1or alternatively in terms of the conditional scalar dissipation (2rVqb V4ly). because of the relation the chemical source appears in closed form.also not in closed form. The most where (ui 1 y ) denotes (u!(x. The evolution equation for f deduced from Eq. which is a known function of 4 . especially combustion. the chemical source term results in a severe closure problem in mean-flow and second-moment closures. (see Exercise 12. appear in terms of the conditional Laplacian (r~ ~ y$ ). . t) is DO . t) I + ( X . etc.

Roekaerts (1991). e. Tsai and Fox (1996) and Colucci et al. a distributed-particle algorithm (Pope (1985). t). and Jones and Kakhi (1997).. Villermaux and Devillon (1972)) or the LMSE model (linear mean-square estimation.322)) becomes ~ f -+8 Dt ( 8xi af+ T a aw +(:c+~(Y-($))-s/Y))]+ axi ) + .327) is a closed model equation that can be solved to .56) .0 . E and rT are known from a turbulence-model calculation. (12. (1998).[ ~ Assuming that (U).3 Chen3 Dibble3 and Bilger (1990). Dopazo and O'Brien (1974)). and Razdan (1990).g.7 Extensions below. (12.g.x. the composition-PDF equation (Eq. in which there is an ensemble of particles at each node of a finite-difference grid. With the inc:orporation of these models.55). and Exercise 12. Alternatively.6 .5.generally taken to be 2.is the mechanical(see Section 5. then Eq. obtain the results . determine f+(y This equation is readily extended to a set of compositions.has also been used.12. These calculations employ a node-based particle method (Pope (1981a)). Hsu. This to-scalar timescale ratio TIT+ linear deterministic model is called the IEM model (interaction by exchange with the mean. k. EXERCISES - With being the fine-grained PDF of composition. An early and simple mixing model is where the model constant C+ . and many reactive-flow calculations have been based on it. e. Anand.similar to that described in Section 12. see Exercise 12.

323).(y. and W(t) is an isotropic Wiener fix(y.. (12.I 2 PDF methods (Hint: see Eq. (12. t). provided that the coefficients satisfy V .x.. + Integrate this equation over all y. ax. to obtain the evolution equation for the particle-position density f i ( x . . t) . Ifw at ax.t)/ .) Similar to Eq. t)I+(x. d . X*. 12.339) The PDF of t$*(t)conditional onX*(t)= x is f.3) on page 464.t) dt. Show that thejoint PDF of X* and * - af .x. (H. Differentiate Eq.t)] -ax.56 Consider a particle method in which the position X*(t) and composition +'(t) of a particle evolve by d+* = c(+*. I f .(y.330) with respect to xi to obtain By taking the mean of this equation.322).x. (12.evolves process.t) = fG. if fi is initially uniform.327)) are 12. (12. where a.x - 1 a2 =ai(x. then it will remain uniform. obtain the result where (ul y ) is an abbreviation for (u(x. y ~ ( x 2 t)l . t) = y )..55 Show that the equations for the evolution of the mean (4) and variance (+'2) obtained from the model PDF equation (Eq. a = 2 v2b. verify Eq.8) on page 703. (12. and c are coefficients. b. (12. Hence verify Eq. Show that.

Take f. the mean is conserved.25(a).7 Extensions f. and show that f. the variance decays according to (cf.t) evolves. The DNS data show that the PDF f$(y. Eq. the composition PDF equations (Eqs.327) provided that the coefficients are specified b y a@.t) = (U) +VrT.281) on page 163).(x.t) tends to a Gaussian at large times.12. (5. (12.323)) reduce to where E . t). The simplest case to consider is the decay (from a specified initial condition) of the statistically homogeneous field of a single conserved passive scalar in homogeneous isotropic turbulence.(Ic)? t) = (2rv$' V$'I$ = y).t) are those shown in Fig. for which the initial PDF is As the field $(x. and the shapes adopted by the evolving PDF f$(y. is the conditional scalar dissipation &. . A DNS study of this case is described by Eswaran and Pope (1988) for an initial condition corresponding to statistically identical blobs of fluid with $ = 0 and $ = 1.322) and (12. to be uniform. evolves by the model PDF equation Eq. The conseroed scalar PDF in isotropic turbulence The central issue in composition-PDF approaches is the modelling of the effects of molecular diffusion. (12. For this case of*a statistically homogeneous conserved scalar field. 12.

the delta functions persist and move toward each other in composition space. but with a negative diffusion coefficient. and hence non-realizable. 12. Instead. t) is a Gaussian field (see Exercise 12-57). (i. . t) is a Gaussian field implies that the conditional Laplacian is precisely that given by the IEM model. from a double-delta-function initial condition. the PDF f$(y. The evolution of the PDF f4(y.32) on page 471).e.2 ) This is a classic example of an unstable differential equation: the analytic solution to Eq.57. Except when one starts from the particular initial condition of a Gaussian. We have seen that this model has the serious deficiency of preserving the shape of the PDF. This model is directly analogous to the degenerate Langevin equation in which the diffusion coefficient is zero (Eq. the assumption that $(x. (12.I 2 PDF methods Fig. Gaussian-field models It is very informative to study three different models based on Gaussian fields. is that the conditional and unconditional scalar dissipations are equal.. The second model considered. (b) calculated from the mapping closure (Pope 1991b). (12. (12. most rapidly for the highest modes. The PDF equation (Eq. However. From a Gaussian initial condition it gives correctly a Gaussian evolution. there is no relaxation to a Gaussian.t) becomes negative. which also follows from the assumption that 4(x.345)) then reduces to which is the diffusion equation.25.326) .see Exercise 12. Eq.t) of a conserved passive scalar in isotropic tuFbulence from a double-delta-function initial condition: (a) DNS of Eswaran and Pope (1988) . 1 . First.347) (see Exercise 12. (12.9 on page 473) shows that the Fourier coefficients of the solution diverge exponentially in time.

(12. and Kraichnan 1989.O) the assumption that $(x. t): in particular that (rv2t$lV) is equal to (rv2$~) . both models correctly predict a Gaussian evolution.119) on page 63.the 'mapping' . the mapping closure (Chen.7 Extensions The assumption of a Gaussian field for $(x. However. For a Gaussian initial condition. Show that and 8$/8xi are uncorrelated and hence independent (because they are jointly normal). and do not apply in general.) The mapping closure For a non-Gaussian initial PDF f#(y. t) leads to different flawed mixing models based on the conditional Laplacian and on the conditional dissipation.t) is a Gaussian field is clearly inconsistent. Then. the quantities 6. Hence show that the conditional scalar dissipation ~ z ( ( l y ) (Eq. and let q be the sample-space variable corresponding to 0. Let 8(x) be a statistically homogeneous Gaussian field. At every time t there is a uniquely-defined non-decreasing function X(q.12. for other initial conditions. Pope 1991b.326). the two models display different kinds of unsatisfactory behavior. Gao and O'Brien 1991) provides a consistent Gaussian assumption and leads to a satisfactory model. at 8+/8xi. Chen.57 Let #(x) be a statistically homogeneous Gaussian field. EXERCISE I 12. using Eq.which is . (It is stressed that these results are specific to a Gaussian field. Show that the covariance between and rv2q5is Hence. In contrast. (12. random variables. (3. and V2$ are jointly normal every location. Eq. t) . The closure is achieved through the assumption that the statistics of the cornposition field $@.such that the surrogate $eld has the same one-point PDF as that of the composition field $(x.t).346)) is equal to the unconditional scalar dissipation E#. t) are the same as those of the (non-Gaussian) surrogate field $"x. show that the conditional Laplacian is Show that this is identical to the IEM model.

y } are the sample-space vatikbles for composition.rly there is excellent agreement with the DNS data. the number of scalars n4 can be two or three. t) and composition #(x. .. t ) . For a single 9 a particle implementation of the mapping closure is described b y Pope (1991b).y2.) The one-point.din chemically reacting turbulent 42. the gradient-diffusion model used in the composition PDF model is obviated.351) is e 1 A The terms on the left-hand side are in closed form. t) is denoted by f ( V . Thus. This assumption leads to an equation for the evolution of the mapping X ( q . where = {yl. about ten. t) = . uniform.25(b) shows the evolution of the PDF's shape predicted by the mapping closure. Yeung (1998). Since. which implicitly determines the PDF.. e. We now extend the previous considerations to the joint PDF of velocity and a set of scalars. The evolution equation for f ( V. most notably convection and reaction. and the same for each composition. For simplicity we take the scalars to evolve according to the conservation equation where the source due to reaction S is a known function of the compositions.x.I 2 PDF methlods known in terms of the mapping.g. Fig.. For the test case of a double-delta-function initial condition. and references therein. For the unclosed terms on the right-hand side. while the benefit of the reaction being in closed form is retained. the diferential diflusion of species can be important. Clea. 9 . one-time Eulerian joint PDF of velocity U(x. t) = V and #(x. the PDF given by the mapping closure tends to a Gaussian. or even on the order of 100.. t) deduced from the Navier-Stokes equations and Eq. The molecular diffusion T is taken to be constant. e . the compo- . (12. x . the expectations are conditioned on U(x. At large times.. Nilsen and Kosaly (1999). t). by assumption.. The velocity-composition PDF The thermochemical composition of the flui...4v } Depending on the flows can be described by scalars # = chemistry involved. 12. (In practice. see.

~ r ~ 1 7 ~ . and 14 2 17 ~ .26)) and the IEM model (Eq. Multiply by the appropriate sample-space variables and integrate to obtain the mean evolution equations Multiply the model joint-PDF equation by V. V 3 .Pope (1985) and Fox (1996)). The simplest mixing model is again IEM cf. ~ q (12.6 allows this equation to be solved.1 -4. Saxena and Pope (1998) describe calculations of a (statistically stationary and axisymmetric) methane-air jet flame based on the joint PDF of velocity. turbulence frequency. . EXERCISE Write down the velocity-composition joint-PDF equation (Eq.r)compositions. i. even though the joint PDF is a function of many independent variables.~.e. The particle method described in Section 12. Hence the first term on the right-hand side can be modelled. U.yp and integrate to obtain . Several other models containing a dependence on V have been proposed (egg.which is incorrect (Pope 1998b). (12. their values have no effect on p. According to this model. v. . f u(o+( V l . V 2 . independent of ..326).352)).7 Extensions sitions are passive. by the generalized Langevin model. the conditional Laplacian is independent of V .. and p'. turbulence frequency. For example. This approach is readily extended to the joint PDF of velocity. with the generalized Langevin model (see Eq. 12.353)) substituted for the two unclosed terms on the right-hand side.. (12.12. and composition to produce a simple closed model PDF equation for turbulent reactive flows.

For a set of conserved scalars with equal diffusivities the following should hold.I 2 PDF methods Hence obtain the model scalar flux equation Mixing models Blecause of the deficiencies of IEM and other simple models. (A stronger condition is that it causes the eigenvalues of the covariance matrix ( 4 a 4 ) to decrease. and others from experimental and DNS data.55) on page 21) is that the convex region in the sample space occupied by the scalars decreases with time.) (iii) A generalization of the boundedness condition (Eq. and (viii) the influence of reaction on mixing. (ii) Mixing causes the variances ( 4a)4 (a)) to decrease with time. t) tends to a joint normal (Juneja and Pope 1996). Then. there have been many attempts to develop better mixing models (most of which are reviewed by Dopazo (1994)). C(t2) is contained within C(tl). (i) The means ( 4 ) are not directly affected by mixing. (2. an ideal mixing model would accurately account for (vi) differential diffusion (vii) the influence of the lengthscales of the scalar fields. In more general circumstances. there is no model that is satisfactory in all respects. so that the PDF is zero for all compositions outside C(t). Although improvements have been made. Let C(t) denote the smallest convex region in the sample space occupied by the compositions at time t. Some of the behaviors and properties of an ideal mixing model can be deduced from the conservation equations. (iv) An ideal mixing model satisfies the invariance properties of linearity and independence implied by the conservation equation for (Pope * (v) For statistically homogeneous scalar fields in homogeneous turbulence. the joint PDF f&(@. . for t2 > tl.

but it should be appreciated that all of the other models are readily extended also to include compositions. The particle implementation of PDF methods allows the use of models based on particle interactions (Curl 1963. but then the boundedness condition (iii) would be violated. Diflerent levels of P D F models Model Composition PDF Velocity PDF Velocity-frequency PDF Veloci ty-frequency PDF with elliptic relaxation Veloci ty-frequencywavevector PDF PDF Additional fields required for closure As previously noted.2 shows some of the PDF models introduced in this chapter. in opposition to (v). These models readily satisfy the general boundedness condition (iii).8 Discussion Table 12. These PDF models are discussed in this section with respect to the criteria for appraising models described in Chapter 8. Subramaniam and Pope 1998). This deficiency could be remedied by adding a diffusion term . Kolbe. 12. the IEM model preserves the shape of the PDF. so that ( ) is modelled by a Langevin equation. Janicka.2.8 Discussion Table 12. In this discussion it is natural to compare PDF methods with Reynolds-stress closures.. Pope 1985. Valifio and Dopazo (1991) and Fox (1992. For simplicity. and Kollmann 1977. Fox (1997) has developed a model that incorporates spectral information about the scalar field. and provide a relaxation of the PDF's shape.1994)) but the general case remains problematic. a diffusion process that satisfies boundedness can be constructed (e. compositions are shown only in the first of these models. For simple bounds. . A satisfactory. tractable extension of the closure of mapping for the general case has also proved elusive.g. To address (vii).12.

this is much more information than is contained in the means and covariances. for (uiujuk) and ( ~ ~ 4 ' ) ) are avoided. therefore. Completeness All the PDF models considered are complete. Hsu et al. one-time. PDF methods are here at a disadvantage. in general. the number of particles may be more by a factor of 100 than the number of cells in a typical finitevolume calculation. However. Just as in all one-point statistical models. (ii) with the inclusion of composition. in marked contrast to the closure problem encountered in moment closures .g. Specifically. Not surprisingly. thereby removing the free-stream boundary-condition problem encountered in the k-w'model. For some flows (e. the CPU time requirement s of particle methods are larger . the reaction is in closed form. the computational cost of PDF methods is modest. For example. turbulent convection is in closed form and so gradient-diffusion models (e. in PDF methods scales . (iii) in the wavevector model..both in terms of algorithms and in terms of availability of codes . In a typical particle-method calculation.6 are less well developed . and (iv) from the distribution of the turbulence frequency. In general. f use Cost and ease o Compared with Reynolds-stress models. a? (i) in PDF models that include velocity. statistical descriptions of the flow quantities considlered. the pressure-rate-of-strain tensor is treated exactly in the rapid-distortion limit (for homogeneous turbulence).I 2 PDF methods Level o f description The various joint PDFs provide complete one-point. the conditional mean turbulence frequency R can be obtained and used in the modelling.g homogeneous turbulence) this higher level of description may provide little benefit over second-moment closures. and in providing more information that can be used in the construction of closure models. the fuller description is beneficial in allowing more processes to be treated exactly.than the finite-volume methods generally used for k-E and Reynolds-stress calculations. The particle methods described in Section 12.but not by a factor of 100. (1990) quote a factor of five in comparing a composition PDF calculation with a k--E calculation. however. Compared with LES.

The range o f applicability Like k-E and Reynolds-stress m-odels.12. . and consequently (for these flows) the accuracies of the two methods are comparable. and the wavevector model has theoretical advantages for flows approaching rapid distortions. PDF methods can be applied to any turbulent flow (within the class considered in this book). the gains in accuracy achieved by PDF methods in treating various flows are difficult to assess.e equivalent to any realizable Reynolds-stress closure. However. in the absence of a comparative study of Reynolds-stress and PDF-model calculations.8 Discussion much below the integral scale do not need to be resolved. For inhomogeneous flows. velocity-PDF methods have the theoretical advantage that turbulent convective transport is in closed form. and statistical symmetries can be exploited to reduce the dimensionality of the problem. PDF methods have found most application in reactive flows because nonlinear chemical can be treated without closure approximations • Accuracy PDF methods for treating homogeneous turbulence can be constructed to b.

LES lies between Reynolds-stress models and DNS. which involves unsteady separation and vortex shedding. the influence of the smaller scales (which have. CCQ . t) and a residual (or subgrid-scale. (i) A filtering operation is defined to decompose the velocity U(x. Nearly all of the computational effort in DNS is expended on the smallest. The filtered velocity field U(x. Thus.which is three-dimensional and time-dependent . dissipative motions (see Fig 9. the vast computational cost of explicitly representing the small-scale motions . and it increases as the cube of the Reynolds number.1 Introduction In large-eddy simulation (LES).4 on page 351). compared with DNS. the dynamics of the larger-scale motions (which are affected by the flow geometry and are not universal) are computed explicitly. As discussed in Chapter 9. t) . t).such as the flow over bluff bodies. Because the large-scale unsteady motions are represented explicitly. There are four conceptual steps in LES. In LES.Large-eddy simulation 1 3. LES can be expected to be more accurate and reliable than Reynolds-stress models for flows in which large-scale unsteadiness is significant . so that DNS is inapplicable to high-Reynolds-number flows. SGS) component J(x. is avoided.represents the motion of the large eddies. to some extent. the computational cost of DNS is high. t) into the sum of a filtered (or resolved) component U(x. whereas the effects of the smallerscale motions are modelled. and it is motivated by the limitations of each of these approaches. whereas the energy and anisotropy are contained predominantly in the larger scales of motion. the larger three-dimensional unsteady turbulent motions are directly represented. a universal character) being represented by simple models. In computational expense.

1 3 Large-eddy simulation

Table 13.1. Resolution i n DNS and i n some variants of LES

Direct numerical simulation
Large-eddy simulation with nea r-wall resolution
Larbge-eddy simulation with near- wall modelling




Very-large-eddy simulation


Turbulent motions of all scales are fully resolved The filter and grid are sufficiently fine to resolve 80% of the energy everywhere The filter and grid are sufficiently fine to resolve 80% of the energy remote from the wall, but not in the near-wall region The filter and grid are too coarse to resolve 80% of the energy

(ii) isotropic turbulence using a finite-difference method (in physical
(iii) a free shear flow using a uniform rectangular grid, (iv) fully developed turbulent channel flow using a non-uniform rectangular grid, (v) an atmospheric boundary layer using a rectangular grid, (vi) the flow over a bluff body using a structured grid, and (vi:i) flow in a complex geometry using an unstructured grid.

There are important distinctions among variants of LES, which are summarized in Table 13.1. Considering, first, the flow remote from walls, we make a distinction between LES and VLES (very-large-eddy simulation). In LES, the filtered velocity field accounts for the bulk (say 80%) of the turbulent kinetic energy everywhere in the flow field. In VLES the grid and filter are too large to resolve the energy-containing motions, and instead a substantial fraction of the energy resides in the residual motions. Although VLES can be performed on coarser grids, and therefore is less expensive, the simulation is more strongly dependent on the modelling of the residual motions. In practice, the fraction of energy resolved is seldom estimated, so that it is not always clear whether a particular simulation is LES or VLES. For wall-bounded flows, the same distinction between LES and VLES aPplies with respect to the flow remote from the wall; and a further distinction depends on the treatment of the near-wall motions. For smooth walls, the near-wall motions scale with the viscous lengthscale 6, (which decreases with the Reynolds number compared with the flow scale 6). If the filter and grid are chosen so that the bulk (say 80%) of the energy in these motions is

13.2 Filtering

resolved, then the result is a large-eddy simulation with near-wall resolution , LES-NWR. This requires a very fine grid near the wall, and the computational cost increases as a power of the Reynolds number (Section 13.4.5) so that, like DNS, LES-NWR is infeasible for high-Reynolds-number flows. The alternative is large-eddy simulation with near-wall modelling, LESNWM, in whi.ch the filter and grid are too coarse to resolve the near-wall motions, so that their influence is modelled (either explicitly or implicitly). Meteorological applications of LES are either LES-NWM or VLES.

An outline o f the chapter

In the next two sections, the LES formulation is developed by examining the filtering operation and its application to the Navier-Stokes equations. For LES performed in physical space, the basic residual-stress model is the eddy-viscosity model proposed by Smagorinsky (1963), which is described and examined in Section 13.4. Further residual-stress models are described in Section 13.,6, following a consideration of LES in wavenumber space (Section 13.5). The chapter concludes with an appraisal of LES and its variants.

1 3.2 Filtering In DNS, the velocity field U(x, t) has to be resolved on lengthscales down to filtering operation is performed the Kolmogorov scale q-. In LES, a low-pass so that the resulting filtered velocity field U(x, t) can be adequately resolved on a relatively coarse grid. Specihcally, the required grid spacing h 1s proportional to the specified filter width . In the ideal case the filter width is somewhat smaller than eEI - the size of the smallest energy-containing motions (see Fig. 6.2 on page 188). For then the grid spacing is as large as possible, subject to the condition that the energy-containing motions are resolved.
13.2.1 The general definition The general filtering operation (introduced by Leonard (1974)) is defined by
U(x, t) = J G(r, x) U(x - r, t) dr, where integration is over the entire flow domain, and the specified filter function G satisfies the normalization condition

1 3 Large-eddy simulation

In the simplest case, the filter function is homogeneous, i.e., independent of The residual field is defined by ut(x,t) = U(X,t) - U(X,t),
so that the velocity field has the decomposition

U(x, t) = U(x, t)

+ ut(x,t).

This appears analogous to the Reynolds decomposition. Important differences, however, are that U(x, t) is a random field, and that (in general) the filtered residual is not zero:



Show from Eq. (13.1) that the operations of filtering and differentiating with respect to time commute, is.,

Show that the operations of filtering and taking the mean commute,

Differentiate Eq. (13.1) with respect to


to obtain the result

showing that the operations of filtering and differentiation with respect to position do not commute in general, but do so for homogeneous filters.

13.2.2 Filtering in one dimension

The properties of the various filters are most simply examined in one dimension. We consider, therefore, a random scalar function U(x) defined for all x (-CCI < x < m). The extension to the three-dimensional vector case is straightforward; and, with this in mind, we refer to U(x) as the 'velocity field.' With G(r) being a homogeneous filter, the filtered velocity field is given



Table 13.2. Filter functions and transfer functions for one-dimensional filters: the box filter func tion has the same second moment as the Gaussian ( 12 A 2 ) the other filters have the same value of the transfer function at the characteristic wavenumber K, = x/A, i.e., G(K,) = exp(-x2/24)


Filter function

1 ransrer



Sharp spectral




(- 71iy




by the convolution

U(x) =


G(r)U(x - r) dr.

The most commonly used filters (which are defined in Table 13.2 and shown in Fig. 13.1) are the box filter, the Gaussian filter; and the sharp spectral filter. With the box filter, ~ ( xis) simply the average of U(x') in the interval x - A < ,x' < x + A The Gaussian filter function is the Gaussian distribution with mean zero and variance a2 = A This value of a2 was 12 chosen by Leonard (1974) so as to match the second moments J" -m r2G(r)dr of the Gaussian and box filters. (The other filters defined in Table 13.2 are discussed below.) Figure 13.2 shows a sample velocity field U(x) and the corresponding filtered field V(x) obtained using the Gaussian filter with A w 0.35. It is evident that V ( x ) follows the general- trends of U(x), but that the short lengthscale fluctuations have been removed. These appear in the residual
- -

13.2 Filtering

Fig. 13.3. Filter transfer functions G(K): box filter, dashed line; Gaussian filter, solid line; sharp spectral filter, dot-dashed line.

field ut(x) which is also shown in Fig. 13.2. As previously noted, the filtered residual is non-zero - as may be observed.

13.2.3 Spectral representation The effects of the filter are most clearly revealed in wavenumber space. Suppose that U(x) has a Fourier transform

Then the Fourier transform of the filtered velocity is

where the transfer-function G(K) is 2n times the Fourier transfer of the filter:


This result follows directly from the filtering equation (Eq. (13.9)) and the convolution theorem (Eq. (D.15) on page 681). The transfer functions for the various filters are given in Table 13.2 and

13 Large-eddy simulation

are shown in Fig. 13.3. Since the filter functions G(r) considered are real and even, so also are the transfer functions. At the origin the transfer functions are unity, because the normalization condition is

The significance of the sharp spectral filter is now apparent: it annihilates all Fourier modes of wavenumber llcl greater than the cutoff wavenumber

whereas it has no effect on lower wavenumber modes. However, although it is sharp in wavenumber space, the sharp spectral filter is decidedly nonlocal in physical space. The converse is true for the box filter. Of the filters considered, only the Gaussian is reasonably compact both in physical space and in wavenumber space. (The Cauchy and Pao filters defined in Table 13.2 are not used in practice, but they have a theoretical significance that is revealed in Section 13.4. Their transfer functions and filter functions are compared with those of the Gaussian in Figs. 13.8 and 13.9, below.)

Let U(x) have the Fourier transform fi(lc) (Eq. (13.0)), so that U(x) has the Fourier transform U(K) = G(Ic)~~(I (Eq. c ) (13.11)). Show that the Fourier transform of the residual u'(x) is


that the Fourier transform of the filtered residual u' is


and that the Fourier transform of the doubly filtered field U(x) is


Show that both Eq. (13.4) and the above equations lead to the result

For the sharp spectral filter, show that

13.2 Filtering

Hencle obtain the results (for the sharp spectral filter)

More generally, show that the filtered residual is zero (Eq. (13.21)) if, and only if, the filtering operation is a projection, i.e., it yields Eq. (13.20). Let ( ) denote the operation of applying the Gaussian filter of width

and let G(K;A) denote the corresponding transfer function, i.e.,

Obtain the result


Hence show that

Show that the second moment of the filter function is

Hence verify that the second moments of the box and Gaussian filters are A2/12. .Comment on the implications for the sharp spectral and Cauchy filters. A set of N basis functions cpn(x), n = 1,2, . . . ,N, is defined on the interval 0 5 x 5 C. Given the velocity U(x), the filtered velocity U(x) is defined as the least-square projection of U(x) onto the basis functions. That is, U(x) is given by

13 Large-eddy simulation

where the basis-function coefficients a, are determined by the condition that they minimize the mean-square residual

By substituting Eq. (13.28) into Eq. (13.29) and differentiating with respect to a,, show that the coefficients satisfy the matrix equation


Show that the matrix B is symmetric positive definite. Show that U(x) can be expressed as the result of a filtering operation G(r, x) U(x - r) dr, where the filter is G(r, X ) =

C C B;

;;,lcpn(x)cpm(x - r),

mn denotes the m-n element of the inverse of the matrix B. and B-' Argue, both from Eq. (13.33) and from the equation for dx/aam,that the filtered residual ti(x) is zero.

13.2.4 The filtered energy spectrum In order to examine the important issue of the effect of filtering on the spectrum, we now take U(x) to be statistically + homogeneous and consider the fluctuating field u(x) r U(x) - (U). We can think of u(x) as a component of the velocity u(x) along a line in statistically homogeneous turbulence, e.g., U(X) = ul(elx).The autocovariance is

Fig. 13.4. Attenuation factors ~ ( I C : box ) ~ filter, dashed line; Gaussian filter, solid line; sharp spectral filter, dot-dashed line.

and, consistent with the notation in Chapter 6, the spectrum E as twice its P'ourier transform:

I (K)

is defined

It follows that the filtered fluctuation ~

( x is ) also statistically stationary; and,

as shown in Exercise 13.7, its spectrum is

Tht attenuation factors G ( K ) ~ for the various filters are shown in Fig. 13.4. Clearly, the box filter is not very effective at attenuating high wavenumber modes. To illustrate the effect of filtering on a turbulence spectrum, Fig. 13.5 shows the one-dimensional spectrum E ( K) obtained from the model spectrum (Eq. (6.246)) at Reynolds number Ri = 500, and the corresponding filtered spectrum E l l ( ) This is obtained from Eq. (13.37) by using the Gaussian 6 ~ where ~ L~ I 1is , the integral length scale filter with A = f E r= 1
R(r) dr.


-2 ) With this specification of A, the energy in the filtered velocity field S(u

I 3 Large-eddy simulation

Fig. 13.5. The one-dimensional spectrum E l l ( ~(solid ) line) obtained for the model
spectrum at R1= 500; and the filtered spectrum Ell(rc) (dashed line) obtained using the Gaussian filter with A = ~11.


is 92% of the total energy l(u2). 2 (Note that this result is based on oned-imensional filtering and on the one-dimensional spectrum. In the more relevant three-dimensional case, with the corresponding three-dimensional filter of width A = tEIapproximately 80% of the energy is resolved, see Exercise 13.10.)

Show that the autocovariance of the filtered fluctuation is

Show that the spectrum of E(x) can be written

R(r + z





dy dz dr.

1 3.2 Filtering

For fixed y and z show

and hence obtain the result

13.2.5 The resolution o f filtered fields

Consider the statistically homogeneous field u(x) in the interval O < x < C, and let the filtered field E(x) be represented discretely by its values at the N nodes of a uniform grid of spacing h = N What grid spacing h is required (or equivalently how many nodes are required) to resolve ~ ( x adequately? ) This is, of course, an important question because the cost of a LES calculation increases (at least linearly) with the number of nodes. The answer depends both on the choice of filter and on the information to be extracted from ~ ( x ) . To address the issues of filtering and resolution, we suppose u(x) to be . periodic (with period C) and consider the Fourier series of u(x) and ~ ( x )The Fourier series for u(x) is written in the form of a n inverse discrete Fourier transform (see Eq. (F.6) on page 693)
I N max 7

where c, is the Fourier coefficient corresponding to the nth wavenumber

determines the maximum resolved wavenumber, The even integer Nmax
Kmax - K ~ m a x / 2P

which is chosen to be sufficiently large to resolve u(x). (As discussed in Chapter 9, isotropic turbulence is adequately resolved with K m a 2 1.5.) The discrete Fourier transform (see Appendix F) provides a one-to-one mapping between these Fourier coefficients and the values of u(x) on a uniform grid with Nmax nodes, i.e., u(nhma,), n = 0, 1,. . - ,N m a x - 1, where





Thus hmaxis the largest grid spacing that can resolve u(x).

1 3 Largeleddy simulation

The Fourier series of the filtered field ~ ( xcan ) be written

where the coefficients En are those of u(x) attenuated by the transfer function of the filter:

see Eq. (13.11). The sharp spectral .filter We consider first the sharp spectral filter with cutoff wavenumber For simplicity we suppose that K, is chosen so that

< K,,,.

is an even integer. Then the coefficients T, produced by the sharp spectral filter with G(K) = H(K,- I K I ) are

for In1 < ;N, for In1 2 A 2N . Thus the Fourier series for E(x) (Eq. (13.47)) can be re-expressed as

Correspondingly, without loss of information, the discrete Fourier transform ) be represented in physical space on a grid of spacing allows ~ ( x to

It is for this reason that the characteristic filter width is defined as A n/u,. To summarize: the filtered field given by the sharp spectral filter can be represented exactly by N = K , C / ~ Fourier modes, or equivalently by the N values a(nh), n = 0, 1,.. . ,N - 1, on a grid of spacing h = A = n : / ~ , . More Fourier modes, or more grid points, provide no further information.


13.2 Filtering

The Gaussian .filter We turn our attention now to the Gaussian filter, for which the transfer function G(K) j.s strictly positive for all K. As a consequence, the Fourier series for u(x) and ~ ( x(Eq. ) (13.47)) contain the same information: given the of ~ ( x )those , of u(x) can be recovered as ~ o u r i e coefficients r

This is a well-conditioned operation. On the other hand, if ~ ( xis ) represented in physical space by the N,, values of u(nh,,,), n = 0,1,. .. ,Nmax - 1, then the process of recovering ~(nh,,,) (or c ) is poorly conditioned. In LES, t.he objective of filtering is to allow the filtered field E(x) to be adequately resolved with fewer modes or nodes than are required to resolve the issues involved, we consider the modified series u(x). To exammine

for some even N ( N I N,,,), and the corresponding representation in physical space on a grid of spacing h = C/N. The wavenumber K, of the highest resolved mode is

The appropriate coefficients Z, to consider depend on whether E(x) is ) known in known in wavenumber space or in physical space. If ~ ( x is wavenumber space, the best approximation is obtained with Z, = c, for In1 < L 2 N and = 0 (to ensure that O(x) is real). Then the spectrum of fi(x), E l ( ) is identical to that of ~ ( x )E , l l ( u ) ,for K < u, and is zero at higher wavenumbers. h/A = K,/K,. For the model spectrum, The resolution is characterized by Fig. 13.6 shows the spectrum K ~ E ~ ~ ( of K ) the filtered velocity derivative d ~ ( x ) / d xResolving . up to wavenumber K, means neglecting all contributions with u > u . As shown in Exercise 13.8, the resolutions K,/K, = h/A = and 1 lead to the neglect of 2% and 28%, respectively, of the contributions to ((d~ildx)').Hence h = A is deemed to yield good resolution, whereas h = A yields poor resolution. If, on the other hand, ~ ( x is ) known on the grid in physical space, then the coefficients Z . , can be obtained from the discrete Fourier transform of ii(nh) = E(nh) for n = 0, I,..., N - 1. In this case, Fourier modes in ~ ( x at ) - by the grid ( I K I > - K,) are aliased to higher wavenumbers than are resolved resolved wavenumbers (see Appendix F). For the model spectrum, Fig. 13.6

K ~ E ~ ~ ( K (dotted .1 3 Large-eddy siimulation Fig. Clearly.2 and I.) line). for h/A = 1. If the LES equations are solved in physical space.) - 1 shows the aliased spectra Bll(rc) (multiplied by rc2) for two choices of N corresponding to h/A = rc. and the accuracy of the approximation depends on the resolution. rc 2 E l l ( ) . The spectrum of dli(x)/dx. the aliased spectrum El (rc) is a poor approximation to E 1 (rc). Fig. It may clearly be seen that the error in the approximation is greatest at high wavenumber. for the model .9). and the spectra ( K ) (Eq.whereas that of Dhii(x)is (see Exercise 13. 13. aliased spectra K ~ & ~ ( K ) for h/A = and 1 (dashed lines). 13. then spatial derivatives have to be approximated.57)) of the finitedifference approximation to dil/dx (Eq. .56)) for h/A = 3 and 1 (solid lines). and that it d ~ ~ r e a sas e s/ A decreases.6. A quantitative indicator - . he spectra are scaled so that K ~ E ~ ~ ( integrates K ) to unity. (13.6 shows the spectrum of de(x)/dx. (13. An indication of the errors involved is obtained by studying the approximation of the derivative d ~ ( x ) / d x by the simple finite-difference formula The spectrum of dti(x)/dx is rc2Ell(rc).spectrum (R2= 500) and the Gaussian filter.and its approximation by f i h ( r c ) for h/A = 2 and h/A = 1. For the model spectrum./rc.

G(r . the values of this ratio are 0.2 Filtering of the accuracy is the variance of Dhfi(x)relative to that of dti(x)/dx (which is the ratio of the integrals of the spectra). this fraction is 0. Hence show that the Fourier transform of Dhn(x)(Eq. for the Gaussian filter.56)) is and verify Eq.57). and 4. (13. Z.say from h/A = 1 to h/A = 7 . Hence show that.since the time step and number of nodes in each direction scale as h . In an LES calculation of a turbulent flow with a fixed filter width A.240) on page 231.98 and 0. Show that.ncreases the cost by a factor of 16.6 Filtering in three dimensions For the general case. -4 the computational cost is roughly proportional to ( A ) . Show that the Fourier transform of B(x Lh) 2 is + . (13.60. 0. x) . (6. show that the fraction of [dii(x)/dxI2 resolved is where P is the incomplete gamma function.2. Good resolution therefore comes at a high price : doubling the resolution . respectively.F{ii(x + $ h)} = eiKh/2~{fi(x)}. EXERCIISES Suppose that u(x) has the Kolmogorov spectrum Ell@) given by Eq. for Kc / ~ = r h/A = $ and 1.86.1) in terms of the filter function G(r. (13. t) is defined by Eq. respectively. The filter may be uniform ( i .. the filtered . the spectrum of dti(x)/dx is K ~ E ~ ~ (= K C1& ) K - 2/3 1/3 exp If u(x) is represented by its Fourier coefficients up to wavenumber K.i. 13.96. x). and 0.*elacity-field U(x. For h/A = 1.72.

~ asayl JOJ ~ [ ~ J P M J O ~% J~ F E J $ y%no~yl S h e 3 uorsuamrp au0 U ! paurelqo a -3ads ~ J E ayl ~ S PUE : Z ~ / ~ V L ! ~a ~ u e p ~~ ~U o3 O E J~Z ueam ~$IM ~ELUJOUlurolf a '~JOJ'U~ aurnIoA e samo3aq Jaqy xoq ay.'x le pa~alua3 a ayl JOJ 'sr q e y .L as~ally ~BUO ale~aua% 01 pasn aq ue3 uolsuam p auo u pa3npo~lurs ~ a q y ayl jo 1 1 ~ a3~do~losr aq u~ kx.u JO (IAI = 1 y8no~yl d~uo A uo spuadap (x '43 '*aar) 3ydoqosl aq Lem $1'm~o~run-uou aq Lam JO (x uo puadap lou saop . ~ syyl JOJ l ~ o d d n s Ie3paJoayl amos a p r ~ o ~ d (£661) 1C11g pue ' n e a ~ a u a '~ a a a a l C I ~euorl~odo Buraq ~ d ~ 1 ~ e ~ a EV u a PUB 8 'Z v ' I v S Y ~ P I MJ ~ ~ I 3gspal3e~ay3 TJ ay$ y p 'pasn ~ SF ~ a q y 3ydo~~osrue ue ' u a y ~*suorl~a~rp a~eurp~oo a3 a~yl ayl UF E y pue 'zy y s8ur3~dspv% y l r ~ 'pp8 ~ e p B u e l 3 a3rdo~losrue ~ m~ojrune uo paqos aq Lem suorlenba say ayl 'SMOIJ snoauaBomoyuy amos JOA a -yBry ur ' a 1 alempsa 0) (01*~1 asplaxa aas) pasn aq ue3 uopqaJ S ~ L .3 39.sr (1'x)n a .

5.)/k = 0.1) if K . but to filter only in x-z planes (see Exercise 13-13).2 Filtering In LES-NWR for wall-bounded flows.g. the grid spacing is taken to be finer close to the wall. Show that 80% of the energy is resolved ( e (k.13. so that the near-wall structures can be resolved (see.10 Consider high-Reynolds-number homogeneous isotropic turbulence and an isotropic filter of width A and characteristic wavenumber Kc = A The kinetic energy of the residual motions is For the sharp spectral filter with cutoff K. To avoid these difficulties. Lund. EXERCISES 13. is given by . is chosen by Using the relations eEI = LLl1 6 and LI1 = 0. Piomelli (1993)). in the inertial subrange. For non-uniform filters. These authors also address the issues of filtering near boundaries. and the discrete implementation of the filtering operation. This leads to a non-uniform filter (if the filter width is taken to be proportional to the grid spacing).43L from Section 6. show that the corresponding filter width is Perform the same analysis for the Gaussian filter to obtain where I. and Moin (1998). the operations of filtering and spatial differentiation do not commute (see Exercise 3 ) an issue which is discussed further by Ghosal and Main (1995) and Vasilyev.. in LES of channel flow the usual practice is to have a non-uniform grid in the wall-normal (y) direction. use the Kolmogorov spectrum to obtain the estimate for the fraction of the energy in the residual motions ? where the lengthscale is L = k 3/2 /E. e.

Show that the corresponding 3 is used. a factor of (54/38)3 = 2. if 90% of the energy is to be resolved. - . Argue that./a~. Show that. then a factor of more modes is required than would be needed if only 80% of the energy were to be resolved. A sharp spectral filter with cutoff wavenumber rc. in the inertial subrange. and the filtered rate-of-strain tensor1 Note that gij (with a long overbar) is based on U9 whereas Sij (with a short overbar) is based on { U } . is used in the 1-2 plane.2. the filter annihilates modes with rc: rc: 2 rc. but no filtering is performed in the 3 direction. t) we can form the filtered velocity gradients au.9 more nodes is required than would be required if the sharp spectral filter were used (with rc. = 2rc./rc). / ~ ) ~ . factor is 23 if the better resolution rc.12 Consider the LES of high-Reynolds-number isotropic turbulence using a pseudo-spectral method and the sharp spectral filter with cutoff wavenumber rc. (h = id) 13. are resolved. Show that the energy-spectrum function E(rc) of the filtered field is + Show that the attenuation factor has the high-wavenumber asymptote l2( r c . for the Gaussian filter and for Kr = Kc (corresponding to poor spatial resolution).7 The filtered rate o f strain l+xn the filtered velocity field n ( x . 13.. chosen to resolve 80% of the energy in each case).13 Consider isotropic turbulence with energy-spectrum function E (rc). = K. if filtering is performed in one direction only. the corresponding asymptote is (rc. = n/A given by Consider solving the LES equations by a pseudo-spectral method in which wavenumbers with 1 x 1 < K. 13.13 Large-eddy simulation and show that 80% of the energy is resolved for rc.Show that. That is.

(Values of af are deduced in Exercise 13. the characteristic filtered rate of strain is defined by ~ 0 t of h these quantities are prominent in the SGS models described below. of S scales as A -2/3 (for A in the inertial subrange). and it is instructive to examine their dependences on the type of filter and filter width.s. but is independent of A.14. on this basis. the integral in Eq. the final expression follows from Eq.62). whereas the factor G ( K ) ~ attenuates it beyond the cutoff wavenumber K. (13.) This type of analysis originated . the contributions to ( S ) are predominantly from wavenumbers around K. We consider high-Reynolds-number isotropic turbulence so that there is an inertial subrange in which the energy-spectrum function E(K) adopts the Kolmogorov form CE 2/3rc-5/3 (Eq.. This leads to the estimate A where the constant af is defined by and depends on the filter type. is in the inertial subrange. If the cutoff wavenumber rc.75) can be well approximated by substituting the Kolmogorov spectrum for E(rc). The most important deduction is that the r. (13.with Lilly (1967).m. .I 3 2 Filtering and.239)). (6. The mean-square of S is detemined by the spectrum E(K)and the filter transfer function G(K) by The second line is the standard relationship between the mean-square rate of strain of an isotropic velocity field and its spectrum E(rc) .. Conse-2 quently. The factor of rc2 weights the integral toward high wavenumbers.

Show that for the Cauchy filter 13.249) and Exercise 6.33 on page 237). and for the Cauchy filter (see Table 13. (13. the constant af defined by Eq.75) leads to (for C = 1. Show that.75) leads to (- n2/3 24 ( K A ) ~ ~ ~ ) ? (for C = 1.2). (13.5). with the Pao spectrum and the Pao filter G(K) = exp Eq. (6.14 Show that. .16 Show that.5). for the Pao filter.15 Consider as a model for the high-wavenumber spectrum (see Eq. (13. show that Eq.77) is and that for the Gaussian filter it is 13. for the sharp spectral filter. -- 13.. For this spectrum.I 3 Large-eddy simulation E X E R C I S E S .

the stress tensors are -PTR energy is l i and -p(uiuj)+) The residual kinetic and the anisotropic residual-stress tensor is defined by r -= r R rij . I The difference is the residual-stress tensor defined by which is analogous to the Reynolds-stress tensor (Strictly.3.. t) are obtained by applying the filtering operation to the Navier-Stokes equations. w e consider spatially uniform filters. .3 Fiitered conservation equations 1 3. t) is the filtered pressure field. 13. so that filtering and differentiation The filtered continuity equation is from which we obtain Thus both the filtered field U and the residual field u ' are solenoidal.U j is different than the product of the filtered velocities giVB. zkr6. This equation differs from the Navier-S tokes equations because the filtered product U.1 Conservation o f momentum The filtered momentum equation (written in conservative form) is simply at I ax.1 3. where P(x.3 Filtered conservation equations The conservation equations governing the filtered velocity field U(x. lJ 3 The isotropic residual stress is included in the modified filtered pressure ..

t). G 2 0. which (via Eqs. Use the Kolmogorov spectrum to obtain the estimate for the mean residual kinetic energy E (rc) drc 13. Closure is achieved by modelling the residual (or SGS) stress tensor z!. 3. The fields involved .3. (13. The filtered velocity field depends on the type of filter and the filter width A.they appear only indirectly through the model for zT. t).87) and (13. and zR IJ are positive semi-definite.2 1. Also the stress tensor to be modelled depends on the specification of the type and width of the filter.95)) are unclosed. and unsteady. the filtered equations are quite different than the Reynolds equations.87) and (13. t). t) .93)) is decomposed . p(x. is it guaranteed that k.95) can be solved to determine U(x. the divergence of the momentum equation yields a Poisson equation for the modified pressure p.(x. t) being given by a residual-stress model. Like the Reynolds equations for (U). however. the filtered momentum equation ( ~ q(1 . 1 1 EXERCISE - 13. t) and P(x.(x. only for positive filters.are random. even if the flow is statistically stationary or homogeneous. three-dimensional.11 this is the topic of Sections 13.1 3 Large-eddy simulation With these definitions.U(x.(x. (In fact. (13. and zf 1 1 . the filtered equations for U (Eqs.4 and • In several important respects.90) and (13.2 Decomposition o f the residual stress The closure problem in LES arises from the nonlinear convective term in the Navier-Stokes equtions. t).17 Consider high-Reynolds-number homogeneous turbulence with the sharp spectral filter in the inertial subrange. (13. Eqs. yet these quantities do not appear directly in the equations . see Exercise 13.9 1)) can be rewritten where the substantial derivative based on the filtered velocity is AS usual.) With zf IJ .

a preferred Galilean-invariant decomposition is that proposed by Germano (1986): where the Leonard stresses are the cross stresses are and the SGS Reynolds stresses are The significance of these stresses is discussed in Section 13. since two of these component stresses are not Galileaninvariant (Speziale (1985). show that (as originally proposed by Leonard (1974)) the residual stress tensor can be decomposed as - .. Leonard (1974) introduced a deof .19). such as the least-square projection (Exercise 13.6).18.zR ij into three component stresses.2. a preferable decomposition is with This is preferable because each component stress is a filtered quantity and hence can be represented exactly in terms of the resolved modes. as described in Exercise 13.. This decomposition is also preferable (for the same reason) for other projections. Exercise 13. the Fourier modes with wavenumber 1 x 1 < rc.e. However. EXERCISES From the decomposition U = U + d.5. i. With the sharp spectral filter.other decompositions can be considered.

although the same names are used. show that Rij is Galilean invariant whereas (in general) Cij is not. the Jiltered density function (Pope 1990) is defined by Obtain the results . For the other stresses in Eq..105).100)-(13. Show that the Leonard stresses. (13.19 In order to consider the Galilean invariance of the various stresses in the original Leonard decomposition. and also iI showing that (in general) the Leonard stresses are not Galileaninvariant. x ) satisfying the normalization condition Eq. then Germano's decomposition (Eqs. (13. For a general filter G(r. (13.20 Verify the validity of Germano's decomposition.108)).102) are Galilean invariant.99)(13. 13.100)-( 13. cross stresses and SGS Reynolds stresses defined by Eqs. if the filter is a projection.102)) is identical to Leonard's (Eqs. Obtain the result showing that the residual stress zR is Galilean invariant. (13. consider the transformed velocity field where V is a constant velocity difference.2).105). Eq. (13.I 3 Large-eddy simulation where the L e o n a r d stresses are the cross stresses are and the SGS Reynolds stresses are (Note that.105)-(13. these three stresses are different than those defined by Eqs. (13. ( 13. Show that. 13. i.99).e. Eqw(13.102).) Show that zR JJ and z" IJ differ by the Leonard stress.

.1) and that. the residual stress zR i~ is positive semi-definite (Gao and O'Brien 1993).The result can be written where cf and P.102)) are also positive semi-definite for positivle filters. where is the kinetic energy of the filtered velocity field. if the filter is everywhere non-negative. t. (13. is the residual kinetic energy by multiplying Eq. i. and k. t) -= 2 U U. This can be decomposed as - E = Ef + k.3. Ui Uj. Show that f satisfies the normalization condition Eq..3 Conservation o f energy An important issue is the transfer of kinetic energy between the filtered velocity field and the residual motions. l i 13.where integration is are evaluated .100) and (13. t) is obtained by fi'ltering the kinetic-energy field E (x. and at x. and U. are defined by . for suc:h positive filters. Argue that .e. then f is also nonnegative. (12.95) The conservation equation for Ef is obtained by Uj. Use similar reasoning to show that 'I and R" ij (Eqs. (13.over all V . and hence has the properties of a joint PDF. The filtered kinetic energy E(x.

(5. Sometimes pr is called the SGS dissipation and denoted by &. The dominant sink in the equation for (E) is ( ) whereas that in the emquation for (E) (Eq.23). in the mean.(Ef). ( ) and (cf) are given by integrals over all rc of the spectrum E (rc) multiplied by 1.G ( K ) ~and .. transfer of energy from the residual motions to the filtered velocity field.. i.22 For isotropic turbulence. with the filter in the inertial subrange. At high Reynolds number.i.125) An equivalent view of this result (which is due to Lilly (1967)) is that. . (13. This terminology is inappropriate because. 1 . in the equation for the mean residual kinetic energy ( k ) there is a close balance between production (Fr) and dissipation E.23 Consider LES of a high-Reynolds-number flow with the filter width A less than eErm Use the results of Exercise 13. the rate of transfer of energy from the filtered motions to the residual motions. this term is relatively small (see Exercise 13. Consequently.e. For a high-Reynolds-number flow. Pr < 0. E. and it can be negative. these two quantities are nearly equal: (Pr) E. therefore. (13. unlike true dissipation. locally there can be backscatter . is the rate of production of residual kinetic energy. The sink . While. The final term in Eq.. G ( K ) ~ ..15 to estimate that A - n A . energy is transferred from the large scales. inertial processes. EXERCISES 13.1 3 Large-eddy simulation The terms on the left-hand side of Eq.e. the filtered velocity field accounts for nearly all of the kinetic energy. but of most interest are the source or sink terms on the right-hand side. in the circumstances considered. ( 1121. 13. with the filter width much larger than the Kolmogorov scale. This is discussed in Section 13.5. The tern appears as a sink ( P )in the equation for Ef and as a source (+Pr) in the equation for k. Pr. 2v K ~ G ( K ) ~respectively. (E) = (E}. (Pr) > 0. Pr is due entirely to inviscid. It represents.E ~ represents viscous dissipation directly from the filtered velocity field.121) represent transport.125) on page 124) is the rate of dissipation of kinetic energy. verify that (E). nevertheless.

1 3.4 The Smagorinsky model

13.4 The Smagorinsky model In order to close the equations for the filtered velocity, a model for the residual stress tensor T : ~ is needed. The simplest model is that proposed by Smagorinsky (1963), which also forms the basis for several of the more advanced models described in Section 13.6.

13.4.1 The definition o f the model
The model can be viewed in two parts. First, the linear eddy-viscosity model

is used to relamte the residual stress to the filtered rate of strain. The coefficient of proportionality vr(x,t) is the eddy viscosity of the residual motions. Second, by analogy to the mixing-length hypothesis (Eq. (10.20)), the eddy viscosity is modelled as

where S is the characteristic filtered rate of strain (Eq. (13.74)), lsis the Smagorinsky lengthscale (analogous to the mixing length) which, through the Smagorinsky coeficient Cs, is taken to be proportional to the filter width A m According to the eddy-viscosity model (Eq. (13.127)), the rate of transfer of energy to the residual motions is

For the Smagorinsky model (or for any other eddy-viscosity model with vr > O), this energy transfer is everywhere from the filtered motions to the residual motions: there is no backscatter.

13.4.2 Behavior in the inertial subrange

It is informative to study the Smagorinsky model applied to high-Reynoldsnumber turbulence, with the filter width A in the inertial subrange (ire., &I > A > ) For this case, in the mean, the transfer of energy to the residual motions (Pr) is balanced by the dissipation E :

1 3 Large-eddy riimulation

Fig. 13.7. Estimates of normalized filtered and residual quantities as functions of the filter width A for the sharp spectral filter in the inertial subrange of high-Reynoldsnumber turbulence. The normalizations and estimates are given in Table 13.3.

Using the estimate of ( S ) obtained from the Kolmogorov spectrum (Eq. (13.76)), this equation can be solved for the Smagorinsky length:


where C is the Kolmogorov constant, and af is the filter-dependent constant defined by Eq. (13.77). This analysis originated with Lilly (1967), who used -3 -2 3/2 the sharp spectral filter (see Eq. (13.78)) and the approximation ( S ) = ( S ) to obtain the result

Thus, the supposition of the Smagorinsky model that ls scales with A is confirmed for A in the inertial subrange. From the scalings ls A and S E ' / ~ A - the ~ ~ scalings ~, of other quantities in the inertial subrange are readily deduced. For example, the eddy viscosity L 2/3~2/3 scales as v, lgS 1/3~4/3 and the residual stresses as zr ij E .

- -



- A

1 3.4 The Smagorinrky model

Table 13.3. Estimates qffiltered and residual quantities +for the sharp spectral
$filter in the inertial subrange o f high-~eynolds-numberturbulence. Quantities arenormaliziedbyk,~,andL k 3/2 /&.Theestimatesofthe last threequantities are based on the Smagorinsky model

Quantity Residual kinetic energy Rate of transfer of energy to residual motions Dissipation from filtered motions Filtered rate of strain

Normalized quantity

Estimate of normalized quantity


Residual stress

Residual eddy viscosity Smagorinsky lengthscale

A summary of these scalings is given in Table 13.3 and they are depicted in Fig. 13.7.

Suppose that S is log-normally distributed with var[ln(S /(SI ) 02.Obtain the result




Show that, if this estimate is used with o2 = 1, then the Smagorinsky constant given by Lilly's analysis is reduced by about 20%. Discuss the dependence of o2 on A , and hence the possibility of a weak due to internal intermittency (Novikov dependence of Cs on



( 1 e ~ q a 8a1 y ~ Ajr~dwrs ~ 01 pasn sr '(8pz.9)


uay) JayIeJ ' ~ J O J s oed)


aM ( u ) g o

* '(u)g - pue (u)g %urlewr)sa6q paysqdwo33e sr sryLL *(I> 1 1 7 1 s?)




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payr3ads pue ppow 6ysuuo%ewgay) y ~ r sg? ~ ) %ursn pa)ndwo3 sr hog


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l l

J O ~



uor)o3yr3ads yr3rldxa ay) ) n o y ) r ~auop aq ua3 s r y , ~*(I' x) ~ PI:aY
l l


13.4 The Smagorinsky model

by (SL)

Then, the residual viscosity

is non-random and uniform, and the LES momentum equation (Eq, (13.95)) becomes

This is identical to the Navier-Stokes equation except that the effective viscosity is v v r~ SO that the LES solution of Eq. (13.138) is the same as the DNS solution of the Navier-Stokes equations at a Reynolds number lower by a factor of (1 v,/v). The effective Kolmogorov scale is defined by



(see Exercise 13.26). Provided that 7 is small compared with the integral scale, it is consistent with Eq. (13.136) to suppose that the LES yields the spectrum With these estimates of E(Ic) and E(Ic), the transfer function of the Smagorinsky filter deduced from Eq. (13.135) is

This corresponds to the Pao filter defined in Table 13.2, with filter width A = es/Cs, where

see Exercise 13.26. The important point is that there is a unique filter given by Eq. (13.135). The particular filter deduced from the preceding argument is an approximation (because fluctuations in S are neglected), and it depends on t h e form assumed for the dissipation spectrum. As shown here, the Pao spectrum leads to the Pao filter, whereas the exponential spectrum exp(-poicq) leads to the Cauchy filter, and the model spectrum leads to the filter Eq. (13.150) deduced in Exercise 13.27. These filter-transfer functions are shown in Fig. 13.8, and the corresponding filter functions (obtained as inverse Fourier transforms)

1 3 Large-eddy simulation

from Eq. (13.145), and from v,

= &$ (S -2

) , obtain the result

13-27 Consider LES of homogeneous isotropic turbulence using the Smagorinsky model with the filter in the inertial subrange so that >> q). Show Ys is much larger than the Kolmogorov scale (ls that, if E(K)is approximated by the model spectrum (Eqs. (6.246) and (6.248)), then the implied Srnagorinsky filter has the transfer function


If the filter is scaled such that G(K,) = exp(-n2/24) (as it is for the Gaussian, Cauchy, and Pao filters), show that the implied value of the Smagorinsky constant is

cs= q 71 (

1 +


12Pc, )4-1]

for p


5.2 and c, - 0.4.

13.4.4 Limiting behuuiors

An ideal application of LES is to high-Reynolds-number turbulent flow with the filter in the inertial subrange. However, in practice, departures from this ideal are the norm; and some insights are gained by considering extreme departures. Specifically we consider the three cases of the filter being in the dissipative range; the filter being large compared with the integral scale; and laminar flow.
A very srnal1Jilter width

If the filter is in the far dissipation range ( i , A << I), a Taylor-series analysis can be performed to show that the residual-stress tensor is (to leading order)
zR = I]

u i u juiuj


A aT& --


12 axk



(see Exercise 13.28). This result applies to filters with finite moments such as the Gaussian, but not to the sharp spectral filter. Like the Smagorinsky

model, this expression for zR i~ is quadratic in A and in the filtered velocity gradients, but the tensorial form is different. Despite this difference, a value of the Smagorinsky coefficient can be determined such that the mean rate of transfer of energy to the residual scales ( p r > is consistent with Eq. (13.15'2) (see Exercise 13.28 and Eq. (13.160)). For high-Reynolds-number turbulence, the resulting estimate of Cs 0.13 is somewhat lower than the inertial-range value of Cs w 0.17. Presumably, around A/q = 1, there is a transition of the Smagorinsky coefficient between the constant values in the inertial and far-dissipation ranges. In the limit considered (A/q + O), the filtered rate of strain Sij tends to L su,and hence ( S ) tends to (SijSij) (sijsij)= E/V. Thus, the Smagorinsky model yields

in the far-dissipation range - a more rapid decrease with A than vr ~ 4 / 3 in the inertial subrange. In contrast to the result obtained here, the analysis in Section 13.4.3 predicts that Cs increases with decreasing A/q (Eqs. (13.142) and (13.147)). On the other hand, Lilly-type analyses (using the sharp spectral filter) performed by Voke (1996) and Meneveau and Lund (1997) suggest that Cs decreases with A These differences can be attributed, in part, to the fact that the Smagorinsky model provides a poor description of the residual stresses at a detailed level - as discussed below. As a consequence, different results can be obtained when different aspects of the model's behavior are used to estimate Cs. From a practical viewpoint, the uncertainty in this limiting behavior of the Smagorinsky model is not of great concern since, for small A , the viscous stresses dominate the residual stresses.


13.28 Consider an isotropic filter (such as the Gaussian) which has the second moments

and finite higher ~ ~ ~ o m e n This t s . is applied to a turbulent flow, with than the Kolmogorov scale q. the filter width A being much smaller For given x, and for r on the order of A ( i . , lrl << q), the velocity

U(x + r) can be expanded in the Taylor series

where the velocity gradients are evaluated at x. By multiplying Eq. (13.155) by G(r) and integrating, show that the filtered velocity field is (to leading order)

Follow a similar procedure to show that the residual-stress tensor is

Show that the mean rate of transfer of energy to the residual motions

Use the results of Exercise 6.1 1 on page 205 to show that, in highReynolds-number, locally isotropic turbulence (and for A << I),

where S is the velocity-derivative s.kewness (which is negative). By comparing this result with Eq. (13.130), show that it is consistent with the Smagorinsky model with

Take (S ) obtain


= (S )3/2


and S

= -0.7

(see Fig. 6.33 on page 262) to

A very largeBlter width The opposite extreme, of the filter width A being large compared with the turbulence integral scale L, can be analysed for the case of homogeneous turbulence. In the limit as A tends to infinity, the filtered velocity V(x, t) tends to the mean (U(x,t)), so the residual velocity u'(x, t) tends to the

13.4 The mago or in sky rriodel

fluctuation u(x, t). Consequently, the residual stress tensor zR i~ tends to the Reynolds-stress tensor ( ut a i ) For homogeneous turbulent shear flow, the residual shear stress given by the Smagorinsky model is

whereas the Reynolds shear stress given by the mixing-length model is





Evidently, in the limit considered (A/L + a ) , the residual eddy viscosity vr is the turbulent viscosity VT, and the Smagorinsky length ls is the mixing , . The mixing length can be evaluated as length l

and it is, of course, independent of A. Hence, as AIL tends to infinity, the Smagorinsky coefficient tends to zero as

Laminar flow For laminar flow, the Reynolds equations revert to the Navier-Stokes equations, and the Reynolds stresses are zero. In contrast, in general, the residualstress tensor is non-zero in laminar flow. For filter widths A that are small compared with the lengthscales of the laminar velocity field, the Taylor-scries analysis of Exercise 13.28 is valid, and it leads to Eq. (13.157) for the residual stress tensor fi i l' This general result notwithstanding, for several important flows the residual stresses are essentially zero. Consider, for example, unidirectional flow in which the sole component of velocity, U1, depends only on x2 and x3. It is evident from' Eq. (13.157) that the only non-zero residual stress is zfl, whereas the shear stresses that effect momentum transport are zero. The same is true for two- and three-dimensional boundary-layer flows (to within the boundary-layer approximations). For the laminar shear flows in which the residual shear stresses are zero, the appropriate value of the Smagorinsky coefficient is Cs = 0: a nonzero value of Cs would lead, incorrectly, to residual shear stresses on the order .of A2. Consequently, the Smagorinsky model with a constant non-zero

13 Large-eddy simulation

value of Cs is incorrect for laminar flow. In some implementations (e.g Sclhumann (1975) and Moin and Kim (1.982)) the Smagorinsky model is based on Sij - (Sij) rather than on Sij, S O that V, is zero in laminar flow. Note, however, that means such as (Sij) are not readily accessible in LES, but have to be estimated by calculating an appropriate type of average.

13.4.5 Near- wall resolution

AS discussed in the introduction to the chapter, in LES there are two distinct wamysto treat near-wall regions (see Table 13.1 on page 560). In LESMR (LES with near-wall resolution) the filter and grid are sufficiently fine to resolve 80% of the energy everywh.ere, including in the viscous wall region; whereas in LES-NWM (LES with near-wall modelling) the near-wall motions are not resolved. In this section, we examine the computational costs of these two approaches, and we consider the use of the Smagorinsky model in LES-NWR. First, we recall from Chapter 7 that, in boundary-layer-type flows, the viscous wall region is very important: the production, dissipation, kinetic energy, and Reynolds-stress anisotropy all achieve their peak values at yf less than 20, i.e., within 20 viscous lengthscales 6, of the wall. Relative to the flow lengthscale 6, the viscous lengthscale 6, is small, and it decreases with the 'Reynolds number approximately as 6,/6 Re-0.88 . In LES-NWR, in order to resolve the near-wall motions, the filter width and grid spacing in the viscous near-wall region must be on the order of 6,. From this it can be estimated that the number of grid nodes required increases as Re (see Chapman (1979) and Exercise 13.29). As a consequence, LES-NWR is infeasible for high-Reynolds-number flows such as occur in aeronautical and meteorological applications. In contrast, in LES-NWM, the filter width and grid spacing scale with the flow lengthscale 6, and consequently the computational requirements are independent of the Reynolds number (see Exercise 13.29), However, then the important near-wall processes are not resolved, and instead are modelled. !km~eof the near-wall treatments used in LES-NWM are described in Section 13.6.5. In the near-wall region (just like elsewhere) the residual stresses depend on the type and width of the filter. In LES of channel flow, the usual practice is to filter only in x-z planes. If this is done with a uniform filter (in particular with A independent of y) then it can be shown that, very close to the wall, the components of ~fvary with the same powers of y as do the




13.4 The Smagorinsky model

Reynolds stresses (u-u*) I (see Exercise 13.30). In particular, the shear stress varies as y3 (to leading order). 212 In the Smagorinsky model, the specification ls= CsA (for constant Cs) is justifiable for A in the inertial subrange of high-Reynolds-number turbulence. These circumstances do not pertain to the viscous wall region, and this ~~ecification of ls leads, incorrectly, to a non-zero residual viscosity and shear stress at the wall (see Exercise 13.31). Instead, Moin and Kim (1982) use a van Driest damping function to specify lsas

(cf*Eq. (7.145)).

13.29 The purpose of this exercise is to investigate the computational cost of LES-NWR and LES-NWM for wall-bounded flows, in particular to determine how the required number of grid points N scales with the Reynolds number. Consider LES of fully developed turbulent channel flow using four different grids.

(A) Conventional LES-NWR using a structured grid with

Ay = min[max(a6,, by), cd],

where a,, a,, a, b, and c are positive constants, with b > c. Note that the scaling of Ax and Az with 6, allows resolution of near-wall structures, but leads to over-resolution away from the wall. (B) Optimal-resolution LES-NWR using an irregular grid (Chapman 1979): Ay is again specified by Eq. (13.168), but Ax and Az are taken to scale with Ay as

(C) LES-NWM with resolution of near-wall mean profiles: Ay is again specified by Eq. (13.168) so that the profiles of mean velocity, Reynolds stresses, etc. are resolved in the visc,ous near-wall region, but Ax and Az are specified as


that, for fixed positive values of a, and a, (no matter how

1 3 Large-eddy simulation

small), as the Reynolds number tends to infinity ( 6 + O), the near-wall structures are not resolved. (D) LES-NWM without resolution of near-wall mean profiles: Ax and Az are specified by Eq. (13.170), and Ay is specified by
Ay = min[max(a6, by), c6],

for a < c < b. For each of these four specifications, evaluate the approximate number of grid points as

expressing the result in terms of Re, = 6/6,. Using the empirical relation (for high Reynolds number) Re, w 0.09 Re , obtain the following scalings for the four grids :

AIC xJ]2

- - ~ z e In ' Re,

Re 1.76 In Re,

lVD xyz

Re, Re , In Re, In Re, independent of Re.

(Note that the biggest difference is between B and C, which results from the different near-wall x-z resolutions, which scale with 6 , for B, and with 6 for C.) 13.30 Consider turbulent channel flow in the usual coordinate system, so that y = x2 is the normal distance from the wall. Very close to the wall, to leading order in y, the velocity field can be written

where a, b, and c are random functions, cf. Eqs. (7.56)-(7.58). Filtering is applied in x-z planes only, using a uniform filter of width A. Show that the filtered velocity field is


= ay,


U2 = by',

u 3 = cy,


and that the residual stresses are

=12 - ( a b - a b ) y




, etc.


The Smagorinsky model

Confirm that (for the filter considered) the residual stresses zR i j vary with the same powers of y as do the Reynolds stresses, (uiuj). Argue that in an LES, since U is solenoidal and vanishes at the wall, its leading-order behavior is given by Eq. (13.180), whereas the behavior of zR ZJ depends on the residual-stress model employed. Further to Exercise 13.30, consider the performance of the Smagorinsky model in an LES of turbulent channel flow. Show that aVl/dx2 = and d U3/dx2 = c are the only leading-order velocity gradients. Show that the modelled residual shear stress is

and hence the variation ls y 3/2 is required in order to produce the correct behavior. In contrast, show that the standard specification ls = CsA leads to v, and ti2 being independent of y (to leading order). By neglecting the fluctuations in a and , obtain the estimate


valid for A >> 6,

= v/(z,/p)



13.4.6 Tests o f rtiodelperformance

In general, a model can be tested in two rather different ways. In the context of LES, these two ways are known as a priori and a posteriori testing. An a priori test uses experimental or DNS data to measure directly the accuracy of a modelling assumption, for example, the relation for the residual-stress 1~ given by the Smagorinsky model (Eqs. (13.127) and (13.128)). tensor zrIn an a posteriori test, the model is used to perform a calculation for a turbulent flow, and the accuracy of calculated statistics (e.g., (U) and (uiuj)) is assessed, again by reference to experimental or DNS data. It is natural and appropriate to perform a priori tests to assess directly the validity and accuracy of approximations being made. However, for the LES approach to be useful, it is success in a posteriori tests that is needed. For homogeneous turbulence, a priori tests of the Smagorinsky model are reported by Clark, Ferziger, and Reynolds (1979) and McMillan and = 38, the filtered velocity field Ferziger (1979). For a 643 DNS with Riw U(x, t) is extracted, and the Smagorinsky prediction of the residual stresses is determined from it. Thls is then compared with the residual stresses Ti i 6DNS obtained directly from the DNS velocity field. It is found by McMillan zij

much too dissipative in transitional f l ~ w sA .1 3 Largeeddy simulation and Ferziger (1979) that the correlation between z ir. long-time averaging can be performed to obtain estimates of the mean filtered velocity field (U).1 (Deardorff 1970. Subsequent to these early works. around is found for the scalar quantity 1. In channel-flow calculations. in agreement with the Lilly analysis. Meneveau. A higher correlation coefficient.filtered to obtain a direct comparison between filtered quantities such as qf 'J ' For inhomogeneous flows. the general conclusion from a posteriori testing is that the Smagorinsky model is too dissipative . Because the Smagorinsky model yields a spurious residual stress in laminar flow. the significance of a priori testing (especially the measurement of correlation coefficients) is not as obvious as it may appear. It should be recognized. and of the resolved Reynolds stresses - In a posteriori testing. Moin. inevitably the Reynolds . It is important to recognize that the performance of a residual-stress model depends on the Reynolds r ~ m b e and r on the choice of the type and width of the filter.that is. although the difference between them decreases with decreasing filter width.cient is quite small. it is common for (U) and RS+lI from the LES to be compared with (U) and (uiuj) from experiments or DNS. however. Geurts. which support the conclusions drawn. Piomelli. which is related to the transfer of energy to the residual motions. DNS data can be ..17.DNS is greatest when the Smagorinsky coefficient is taken to be Cs = 0. However. For LES of a statistically stationary flow. e. and Ferziger (1988)) or to Cs = 0. the correlation coeffi. it transfers too much energy to the residual motions. that these quantities are not directly equivalent (see Exercise 13.6. Liu. the Smagorinsky coefficient is generally decreased.5. When LES is tested against DNS. In a posteriori testing.065 (Moin and Kim 1982).310. to Cs = 0. pr.32). again. and Katz (1994) show that the correlation coefficient between the Smagorinsky-model stresses and measured residual stresses is no greater than 4 ' As discussed in Section 13. from experiments in a round jet at RA". the model is. around 3 2. statistics from an LES calculation are compared with those obtained from experiment or from DNS. For example. and Kuerten (1997) reveals similar deficiencies.g. detailed a posteriori study of the turbulent mixing layer by Vreman. there have been numerous studies in which a priori testing of the Smagorinsky model has been performed.Smag j and zij r.

that in such circumstances the Smagorinsky model performs poorly. S-NWM of atmospheric boundary layers. the filter width and grid spacing scale with the boundary-layer thickness. at the ground. if the filter width is not small compared with the energy-containing scales. (U) can be accurately approximated as the long-time average of U. they are large compared with the energy-containing turbulent motions. and the filter is likely to be placed in this overlap region: the residual viscosity v. It is underst andable. then the magnitudes of the modelled residual stresses are too low. this rate being Pr = -zf Sij (Eq. and so.e. for the resulting equations are similar to the Navier-Stokes equations at a lower Reynolds number. In LES.123)). Argue that. Consequently there is considerable overlap between the energy-containling and dissipative ranges of scales. Consequently. if the Smagorinsky coefficient is set to yield the appropriate value of ( P ) . in LES of a statistically stationary flow. there is every reason to suppose that the Smagorinsky model is satisfactory. a primary function of the residual-stress model is to remove energy from the resolved scales at the appropriate rate. (U) and (uiuj)) vary on a lengthscale L comparable to that of the energy-containing motions. is typically about twice the molecular viscosity v. Write down an exact expression for the Reynolds stresses (uiuj) . then a substantial fraction of the shear stress arises from the residual-stress model. Mason and Thomson (1992) investigated various blendings of CsA and the mixing length. Close to a wall. t.. for A << L. but concluded that the Smagorinsky model is inherently incapable of yielding the correct logarithmic velocity profiles. such means are little affected by filtering.g. According to the Smagorinsky model.. is attenuated close to the wall (but in a different way). whereas a priori testing shows that in fact the correlation is subst antially weaker. t. This situation is quite different than the ideal of a high-Reynolds-number flow. therefore.. and the one-point statistics of free shear flows are known to be insensitive to the Reynolds number. i. For such an ideal application of LES to high-Reynolds-number free shear flow.. t)) (e. since no choice of Cs can produce the correct levels both of (pr) and of (zi2).4 The Smagorinsky model numbers are low. with the filter being placed toward the beginning of a substantial inertial subrange. Hence argue that. li [J Mean quantities (Q(x. -zr+ and Sij are almost perfectly correlated (see Exercise 13.33). As in LES-NWR.13. (13. as observed by Jiminez and Moser (1998).


In each coordinate direction.121)) and are orthogonal to K.{ N K ~ The . eiYmx i i ( ~t). The Navier-Stokes equations in wavenumber space (Eq. and the number of modes N3 are related by Note that the filter is taken to be isotropic.195) is a coupled set of ordinary differential equations.5 LES in wavenumber space the three: coordinate directions.193) is restricted to wavenumbers within the sphere of ra) .. / ( ~ K . (6. ) ~ = 4 6 . where H is the Heaviside function and K = 1 x 1 is the magnitude of the wavenumber.. cutoff wavenumber K. ('N .. wavenumber space.. U(X. and is zero otherwise. .l)lco. t) = J In an LES computation. Equation (13. ~. t) that are non-zero is:appro~imately 4 3Z K . (13.145) on page 214) can be written where Pjkis the projection tensor (Eq. the fraction dius K. (6. --KO. the N3 wavenumbers K represented lie on a uniform grid within a cube of side 2 ~ in . The Kronecker delta is unity lor triadic interactions.133)). (which is within the cube of side 2 ~ ~Equivalently. 0. (6. KO. The Fourier coefficients h ( ~t) ... the wavenumbers represented are -(LA/ 2 . t) has the Fourier series U(X.13. .l)x0. ime.y. the Fourier coefficients of the filtered velocity field are ( K ) = H(K. satisfy conjugate symmetry (Eq. The Fourier series for the filtered velocity is then eiKmx i ( t) ~ = . of the represented coefficients $(K. where the wavenumber vectors K are integer multiples of KO = 2z/L (Eqs.109)).105)-(6. For the sharp spectral filter with cutoff wavenumber K. . . (6.~ )ii( t). one equation for each of the infinite number of modes. Then the velocity field u(x. so that the second sum in Eq.-($ N Z)KO.. t). t) = ) l eiwmxii(K.

and side of Eq. of course.g. (9. From Eq. i.1 3 Large-eddy simulation The filtered equation obtained from Eq.2 Triad interactions I There is. These are referred to as types (a-(d) and are defined in Table 13... So that no more than 20% of the energy is in the residual motions.2 on page 240). a direct connection between the nonlinear term in Eq. Show that these requirements determine as the ratio of the resolved wavenumbers.10 is a sketch of qualitatively different triad interactions.195) is for the non-zero coefficients (K < K ~ ) . (K" ( 2 K. Consider LES of high-Reynolds-number homogeneous isotropic turbulence using the sharp spectral filter and a pseudo-spectral method with largest resolved wavenumber tcrnaX = K. LC: = 8Lll (see Eq. (13. 3 This is a finite set of (approximately 7rN3/6) ordinary differential equations. (3msider the summation in Eq.197)) includes unknown Fourier coefficients. the cutoff wavenumber is taken to be lc. (13.199) for . The closure problem arises because the nonlinear term (on the right-h. corresponding to a 383 simulation. namely i i ( ~ ' and ) . the velocity product in physical space ukup. In terms of the modes represented in the LES ( IKI < K ) .e. and various stresses formed from it (e.(xu) for K' r (K'( 2 K. but it is unclosed. 13. ukue).Lll = 15 (see Table 6. . As in DNS. (13. adequate resolution of the large scales requires the size L of the domain to be eight integral lengthscales. (13.. (13.19 1) we obtain Figure 13.5)).5.197). only interactions of type (a) can be represented exactly. and K" EXERCISE .4..

and the restriction K < K. (d) SGS. The restrictions K' < K. amounts to filtering the result. (b) Leonard.4: (a) resolved. the sum of the interactions of type (a) yields UkUt . Thus. amount to replacing uk by akand up by gt. restricted to these wavenumbers.Fig 13. and K" < K. (c) cross.10. Sketches of the various types of triad interactions defined in Table 13.

100)).203) is afiltered quantity. (13. the triad interactions of type (b) are known. for LES in wavenumber space. the residual-stress tensor is best defined as so that the filtered product is decomposed as In this way.e. (13. cross. in the decomposition the term iiku[includes contributions of type (b) from wavenumber K.199) is akaf: hence the contribution from type (b) alone is i. (13. each of the terms in Eq. Definitions o f the types o f triad interactions sketched in F i g 13. but they yield contributions of wavenumber K beyond the filter cutoff (K 2 K ) The sum of the contributions of types (a) and (b) to ukue in Eq. the two different definitions of the Leonard. with the sharp spectral filter.. K < .) As previously mentioned. the negative of the Leonard stress (Eq. and SGS Reynolds stresses are equivalent. but there are additional interactions with K 2 K ~ ) designation resolved Definingwavenumber ranges Contribution Leonard cross SGS Given the Fourier coefficients i ( ~t ).. (Recall that. (13. contrast.10.13 Large-eddy simulation Table 13.4. (Eq.199)) (all possible interactions w i t h and their contributions to K < Kc are included. and hence has no contribution from wavenumbers greater than K ~ In .

we have t).197)) can be rewritten on the basis of these different types of triad interactions (for K < K.t) are defined by where T f ( ~ . 13. I t) arises from interactions of types (c) and has to be modelled.) as j where F' arises from the resolved interactions of type (a). and K" > .contains no such modes).205). Then.) that produce contributions with K < K. K' < K. two residual modes (K' > K.3 The spectral energy balance Various energy and spectral equations can be derived from Eq. (13.These interactions produce the SGS Reynolds stresses $ui. (13.g. (Eq.202)). and (since required to cancel these contributions exactly .. and Tr(x. whereas F?(K.a tall order! Triad interactions of type (c) are interactions between a represented mode (e. the triad interactions of types (c) and (d) produce z. The filtered Navier-Stokes equations (Eq.". the residual-stress model is ZK. In interactions of type (d). let denote the instantaneous energy of the mode of wavenumber K.205).) and a residual mode (K" 2 K.101)). Such interactions give rise to the cross stresses (Eq.5.KC ) give rise to a represented contribution (K < K ) . from Eq.. (13. (13. Together. (13. and is iri closed form. Most simply.

Tr(K.t). so the term vanishes when it is summed over all resolved modes: The final term in Eq.4 The spectral eddy viscosity In order to perform a large-eddy simulation. (13. whereas the term is predominantly negative (forward scatter). and is always-negative.t). The total energy is conserved in such interactions (see Exercise 6.(K(IC.5.441 + 15. (13. is based on a spectral eddy viscosity. t) in Eq.) that depends both on the wavenumber rc and on the cutoff K. for K. and the form of the non-dimensional function v+ e proposed by Chollet (1984) is v~+(K/K.. > 0) correspond to backscatter. in the inertial subrange. represents the rate of gain of energy from the residual motions via triad interactions of types (c) and (d).11.).209).2exp which is shown in Fig. represents the rate of transfer to wavenumber K of energy from other resolved modes by triad interactions of type (a). 13.. The simplest type of model. but with a spectral viscosity v.) - c-'I2 [0. Positive values (T. the unclosed term F'(K. the appropriate specification of ve ( K ( K ~ rises ) sharply . Chollet and Lesieur (1981) proposed the which is 'based on the value of the energy-spectrum function at the cutoff wavenumber E(K.The second term.t).205) has to be modelled.17 on page 214). The net effect of the residual motions is supposed to be similar to that of molecular dissipation. (13. Tf(x. and that which is generally used. AS first predicted by Kraichnan (1976). The expected rate of transfer of energy to the residual motions is 13. Thus the model is Starting with the work of Kraichnan (1976).209) is molecular dissipation from the resolved motions.(K(K.13 Largeeddy simulation The first term on the right-hand side of Eq. various turbulence theories have been used to estimate V.

t) by adding a whitenoise contribution (Chasnov 1991). due to this modelled term.2 16). . as K approaches rc.5. there is only forward scatter. 13.. K ~ Et).) being greater than unity.t) decreasing at the rate -Tr = ~ v .) can be decomposed into forwardscatter and backscatter contributions: with Leslie and Quarini (1979) found that backscatter can be very significant. (K. 13. / (P. Then .(K.3 LES in wavenumber space Fig.5 Backscatter The expected rate of transfer of energy (P. According to the spectral-eddy-viscosity model.11 : The non-dimensional spectral viscosity vz(rc)K. with E(K. t) becomes a diffusion process.). Eq. (13. with the ratio (prb) Backscatter can be included in the model for F '(K.

i S U O $om IvnplSaJ ayl JOJ lapom ~ 3 leap! 7 ayl SF J E ~ M Sg7 J O Mafa lV3z1Sz3V3S V 9'SmE[ aas) ~ a l l v 3 s y ~ v I C q IC8~aua jo UOQIPP'F! + JO r alvJ uvam ayl sv payrluapr sr q g I os .s p l o u d a ~~D ~ J J aql O ~ splarIC lapom IClrs03sra-lualnq~nllvapr ayl 'aldruvxa J O *s~aldvq3 ~ snoyaa~d ayl ur p a ~ a p r s u o ~ y uorlsanb 8 u y p u o d s a ~ ~ ayJ o~ slapom a ~ u a l n q ~ ayl n l 0 x k w u v 01 Asva s lapom pap! ayl s y l v y '~ a~vds LJ JOJ Jaqurnuaavfi ur= 'JO i ' j ~sassaJls IvnprsaJ ayl JOJ lapom leap! ayl sr leyM ' a ~ v d s YJ.+ + + + ~al~no ayl d alry~ '(0'3)g m n ~ p a d s pay 3ads v urvlqo 0) Allv3!lsrurm~alap )(o'n)$ sapnlqdurv Japnod ayl 8urQpads I C q $as (0 = J ) S N a ayl JOJ S U O I ~ I ~ U O D ayl a uy auop ualjo sr sv * ( S N y>> ~ S3&) IBT~IU ~ pasva~~a dpuv3y!u8~s p s s a : ~ pa l u a s a ~ d a sapom ~ jo Jaqmnu aql lvql os '3 JaqmnuaAvM goln3 v 8u sn MOB amvs ayl jo S ~ ET ~apysuo3 oslv a~ -sapour IM poylam lv~l~ads-opnasd v q l r M p a m ~ o j ~ aaDualnqJn4 d 3~do~losr S N : ~ w* snoaua8omoy jo S N a l~ v~nmv uv ~ a p r s u 'paaloauy o~ sanss mvxa OJ *JaMsuv 01 lln3grp a ~ o m s y uoylsanb ayl ~ 3 JOJ 7 'J~A~MOH *(pa~ap!suo~ MOB ayl u s~n33o y3 YM lvql) play s s a ~ l s .

214) . and consequently the sample paths are different.such as that of the spectral eddy viscosity.) Figure 13. For a deterministic LES model .. evolves deterministically t)} according to the Navier-Stokes equations. t)). (as suggested by Piomelli and Chasnov (1996)). the states of the different realizations disperse. Figure 13.there is a unique evolution of the state {Z(K. 0)) are identical . in which the initial conditions ( K 0 are identical for IKI < I C but different for I K ~ 2 IC.13. . phases are set at random. as time evolves.12(a) onto the lower-dimensional LES state space. However. hence the sample paths do not cross in the NAN. (c) LES with a determinturbulence: (a) DNS. 13. (d) LES with a stochastic backscattering model. We consider different realizations of the DNS.12(b) shows the evolution of the filtered DNS fields in the N& dimensional state space.-dimensional state space. The initial states {Z(K. (13. ( t ) ) .5 LES in wavenumber space (a) DNS (b) Filtered DNS (c) Deterministic LES (d) Stochastic LES - Fig. The initial states differ (because of the different phases for IKI > .-dimensional state space.by construction. (%(K. (b) filtered DNS. istic residual-stress model. I .12. 13. (%(K. Sketches of DNS and LES sample paths for simulations of isotropic t)).12(a) is a sketch of the evolution of the flow (in the NhNSdimensional state space) on different realizations of the DNS. ( 2 ( ~ t)).I C . These sample paths are the projections of the DNS sample paths shown in Fig. t)} from the given Eq. (The state { f ( ~ . those in (b)-(d) are in the N:. The paths in (a) are in the N&-dimensional state space.

.as opposed to the sharp initial condition on {$(K.. . the best that can be achieved is a statistical correspondence between the LES and DNS filtered fields.. More meaningful. it is impossible to construct a LES model that produces filtered velocity fields that match those from DNS realization by realization.we have that states of different realizations disperse (Fig. and Adrian (1996).I 3 Largemeddy simulation initial condition.) (v) A priori testing of the correlation coefficient between modelled and measured residual stresses is of questionable significance. t)} are not uniquely determined by the filtered initial condition {$(K. 0)) considered above: see Adrian (1990) and Exercise 13. The following conclusions can be drawn from these considerations. 13. Yu. u2(t). for example.12(c). as depicted in Fig. t) is replaced by its conditional expectation (This result follows directly from the equation for the eVolution of the one-time joint PDF of the Fourier coefficients {$(K. and it depends on the initial joint PDF being continuous . With the ideal model. (13. (ii) Hence. the correlation coefficient for F' obtained from DNS and from the model may be significantly less than unity. t)}. (iii) Instead. Show that the PDF of . Eq. (i) The filtered DNS fields {$(K. but the cause of the dispersion ( e white noise) is entirely different than that in the case of the filtered DNS fields.that is.36 Consider a random vector process u(t) = {ul (t). I EXERCISE 13. O)}. therefore.225). (13. (iv) Correspondence can (in principle) be achieved at the level of one-time statistics by the deterministic model in which F'(K. The matching is only for conditional means .12(d)). 13.221) . uN(t)} that evolves from a random initial condition u(0) according to the ordinary differential equation where A(t) is a differentiable random vector. as performed by Piomelli. is a priori testing based on conditional statistics. For a stochastic LES model such as Eq. means conditioned on the entire field.36.

the issues of resolution and modelling are clear and separate. the Navier-Stokes equations (Eq. t) (A(t)lu(t) = v). 13. evolves by with B(v. ii2(t)..(u .. For the Gaussian filter . t). (13. as . In the DNS. whereby.5.195)) are integrated forward in time to determine the Fourier coefficients i i ( ~t) .7 6. dm. t). All wavenumbers IKI < K.5 LES in wavenumber space ~ ( t )f.or for any other filter with a strictly positive transfer function G(K) .5.1 3. and there is no benefit in representing higherwavenumber modes. The filtered velocity field accuracy by the Fourier modes 2 ( ~ contains no direct information2 about the residual motions I K ~ 2 K. hence the effect of these residual motions has to be modelled. for IKI < K.7 Resolution and modelling With the sharp spectral filter (with cutoff wavenumber K ) . Consider DNS and LES of homogeneous turbulence (with (U) = 0) using a pseudo-spectral method. From a given initial condition. have to be represented.= B(ii(t). The LES is performed using the Gaussian filter with characteristic waveDirect information. all wavenumbers up to KDNS are represented. say. Argue that this observation justifies the claim made in item (iv) on page 6 14.the issues of resolution and modelling are less clear and separate. according to the deterministic equation dii . (t)} that evolves from the same initial condition as u ( e k(O) = u(O)). to ensure adequate resolution of the instantaneous velocity field. The filtered velocity field is represented with complete t). Consider a second vector process ii(t) = {iii(t). KDNS is chosen so that K D N S ~is greater than 1. dt Show that the one-time PDF of ii(t) is identical to that of u(t). for IKI < KDNS.

Since (for the Gaussian filter) inverted to yield G(K) is strictly positive.. modes are represented up to a higher wavenumber KLES. hDNS. in the LES. In a typical application. t) is obtained by multiplying the Navier-Stokes equations (Eq. (13. and the term F?(K. that the apparent closure problem . the wavenumbers IC. this relation can be An exact closed set of equations for the coefficients . the resulting filtered velocity field a(x. t) = G(K)~~(K. F' can be determined .195)) except that it is written for the Fourier coefficients 2 of the filtered field.. and K" are restricted to be within the sphere of radius ICLES. . (13.. It should be observed. K'. = -KDNS 8 by a factor of 43 = 64.g. if the filtered field is fully resolved. t) has spectral content beyond K.the need to model F' .6 1 16 I 3 Largemeddy simulation - n-umber K. KLES = 2 ~ . The form of the LES equations depends on the choice of decomposition of -uiujm With the decomposition uiuj = uiuj + z R ij the equation is (for I K < K ~ y ~ This is the same as the Navier-Stokes equations (Eq. t) ve:locity fields are related by - U(K. e. J t) representing the residual model has been added.(K.can alternatively be viewed as a resolution problem. for which the transfer function is As discussed in Section 13. the relative magnitudes of the wavenumbers might 1 and KLES = 2 ~ = .2. The Fourier coefficients of the instantaneous u(x. t) and filtered a(x. 4 SO that the LES requires fewer modes be K. For. t). I t). This saving comes at the cost of the uncertainties involved in the modelling of F'(K. Consequently.195)) by G(K): A - . however.as is now shown.

. (iii) The issues of modelling and resolution are separate. then illfiltered velocity field is represented by its Fourier coefficients 2 ( ~ conditioning can be avoided (see Exercise 13. sum restricted to K' and KI' being within in the sphere of radius K L ~ s . We now draw the important conclusions from these considerations. instead the filtered velocity coefficients are represented only up to K L E ~ < KDNS. For LES using the Gaussian filter (or other invertible filter. .39). if. which raises questions of ill-conditioning of Eqs. the transfer function G(K) is very small. If the t). t) is certainly ill-conditioned. ~ f is decomposed as A cannot be reliably determined for motions of then the contribution zf. As KLES increases.235). so that the wavenumbers considered extend to KDNS and beyond.37 and 13. but if a(x. i~ wavelength KLES much larger than K.235) but with the where F!(K. the relative contribution of F >> decreases.3 5 LES in wavenumber space By comparing this equation with the LES equation (Eq. then F t) (for IKJ < K ~ can ~ be ~ decomposed ) as ? J t) is defined by the right-hand side of Eq. (13. (see Exercises 13. (13. If.234) and (13. G(K) > 0) the conclusions are as follows.. (13. from u(x. : however fine the grid. and becomes negligible for KLES = KDNS.38). Consequently.231)). by analogy to Eq.then the task of determining Z. For large values of IK~/K. the following exact equation for the residual motions is obtained: These results are exact only if the filtered velocity fields are fully resolved .as it would be in the LES of an inhomogeneous flow . (13. (ii) The filtered velocity field provides no direct information about the residual motions.236). Thus F' is known in terms of the represented coefficients whereas F >> has to be modelled. t) is represented on a grid in physical space . (i) The filtered velocity field is represented with complete accuracy by a finite set of modes. For LES using the sharp spectral filter (or other projection) the conclusions are as follows.

9 x 10-6 .38 Computations involving v%ariables can be ill-conditioned. . . Show that solving the LES equation (Eq. for the Gaussian filter (Eq. H(K)is defined by . (v) The filtered velocity field contains information about the residual motions.037.show that the exponential term is greater than 0. (iv) The filtered velocity field cannot be represented with complete accuracy by a finite set of modes. . ~)/G(K) is equivalent to solving the DNS equation. for a sphere of radius 4 ~ .dK. the transfer function in Eq. 13.234) can be re-expressed as A &c. and on whether they are known on a grid in physical space or in wavenumber space.237)) . and no modelling is required. (13. t) obtained with the Gaussian filter. Eq. (13.37 Show that.39 Given the fully resolved filtered velocity field B(x. and show that.the contribution to zR from modes of Show that rfw IJ lJ wavenumber less than KLES . (13. This problem can be alleviated by scaling the variables so that they are comparable in magnitude. of greatly different magnitudes 13. (Eq. (13.:) If K' and K" lie within the sphere of radius 2 ~ . s h ~ w that the residual stress zR can (in principle) Z J be obtained as For ICLES > IC.234)) for the scaled variables U(K.230))..d+dexp G(d)G(e) I A 1 ( n2K' 12.d+K A G(K) .can be obtained from u(x. corresponding bound is 1. (vi) Resolution and modelling are inherently connected: if the filtered fields are fully resolved in wavenumber space (at the same expense as DNS) then the effects of the residual motions are known.231). 13. The accuracy increases with K ~ ~ ~ / K . (13. t) as Comment on the conditioning of these operations. The extent to which this information can be used in a LES to represent the effects of the residual motions depends on the resolution of the filtered fields.13 Large-eddy simulation . . the .

U is the same as U. Note that. Grid and test filters The dynamic model involves filters of different filter widths.A) dr.g. with important modifications and extensions provided by Lilly (1992) and Meneveau et al. The LES equations are deemed to be solved for U(x. t)G(lrl.6. and test filtering is denoted by a tilde. for better resolution. to yield the doubly filtered quantity U. since U is unknown in a LES calculation.A = h. The test filter has filter width A. which is typically taken to be twice A. since the product of the transfer functions is . and denote by G A) and G(K. The model was proposed by German0 et al. A = 2h). The grid filter has filter width A. e.t) = I U(x . These models are motivated by the shortcomings of the Smagorinsky model. t).15) in high-Reynolds-number free turbulent flows.6 Further residual-stress m o d e l s 1 3.I 3. (1991). which is proportional to the grid spacing h (e.g+. The dynamic model provides a methodology for determining an appropriate local value of the Smagorinsky coefficient. we consider homogeneous isotropic filters. - In fact..r.1 The dynamic model One of the problems with the Smagorinsky model is that the appropriate value of the coefficient Cs is different in different flow regimes. if the sharp spectral filter is used. it is zero in laminar flow. it is more relevant to consider the test filter applied to U . (1996). The operation of grid filtering is denoted by an overbar.6 Further residual-stress models We now return to physical space to consider residual-stress models applicable to inhomogeneous turbulent flows. and it is attenuated near walls compared with its value (Cs w 0. U(x. For simplicity. e. In particular . A) the filter of width A and its transfer function.. 13. or. although this filtering operation is not explicitly performed.g.

G(r. U . A = A ) then we have rv L - For the sharp spectral filter is zero.13 for the sharp spectral and Gaussian filters with A = 2A: as may be seen.resolved by a grid of spacing .I 3 Large-eddy simulation (for A 2 - a). these A - - C L - A 1 rv correspond to perfect and imperfect band-pass filters. for the Gaussian filter.coefficients of U . for the Gaussian filter.+A) . 13.13). the double-filtering operation can be written =I A. rv C L e u' C L - . where the effective double-filter width is for the sharp spectral filter -2 1/2 @. t)G(lrl. A) dr. A) . In physical space. motions between A and A. respectively. the corresponding transfer-function difference is similar in shape to that for A = 2A (see Fig.U represents the largest motions that are not resolved on a grid of spacing A. for both filters. A= U(x . A).G . We have interpreted U . the Fourier . 13. but. Thus.On the other hand. If the test and grid filters are taken to be the same ( i . U .4 on page 567. for the Gaussian filter we have see Exercise 13.U as the smallest resolved motions .U can be determined from U and are conceptually important in several models.U are those of U multiplied by the transfer-function difference G(lc.K) . A). including the dynamic model. This difference is shown in Fig. and motions smaller than A. The smallest resolved motions The decomposition of the velocity U = U + u' is readily extended to where the three contributions represent (loosely) motions larger than A.U is given by the convolution of U with the filter difference G(r. For homogeneous turbulence. Equally.r. The smallest resolved motions U .

sharp spectral filter with Z = 2A. Gaussian filter with = A. Show that this ratio is 0. 13.3 Further residual-stress m o d e l s Fig. A EXERCISE Consider high-Reynolds-number isotropic turbulence with the sharp spectral grid and test filters applied within the inertial subrange. (13. dashed line.250) and subtracting the result from Eq. dot-dashed line.13.8. Use the Kolmogorov spectrum to estimate that the ratio of the energy in the smallest resolved scales to the residual kinetic energy -is ( A / K ) ~ /~ 1.59 and 1 for A/A = 2 and 2. (13. Solid line. Filter-transfer-function differences corresponding to the smallest resolved motions. Gaussian filter with A = 2A. rv Gerrnano 's identity The residual stresses based on the single. respectively.and double-filtering operations are defined by An identity due to Germano (1992) is obtained by applying the test filter to Eq.251): .

to the residual stress from the largest unresolved motions. rv The Srnagorinsky caeficient The Smagorinsky model (Eqs.252)). I! (which are functions of x and t) are known in terms of U(x. are not. I see Exercise 13. with respect to the test filter. and defining Eqs.is known in terms of U.254) lead to which is the Smagorinsky model for the deviatoric part of Cij (Eq. Lij can loosely be interpreted as the contribution .I 3 Large-eddy simulation The significance of this identity is that Cij . for A = 4.S/ and c. whereas T i and z .252) is in the form of a residual stress (relative to the test filter) based on the grid-filtered velocity.128)) for the deviatoric part can be written of fi Z J The coefficient has been redefined as cs (in place of c:) to allow for the . (13.127) and (13. MvLij is equal to .74). t). (13. (13. (Note that. similarly to Eqs. the mean-square error is minimized by the specification . The right-hand side of Eq. Hence. However.. I In a LES. as shown by Lilly (1992).to backscatter. (13.41.which is called the resolved stress . corresponding equation written for the filter of width A is where Sij and S are defined straightforwardly based on U.73) and (13. Taking cs to be uniform. (13. Also. Of course. since Mij is deviatoric.252) is identical to the Leonard stress Lo i j defined by Eq. (13. The same model possibility of negative values. Cij defined here by Eq. the single coefficient cs cannot be chosen to 1 1 match the five independent components of L. (13. both Mij and Ld. This information can be used to determine the value provides the best of the Smagorinsky coefficient cs for which the model LE 1 1 approximation to Lda.100).253) and (13.

axisymmetric expansion. and shear.28 to show that the various stresses are R 'ij where a is the filter width ratio a (Eq. (13. Show that the tensor Mij Hence show from Eq.256)) is defined by fl Differentiate with respect to cs to obtain Hence argue that the specification of cs according to Eq. (13. cs = 0. cs = 0.258) exhibit very large fluctuations. Use the results of Exercise 13. (13. Further residual-stress models EXERCISES * * . . cs = 0.1 3 . the velocity can be assumed to vary linearly with x. (13. C s = -0. Over distances on the order of the filter width A.012. plane strain.2 on page 41 5) : axisymmetric contraction.258) minimizes E. As a consequence. LES calculations using Eq. z 1 and the Smagorinsky model prediction LS IJ (Eq.012. it is not surprising that the values of cs obtained from Eq. Consider the application of the dynamic model to a laminar flow. Application to channel JEow Given the low correlation between the stress and the rate of strain observed in a priori tests.248) are found to be unstable. 'The mean-square error between the deviatoric stress Ld. (13.258) that the dynamic model yields Verify the values of cs for the following homogeneous laminar deformations (see Table 11. (13. including negative values.255)) is =A .

Street.. b. (1997)). I EXERCISE . Throughout this exercise we consider the region very close to the wall such that Eq. . in which case the averaging in Eq. close to the wall. The same methodology has been applied successfully to temporally evolvin.265) is performed in the circumferential direction.258). and Koseff 1993). (13. Germano et al.) With this implementation. 1997. (13.g free shear flows (e. and A. As shown in Exercise 13. Zang. and that.To overcome this problem. In some implementations 'clipping' is performed by setting negative values of cs to zero. From Eq.30 on page 600. The equation for cs used by German0 ~t a/.g. Filtering is applied in x-z planes only. and also to statistically axisymmetric flows (Akselvoll and Moin 1996). the mean residual shear stress (zE) correctly varies with the cube of the distance from the wall (see Exercise 13.266) is valid. provided that the grid is fine enough to resolve the near-wall energy-containing motions. (13. in their calculations of fully developed turbulent channel flow. In part.#43 Consider turbulent channel flow in the usual coordinate system so that y = x2 is the normal distance from the wall.(1991) is not exactly the same as Eq. so that backscatter is eliminated (Vreman et al. z. denoting this averaging by the Smagorinsky coefficient is obtained as ( . (13.42). using uniform filters of width d. and are random functions of x.258). Thus the need for damping functions or other special near-wall treatments is obviated. (13.252) obtain the result and show that the components of Li. vary with the same power of y as d o the ~ e y n o l d sstresses and the true residual stresses. the LES velocity field very close to the wall (to leading order in y) can be written where if.. and only the leading terms in y need be retained.? Thus.43). (1991) and Piomelli (1993) averaged the numerator and denominator in Eq. the dynamic model leads to good calculations of transitional and fully turbulent channel flow. and t. the success of the model can be attributed to the fact that it correctly yields cs = 0 for laminar shear flow (see Exercise 13. 13. Ghosal and Rogers (1997) and Vreman et al.

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This proviso necessitates resolution on the order of the viscous lengthscale 6. a priori tests reveal that there is a much weaker correlation between z'11 and Sij than the near-perfect correlation implied by the Smagorinsky model. The similar equation that is solved for JLM is where the indicator function prevents JLM (and hence cs) from becoming negative.the dynamic aspect .253). The general conclusion of a posteriori tests is that the dynamic model is quite successful. However the success of the model is attributed to its behavior for flow regimes for which the assumption lacks justification .131). as demonstrated by Eq. Z-1 The second component of the model . As discussed in Section 13. The first component is the basic Smagorinskythat the residual stress zfis aligned with the filtered model assumption Z J rate of strain Sij. transitional flow and flow in the viscous wall region.is based on the assumption that the Smagorinsky coefficient is independent of the filter width (see Eqs.4.6. where T is a specified relaxation time. This assumption is well founded for the case of'the filter being within the inertial subrange of high-Reynolds-number turbulence.I 3 Largemeddy simulation is solved for AM. it is useful to review the physical basis of the two components of the model. This is equivalent to averaging along the particle path. Such considerations lead Jiminez and Moser (1998) to ~onclude that 'the physical basis for the I y ? . provided that the energy-containing motions are resolved. The Lagrangian dynamic model has been applied by its originators to transitional and fully turbulent channel flow with similar success to that obtained with the original plane-averaged dynamic model. (13. = -zr*Sij. Eq. A clear demonstration of its general applicability is provided by the LES calculations of the flow in the cylinder of a spark-ignition engine performed by Haworth and Jansen (2000). with relative weight exp [-(t . Equivalently. (13. the assumption is that the Smagorinsky lengthscale ts is proportional to the filter width A.t')/ TI at the earlier time t'. close to walls ( e .253) and (13. LES-NWR). Hence no value and of the Smagorinsky coefficient cs can yield the correct levels both of zf 11 the rate of energy transfer of P. (13.254)). In view of this success.laminar flow.

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Using a filter such as the Gaussian. Bardina et al. (1993) and Vreman et al.28 on page 595. for the turbulent-mixing layer. The Clark model As observed by Clark et al. (1997).13 Large-eddy simulation successful LES calculations using this mixed model. given by the Smagorinsky model can be written where the velocity scale is Several eddy-viscosity models based on different definitions of the velocity scale q. the velocity scale q. an estimate of the residual velocity is provided by the identity On the basis of this observation. (1997) applied this model (with use of the dynamic procedure to determine cs) to the turbulent-mixing layer and obtained good results. this is the most su.) If this approximation is used in Eqw (13. Arguably.274). comparable to those with the Bardina mixed model. the result is the mixed model The first term on the right-hand side is the Clark model. Vreman et al. have been proposed. (1980) define the velocity scale q. in which the dynamic prbocedure is used to determine cs. (1979). are reported by Zang et al. for a filter such as the Gaussian an approximation for the Leonard stress is ? (This can be shown by an adaptation of the Taylor-series analysis performed in Exercise 13. Indeed.ccessfu1of six models evaluated by Vreman et al. (1997). should be representative of the residual motions. Alternative residual velocity scales The eddy viscosity v. as .

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in each case. A different use of the equation for k. the filtered density function (FDF) % . Analogous to the joint PDF of velocity. McWilliams. and Moeng (1994).. so that a scale equation (analogous to the model equation for E or O ) is not used. in combination with the localized dynamic model is described by Ghosal e t a!. and the dissipation is taken to be isotropic. however. the filter width A is taken as the characteristic lengthscale of the residual motions. under ideal conditions. In order to decrease the computational cost. of the residual 1 R kinetic energy k. Schmidt and Schumann (1989) obtain the residual stress from an algebraic approximation to its transport equation . and the value of the constant C.45. is that. NN 0. given and with a model transport equation used to determine the residual kinetic energy. subsequently Deardorff (1980) reverted to an isotropic eddy-viscosity model. can be justified. As shown in Exercise 13.13 Large-eddy simulation analogous to one-equation models.7. and PDF models have been proposed.45). The model equation is of the same form as a Reynolds-stress closure: production is in closed form. and the constant CE can be related to the Kolmogorov constant C. this form can be justified. The instantaneous rate of dissipation E. Schmidt and Schumann (1989) and Sullivan. algebraic stress models.zi i is related to k. Rather than using an eddy-viscosity model. CE and C.analogous to the algebraic stress model. Mason (1989). Wong (1992) describes (but does not demonstrate) a method in which equations are solved for the residual kinetic energies k. and k. (1995).1 can be estimated (see Exercise 13. redistribution is modelled by Rotta's model and by a simple rapid model. with the eddy viscosity v . Reynolds-stress models. under the ideal conditions of a high Reynolds number and the sharp spectral filter in the inertial subrange. K and A The dynamic procedure can be used to determine both coefficients. and the filter width A by where the constant CE is taken to be CE = 0. Again.. = . This type of model has been used extensively by the meteorological community. this form for v. for example. corresponding to two different filter widths. transport is by gradient diffusion. A difference. One of the few examples of LES in which a model transport equation is solved for the residual stress zR t i is the early work of Deardorff (1974).

t). (13. EXERCISE Consider high-Reynolds-number homogeneous turbulence with the sharp spectral filter in the inertial subrange.4 Implicit numerical filters In the numerical solution of the LES momentum equation. in which a greater fraction of the energy is in the subgrid-scale motions. Use the Kolm ogorov spectrum (with C = 1.5) and the relation (c. show that the approximations lead to the estimate 13. However. analogous to the Langevin model. f has all of the properties of a PDF (see Exercise 13. in LES. LES approaches incorporating a model equation for k. the general experience is that.g.6 F u r t h e r residual-stress models is defined by. the second moments are the residual stresses zR ijw Gicquel et al.95).285)) With the eddy viscosity given by Eq. For positive filters (G 2 O). various numerical errors are incurred. Eq.x.) w c to obtain the estimate for CE (Eq. One way to express this error is through the rnodlJied . have proved advantageous in meteorological applications in which other effects (e.13. The benefits of using additional transport equations are more evident in VLES. the most important being the spatialtruncation error. The first moments of f are the components of the filtered velocity U..286). buoyancy) are present.6. the additional computational cost and complexity involved in solving additional transport equations is not justified by an assured increase in accuracy. (13.21 on page584). (1998) performed LES calculations using a model equation for f ( V . with these exceptions. (13. Approaches based on the filtered density function are advantageous also for reactive flows in which the important processes of mixing and reaction occur on subgrid scales.

If the spatial discretization is ptheider accurate. and refer to their approach as MILES . (1992). which is the partial differential equation satisfied by the nurneri~ a solution. the MILES . The numerical stress zh+ 1 1 and hence this choice is crucial. Thus. h is small) for the well-resolved contributions to U(x. Compared with explicit modelling of the residual stresses. while it attenuates poorly resolved shorter-wavelengt h contributions (and prevents aliasing errors from contaminating the well-resolved modes). which depends on the grid spacing h. Energy is nxnoved from the resolved motions by numerical dissipation at the rate + Ekwis et al. be expressed as an additional viscous term. (1998). an appropriate numerical method is used to attempt to solve the Navier-Stokes equations for U. Because the grid is not fine enough to resolve the solution to the Navier-Stokes equations. advocated by Boris et al.monotone integrated large-eddy simulation. The ideal scheme is accurate ( e . (1992).1 3 Large-eddy simulation equation. (1992) use so-called monotone numerical methods. significant numerical stresses zh+ 11 arise. is that no explicit filtering should be performed and no explicit residual stress model should be used (zfi = 0). and Okong'o and Knight (1998). in which the numerical stress can . (A simple example of a first-order accurate scheme is given in Exercise 13. with the numerical viscosity v. representative LES calculations using this approach are described by Tamura and Kuwahara (1989). l The modified equation corresponding to the LES momentum equation can be writ ten ax.46. for a given filter width A.) There are differing viewpoints on the role of the numerical stress in LES. then T $ is of order hP. The simplest (which is implicitly assumed in the preceding discussion) is that the LES equations should be solved accurately. depends on the type of numerical method used. t) (with long wavelength relative to h). filtering and residual-stress modelling are performed implicitly by the numerical method. C being proportional to h. In addition to the works cited by Boris et al. zri. axi so that the spatial-truncation error appears as an additional numerical stress. That is. the grid spacing h should be chosen to be sufficiently small that the + negligible compared with the modelled residual stress numerical stress ~ 11 h is The opposite viewpoint. Instead. Knight et al.

.) A further advantage is that the time and effort required to develop and test a residual-stress model are eliminated. a i h ~ c a t e s and detractors. is equivalent to the modified equation . A crude finite-difference method is used. ? j EXERCISE s - 13.6 Further residual=stress m o d e l s approach has advantages and disadvantages. It is not possible to refine the grid to obtain grid-independent solutions (short of performing DNS). Hence show that the equation solved. It is argued that the details of how energy is removed are unimportant just so long as there is a mechanism to remove energy from the smallest resolved scales without contaminating the larger scales. Sometimes the approach is referred to as 'no model' but it should be appreciated that this is an inadequate description: for a given flow the simulation results depend both on the numerical method and on the grid used. in which the spatial derivatives at x are approximated by where h is' the grid spacing. Another disadvantage is that there is no representation or estimation of the subgrid-scale motions that can be used for defiltering or in models for other subgrid-scale processes. Use a Taylor-series analysis to determine the leading-order truncation errors in these approximations. i.t). The primary disadvantage is that the modelling and the numerics are inseparably coupled.46 Consider the numerical solution of the Burgers equation (Burgers for the positive velocity u(x. t) > 0.1 3. and that energy is removed from U only where and when it is necessary to do so. (This is similar to the argument used to justify the use of residual-stress models that perform poorly in a priori tests. The advantages are that (for a given grid size) as much as possible of the turbulent motion is represented explicitly by the LES velocity field U(x.e.

v.. yP. A modification suggested by Piomelli. The assumptions embodied in the specification of U* and the assumption that the shear stress is aligned with the tangential velocity are of course subject to criticism. A substantial computational saving accrues if the viscous wall region is not resolved. The Reynolds stress (uiuj) can be decomposed - - + . More satisfactory is to determine cs from the dynamic model. Ferziger.) 13. and Moin (1989) is to base the shear stress atqx on the filtered velocitv Ui(x A. U2 = 0. 092) = u*(x. for example. In addition. Mason and Callen 1986). egg.4. The velocity scale u* is obtained by assuming that. is applied to the normal velocity.5 Near-wall treatments In LES with near-wall resolution. downstream of x. and. z).z)Ui(x. the effects of the unresolved motions are usually modelled through the use of boundary conditions similar to the wall functions used in turbulent-viscosity and Reynolds-stress models (Section 11. Boundary conditions on the tangential components of U are applied implicitly through the specification of the shear stresses as t - T:~(x..166)). no-slip and impermeability boundary clonditionsare applied to the filtered velocity at the wall. z) some distance A. Piomelli (1993)). this is the only feasible approach at high Reynolds number (see Section 13. which leads to V . U satisfies the log law (Grotzbach 1981. for i = 1 and3. and quite satisfactory results for channel flow (see.. ~One . approach to overcome this deficiency is to damp lsby. The correct behavior of the Smagorinsky lengthscale ls near the wall is ls w y 3/2 .5). indeed.7. y. constant values of . (13.6). the van Driest damping function (Eq. and T . at the wall (y = 0) or at the first grid The impermeability condition.. This yields the correct near-wall scalings. the Smagorinsky model yields. These conditions are applied either node away from the wall (y = yp). the impermeability condition U2 = 0 is less innocuous than it may appear.13 Large-eddy simulation where the numerical viscosity is (Thus the leading-order truncation error is equivalent to an additional viscous term. for constant Cs.31 on page 601). In this case of LES-NWM. incorrectly. In contrast. instantaneously.6. w y3 and zT2 w y3 (see Exercise 13. or a power law (Werner and Wengle 1989).

000. Because the resolved fields are filtered.185)) and the mean residual 11 Reynolds stress (zr+). Benocci. the level of description in LES is more than sufficient for most purposes.with separation. for complex flows . impingement.7 Discussion In this section the LES methodology is discussed with respect to the criteria for appraising models described in Chapter 8. JJ j 13.299). and Piomelli (1995) obtained satisfactory results using the dynamic model combined with this type of near-wall treatment.7 Discussion into the resolved Reynolds stress R ! .1 1 (Eq. Completeness The mixing-length model is incomplete (because l.these wall treatments are the least satisfactory aspect of LES-NWM. and hence can be used to study phenomena such as unsteady aerodynamic loads on structures and the generation of sound. that. the specification (U2)p= 0 forces (RL2).7. and then a final perspective on the simulation and modelling of turbulent flows is given.(x) has to be specified). = 5. In applying LES to a complex flow.1 3. Compared with RANS.in general as a function of position and time. If the LES solution depends on the specification of the grid.32). (13. whereas the k-E and Reynolds-stress models are complete. LES has the advantage of describing the unsteady. and then (implicitly or explicitly) to take the filter width A to be proportional to the local grid size h. (13. and in LES ideally R ! . Is LES complete? Or are flow-dependent specifications required? The answer hinges on the specification of the filter width A . etc. then the model is . For channel flow up to Re. so that the shear stresses (uiu2) arise entirely from the modelled boundary condition Eq. however. reattachment.1 An appraisal of LES The level of description Since the filtered velocity field provides a direct representation of the energycontaining motions. some approximations are involved in extracting unfiltered one-point statistics such as ( U ) and ( uI wJ ) (see Exercise 13. is the dominant contribution. Balaras. large-scale turbulent structures. 13. but in practice this is not a major concern. . the usual practice is to specify the grid to be used in the numerics1 solution. to be zero. However. It is generally recognized.

especially for wall-bounded flows. even at high Reynolds number (see Exercise 13. depending on the implementation. while LESN W R has been applied successfully to boundary layers and channel flows with low and moderate Reynolds numbers. the number of modes or grid points generally used is comparable. compared with a Reynolds-stress model. the cost increases by a factor of 60 for each decade increase in Reynolds number. For homogeneous isotropic turbulence. are poorly resolved (ie. On the other hand. in which the near-wall energy-containing motions are not resolved. its cost penalty compared with a Reynoldsstress calculation is least for statistically three-dimensional and non-stationary . that is. and in the atmospheric boundary layer is infeasible.) Thus. Chapman (1979) estimates that the cost of LES with near-wall resolution (LES-NWR) in aerodynamic applications increases with the Reynolds number as Re 1. Hence.) For free shear flows.8 . (which decreases with the Reynolds number relative to the flow lengthscale 6). because the size of the important near-wall motions scales with the viscous lengthscale 6. Cost and ease o f use The computational cost of LES requires careful consideration. in marked contrast to DNS. its application to high-Reynoldsnumber flows such as those over aircrafts' wings. To be complete.34). the computational cost is independent of the Reynolds number. (Sometimes fewer modes (egg. The idleal numerical method for LES would include adaptive gridding to ensure automatically that the grid. ships' hulls.. The alternative is LES with near-wall modelling (LES-NWM). (Essentially the same result is obtained in Exercise 13. and hence the filter. the computational cost is either independent of the Reynolds number.13 Large-eddy simulation incomplete. Then. Experience shows that LES calculatiolns are likely to depend on the grid if the energy-containing motions. and.. LES is more expensive by approximately two orders of magnitude for each direction of statistical homogeneity.29). For LES of wall-bounded flows. the resolution requirements are qualitatively different.even for isotropic turbulence . or it increases weakly as in Re (see Exercise 13.29 on page 599.323) are used so that there is less resolution of the spectrum either at high or at low wavenumbers. this approach therefore requires prior knowledge of the flow SO that the grid (and filter) can be appropriately specified to ensure that the bulk of the turbulence energy is resolved throughout the domain. VLES). LES of such flows is quite practicable. are everywhere sufficiently fine to resolve the energy-containing motions. 403 modes are su:fficient to resolve 80% of the energy. Since LES .requires a time-dependent three-dimensional computation.

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it should be acknowledged that the number of different flows (used both for dlevelopment and testing) is not large. This is the theme of Part I1 of this book. However.' 13.274)). (1997) demonstrate that quite accurate results can be obtained by using. so an assessment of the accuracy of LES is subject to considerable uncertainty. Consequently. on the basis of a comparative study of various LES-NWM calculations of flow over obstacles. For example. it provides invaluable information for the development and testing of - . for example. for which various levels of description and accuracy are sought. the limited evidence suggests that the accuracy of LES-NWM is less certain. For more complex and higher-Reynolds-number flows. Furthermore. Nevertheless. These and other calculations support the view that LES can be reasonably accurate for free shear flows.2 Rnal perspectives In the context of turbulent flows. there are numerous LES-NWR calculations based on the dynamic model that support a similar conclusion for these flows (egg. (1997) conclude that the 'results are sensitive to the grid and numerical method' and that the wall treatments used are 'not reliable to be used with confidence in separated flows. and elsewhere.Piomelli (1993)). to allow an assessment of the sensitivity of the calculation to the specification of the filter. hose computational costs vary by as much as a factor of lo6. it is valuable to have a broad range of approaches with various attributes. Rodi et al.Is ~arge-eddy simulation over some range. by Vreman et al. (1997) (for the mixing layer). atmospheric sciences. and by Rodi et al. many involving additional physical and chemical processes. some useful comparative results are presented by Fureby et al. Tests satisfying these requirements have not been performed. a continuing major challenge to research is to develop methodologies (using the ever increasing available computer power) to calculate the flow and turbulence properties of practical relevance in engineering. While the computational cost of DNS precludes its use for high-Reynolds-number flows. the dynamic mixed model (Eq. For simple boundary-layer-type flows at moderate Reynolds number. there is a useful synergy among the approaches..7. Each of the approaches described in Chapters 10-13 has its place: no one approach will supplant all others. There is a broad range of turbulent flow problems. The mixing-layer comparisons of Vreman et al. (13. (1997) (for isotropic turbulence). (1997) (for two flows over square obstacles). varying in geometrical complexity.

existing methodologies are acceptably accurate. turbulent flows will remain a worthwhile and challenging area for research for some time to come.7 Discussion other approaches.13. ! l ?' . For some turbulent-flow problems.the modelling of the near wall region in high-Reynolds-number flows. For many others. Consequently. RANS modelling can be expected to contribute to the major outstanding issue in LES . Statistical approaches. and have an acceptable computational cost. such as PDF methods can be used in conjunction with LES for the treatment of turbulent reactive flows and other flows in which important processes occur on subgrid scales. substantial advances are required.




Specifically. This is defined by the position of the origin 0.' With Cartesian tensors. Euclidean. A vector has a magnitude and a direction. . A zeroth-order tensor is a scalar. 1. we briefly review the representation of vectors in Cartesian coordinates. ez. and (in a given Cartesian coordinate system) it has 3N components. As sketched in Fig. The basic properties of the unit vectors ei are succinctly expressed in terms of the Kronecker delta dij. We write ei to refer to any one of these. but also quantities with more directions associated with them. and by the directions of the three mutually perpendicular axes. which is the same in any coordinate system. and e3. A scalar has a single value. we can represent not only scalar and vectors. let E denote a Cartesian coordinate system in physical space. and (in any given coordinate system) it has three components. I Cartesian coordinates and vectors Fluid flows (and other phenomena in classical mechanics) take place in the three-dimensional. Before defining higher-order tensors. 2. and a first-order tensor is a vector. or 3. A. A. physical space. The unit vectors in the three coordinate directions are denoted by el. This is defined by We consider here three-dimensional space. an Nth-order tensor ( N 2 0) has N directions associated with it. The extension of tensors to spaces of different dimensions is straightforward.Appendix A Cartesian tensors From vector calculus we are familiar with scalars and vectors. with the understanding that the suBx i (or any other suffix) takes the value 1.

and e3 form a set of orthonormal basis vectors. if a suffix is repeated (e. A sketch of the E coordinate system showing the origin 0.4) is written ? . if i = j. It is evident from their construction that the vectors ei have the orthonormality property : For. giving the position of the general point P relative to the origin 0. then the dot product is unity (since they are unit vectors). Hence. for i # j. Eq. with this implied summation. A. ei.1. 1 he summation convention The notation of Cartesian tensors is considerably simplified by use of the Einstein summation convention. and x3 are the components of x in the E coordinate system. in matrix notation. A.1. According to this convention. then summation over all three values of the suffix (i= 1 2 and 3) is implied. the dot product is zero (since the vectors are orthogonal). the three orthonormal basis vectors. Thus el. and the general point P with position x = x l e l xzez + + or. x2. (A. the suffix i in eixi).g. e2. Referring to Fig. whereas. This vector can be written where xl.644 w A Cartesian tensors - Fig. x 'is the position vector..

+. show the substitution rule Obtain the results Show that the components of a vector can be obtained by Let u and v be vectors with components (u1. That is. eiXi = ejxj). if E is a right-handed system. and there is no necessity to distinguish between them. a given expression. A. Let el. I Cartesian coordinates and vectors 645 Note that the symbol ascribed to the repeated or dummy suffix is irrelevant (i. EXERCISES BY explicitly expanding the summations.11) are the direction cosines: aij is the cosine of the angle between the i axis in .v2.ei - ej (A. The nine quantities defined by the dot products aij .e.10) Coordinate transformations Tensors are defined in terms of their transformation properties. if there is an odd number of reflections. then the handednesses of E and E will be different. Z2.u3)and (vl. and E is obtained by reflecting one axis. We now introduce a second Cartesian coordinate system (denoted by E) and determine the transformation rules for the components of a vector. and Z3 be the orthonormal basis vectors of the E system. An important rule associated with the summation convention is that a sufix cannot appear more than twice in an expression. an example is shown in Fig. both right-handed and left-handed systems are valid. -. Show that the dot product is (A. It should be noted that. a suffix that is not repeated is called a free suffix . and = signs separate different expressions. In Cartesian tensors.2.u2. The E system is obtained from E by any combination of rotations and reflections of the axes.v3).A.. In In tensor equations. then E is a left-handed system.

Further. . A sketch of the E (solid lines) and E (dashed lines) coordinate systems..646 A Cartesian tensors Fig. (A.14) The vector x is the same in the E and E systems. and a rotation in the e 1 . x3) and (XI. From this interpretation we obtain a fundamental property of the direction cosines: the dot product of Zj and ek is (see Eq. A. the E system and the j axis in the E system.13) and similarly it can be shown that (A.2.17) - . but its components (xl. E i s obtained from E by a reflection of the Z3 axis.9)). x3)are different: (A. we obtain (A. In t h k particular example.e ~ plane.15) The transformation rules are obtained by taking the dot product of this equation with e k and ek: (A. (A. x2.16) (A.10)) Hence. aij is the i component in the E system of i?. because the vectors eJ+are orthonormal. J (see Eq.

EXERCISE Obtain the following results : where r = (x . (A.2 The definition of Cartesian tensors A zeroth-order tensor is a scalar. Some useful results are contained in the following exercises. and then to compare this rule with Eq. (A. which has the same value in every coordinate system.d$/axi and gj = d $/dxj.18) A. A first-order tensor.A. temperature. Determine the transformation rule between g. and hence show that the scalar gradient is a first-order tensor.x)1/2 . We can therefore differentiate with respect to x i functions defined in physical space.19) has 3l =3 components which transform by (cf. = .17)). as well as dot products of vectors. Examples are physical quantities such as density. Eq. (A.2 The definition of Cartesian tensors Derivatives The components of x are coordinates in the E system. Determine the transformation rule between the components Uj(t) and Uj(t). (A. and hence show that velocity is a first-order tensor. u. Let $(x) be a scalar field. the way to determine whether a quantity of the form of Eq. As illustrated in the next two exercises.20). and pressure. It has 3 O = 1 component.19) is a first-order tensor is to determine its transformation rule. EXERCISE Let X(t) dand U(t) = dX(t)/dt be the position and velocity of a particle. . (A.

b. In fact.26) To determine whether a quantity of the form of Eq.e.22) has 32 = 9 components which transform by There are several observations to be made about the expression eiejbij in Eq. .g. the symbol e nJe m used for the dummy suffixes is irrelevant. (A. (A. (A. and the quantity has no equivalent in standard vector notation.. the right-hand side of Eq. the transformation rule needs to be determined and compared with Eq. (A...22) is a secondorder tensor.which we obtain from those of Zik and Be (Eq. EXERCISE = eiejcij = ekeecke . (A.23).A Cartesian tensors Second-order tensors A second-order tensor. (A. dot) between ei and eJ. we need to determine the transformation rule for zke. For example. consider the quantities cij and Zke defined by where u and v are vectors.22).e. (A-19)): t This is indeed the transformation rule Eq.25) defines a different second-order tensor. i.. I but the ordering of the unit vectors is important.23): thus c is a second-order tensor. As always. There is no operator (e. namely the transpose of b: (A.- Show that the following are the components of second-order tensors: where $(x) is a scalar field and u(x) is a vector field. Are these the components of a second-order tensor? To determine the answer. i.

Tensor products As an example. if b and c are second-order tensors. which transform by An Nth-order tensor ( N 2 0) is of the form and has 3N components. If the operands are tensors. we have.A. simply. in terms ol component9.36) . For example. the tensor product of a first-order tensor u and the secondorder tensor b is the third-order tensor d: Hence.3 Tensor operations We now describe the operations that can be performed with tensors.3 Tensor operations Tensors o f higher order Extension to higher-order tensors is straightforward. (A. then so also is the result. It is left to the reader to demonstrate this fact. which transform by (A. A third-order tensor has 33 = 27 components.32) A. Addition Two tensors o f the same order can be added or subtracted. in terms of components. then their sum s is given by Thus.

37) Equations (A. Contract ion G'iven the components dijk of a third-order tensor. for example. but it does not need to be the same in each expression.g. the tensor product of an Nth-order tensor and an Mth-order tensor is a tensor of order N M. The ordering of the suffixes is significant. (A. The product of a scalar ( e a zeroth-order tensor) and an Nth-order tensor is an Nth-order tensor. In any tensor equation. j. the various expressions are separated . e. but they define different tensors d. consider - Are wl. setting rn to t. In particular (taking the scalar to be -1) if bij is a tensor.38) (A. we obtain Thus we obtain Wn = aknwk.39) are all valid tensor equations.g. and (A.36). WZ.42). e. i. (A. or =. and d". which is indeed the transformation rule for a first-order tensor. (A.37) are examples of tensor equations in clomponent form. each expression has the same free by suffixes. + (A. and w3 the components of a first-order tensor? In the E system we have Now in Eq.36). So. so also is -bij. (A.34). The process of 'setting rn to l' is referred to as 'contracting rn and t.A Cartesian tensors In general... and k in Eq. the equations +. and hence subtraction is a valid operation. In these equations. d'.' In .

Note that diik. Inner products If b and c are second. when any two indices of an Nth-order tensor (N 2 2) are contracted . and dijj are all valid (but different) contractions of dijk.3 Tensor operations general. the dot product of two vectors. + Division There is no tensor operation corresponding to division. (However.) Gradients Gradients are obtained by applying the gradient operator to a tensor field.diji. The most familiar inner product is.and third-order tensors. then their inner product is the third-order tensor d: 'l'hus.2. as discussed in Appendix B. taking the inner product of an Nth order tensor and an Mthorder tensor (N. respectively. the result is a tensor of order N .2. of course. then the gradient of b is the third-order tensor h given by (A. if b(x) is a second-order tensor field. For example. M 2 1) results in a tensor of order N M . in terms of components. In general.50) . a second-order tensor may have an inverse.A.

then the value of b at position y r can be obtained from b and its derivatives at y from a Taylor series. + Divergence The divergence of the tensor b is the inner product of V and b: (A.d2bij/(~xk axe). In particular. Repeated application of the gradient operator V yields successively higher derivatives . It may be seen from Eq. in terms of components.52) I n general the divergence of an Nth-order tensor (N 2 1) is a tensor of order N .k for db1~ m/dxk.50) that the gradient of b is similar to the tensor product of V and b.1. The Laplacian The Laplacian is the scalar operator Taylor Series If b(x) is a smooth second-order tensor field. . (A. In general. for example. the gradient of an Nth order tensor (N 2 0) is a tensor of order N 1. the divergence of a vector is a scalar.6 52 A Cartesian tensors Or. In terms or components the series is + and similarly for tensors of different orders. A shorthand notation that is sometimes useful is to write bij.

and let n be a given unit vector. 4.. In using suffix notation we follow the normal practice of referring to 'the tensor bij'. V u = a ~ ~ / a ~ ~ ) . Then.1 on page 85). Using Cartesian tensor suffix notation.g. and (c) an equation. = fourth-order tensor: I/. where dA and dV are elements of area and volume.3 Tensor operations Gauss's theorem This applies to (once continuously differentiable) tensor fields of any order.A. write down expressions for + + . We follow the tradition in fluid mechanics of using suffix notation for tensors of order two or higher. b = c.. t) be the velocity field.g. Notation Equations involving tensors can be written either in direct notation. and of using both notations interchangeably for first-order tensors (e. it should be understood that. or in su@x notation. Aij.. The quantities Ui. a possible answer to (a) is 45 -. and $(x) and 0(x) being scalar fields. e. relating 4 to 0. (b) 0 = V u.( e ) use every one of these tensors to complete a valid equation for the indicated quantity: (a) (b) (c) (d) (e) a a a a a scalar: 4 = first-order tensor: v j second-order tensor: Tke = third-order tensor: F. e.Aii uiBijj Ciijj). However. deduced from (a) and (b). bij is the i-j component of the tensor b in the E coordinate system. b. write in Cartesian tensor suffix notation (a) u = V$. more correctly. We use the second-order tensor b(x) as an example. and let n denote the outward-pointing unit normal on A (see Fig. EXERCISES With u(x) being a vector field.. If i and k are contracted.. Let u(x. Bijkl and Cijke are given tensors (not tensor fields).g. In each of ( a . Let A be a piecewise smooth closed orientable surface that encloses a volume V. the result is the divergence theorem. = cij..jke = (for example.

Let s(t) denote the distance between A and B. I: (c) . The cross product of two vectors u and v is then el r = u x v = det ul e2 e3 u2 v2 u3 01 03 i (A. and often unappreciated or m~~understood.6 54 A Cartesian tensors (a) the fluid acceleration. for Cartesian tensors there is no equivalent to the cross product or to the curl. I: (d) dt in terms of ni. if ( i j. The considerations surrounding this observation are somewhat subtle. 231. Using Cartesian tensor suffix notation. The cross product can be written in suffix notation by using the alternating symbol (or Levi-Civita symbol) defined by Eijk = { -1. if i j k) are anticyclic. dot products. k) are cyclic. Consider two moving points A and B whose positions are xA(t) and xB(t). However.xB(t). uf. and (c) the components of velocity in the plane perpendicular to n. (b) the component of acceleration in the direction of n. Cyclic orderings are 123. otherwise two or more of the suffixes are the same.scalars.4 The vector cross product In developing Cartesian tensors we have introduced many quantities that have direct equivalents in vector calculus . and whose velocities are d ( t ) and uB(t). and 3 12. direction of xA(t) obtain expressions for (a) s in terms of XA I and XB i 3 (b) ni in terms of Xt. which we illustrate and clarify in this section. anticyclic orderings are 321. and let n(t) be the unit vector in the . and 213. otherwise. 132.in terms of ni. In the context of modelling turbulent flows it is an important issue. gradient and divergence. uB ds A. uA and U? I: I 3 and dt dni and s. X ! and s. vector.57) .

. w(x) = V x U ( e . 0 or 2).usually right-handed.61) that the answer depends upon whether or not Eijk is a third-order tensor. Similarly.g.Eijk UjVk.Eijk . Figure A. and the rate of rotation by the pseudovector w. Objects. then Eijk transforms as a tensor.e. (A. In vector calculus we insist on using coordinate systems of fixed handedness . . the primary example being right-handed and left-handed screws. vorticity). A simple example suffices to show that Eijk is not a tensor. is different than the transformation rule for a third-order tensor.58) and (A.3 shows (in a right-handed coordinate system) a spinning arrow moving away from the observer toward a mirror. but. The concept of handedness is central to the issues surrounding vectors and pseudovectors. then. (A.62) Hence aipa j q a k r Eijk = (-aip)(-a jq)(-akr )Gjk which. as depicted in Fig.) We conclude. Zi = -ei. that the cross product r = u x v and the curl w = V x U are not first-order tensors: they are more properly called pseudovectors.63). if there is an even number of reflections ( e . for example.. A. 1 or 3). because of the minus sign. if there is an odd number ( i . (It can be shown that. is with components Cr)i . ri and. motions and flows can also exhibit handedness. The velocity of the arrow is represented by the vector u. The direction cosines are then (A. velocity) then its curl.A*4 The vector cross product 655 Thus the components are . Let the E system be obtained from the E system by a reflection of each axis. it transforms according to Eq. i.- axj Are r and o first-order tensors? It is evident from Eqs.1. if U(x) is a vector field (e.

4 shows the same motion but in a left-handed coordinate system. = w. and its image in the mirror (top right). A.3. The velocity vector u changes direction but the rotation pseudovector w does not.656 - A Cartesian tensors Fig. A. This illustrates the difference between the behavior of a vector and a pseudovector under a reflection. A. corresponding to motion as a right-handed screw.3 is the reflection of the arrow in the mirror. u. Fig.3. Note that. A. and rotating at the rate w. A sketch in a left-handed coordinate system of the same spinning arrow and mirror as those depicted in Fig. A sketch in a right-handed coordinate system of a spinning arrow (bottom left) moving toward a mirror. oris negative and correspondingly the motion is as a left-handed screw.-u. The product u w is positive. Also shown in Fig. pointing from tail to head. Note the direction of the rotation pseudovector Both u and w are parallel to the axis of the arrow. Figure A. for the image arrow. .4. The reflected image is of an arrow moving toward the observer with velocity ur .

The reason that these are important considerations is that neither the laws of mechanics nor the properties of Newtonian fluids are biased toward right-handed or left-handed motion2 To illustrate the contrary behavior we consider the equation purporting to model some aspect of fluid behavior (with u(x. Pertinent to the present discussion is that the equation incorrectly biases the implied motion to a particular handedness. (A. The direction of w is reversed. this equation is an atrocious model. and it violates the principle of Galilean invariance (see Section 2.w > 0) and (b) with negative helicity (rr . To see this. Sketches of helical motion (a) with positive helicity (rr . . because it is dimensionally incoi*rect. the components of w evolve by 3 A flow may be biased one w a y or the other. t) being the velocity and vorticity fields).w < 0). let a local right-handed coordinate system be chosen such that (at the moment and location of observation) the velocity is in the el direction. Apart from its lack of a physical basis. t) and w(x. according to Eq.64). not by the governing equations.4 The vector cross product Fig. A.A. and the right-handed screw motion of the arrow now corresponds to a negative value of u w. Then. but this is brought about by the initial and boundary conditions.5.9).

the implied motion is the same in right-handed and left-handed coordinate systems. The conclusions are summarized as follows. (i) The alternating symbol Eijk is not a third order tensor. equivalently.658 A Cartesian tensors 1 t may be seen from Eq. then Eq. For then.64) is fundamentally wrong. (A. A. an equation written in vector notation involving pseudovectors.because the minus signs cancel.64) would imply a bias toward left-handed screw motion. (ii) The physical behavior implied by an equation writ ten (legitimately) in Cartesian tensors is unbiased with respect to handedness. so that. vorticity and the vorticity equation are central to our understanding of many phenomena in fluid mechanics. (A. the helicity u o is biased to positive values corresponding to right-handed screw motion. can incorrectly imply an asymmetry in the handedness in the physical behavior that depends on the handedness of the coordinate system. (ill) In contrast to (ii). This i. It may also be observed that an expression containing the alternation symbol an even number of times transforms like a tensor .5(a). there can be no bias. Since both the laws of mechanics and the properties of Newtonian fluids are unbiased with respect to handedness. If a left-handed coordinate system were used instead. because of this symmetry. a . they can legitimately and usefully be employed in other circumstances. and is independent of the handedness of the coordinate system. t While (in view of (iii) above) Eijk and pseudovectors are to be avoided in the construction of equations describing fluid behavior. as depicted in Fig. . Hence such expressions can be re-expressed as tensors. (A. and v = u x v and w = V x u are not first-order tensors. and hence is biased toward positive values. In particular. or equivalently an equation written in suffix notation involving Eijk or pseudovectors. They are pseudovectors that do not transform as tensors under a reflection of (an odd number of) coordinate axes. The handedness symmetry of Cartesian tensors stems from the inclusion of reflections in their required transformation properties. a biased equation such as Eq.s simply achieved by demanding that equations be written in Cartesian tensor notation. In constructing model equations to describe turbulent flows we want to ensure that there is no bias of handedness. or.65) that the model implies that the component of w in the direction of u always increases.

(A. 2.72) and write explicit expressions for wl.g. .5 A summary of Cartesian-tensor suffix notation EXERCISES . - -. or =. -. and operations involved with Cartesian tensors using suffix notation can be summarized thus.. +. rules.5 A summary of Cartesian-tensor suffix notation The definitions. tensor expressions are separated by P-orexample . and rewrite this equation expressing each side explicitly as a 3 x 3 matrix.75)). .once is a free sufix (e. a suffix that appears. Show the following: Eijk Eijk ..A. In a tensor expression. Show that 0 2 and co3. Use Eq. In a tensor equation. 1.61) to show that where the rate-of-rotation tensor is (A. Verify that A. a suffix that appears twice is a repeated sufix . 3.6. In a tensor expression. i and j in Eq. (A.

i. In a tensor expression..A Cartesian tensors or a dummy sufix (e..g. the suffixes k in dijkk). more correctly. 14.dijpp* 4. 12. 8. 9.76) 5. Note that aii = 3. The result is a tensor of order N . The gradient o f a tensor is a tensor of one order higher.g.. Each tensor must be of the same order with the same free suffixes. f ikg = cijdjneThe substitution rule is that the inner product with the Kronecker delta is. The tensor product of an Nth-order tensor and an fifth-order tensor is an (N f M)th-order tensor. For example. Different contractions'of dijk are diik. with the same free suffixes (not necessarily in the same order).r(N 2 1) is a tensor of order 18. A tensor expression with N free suffixes is (or. 11. The Kronecker delta aij is defined by for i = j. There are no tensor operations corresponding to the uector c:ross product or to the curl. 16. each expression in Eq.2. bijk = Cijk dikj. M 2 1) is a tensor of order N M .g.d - 17. represents the components of) an Nth-order tensor. The divergence of an Nth-order ta1~0.g.The symbol used for a dummy suffix is immaterial. 6. For example. and dijj+ The inner product of an Nth-order tensor and an fifth-order tensor (N 2 1. It is a second-order tensor. for i # j. 7. (A. a suffix cannot appear more than twice. Addition. i.. Summation convention : a repeated suffix implies summation.56) is NOT a tensor. There is no tensor operation corresponding to division. (A. 10. 13.Cik are both invalid.75) is a second-order tensor.g+. e.e. Equation (A. e.. diikk. . a w (A. for example. Each expression in a tensor equation must be a tensor of the same order.. whereas bij = dijk and bij . The alternation symbol Eijk in Eq.diji.75) is valid. bijkem= cijdkem+ An Nth-order tensor (AT 2 2) can be contracted by changing two free suffixes into repeated suffixes.2: e. e.e. + + 15. the expression Jijii is invalid.

apply directly to second-order tensors. the properties of matrices . Before proceeding. 1 shows various operations expressed in the three notations being considered. in this appendix we use lower case letters (e. When necessary the two different meanings are distinguished by using the terms 'first-order tensor' and 'column vector'. . and similarly the components ui of a first-order tensor u form a column vector Consequently.that are familiar from the study of linear algebra .g. we encounter several second-order tensors. and the Reynolds-stress tensor (uiuj). b and u) for tensors. Second. hfatrix notation The first observation is that the components bij of a second-order tensor b Iorm a 5 x 5 matrix. First. we clarify two aspects of notation and terminology.Appendix B Properties of second-order tensors In the study of turbulent flows. the viscous-stress tensor zij. notably the velocity-gradient tensor aUi/axj. and upper-case letters for the corresponding matrices and column vectors ( e . Table B.The purpose of this appendix is to review some of the properties of these tensors that are used in the text. the term 'vector' is used both in Cartesian tensors and in matrix analysis.. B and U).

1. the sum of the diagonal components + The trace can be used to decompose the tensor into an isotropic part and a deviatoric part. b has the decomposition . There are no odd-order isotropic tensors.e. a deviatoric tensor has zero trace. so that the deviatoric part of b is Thus.. The isotropic part of b is By definition. Table B.and second-order tensors expressed in various notations _ . i. Operation Inner product Cartesian tensor: Cartesian tensor: suffix notation Matrix notation direct notation of two vectors Tensor product of two vectors Inner product of second-order tensor and vector Inner product of transpose of second-order tensor and vector Inner product of two second-order tensors Addition of two second-order tensors Decomposition The unique contraction bii of a second-order tensor corresponds to the trace of the matrix B. _ .662 - .-- B Properties of second-order tensors A . whereas isotropic second-order tensors are scalar multiples of the Kronecker delta. trace(B). By definition. ah isotropic tensor has the same components in every coordinate system. Operations involvingfirst.

10) or. 11) (B. (A. use both suffix and matrix notation to show that (a) the diagonal components of rij are zero. in matrix notation.Sjkrki is antisymmetric. Recalling the definition ail = ei ej. 12) Thus the second-order tensor b can be decomposed as the sum of an isotropic part betaij.. With sij being symmetric and rij being antisymmetric. a symmetric deviatoric part sij. we obtain (B. with I being the 3 x 3 unit matrix (corresponding to ) the decomposition is: with The deviatoric part can be further decomposed into symmetric (S) and antisymmetric (R) parts . 13) and \A. Hence. (B.B Properties of second-order tensors 663 Or3 in matrix notation. and sikrkj Sjkrki are symmetric. 14) . rikrkj. (c) S i k T k j . .14). (B. and (d) Sijrji = 0. (b) SikSkj. 13) EXERCISE . Thus the columns of A are mutually orthogonal . . we may observe that the jth column of A is the column vector corresponding to the components of Zj in the E coordinate system. . . + Unitary transformations The matrix A of the direction cosines aij is a unitary matrix. unit vectors. and an antisymmetric deviatoric (B. in accord with Eqs.

B Properties of second-order tensors - The transformation rules for first. for the stress tensor. then there exist unitary matrices A that diagonalize S: (B. The above result shows that this distinction is not intrinsic.. Z2? and Z3 provide an orthonormal basis for a special coordinate system . (A. The intrinsic distinction is between the isotropic part of the tensor and the anisotropic deviatoric part. then S = A I . the eigenvalues and eigenvectors satisfy the equation (B.called the principal axes of S. but rather depends entirely on the coordinate system: in principal axes.g. and the columns of A (denoted by Z1. 15) (B. the off-diagonal components are zero. and every coordinate system provides principal axes.Hence the principal axes are determined up to reflections and 90" rotations of the axes.664 . Franklin (1968). 7 . A. If two eigenvalues are equal. From linear algebra (see e. 100) we have the following important result. If all three eigenvalues are equal. By their definition. = A2 f A3 say.18) where bracketed suffixes are excluded from the summation convention.and second-order tensors (Eqs. any coordinate system containing Z3 as a basis vector provides principal axes of S.17) and (A. and Z3) are the corresponding eigenvectors. 16) Principal axes We now consider further the properties of symmetric (not necessarily devia-toric) second-order tensors. Hence.II. then every vector orthogonal to Z3 is an eigenvector. p. The distinction between diagonal and off-diagonal components is often made. the +diagonal components are the normal stresses and the off-diagonal components are the shear stresses. A1 = A2 = A3 = A. For example. If the eigenvalues are distinct. The eigenvectors PI. every vector is an eigenvector. Z2. 17) I The diagonal components . then the unit eigenvectors are determined up to their ordering and their+sign.23)) correspond therefore to the unitary transformations (B. and A3 (which are real) are the eigenvalues of S. If S is a real symmetric matrix.

show that its eigenvalues are and (for 1 # 0) the corresponding unit eigenvectors are (Hence every symmetric positive semi-definite second-order tensor has the decomposition Eq. Use the results of Exercise B. and define the symmetric second-order tensor s by By considering s in principal axes.17) obtain the results (B.19) AAA 1 -el = L1Z1. . and 3 be mutually orthogonal vectors. g. and Z3.2.and (by induction) of S3.4 to show that . S4. .B Properties of second-order tensors 665 EXERCISES Given that the columns of the results are the eigenvectors Z1. and h be mutually orthogonal unit vectors.. What is the significance of the last result? From Eq.) Let f.24) Hence argue that the principal axes of S are also principal axes of S2. (B. obtain (B. . (B. Z2. Let dB).25). a = 1.

. powers are defined by etc. corresponding to the matrix expressions B~ = BB. b? called an invariant. and III. because its value is the same in any coordinate system.B Properties of second-order tensors Invariants For any second-order tensor b. are the simplest possible linear. three principal invariants are defined by (B..e. For a symmetric second-order tensor s (with corresponding matrix S). quadratic. which is different than the square of the i-j component of b. E. we obtain (B. In terms of the components bij. Note that b2 11 denotes the i-j component of b2. (B.34) It may be noted that Is..) t 1 = bi jbJn U * b3 Ir = bbijbjkbki)is Any scalar obtained from a tensor (e. Invariants are.g.. Eq. i.28) is etc. B~ = BBB. etc. the same in every coordinate system.. and cubic combinations of the eigenvalues that do not depend on their ordering. (The nine quantities (bij)2 are not the components of a tensor.31) I where det denotes the determinant. (bij)2. On evaluating the principal invariants in principal axes. by definition. bii.

If all the eigenvalues A . S. These observations are fundamental to representation theorems. we find that s4can also be expressed in the same way. eigenvalues (Eq. the important Cayley-Hamilton theorem states that the matrix S satisfies its own characteristic equation: (see Exercise B. (B. A2.38). Evaluate ( A discuss its signihcance. (B.B Properties of second-order tensors The characteristic equation The eigenvalue-4genvector equation (Eq. - 2)(R2 - - A) and The Cayley-Hamilton theorem In the present context.7). and I. When it is transformed to principal axes. by induction. EXERCISE Evaluate the determinant and hence verify Eq. Sn (n 2 3) can be expressed as a linear combination of S2.6) leads to the cubic characteristic equation Hence the significance of the principal invariants. S becomes the diagonal matrix of .18)) can be written and we know from the theory of linear equations that a non-trivial solution exists only if the determinant of (S-21) is zero. This equation shows that S3 can be expressed as a linear combination of S2. where the three coefficients of these matrices aret invariants of S. then so also is det(S). Hence. and then S is non-singular. by premultiplying the equation by S. S. (B. Evaluation of the determinant (Exercise B. Further. In this case there is an inverse S-' such that S-'S = I.17)). and I. and A3 are non-zero. and then evidently S-' is .

For positive semi-definite S. In terms of tensor components s-I i j of the inverse s-I the result is ? O n the other hand.e. If the eigenvalues are non-negative (Ai 2 0) then Q ( v ) is nonnegative. its value is unaffected by a change of coordinates. if one or more of the eigenvalues is zero. Since Q(v) is a scalar. and s is then positive semi-definite. then S is singular. With s-I being the inverse of the symmetric positive definite secondorder tensor s consider the equation ? .39) to principal axes by premultiplying by A postmultiplying by A. (B. and S-I is undefined. with fii being the components of v . s1l2is the (symmetric) square root of s. Compare the result with the characteristic equation (Eq. the quantity is strictly positive.. all of the eigenvalues are strictly positive. EXERCISES . expressing the result with terms of A.39) by . In the principal axes of s.8 B Properties of second-order tensors An explicit expression for S-' is obtained by premultiplying Eq. for every non-zero vector v. define Show that sl/* is a symmetric tensor with the property i. The rank deficiency of S is equal to the number of zero eigenvalues.T and Transform Eq. and only if. The tensor s is positive definite if. B.66. (B. Clearly s is positive definite if.38) and hence verify the Cayley-Hamilton theorem.

9 .6 Properties of second-order tensors By considering principal axes. show that this equation defines an ellipsoid whose principal axes are aligned with the eigenvectors of s and that the lengths of the axes are equal to the square roots of the eigenvalues of s.

? C.. the basic plroperties of these generalized functions are reviewed.. This is an example of a delta sequence. and some particularly useful results are derived. and the above equations do not provide an adequate definition..I The definition of 6(x) The Dirac delta function has the properties 6(x) = for ?c = 0. its definition and properties depend on the integral where g (x) is any test function (with appropriate differentiability and behavior at infinity). it should be appreciated that 6(x) is not a function in the usual sense. Instead.Appendix C Dirac delta functions In the text we make extensive use of the delta function 6(x) and related quantities such as the Heaviside function H(x). consider the functions for n = 1. As a way to approach the Dirac delta function. However.2. In this appendix. 6(x) is a generalized function. It may be recognized .3. . As such.

(C.4)) for n = 1. (3.41)).(x) is the Gaussian distribution with mean zero and standard deviation l / n (see Eq. (C. C. . and 16. f i 1 . and for the integral of the form of Eq. h . more generally.3).C. with the Taylor series (where g (m?(x) denotes the mth derivative ofg(x)).(x) for several values of For the test function g(x). Thus we have and.(x)dx. . where { f i o . Figure C. I The definition of 6(x) Fig. 3 . . h .1. . The functions D. are the moments of the standardized Gaussian distribution. for rn 2 0. } = { l O l O .4.(x) (Eq. f i 4 . 1 shows D. we obtain xmD. that D.

(iv) The only significance of an expression involving delta functions.' and. f (x)6(x .b).a)6(x . we have + + g(x)Y. or iff (x) is discontinuous (iii) Legitimate operations include multiplying by a function... I (C. the integral in Eq.g. g. Illegitimate operations include multiplying two delta functions of the same variable. for any constant a. is the value obtained when it is multiplied by a test function g(x) and integrated. then. 6(x . (C. (C. f (x)6(x a) h(x)b(x .2 Properties of 6 ( x ) The basic properties of 6(x) are now itemized. and division by a delta function. (i) By a simple change of variable. (ii) More generally.4 1 dx = g(a)f (a).. for el > 0 and e2 > 0. precisely this property . from the function g(x). (C.. e. the Dirac delta function is the generalized function that has . if the function f(x) is continuous at a. f (x)b(xa) (provided that f (x) is continuous at a). This is the sifting property of the delta function: 6(x .13) g(x)lf(a)b(x .10) C. For example.10) that.a) is referred to as a 'delta function at a. e. and addition.(x)S(x .all dx and also = g(a)f (a).(x) does not exist.U!L C Dirac delta functions While the limit limn+* D. e.g.b).11) sifts out the particular value g(a). it follows from Eq. (C.a).12) This integral is not defined if el or €2 is zero. evidently we have By definition.g. . e.

as are PDFs.2 for three values of n.) (v) It is evident from the normalization condition J" --XI 6(x) dx = 1 that 6(x) is a density .a)/b.x).4)) are defined by (C.a) is not legitimate. 6(x) transforms as a density. (C. For example. the equation f (x) 6(x . we conclude that the transformation rule is (for b # 0) 6(X Note that.3 Derivatives of 6(x) The derivatives of the delta sequence D.a) = f(a)b(x . Under a change of independent variable.15) is correct.C.19) It is shown in Fig. and by repeating the analysis for b < 0.3 Derivatives of 6(x) Consequently.a) dx. 18) C. (C. so there is no implication that f (x) equals f (a). if x has dimensions of length 6(x) has dimensions of inverse length.a) (C. (Recall that division by 6(x . On setting y = (x .a). So. we obtain ? = I g(x)b 6(x . we obtain .a) = 6(a .16) By comparing the first and last expressions in this equation.(x) (Eq. 17) -1. (C. (C. On integrating by parts. for b symmetric : = ha ) = lb6(x . consider 6 [ ( x a)/b] for b > 0. this equation shows the delta function to be 6(x . C.

(C. C. C. i.. r-2 = 1. and 4.19)) for Fig.2). g (1) (a).a) sifts the derivative at a. (C.+cQ =-g ( I ) (0)... and also that 6 (1) is anti-symmetric: 1 6 (1) ( x a ) = -6 (1)(a- x) ((2.2 1) It may be observed then that -6(')(x .e.2. For the mth derivative we obtain The transformation rule is (for b a'""(X # 0) (4 . The functions D.(x)g(x) to vanish at infinity.22) (see also Fig.) The derivative of the delta function 6 (1)(x) i s then defined such that 6 (1) (x)g(x) dx = lim . Higher derivatives are defined similarly. (The test functions satisfy the weak conditions required for D.2.bmlb16 (x-a) ha) - .( 1 ) (x) (Eq.

C. the left-hand side is while the right-hand side is (. . as n tends to infinity.(x) is defined by and is shown in Fig.(x) tends to the unit step function with for x < 0. Hence we obtain (C. Evidently. S. The Taylor series for the test function g(x) is In terms of delta functions.- Following the method employed in Eq.h)'" dx. for > 0. (C.4 Taylor series (see Exercise 1 ) and hence EXERCISE --- .30) C.C.16). (C.5 The Heaviside function Corresponding to the delta sequence D. C. show that the transformation rule for 6 (1) is (for b # 0) 6 ( 1 ) ( X h a )=bib16 (1)(x-a).4 Taylor series A possibly surprising observation is that 6(x) has a Taylor-series expansion.(x) (Eq. the sequence S.3.4)).

The Heaviside function H(x) is defined as the generalized function with the property / H(x)g(x)dx = lim / The derivative of H(x) is 6(x). from (C.4. conversely. 1 . and. C. for b > 0. or.34) EXERCISES - Show that the transformation rule for the Heaviside function is H(x . for b < Om Consider the sequence of functions .3.H(x -a). and 16.C Dirac delta functions Fig. H(x) is the integral Jx-00 6(y) dy This is evident from the above definitions. The functions S. (C.(x) (Eq.31)) for n = 1. alternatively.4.

g.(x)g(x) dx = C. e.a)6(x . but not of delta functions of the same variable.b).g.b).(x) and S.) .(x)differ as n tends to infinity? Show that lim - S. e.y ) and is just the product of the three one-dimensional delta functions : It has the sifting property where dx is written for dxl dx2dx3+(Note that it is legitimate to form the product of delta functions of different variables..a)6(x2. 6(xl . The three-dimensional delta function at y is written 6(x .C. 6(x ..6 Multiple dimensions How do S.6 Multiple dimensions Let y by a point in three-dimensional Euclidean space.

Oberhettinger. . Monin and Yaglom (1975). Lighthill (1970). at least as generalized functions. and a comprehensive compilation is provided by Erddlyi. In some definitions the negative exponent -iot appears in the inverse transform. For further explanations and results. e. and Termekes and Lumley (1972).1 on page 679. the corresponding formulae for transforms between physical space (x) and wavenumber space (IC) are obvious.Appendix D Fourier transtorms The purpose of this appendix is to provide definitions and a summary of the properties of the Fourier transforms used elsewhere in this book. the reader may refer to standard texts. Some useful Fourier-transform pairs are given in Table D. Bracewell (1965). its Fourier transform is and the inverse transform is For f (t) and g ( o ) to form a Fourier-transform pair it is necessary that the above integrals converge. and Priestley (1981).g. Definition Given a function f (t). There is not a unique convention for the definition of Fourier transforms. and the factor of 2n can be split in different ways between 3 and 3 The convention used here is the same as that used by Batchelor (1953). The transforms shown here are between the time domain (t) and the frequency domain (a). and Tricomi (1954)..

as may be seen by taking the complex conjugate of Eq. and v are real constants with b > 0 and v > -$) Derivatives The Fourier transforms of derivatives are The cosine transform If f(t) is real. then g ( o ) has conjugate symmetry: for f ( t ) real. b. then Eq.D Fourier transforms Table D.2). (D.1. (D.1) can be rewritten f(t) is real .If and even ( e m f ( t ) = f (-t)). Fourier-transform pairs (a.

the .1) and invoking the sifting property Eq.like 6(t .e 2n: i~(t-a) d ~ . does not contain a factor of 2 (cf. (D. so that the inversion formula f (t) = / g ( o ) cos(wt) d o . with G(t) being a test function.7)).6) and (D. Eq. i.12) has the meaning (D. (C. This is a remarkable and valuable result. That is. In considering spectra. it . f (t) cos(wt) dt. .a) = L m ..13) Further explanation is provided by Lighthill (1970) and Butkov (1968).ll)) 1 3{6(t . a ? Setting g ( o ) = (1/2n)e-'"' .e.a) .must be viewed as a generalized function.a)} = -e 2n and. inversion formula (Eq. The delta function The Fourier transform of the delta function 6(t . -iu.D Fourier transforms showing that g ( o ) is also real and even. The inverse transform is Equations (D. in particular. (D.2)) yields O01 6(t .7) define the cosine Fourier transform and its inverse. it is sometimes convenient to consider twice the Fourier transform of a real even function f (t).a) is (from Eq. since the integral in Eq. (D. (D.12) is clearly divergent. Eq. (D. However.

12). the Fourier transform of the convolution is equal to the product of 2n: and the Fourier transforms of the functions. = gb = g).(a) and gb(a).18) This is Parseval's second theorem. we obtain (D. so that the integration of all o" is readily performed.17) The integral of the exponential term over all t yields 2n:6(a . (D. Eq.see Eq. For the case in which f a and f b are the same function ( i . Parseval's theorems We consider the integral of the product of two functions f a @ ) and fb(t) that have Fourier transforms g.D Fourier transforms 68 1 Convolution Given two functions fa(t) and fb(t) (both of which have Fourier transforms) their convolution is defined by With the substitution r = t . the Fourier transform of the convolution is (D. 16) i(w-wl')t d o d a " dt.a"). f a = f b = f and correspondingly g. (D. (D. By writing f a and f b as inverse Fourier transforms.s. 18) becomes Parseval's Jirst theorem : (D. 19) .15) That is. producing (D.

0.(t) be the zero-mean Gaussian distribution with standard de- and let f b ( t )= N(t. a2 b2).0. Show that the convolution of f a and f b is N(t. obtain the following results: Re-express the right-hand sides for the case of f ( t ) being real. this can be re-expressed as EXERCISES . + . Let f.D Fourier transforms If f ( t ) is real. where a and b are positive constants. . b2). With f ( t ) being a differentiable function with Fourier transform g ( o ) .

The fluctuation in U(t) is defined by and clearly its time average. .I Fourier series We start by considering a non-random real process U(t) in the time interval 0 5 t < T. We circumvent this difficulty by first developing the ideas for periodic functions. r' t. (u(t))=. the Fourier transform of U(t) does not exist. and hence does not decay to zero as It1 tends to infinity.Appendix E Spectral representation of stationary random processes The purpose of this appendix is to show the connections among a statisticallystationary random process U(t). As a consequence. The process is continued periodically by defining U(t + N T ) = U(t). This fact causes significant technical difficulties. is zero. R(s)+ A statistically stationary random process has a constant variance. its frequencv spectrum E (a). and then extending the results to the non-periodic functions of interest. which can be overcome only with more elaborate mathematical tools than are appropriate here. its spectral representation (in terms of and its autocorrelation function Fourier modes). for all non-zero integer N. The time average of U(t) over the period is defined by and time averages of other quantities are defined in a similar way.

samo3aq ((01'8) +bg)sapas lapnod ayl snyL +ysyu~a (01*g) b jo aprs pu~y-yy8u aql uo s w a y L J B U ~ ~ ayy B~B I ~ os ( q .= PUB U-p = Un'*aar) 'm I a3urS +sjuap$503 Japnod xaldmo:.~~Buo~o~ ayl ~ JLjsryes o sapom ayy a ~ u a y p u ~ I + sr apoul Japnod x a ~ d m o y~ ~u ayL Lq pauyap sr "m L ~ u a n b aayy ~ j 'u la8ayul y3ea J O ~ . ayy a {li3} PUB 'pa~ ~ J B {"q '"n} uorlrpuo~ L.

(E. I Fourier series which can also be written (E. With the extension to the non-periodic case in mind.~ ~ ~ ~ (E.9) by the -mth mode and averaging: (E. 16) It is convenient to introduce the operator Fun{ } defined by { 1 (t)} = (~(t)e-'"~') 'I ' T ~ ( t ) e dt . giving u(t) as the sum of discrete Fourier modes ei o nt . 19) where with a being the continuous frequency. 17) so that Eq. the operator 3 } determines the Fourier coefficient of the mode with frequency an.19) is an E inverse Fourier transform (cf.13) where the amplitude of the nth Fourier mode is (E. Equation (E. (See also Exercise E. the spectral representation can also be written (E.16) can be written (E.18) Thus. .2)). (E.. (D. and hence z ( a ) is identified as the Fourier transform of u(t).. (E.dq. 14) and its phase is (E.E. weighted with Fourier coefficients. c.) .9) is the spectral representation of u(t). 1. 15) An explicit expression for the Fourier coefficients is obtained by multiplying Eq. The integral in Eq.

A11 the results obtained above are valid for each realization of the process.686 E Spectral representation of stationary random processes E.) is zero unless m equals -n : that is. (E. (E.22) that the covariance (c.c:)e -2 C ((c. (E. For rn = -n. periodic random process. The covariance of the Fourier modes is - 1 T2 -iront e-iwmt (u(t)u(tl)) dt' dt ' The third line follows from the substitution t' = t of the autocovariance +s.9) is Recall that co is zero. However. and that for n # 0.c. with period T.2 Periodic random processes We now consider u(t) to be a statistically stationary. since u(t) is random.) is zero. the Fourier coefficients c. It is immediately evident from Eq. the stationarity condition . Thus the variances ( ) are the Fourier coefficients of R(s).1) cos(w. The last line then follows from Eqs. . and that the coefficients corresponding to different frequencies are uncorrelated. so the integral in large parentheses is independent of t. (E.s). The mean of Eq. which can therefore be expressed as R(s) = Z' (c. the Fourier coefficients c.evidently implies that (c.8) and (E. Fourier coeficients corresponding to diflerent frequencies are uncorrelated. and from the definition which (because of stationarity) is independent of t.that (w(t)) be independent of t .16). In particular. Eq. are random variables. are given by Eq.how that the means (c. We now s. The integrand e-iQmSR(~) is periodic in s.17). (E.22) becomes -.) are zero.

( i e E(o) = ( . (c c*) represents the contribution to the variance from the nth mode. It is is the contribution to ( ~ ( t ) from clear from Eq. as may be verified directly from Eq. (D. like R(s).) ) It is convenient.19).2 Periodic random processes It may be observed that R(s) is real and an even function of s. we obtain Consequently. ) Eq. 5 l o 1 < ob. (E.E. E ( o ) is the Fourier transform of R(s): B(o) 1 -- 2n J-. Hence. Again with the extension to the non-periodic case in mind. then. 0. for o ~ ) 2 and to rewrite Eq.. (D. (E. even function of ci.ci)ei"?ns - / k(w)eiws dm (cf. (E. It may be seen from its definition that E ( o ) is a real. Eq. It may be observed that Eq. and that it depends only on the amplitudes Ic.R(s)e -iws ds. E. the spectrum E ( o ) is independent of the phases.9)) R(s) = Jo E ( o )cos(os) d o . Setting s = 0 in the above equation. we define the frequency spectrum by so that the autocovariance can be written R(s) = (c. and similarly ~ ) the frequency range o. to define the (alternative) frequency spectrum by E ( o ) = 2B(o).27) as the inverse cosine transform (Eq. .26) that. I independent of the phases 8. (E.25).2)).27) identifies R(s) as the inverse Fourier transform of ~ ( o (cf.

. Having identified R(s) and k(o) as a Fourier-transform pair..--3u E apecrml representation of stationary random processes - . (Hint: see Eq. (E. and (iii) k(o) is even. V E X E R C I S E S -- By taking the Fourier transform of Eq. (E.20). R(s) = R(-s)). R(s). i. o + d o ). z(w). can ) also be expressed in terms of the Fourier transform The spectrum ~ ( o z(o). which contains either zero or one of the discrete frequencies a. Consider the infinitesimal interval (o.- Similarly. (ii) i ( o )is real (because R(s) is even.) Show that the Fourier coefficients c. show that z(w) given by Eq. then V -u On the other hand... (D.L. i. + ib. defined in Eq.e. (E. and E(a). E(w) is twice the Fourier transform of R(s): E(m) - -/ R(s) cos(os) ds. in general. If it contains none of the discrete frequencies. we now take Eq.e.20) is the Fourier transform of u(t). if it contains the discrete frequency a...35)). ( . c.31) as the definition of E ( o ) (rather than Eq.1 provides a summary of the relationships among u(t). The essential properties of the spectrum are that ( i ) k(o) is non-negative ( i ( w ) '2 0) (see Eq. then z(o)d o Thus.9). = a. i ( w ) = i(-a) (because R(s) is real). (E. of a statistically stationary.l2)..26)). Table E. (E. = c. periodic random process satisfy for n # m.

but now E(o) is a continuous function of o. Instead of being periodic. Just as in the periodic case. The difference . Spectral properties o f periodic and non-periodic statistically stationary random processes Periodic Au tocovariance R(s) = (u(t)u(t periodic + s)).3 Non-periodic random processes We now consider u(t) to be a non-periodic. the spectrum E(o) is defined to be the Fourier transform of R(s). tEc non-periodic case' can be viewed as the periodic case in the limit as the period T tends to infinity. rather than being composed of delta functions. cn6(w - w.I. In an approximate sense. continuous Spectrum discrete - [ rX) E (w) cos(ws) dw coefficient z(w) = transform Spectral representation . statistically stationary random process.) u(t) = / eim' d~ (w ) Spectrum E. the autocovariance R(s) decays to zero as I s 1 tends to infinity.3 Non-periodic random processes 689 Table E.E.

(E.A ) tends to infinity. within any given o < cob).35) for the periodic case is In Table E. Eq. the process u(t) has the spectral representation Eq. . so that (in an approximate sense) the spectrum becomes continuous in om Mathematically rigorous treatments of the non-periodic case are given by Monin and Yaglom (1975) and Priestley (1981). the number of discrete frequencies ( x frequency range (a.e dt .1 the spectral representations for the periodic and non-periodic cases are compared. Consequently. c. It may be observed that d Z ( o ) (in the non-periodic case) corresponds to z ( o ) d o (in the periodic case.=--a 7 . On differentiating .20)).42)). we obtain the spectral representation of duldt : du(t) = iw.9). the autocovariance and spectrum of d k ) ( t ) are determined by R(s) and E(o). (E. the spectral representation of the kth derivative is Because u (k) (t) is determined by the Fourier coefficients of u(t) ( i e . it does have a sPectral representation in terms of the Fourier-Stieltjes integral where Z ( o ) is a non-differentiable complex random function. while the nonperiodic process u(t) does not have a Fourier transform. The spectrum for the non-periodic case corresponding to Eq. (E. E.with respect to time. 50 ion t Similarly. I (cob . Briefly.c. (E.4 Derivatives of the process For the periodic case. in Eq.690 E Spectral representation of stationary random processes between adjacent discrete frequencies is which tends to zero as T tends to infinity.

E. alternatively. (E. for the kth derivative u (k ) (t) of the process ~ ( t ) the . while the spectrum is These two results apply both to the periodic and to non-periodic cases.25) that the autocorrelation of u (k) (t) is By comparing this with the (2k)th derivative of Eq. (E.25). (E. (E. Eq. In summary.45).45).4 Derivatives of the process It follows from the same procedure as that which leads to Eq.26)) a result that can. . be obtained by taking the Fourier transform of Eq. autocovariance &(s) is given by Eq. (E. we obtain the result The spectrum of d k ) ( t )is (cf.

In DNS and LES of flows with one or more directions of statistical homogeneity. where N is an even integer. sampled at N equally spaced times within the period.Appendix F The discrete Fourier transform We consider a periodic function u(t).2 1 ~ k2 < l ~ b ~ . The fast Fourier transform (FFT) is an efficient implementation of the discrete Fourier transform. . and between physical space and wavenumber space. 1.<for 1 . The time interval A t is defined by the sampling times are for j and the samples are denoted by = 0... On the basis of these samples. with period T. pseudo-spectral methods are generally used (in the homogeneous directions). the discrete Fourier transform defines N Fourier coefficients (related to the coefficients of the Fourier series) and thus provides a discrete spectral representation of u(t). with FFTs being used extensively to transform between physical and wavenumber spaces. N 3 1. The complex coefficients of the discrete Fourier transform are then defined . In numerical methods. the FFT and its inverse can be used to transform between time and frequency domains.

From the . we consider the quantity Viewed in the complex plane. This verifies the inverse transform. the only non-zero contribution is for j = e. ) so Zj. (F.6). each point is located at ( 1 . the points are distributed symmetrically about the origin. (F. N.F The discrete Fourier transform where (as with Fourier series) the frequency is defined by As demonstrated below. With this result.6) can be written In the final sum. ZjYN is the centroid of the N points e2rrijkl N for the N values of k.Nis unity. Eq. so ZjTN Thus for j / N integer. It is informative to study thc relationship between the coefficients of the discrete Fourier transform Zk and those of the Fourier series ck. For j not being an integer multiple of is zero. the right-hand side of Eq. otherwise. the inverse transform is In order to confirm the form of the inverse transform. For j being zero or an integer multiple of N.

we consider the simpler situation in ( 2 amax. On the order .The discrete Fourier transform and its inverse provide a one-to-one mapping between uj and Zk.4)) with the Fourier series substituted for u j : + (F. A 2 3 { ~ k } for k = 1. (F. .g. The coefficients Zk can be determined from their definition (Eq. (FJO) are both effectively from . . see Exercise El). the N complex coefficient Zk can be N and expressed in terms of N real numbers (e.1) 5 k 5 LN. the (k kth mode. (FA) and (E.. we need to consider frequencies higher than a.15) Thus the coefficient Zk is the sum of the Fourier coefficients of all the modes that are aliased to the kth mode. 2 and for a non-zero integer m. 1...1) to ( f N . since + mN)th mode is indistinguishable from the (F.i ne - aiscrete Fourier transform I _- - definitions of these quantities (Eqs. .9)) we have Before considering the general case.2.I). . In this case. LN1. . For the general case.12) with (F. which the Fourier coefficients c k are zero for all modes with (ak where amax is the highest frequency represented in the discrete Fourier transform . the For k in the range -(LN2 . %{Ek} for k = 0. In view of conjugate symmetry.13) At the sampling times tj. . the sums in Eq.2 ( ..14) The (k mN)th mode is said to be aliased to the kth mode.. so the coefficients Ek and c k are identical. (k + mN)th mode has the frequency (F.

N .However. N-I What is the relationship between the coefficients Zk and EL? . In numerical implementations. autocorrelations (as inverse Fourier transforms of spectra). the same result can be obtained in on the order of N log N operations by using the fast Fourier transform (FFT) (see. e. Show that r . Thus.F The discrete Fourier transform of N 2 operations are required in order to evaluate Tk directly from the sum in Eq. for periodic data sampled at sufficiently small time intervals. the coefficients ZIk satisfy ru ru* for (kl < IN.. . convolutions. the alternative definition gven in Exercise k. . The definition used here makes the most direct connection with Fourier series. and derivatives as As with the Fourier transform.1. 1. the FFT is an efficient tool for evaluating Fourier coefficients. for real u(t).- Show that.. An alternative definition of the discrete Fourier transform is for k Show that the inverse is I = 0.. (F. spectra..2 is usually used. Brigham (1974)). 2 and that Fo and ? I7 are real. EXERCISES . there are various definitions of the discrete Fourier transform.g.4).

the underlying random process u(t). and the second-order structure function D(s). for small s. considerable attention is paid to the shape of spectra at high frequency (or large wavenumber). . - / R(s) cos(cos) ds. The purpose of this appendix is to show the relationships among a power-law spectrum (E(o) for large co).Appendix G Powe~law spectra In the study of turbulence. The autocorrelation function - and half the frequency spectrum form a Fourier-cosine-transform pair: R(s) = E(o)= / L . We consider a statistically stationary process u(t) with finite variance (u2) and integral timescale 0. a power-law spectrum varies as E(a) whereas a power-law structure function varies as D(s) sq. - ~0 -P . for large co. The third quantity of interest is the second-order structure function By definition. E ( o )cos(os) d o .

obtained by setting s = 0 in Eq.over a significant range as exp(-co) or exp(-co2). if E(co) is a power-law spectrum. for example. A sequence of similar results stems from the spectra of the derivatives of u(t). Nevertheless.is that the variance is By assumption (u2) is finite. (E. Eq. the requirement that the integral in Eq. ((3. if E ( o ) is power-law spectrum the requirement that the integral converges dictates p > 1.G Powe~law spectra The aim here is to understand the significances of particular values of p and q and the connection between them.2) .1 1) converges dictates (G. Hence. (E. say) a power-law spectrum may occur. Hence we obtain = co2"~(co) (G* 10) The left-hand side is finite if u(t) is differentiable n times (in a mean-square sense).12) that (for large co) the spectrum decays more rapidly than any power of co: it may instead decay . - . (G. of frequencies (ol< co < wh.12) For an infinitely differentiable process such as the velocity evolving by the Navier-Stokes equations .(co) (see Eq. Then.45)).47)). with exponential decay beyond o h . The first observation . and denote it by j a The autocorrelation of u(")(t)is (see Appendix E. (G. and its frequency spectrum is E.it follows from Eq. Suppose that the nth derivative of u(t) exists.

The non-dimensional integral timescale is unity.18) below) so that the variance G.6)) with q = 2. (G. the is unity. It is instructive to examine the non-dimensional power-law spectrum (G. straight lines on the log-log plot clearly show the power-law behavior with (G. 14) for v = . then.15) while (for given v ) a is specified (see Eq.17) . (G.14)) is R(s) = LU J.14) for various values of the positive parameter v.16) The corresponding autocorrelation (obtained as the inverse transform of Eq. Figure . (G.e.m 3 1&2.1 shows E ( o ) for v between 6 and 2. i...) (Z sa)'KY(sa). Non-dimensional power-law spectra E(u): Eq. for small s. (G. (G. For large o. (G.rcv + .e.. G. the structure function is (G.G Powe~law spectra Fig.13) i. a power law (Eq.3 9 . b y 1 If the process u(t) is at least once continuously differentiable. 1.

.19) is simply R(s) = exp(-IS\)..3. The conclusions to be dra~vnfrom the expressions for the power-law exponents p and q (Eqs. is the modified Bessel function of the second kind. G. However.2.. (G.17) can be rewritten (G.G Powe~law spectra Fig.19) These autocorrelations are shown in Fig.(sa) (for small argument) leads to very informative expressions for the structure function (for small s): 1 .) The expression for the autocorrelation is far from revealing. for v < 1.. 7 1 12. for v =67 j. G. Eq. Autocorrelation functions R(s).18) so that Eq. (G. for > 1. (G. This behavior is evident in Fig. 2. where K. Hence the structure function varies as a power-law with exponent 2v. for v > 1.16) and (G. The normalization condition (u2) = R(0) = 1 yields (G. for v < 1. 1 . The case . G.2. the expansion for K.19). (G.21)) are straightforward.2. (For v = 2' the autocorrelation given by Eq.

and the diflerentiability o f the underlying process u ( t )for the power-law spectrum Eq. (G. and the power laws are connected by v Table G. the structurefunction exponent q. -15. ((3. For v < 1.2 fj - Table G. Eq. for v = 6y 7 Observe that.20). for large a the power-law spectrum is .1. The case 0 < v < 1 corresponds .14) Structure Parameter in Eq. The relationships among the spectral exponent p.to a non-differentiable process u(t).14) Spectrum E (w) Process u(t) - function w -P 1 corresponds to an underlying process that is at least once continuously differentiable. (G.f uu G Powerlaw spectra 1 Fig. for which p is greater than 3 and q is 2. all the structure functions vary as s2. Second-order structure functions D(s). for v > 1 and small s.3. 1 displays these results for particular cases. G.

or. (G. to an excellent Although we have considered a specific example of a power-law spectrum ( e Eq.20). . It is a matter of algebra (see Exercise G. see Monin and Yaglom (1975).1) to show that C1 and C2 are related by ~1 = = Cz -r(i 1 + q ) sin(-). (This assertion can be verified by analysis of Eq. zq 7r - 2 For the particular case q approximation. C1 and Cz are related by Eq.the conclusions drawn are general.G Powe~law spectra while for small s the structure function is These relations stem from Eqs.1 2). If a spectrum exhibits the power-law behavior E(co) = Cleo-P over a significant range of frequencies.4). With the use of the following properties of the gamma function : verify Eq.2489.25). 3. from which C1 and C2 (which depend upon q ) can be deduced. this ratio is 0. ((3. (G14)).23) and (G.24). (G. then there is corresponding power-law behavior D(s) = C2sq for the structure function with q = min(p. (G. (G.25).14) and (G. 9 EXERCISE Identify C1 and Cz in Eqs.) For q < 2.

This derivation is based on the properties of the *fine-grained PDF . Eq.t) .x. t) is derived from the Navier-Stokes equations.2) on page 464. the (one-point.t)) = 6(U(x.t). some other techniques are described by Dopazo ( 1994). by replacing the integration variable V by V'. making the substitution Q(U(x.V ) : =f( v . t))). the transport equation for the Eulerian PDF of velocity f ( V. f ' is a three-dimensional delta function in velocity space located at V = U(x. Eulerian) finegrained PDF of velocity is defined by At each point x and time t. x.V). (Appendix C reviews the properties of delta functions. (12.Appendix H Derivation of Eulerian PDF equations In this appendix. one-time. . because of the following two properties: The first of these relations is obtained from the general expression for a mean (Q(U(x. and correspondingly Q( V') = 6( V' . t).) The fine-grained PDF is very useful in obtaining and manipulating PDF equations. The Jine-grained PDF For a given realization of the flow.

Dericatives qf the fine-grained PDF The temporal and spatial derivatives of the fine-grained PDF f '( V . (C.3). we obtain The last step follows because u(t) is independent of u.x .3). the sifting property. Eq. (H. As a simpler preliminary. and the definition of a conditional mean . Eq.21)) and it is an odd function (Eq.6) with respect to t (using the chain rule). the substitution of Eq. t) are required in the derivation of the PDF transport equation. ( 1 the definition of an unconditional mean of a function of U and . where v is the sample-space variable. differentiating Eq.a) = d 6(a-v) dv = 6 (1) (v .4).a ) = -6 (1) ( a - v).22)): d -6(v dv .39)). is obtained in an analogous way by These five steps follow from the definition of f'. (12. consider a scalar-valued differentiable process u(t) with finegrained PDF. Thus. (C.H Derivation of Eulerian PDF equations The last step follows from the sifting property of delta functions (Eq. ((2. .a) (Eq. The derivative of the delta function 6(v .a) (with u being a constant) is denoted by 6(1) (v . (H. The second relation. (12. Eq.

11) it is assumed that the velocity field is incompressible. t). The substantial derivative of f '( V .35) on page 1-7)are used to substitute for DUi/Dt: The Reynolds decomposition of pressure (p = (p) + p') leads to (H.x. t) is obtained from Eqs. the second follows from is an the sifting property (Eq.( H l l ) is ' and the mean of this equation yields In Eq. the derivation of the transport equation for the PDF f ( V . The P D F transport equation With the results already obtained.15) ( 8~ axi V ) = a(p) axi +(y axi v). (H. and contains no physics. The physics enters when the Navier-Stokes equations (Eq. t)] = Vi f '( v . t) is straightforward. (C.15)) and the third step follows because independent variable.x.10) A final result required in the derivation that follows is - a [ ~ fv ' (. .H Derivation of Eulerian PDF equations For the fine-grained PDF of velocity. (2. axi axi a The first step relies on incompressibility (V U = 0). but otherwise.x. (H. ( 9 .x.13)) is quite general. this PDF equation (Eq. the same procedure yields the required derivatives : (H.

and so is unaffected by the mean and conditional-mean operations .x. Eq.14).) ax. The following exercises treat the derivation of the transport equation for the PDF g(v. EXERCISES By following the same procedure as that used to derive the transport equation for f ( V . Show that this is equivalent to Eq.138) on page 126 to substitute for Dui/Dt.18)..15) into Eq. .9). - v V2 U ~ . t) and U(x.- p axi v ) ) • From the relationship between the PDFs of u(x. and hence obtain the result av.e. Eq. (H. t). The substitution of the decomposition Eq.H Derivation of Eulerian PDF equations Note that d(p)/axi is non-random. i. (H. (5. (H. t) of the fluctuating velocity. t) show that their evolution equations are related by - af at + ((ui)+ vi) af axi + ((uj)+ 0. (12. and also develop various decompositions of the terms arising in the equations for f and g.14) yields the PDF equation given in the text. show that the equation for g(vex 3 t) (the PDF of the fluctuating velocity) is 7 Use Eq.x. (H.

x. show that the PDF transport equation.- where the conditional pressure-rate-qf-strain tensor RC(v. (H. t) is defined by Eq. ij x.1-8) can be reexpressed as (H.18).3 and H. t) defined bv By using the techniques of Exercises H.v). . Obtain the relation and hence show that the viscous term in Eq.x.4.H Derivation of Eulerian PDF equations With gf(v. (H. t) being the fine-grained PDF ~ ( u ( xt) . can be re-expressed as . obtain the result Hence show that the term in dp'/axj in Eq.24) where the conditional dissipation tensor ~i~ " ( v . Eq.18) can be re-expressed " 1 apf dvi ( g (p axi v)) d2 = axi dvi ( g ( $ V)) 1 2 ' +2 2vi i?vj [gxri(')] -.. (H. (12.20).

1)) defining the characteristic function can be rewrit ten This may be recognized as an inverse Fourier transform (cf. (D. In some circumstances. Like the PDF of ( V ) the characteristic function fully characterizes the random variable U. and solutions to model P D F equations. the equation (Eq. sums of independent random variables. (1. (3.2) on page 678) so that f ( V ) and Y(s) form a Fourier-transform pair : Because f ( V ) is real. results can be obtained more simply in terms of the characteristic function than in terms of the PDF.Appendix I Characteristic functions For the random variable U.20) on page 41). The basic properties of characteristic functions used in the text are now given. transformation of random variables. The relationship to the P D F Using the definition of the mean as an integral over the P D F (Eq. normal and joint-normal distributions. Y(s) has conjugate symmetry: Y(s) = Y*(-s). . the characteristic function is defined by Y (s) = (eiD-"). These circumstances include calculation of moments. Eq. It is a non-dimensional complex function of the real variable s (which has the dimensions of u ) .

The kth derivative of Y(s) is iUs d"(s) . The normal distribution If U is a standardized normal random variable. the random variable U a + b U has the characteristic function - Sums of independent random variables If UI and U2 are independent random variables with characteristic functions Yl(s) and Y2(s). the moments of U (about the origin) are given by (k) Linear transformations With a and b being constants. so that its PDF is then taking the inverse Fourier transform (see Table D..I Characteristic functions The behavior at the origin Setting s to zero in Eq.12) yield Y (s) = e ips-aLsL/2 1 . Y (s) = dsk Thus.9) and (1. if U is normal with mean p and variance a2. (1. the product of the characteristic functions.1 on page 679) yields Y (s) = e-sL/2 1 (I.1) yields the important result which corresponds to the normalization condition for the PDF. (1.P ( u k e ).then the characteristic function of their sum U = U1 U2 + (I* 10) i-e.then Eqs.12) More generally.

15) Correspondingly.12) to determine the first six moments of the standardized normal distribution. With Q being a second random variable..I Characteristic functions The fine-grained characteristic function Just as the fine-grained PDF f ( V ) = G(U. and its relationship to the PDF. EXERCISES On the basis of the Fourier transforms Eqs. so also the fine-grained characteristic function is defined by (I. U2. for the fine-grained characteristic function we have (I. Summary Table 1.1 summarizes several of the useful properties of the characteristic function.7) and (1. ( V ) and ( s ) form a Fouriertransform pair. (1. standardized random variables. UN be independent.4) verify the relations (I. (1.16) nlus (Qff) and (QYf)also form a Fourier-transform pair. we have (see (I.. identically distributed.. Show that . Let UI.14) so that its mean is ( s ) Consistently. .V) is defined so that its mean is the PDF ( V ) .3) and (1.18) Use Eqs.17) (I.

I Characteristic functions Table I.) Let U and Q be random variables.filnctions (the quantities on the right-hand side are the Fourier rran of those on the left-hand side) Characteristic function Probability density function d"(s) (-i)r' ds" (-is)" Y (s) is a standardized random variable. Show that the characteristic funcis related to that of U S ) by tion of XN. and therefore Hence obtain the result .YN(~). with f ( V ) and ( s ) being the .- lim ( s ) = e -+/2 % that is. XN tends to a standardized normal random variable. (This is a simple version of the central-limit theorem. Relationships between characteristic functions and probability densily. 1.

3.26)7 then the resulting random v e c t ~ r U has mean . (I. respectiveIy. . which are used to define the linear transformation Then the characteristic function Y(s) of U is The characteristic function Y ( j ) ( ~ of ) the single random variable U.s2.I Characteristic functions 71 1 PDF and fine-grained characteristic function of U. (1.25)). where s = {s1. Show that the characteristic function of U Q is + ( eis(u+Q)) # - z .+ Let A be a constant D-vector. U 2 7 . .28) that the characteristic function of D jointly normal standardized random variables U is If these random variables are subjected to the linear transformation Eq. It follows from Eqs. and let B be a constant D x D matrix.UD) be a set of D random variables. ' - (is)" n ! (Q"Yt(s)) 7 and correspondingly that the PDF of U + Q is Joint random variables Let U = { U . .12) and (1. k f j (as is evident from Eq. (1. can be obtained from Y(s) by setting sk = 0.sD)are the independent variables. If the D random variables are mutually independent then where suffixes in #brackets are excluded from the summation convention. The corresponding characteristic function is defined by .

ariance matrix and characteristic function (from Eqs. (1. this equation is usually taken as the definition of jointly normal random variables.I Characteristic functions cov. .27) and (1.29)) In fict.

for example. . < tN. ? Markov processes Let U(t) for t 2 to be a stochastic process with one-time PDF f ( V t). More comprehensive and rigorous accounts are provided by Gardiner (1985) Gillespie (1992). l . U(tl) provides no further information about the future value U(tN). and consider the PDF of U(tN) conditioned on U(t) at the earlier times {U(tN-l). By definition. (with tl > to).Appendix J Diffusion processes This appendix provides a brief introduction to diffusion processes and to some of the mathematical techniques used in their description and analysis... It is a continuous-time Markov process with continuous sample paths (and other properties described below). U(tN-3)7 . if U(t) is a Markov process then these conditional PDFs are equal : This means that.. . We introduce N times t1 < t2 . Arnold (1974). knowledge of the previous values U(~N-2). given U(tN-l) = VN-1. .U(tN-2). and Karlin and Taylor (1981). A diffusion process is a particular kind of stochastic process. u(ti)}? which is denoted by ? The PDF of U(t) conditioned on a single past time is denoted by.

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t)2 = 0... exist. Expanding these quantities in a Taylor series about V yields f1(V.2.3.J Diffusion processes If they exist. taking the limit h + 0.9). and using Eq. we obtain the Kramers-Moyul equation . hJO h 1 Prig(?. The Kramers-Moyal equation In the Chapman-Kolmogorov equation (Eq.J(t)12 /h) tends to a positive limit implies that (lAhU(t)/hlL) tends to infinity. t) and diffusion coefficient b(V.8)). t2IVl? td' d?.. .V . t)L = B2(V. v. h10 h = lirn h LX Y d (J. In addition to Eq. for the fact that ([AJ. t) lim -([AI. A non-degenerate diffusion process ( . both g and f on the right-hand side involve the argument V . h. t) > 0) is clearly nowhere differentiable.t2 + I l l = f1(V. e b(V. I b(V. (5.10). 8 and the d$Tusion coeficient. (J.t). with drift a(V. t) d?. and that the remaining infinitesimal parameters are zero : for n > . 10) for n = l. the defining properties of a diffusion process are that the drift coefzcient. (J.U(t)lHIU(t) = V). m' (5. the i~finitcsimal parameters of a process are defined by 1 ( V . A differentiable deterministic process governed by the ordinary differential equation is a degenerate diffusion process.15) Bv dividing by h.

and hence the last terms in Eqs. (5. it is possible for the diffusion process to be statistically stationary. t) is obtained by multiplying by f (V1.) . In this case. (If the integral of the right-hand side of Eq. ti v1. except for the drift. in Eq. the result is simply For the deterministic process governed by the ordinary differential equation Eq. and the diffusion. t ) 2 f l ( ~ .16) reduces to the Fokker-Planck or forward Kolmogorov equation : -fl(v. The appropriate initial condition is The Fokker-Planck equation For a diffusion process. the FokkerPlanck equation (Eq. (5. only f has any dependence on V . are zero. (5. The stationary distribution If the coefficients a and b are independent of time. t)f1(V.19)) reduces to which has the solution where the lower limit Vo can be chosen for convenience. (5. all of the parameters B. 18). B1 = a.J Diffusion processes This equation applies to processes for which the parameters B ( V t) exist.19) vanish. t l ) l ~ [a(V. the diffusion coefficient is zero.ti ) and integrating over VimSince. (5. t l v l . B2 = b2.21) over all V does not converge. The corresponding equation for the marginal PDF f ( V .tlvl?tl) = a a at av 1 a2 +2 av2[ b ( V . and the constant C is determined by the normalization condition.18) and (5. then t T ( t )does not have a stationary distribution. The resulting equations are called the Liouville equations. tl)l This equation determines the evolution of the conditional PDF. Eq. (5. and for t 2 tl.14). In this case.

Eq.18)) with a = 0 and b2 = 1 from the initial condition Eq. denoted by W(t). (5. the increment Ah W(t) is normally distributed with mean zero and variance h: Ah w (t) N(0. is the Wiener process. (3.1.1. all i-em. This is defined (for t 2 0) by the initial condition W(0) = 0. Some important properties (not all independent) of Wiener-process increments are . (The symbol is read 'is equal in distribution to. As may readily be verified. from which all others can be derived.' and N(p.a2)denotes the normal with mean p and variance a2.17) is a normal distribution with mean Vl and variance t . ~ h u s for . J.) .J Diffusion processes Fig.h). Some sample paths of W(t) are shown in Fig. h > 0. Three sample paths of the Wiener process. 5. The Wiener process The most fundamental diffusion process.tl. and by the specification of the drift and diffusion coefficients.41). (5. the solution to the Fokker-Planck equation (Eq.

and two random variables with the same PDF are statistically identical.2. and two . the drift and diffusion coefficients are a(V. we have dW(t) = W(t + dt) . W(t2).) . zN Several other interesting properties of the Wiener process are deduced in E xerci se 5. and.f 2 . (vii) ([W(t4) . n= 1 ([W(t.W ( ~ : ) I [ W ( ~W Z ) t ) ) = 0 . a diffusion process is fully characterized by its drift and diffusion coefficients.. W ( ~ N ) (ix) W(t) is a Gaussian process: the joint PDF of W(tl).W(t) 22 N(O.W(tl) is independent of W (t) for t 5 t l . (vi) ( [ W ( ~ ~ ) .the covariance of increments equals the duration of the overlap of the time intervals. q2.increments in non-overlapping time intervals are independent.~ ( t ~ ) = ]tN ~ -) to. the standard tools of differential calculus cannot be applied.. Similarly. For the Wiener process in particular.W ( t ~ ) l [ W ( h) W(tl)]) = t 3 . as implied by the notation. is a joint normal. Stochastic dtferential equations Because diffusion processes are not differentiable. the appropriate method is the Ito calculus. t ) and b(V. and. The infinitesimal increment of the process U(t) is defined by dU(t) U(t + dt) . and jviii) .dt)* Now consider the process U(t) defined by the initial condition U(to) = Uo. diffusion processes are described by stochastic differential equations.J Diffusion processes (v) W(t2) . A random variable is fully characterized by its PDF. and by the increment for given functions a ( V . t) and b ( V t ) It is readily verified that the process U(t) defined by this stochastic differential equation is a diffusion process. instead of being described by ordinary differential equations..U(t). Instead of differential calculus. where dt is a positive infinitesimal time interval.

(5.27) shows that the infinitesimal increment of a diffusion process is Gaussian. Thus the stochastic differential equation Eq. t12 dt). the mean of the square of U(t + dt) is . but instead to express diffusion processes as stochastic differential equations. diffusion processes were commonly expressed as ordinary differential equations involving white noise. Consequently it is preferable not to use the concept of white noise. The evolution of moments Equations for the evolution of the unconditional moments (U(t)") can be derived from the Fokker-Planck equation (Eq. Since neither dU/dt nor dW/dt exists. dU(t) = N ( a [ ~ ( t] t )dt. Thus the last term vanishes. . we obtain Now d W (t) has zero mean. but rather a deduction from their definition.J Diffusion processes diffusion processes with the same coefficients are statistically identical. this equation cannot be interpreted in the usual way. This Gaussianity is not a defining property of diffusion processes.27) by d t we obtain where the white noise ~ ( t is ) dW(t)/dt.27). (5. and it is independent of U(t') for t' 5 t. i-em. The stochastic differential equation Eq. Taking the mean of Eq. 9 ) ) or from the stochastic differential equation (Eq. ( 5 . On dividing Eq. (5. leading to Similarly. White noise Prior to the development of the theory of stochastic differential equations.27))-The latter approach is instructive. (5. (5.27) provides a general expression for a diffusion process. b[U(t). (5.25) and substituting Eq.

for a diffusion Notice that. the Fokker-Planck equation (Eq. for all E. hl+' = o(h).J - umuslon processes The cross-term is 2(Ua) dt. is With the deterministic initial condition Eq. t V t ) .35)..17). it is (b2). t but. for a differentiable process ( d ~ ( t ) ~ ) /is process. Thus the mean square of U(t) evolves by dzero. and this leads to the final term in Eq. ( V . (5. while the final term is where o(h) denotes a quantity such that o(h) lim . and a is a constant. > 0). (J. The Ornstein-Uhlenbeck (OU) process The OU process is the simplest statistically stationary diffusion process. The corresponding stochastic differential equation is the Langevin equation dU(t) = -U(t) T + 1/2 d W (t). For the OU process.18)) for the PDF of U(t) conditional on U(tl) = V1 (for t > tl). It is defined by the linear drift coefficient the constant diffusion coefficient and the initial condition wh. (e-g. .0. the solution to this equation is the normal distribution . (5.ere T is a positive timescale.

" p(s) ds is T. t. while the conditional variance increases from 0 to o2 on the timescale LT. the conditional PDF tends to the stationary distribution 2 An important deduction