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CFD Lectures

CFD Lectures

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Sections

• 1.1 Notation
• 1.2 Kinematics
• 1.3 Reynolds transport theorem
• 1.4 Momentum equation
• 1.5 Energy equation
• 1.6 Navier-Stokes equations
• 1.7 Incompressible Navier-Stokes equations
• 1.8 Role of the pressure in incompressible ﬂow
• Flow physics
• 2.1 Exact solutions
• 2.2 Vorticity and streamfunction
• 2.3 Potential ﬂow
• 2.4 Boundary layers
• 2.5 Turbulent ﬂow
• 3.1 Finite Volume method on arbitrary grids
• 3.2 Finite-volume discretizations of 2D NS
• 3.3 Summary of the equations
• 3.4 Time dependent ﬂows
• 3.5. GENERAL ITERATION METHODS FOR STEADY FLOWS 69
• 3.5 General iteration methods for steady ﬂows
• 4.1 FEM for an advection–diﬀusion problem
• 4.1.1 Finite element approximation
• 4.1.2 The algebraic problem. Assembly
• 4.1.3 An example
• 4.1.4 Matrix properties and solvability
• 4.1.5 Stability and accuracy
• 4.1.6 Alternative Elements, 3D
• 4.2 FEM for Navier–Stokes
• 4.2.1 A variational form of the Navier–Stokes equations
• 4.2.2 Finite-element approximations
• 4.2.3 The algebraic problem in 2D
• 4.2.4 Stability
• 4.2.5 The LBB condition
• 4.2.6 Mass conservation
• 4.2.7 Choice of ﬁnite elements. Accuracy
• Background material
• A.1 Iterative solutions to linear systems
• A.2 Cartesian tensor notation
• A.2.1 Orthogonal transformation
• A.2.2 Cartesian Tensors
• A.2.3 Permutation tensor
• A.2.4 Inner products, crossproducts and determinants
• A.2.5 Second rank tensors

Lecture notes on Computational Fluid Dynamics

Dan S. Henningson Martin Berggren January 13, 2005

Contents
1 Derivation of the Navier-Stokes equations 1.1 Notation . . . . . . . . . . . . . . . . . . . . 1.2 Kinematics . . . . . . . . . . . . . . . . . . 1.3 Reynolds transport theorem . . . . . . . . . 1.4 Momentum equation . . . . . . . . . . . . . 1.5 Energy equation . . . . . . . . . . . . . . . 1.6 Navier-Stokes equations . . . . . . . . . . . 1.7 Incompressible Navier-Stokes equations . . 1.8 Role of the pressure in incompressible ﬂow . 2 Flow physics 2.1 Exact solutions . . . . . . . . 2.2 Vorticity and streamfunction 2.3 Potential ﬂow . . . . . . . . . 2.4 Boundary layers . . . . . . . 2.5 Turbulent ﬂow . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 7 8 14 15 19 20 22 24 29 29 32 40 48 54 59 59 62 65 66 69 71 71 72 73 74 76 76 80 82 83 85 85 86 87 88 88

3 Finite volume methods for incompressible ﬂow 3.1 Finite Volume method on arbitrary grids . . . . . 3.2 Finite-volume discretizations of 2D NS . . . . . . 3.3 Summary of the equations . . . . . . . . . . . . . 3.4 Time dependent ﬂows . . . . . . . . . . . . . . . 3.5 General iteration methods for steady ﬂows . . . .

4 Finite element methods for incompressible ﬂow 4.1 FEM for an advection–diﬀusion problem . . . . . . . . . . 4.1.1 Finite element approximation . . . . . . . . . . . . 4.1.2 The algebraic problem. Assembly. . . . . . . . . . 4.1.3 An example . . . . . . . . . . . . . . . . . . . . . . 4.1.4 Matrix properties and solvability . . . . . . . . . . 4.1.5 Stability and accuracy . . . . . . . . . . . . . . . . 4.1.6 Alternative Elements, 3D . . . . . . . . . . . . . . 4.2 FEM for Navier–Stokes . . . . . . . . . . . . . . . . . . . 4.2.1 A variational form of the Navier–Stokes equations 4.2.2 Finite-element approximations . . . . . . . . . . . 4.2.3 The algebraic problem in 2D . . . . . . . . . . . . 4.2.4 Stability . . . . . . . . . . . . . . . . . . . . . . . . 4.2.5 The LBB condition . . . . . . . . . . . . . . . . . . 4.2.6 Mass conservation . . . . . . . . . . . . . . . . . . 4.2.7 Choice of ﬁnite elements. Accuracy . . . . . . . . . A Background material A.1 Iterative solutions to linear systems . A.2 Cartesian tensor notation . . . . . . A.2.1 Orthogonal transformation . A.2.2 Cartesian Tensors . . . . . . A.2.3 Permutation tensor . . . . . . A.2.4 Inner products, crossproducts A.2.5 Second rank tensors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . and determinants . . . . . . . . . . . . 3 . . . . . . .

95 . 95 . 97 . 98 . 99 . 100 . 100 . 100

. .2. . . . . . . . . .6 Tensor ﬁelds . . . . . . . . . . . . . .8 Archimedes principle . . . . . . . . . . . . . . . . . . 104 B Supplementary material 107 B. . . . .1 Syllabus 2005 . . . . . . . . . .2. . . .2. . . . . . . . . . . . . . . . . . . . . 102 A. . . . . . . . . . .A. . . . . . . . . . . . . . . .7 Gauss & Stokes integral theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107 B. 109 . . . . . . . . . . . . .2 Study questions . . . 103 A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Stockholm.Preface These lecture notes has evolved from a CFD course (5C1212) and a Fluid Mechanics course (5C1214) at the department of Mechanics and the department of Numerical Analysis and Computer Science (NADA) A at KTH. Erik St˚ alberg and Ori Levin has typed most of the L TEXformulas and has created the electronic versions of most ﬁgures. August 2004 Dan Henningson Martin Berggren .

.

u2 .1 Notation  ∂u  + (u ·  ∂t   ·u 1 p+ν ρ The Navier-Stokes equations in vector notation has the following form )u = = − 0 2 u where the velocity components are deﬁned u = (u. . from 1 to 3. v.Chapter 1 Derivation of the Navier-Stokes equations 1. The Cartesian tensor form of the equations can be written   ∂ui + u ∂ui  j   ∂t ∂xj   ∂ui   ∂xi = − 0 1 ∂p ∂ 2 ui +ν ρ ∂xi ∂xj ∂xj = where the summation convention is used. This implies that a repeated index is summed over. .1 for a deﬁnition of the coordinate system and the velocity components. w) = (u1 . as follows ui ui = u 1 u1 + u 2 u2 + u 3 u3 Thus the ﬁrst component of the vector equation can be written out as 7 . ∂x ∂y ∂z = ∂ ∂ ∂ . ∂x1 ∂x2 ∂x3 = ∂2 ∂2 ∂2 + 2+ 2 2 ∂x ∂y ∂z and the following deﬁnitions are used ν ρ p − kinematic viscosity − density − pressure see ﬁgure 1. u3 ) the nabla operator is deﬁned as = the Laplace operator is written as 2 ∂ ∂ ∂ .

u1 PSfrag replacements x.2 Kinematics Lagrangian and Euler coordinates Kinematics is the description of motion without regard to forces. x1 2 x y.e. i. The independent variables are xi 0 ˆ t − initial position of ﬂuid particle − time ˆ ri = r i xi 0 .1: Deﬁnition of coordinate system and velocity components PSfrag replacements x. u2 w. is . t x1 Figure 1. x2 ˆ P t=0 z. Lagrange coordinates: every particle is marked and followed in ﬂow.2. the coordinates familiar from classical mechanics. We begin by considering the motion of a ﬂuid particle in Lagrangian coordinates. x3 Figure 1. u2 u.2: Particle path.y. x3 u. u3 z.ˆ ˆ ui xi0 . t and the velocity of the particle is the rate of change of the particle position. see ﬁgure 1. i=1 ∂u1 ∂u1 1 ∂p ∂u1 ∂u1 + u1 + u2 + u3 =− +ν ∂t ∂x1 ∂x2 ∂x3 ρ ∂x1 ∂u ∂u ∂u ∂u 1 ∂p +u +v +w =− +ν ∂t ∂x ∂y ∂z ρ ∂x ∂ 2 u1 ∂ 2 u1 ∂ 2 u1 + + ∂x1 2 ∂x2 2 ∂x3 2 or ∂2u ∂2u ∂2u + 2 + 2 ∂x2 ∂y ∂z 2u 1. u1 xi0 v. u3 ri xi 0 t . x1 w. where the particle path of P. x2 v.

The independent variables are xi t − − space coordinates time Thus the ﬂuid velocity ui = ui (xi . This leads to the following deﬁnition. Consider the quantity F following ﬂuid particle. t Material derivative  t = ˆ t Although it is usually most convenient to use Euler coordinates. i.  ˆ at the time  xi = r i xi 0 .e.ui = ∂ri ˆ ∂t Note here that when xi 0 changes we consider new particles. we still need to consider the rate of change of quantities following a ﬂuid particle. Euler coordinates: consider ﬁxed point in space. a= Description of deformation Evolution of a line element ˆ Consider the two nearby particles in ﬁgure 1. The position of P2 can by Taylor expansion be expressed as P2 : ˆ ˆ ri dt + dri dt = ˆ = ri (0) + ∂rti (0) dt + dri (0) + ∂ˆ ∂ ˆ ( dri ) ∂t 0 ˆ dt ˆ ˆ = xi 0 + dxi 0 + ui (0) dt + dui (0) dt .3. ﬂuid ﬂows past point. t = FE (xi . i.4 during time dt. This has been experienced by everyone in a raft in a converging river. t) is now considered as a function of the coordinate xi and time t. Material derivative: rate of change in time following ﬂuid particle expressed in Euler coordinates. where ˆ ˆ F = FL xi 0 . The raft which is following the ﬂuid is accelerating although the ﬂow ﬁeld is steady. Instead of marking every ﬂuid particle it is most of the time more convenient to use Euler coordinates. t and (xi . xi 0 . t The rate of change of F following a ﬂuid particle can then be written ∂FE ∂ri ∂FE ∂t ∂FE ∂F ∂FE = + = · · + ui ˆ ˆ ˆ ∂xi ∂ t ∂t ∂ t ∂t ∂xi ∂t D as Based on this expression we deﬁne the material derivative Dt ∂ ∂ ∂ ∂ D = + ui = + (u · ) ≡ ˆ Dt ∂t ∂xi ∂t ∂t In the material or substantial derivative the ﬁrst term measures the local rate of change and the second measures the change due to the motion with velocity ui . is easily found by noting that the particle position is expressed in ﬁxed space coordinates xi .e. ˆ The relation between Lagrangian and Euler coordinates. see ﬁgure 1. As an example we consider the acceleration of a ﬂuid particle in a steady converging river. t). t . t) = FE ri xi . The acceleration is deﬁned aj = Dui ∂ui ∂ui = + uj Dt ∂t ∂xj which can be simpliﬁed in 1D for stationary case to ∂u ∂u Du = +u Dt ∂t ∂x Note that the acceleration = 0 even if velocity at ﬁxed x does not change.

u1 v.3: Acceleration of ﬂuid particles in converging river. PSfrag replacements x. u3 x1 x2 xi0 ˆ ri xi0 . t 0 ˆ ui xi . x1 y. x3 u. x2 z. u2 w.4: Relative motion of two nearly particles. t ˆ P t=0 x u1 u2 > u 1 x2 dxi0 d ui t dˆ P2 ˆ ui dt P1 xi0 ˆ t ri d x3 Figure 1.PSfrag replacements x. u3 x1 x2 xi0 ˆ ri xi0 . dr i x1 dtˆ . t 0 ˆ ui xi . u1 v. t ˆ P t=0 x u1 u2 > u 1 Figure 1. x1 y. x3 u. u2 w. x2 z.

of particles Relative motion associated with invariant parts We consider the relative motion dui = ∂ui ∂ui drj by dividing in its invariant parts. eij . diﬀerence in initial pos.where we have used ∂ ( dri ) ˆ ∂t = = ∂ ∂ ∂ri dxj 0 = ˆ ∂xj 0 ∂ t ∂xj 0 ∂ui dxj 0 = dui ∂xj 0 ∂ri ˆ ∂t dxj 0 and where ∂ui ∂xj 0 dxj 0 dui We can transform the expression line element in Euler coordinates − − − change of ui with initial pos. i.e. ∂xj ∂xj ∂ui = ξij + eij + eij ∂xj eij where eij is the deformation rate tensor and ξij eij eij = = = ∂uj 1 ∂ui anti-symmetric part − 2 ∂uj ∂xi 1 ∂ui ∂uj 2 ∂ur traceless part + − δij 2 ∂xj ∂xi 3 ∂ur 1 ∂ur δij isotropic part 3 ∂ur ∂ui . diﬀerence in velocity ∂ ( dri ) = dui in Lagrange coordinates to an equation for a material ˆ ∂t D ( dri ) Dt = = = dui {expand in Euler coordinates} ∂ui drj ∂xj where ∂ui ∂xj drj − − change in velocity with spatial position diﬀerence in spatial pos. i. whereas the ∂xj anti-symmetric part can be written in terms of the vorticity ωk and is associated with solid body rotation. no deformation.e. describes the deformation and is considered in detail below. The anti-symmetric part can be written The symmetric part of .

5. ωk = 1 2 ω2 1 − 2 ω1 kji ∂ ui } ∂xj − 1 ω3 2 0 1 2 ω1 0   Consider the deformation of the small cube in ﬁgure 1.5: Deformation of a cube. we consider the deformation on side 1.dxi0 ˆ dui dt ˆ r i dt ˆ dri dt P1 P2 r2 x2 R2 π 2 + dϕ12 R1 R x3 r3 Figure 1. which can be expressed as dR1 = r1 − R = The inner product can be expanded as ∂u1 dt ∂x1 2 1 1 rk rk − R 1 1 rk rk = 1+ + ∂u2 dt ∂x1 2 + ∂u3 dt ∂x1 2 R2 = {drop quadratic terms} = R2 1 + 2 ∂u1 dt ∂x1 . 3 x1 r1 [ξij ] =  0 ∂u1 ∂x2 ∂u1 ∂x3   1  −2  −1 2 1 2 ∂u1 ∂x2 − − ∂u2 ∂x1 ∂u3 ∂x1 − 0 ∂u2 ∂x1 1 2 1 2 ∂u1 ∂x3 ∂u2 ∂x3 − − 0 ∂u3 ∂x1 ∂u3 ∂x2      1 −2 ∂u2 ∂x3 − ∂u3 ∂x2 = {use ω = 0 1 =  2 ω3 1 2 ω2 Deformation of a small cube  × u . where we deﬁne Rl k l rk = = Rδkl Rl + k component k of side l ∂uk l R dt ∂xj j dul k relative motion of side l = R δkl + ∂uk dt ∂xl deformed cube First.

We use the trigonometric identity cos π π π + dϕ12 = cos · cos dϕ12 − sin · sin dϕ12 ≈ − dϕ12 2 2 2 which allow us to obtain the ﬁnial expression dϕ12 = −2e12 dt Thus the deformation rate of angle between side 1 and side 2 depends only on traceless part of Third. both traceless and isotropic part of ∂xj . Thus we have dV = R3 err dt ∂ui and the deformation rate of volume of cube (or expansion rate) depends on isotropic part of ∂xj . the motion of a ﬂuid particle with velocity ui can be divided into the following invariant parts . Second. dV = 1 ∂u1 ∂x2 dt 2 + ∂u2 dt ∂x ∂u3 ∂x2 dt 1 ∂u1 ∂x3 dt ∂u2 ∂x3 dt 3 + ∂u3 dt ∂x − R3 = = = R3 1 + ∂u2 ∂u1 dt 1+ dt ∂x1 ∂x2 ∂u1 ∂u2 ∂u3 dt R3 + + ∂x1 ∂x2 ∂x3 ∂uk R3 dt ∂xk 1+ ∂u3 dt − R3 ∂x3 where we have again omitted quadratic terms.. − R ∂x1 ∂x1 dR1 = = R R 1+2 ∂u1 dt = Re11 dt ∂x1 which implies that dR1 = Re11 dt ∂ui Thus the deformation rate of side 1 depends on e11 . we consider the deformation of the volume of the cube. This can be expressed as r1 r2 r3 − R 3 1+ = R3 ∂u1 ∂x1 dt ∂u2 ∂x1 dt ∂u3 ∂x1 dt ∂ui ∂xj .We have dropped the quadratic terms since we are assuming that dt is small. In summary.. dR 1 becomes ∂u1 ∂u1 dt − R = R 1 + dt + . This can be expressed as cos π + dφ12 2 = = = = r1 · r 2 1 2 1 1 2 2 = r k rk · rm rm · r n rn |r1 | |r2 | δk1 + ∂u1 ∂x2 ∂u1 ∂x2 −1/2 −1/2 ∂uk ∂uk ∂u1 dt δk2 + dt · 1 + 2 dt ∂x1 ∂x2 ∂x1 ∂u2 ∂u1 ∂u2 dt + dt 1− dt 1− dt ∂x1 ∂x1 ∂x2 ∂u2 + dt = 2e12 dt ∂x1 1+2 ∂u2 dt ∂x2 −1/2 where we have dropped quadratic terms. we consider the deformation of the angle between side 1 and side 2.

i.6: Volume moving with the ﬂuid. where a volume element describing the change in volume between V at time t and t + ∆t can be written as u · n∆t = uk nk ∆t ⇒ dV = uk nk ∆t dS ¡¡¡¡¢ ¢ ¢  ¢¡¢¡¢¡¢¡ ¡¢¡¢¡¢¡ ¡¢¡ ¡ ¢ ¢¡ ¡ ¡ ¡¢ ¡ ¡ ¡ ¡¢ ¡ ¡¢ ¡¡   ¡¢¡¢¡¢¡¡¢¡¢¡¢¡¡¢¡¡¢  ¡ ¡ ¡ ¡¢¡ ¡ ¡ ¡¢¡ ¡¢¡¡   ¢¡¡¡¡ ¡¡¡¡ ¡¡ ¡ ¡¢¡¢¡¢¡¢¡¢¡¢¡¢¡¢¡¢¡¢¡ ¢  ¢¡¢ ¡¢ ¡¢ ¡ ¡¢ ¡¢ ¡¢ ¡ ¡¢ ¡ ¡ ¢¡  ¢¡ ¡ ¡ ¡ ¡ ¡ ¡ ¡ ¡ ¡ ¡¡   ¡¡¡¡¢¡¡¡¡¢¡¡¢¡ ¡¢¡¢¡¢¡ ¡¢¡¢¡¢¡ ¡¢¡ ¡¢  ¢¡¡¡¡¢¡¡¢¡  ¢¡¢ ¡¢ ¡¢ ¡¡¢ ¡¢ ¡¢ ¡¡¢ ¡¡ ¢¡  ¢¡ ¡ ¡ ¡¢¡ ¡ ¡ ¡¢¡ ¡¢¡¡    ¡¡¡¡      ¢¡¢¡¢¡¢¡ ¡¢¡¢¡¢¡ ¡¢¡ ¡¢   ¡ ¡ ¡ ¡¢¡ ¡ ¡ ¡¢¡ ¡¢¡¡  ¡¢¡¢¡¢¡ ¡¢¡¢¡¢¡ ¡¢¡ ¡ ¢¢¡ ¢¡¡¡¡¢¡¡¢¡   ¢¡ ¢ ¡ ¢ ¡ ¢ ¡¡ ¢ ¡ ¢ ¡ ¢ ¡¡ ¢ ¡¡¡     ¡¡¡¡¢¡¡¡¡¢¡¡¢¡       ¢¢¡¡¡¡¢¡¡¡¡¢¡¡¢¡  ¡¢¡¢¡¢¡ ¡¢¡¢¡¢¡ ¡¢¡ ¡ ¢¢¡  ¡ ¢ ¡ ¢ ¡ ¢ ¡¡ ¢ ¡ ¢ ¡ ¢ ¡¡ ¢ ¡¡¡    ¢¡¢¡¢¡¢¡ ¢ ¢ ¢ ¢  ¢ ¢  ¢  ¢  ¢¡ ¢ ¡ ¢ ¡ ¢ ¡¢¡ ¢ ¡ ¢ ¡ ¢ ¡¢¡ ¢ ¡¢¡¡    ¢¡¡¡¡ ¢¡¡ ¢¡ ¢¡  ¢¡¢¡¢¡¢¡¢¡¢¡¢¡¢¡¢¡¢¡¢¡ ¢       ¡ ¡ ¡ ¡ ¡ ¡ ¡ ¡ ¡ ¡ ¡¡  ¢ ¢¡¢¡¢¡¢¡¢¡¢¡¢¡¢¡¢¡¢¡¢¡ ¢  ¡¢ ¡¢ ¡¢ ¡ ¡¢ ¡¢ ¡¢ ¡ ¡¢ ¡ ¡ ¢¡   ¢¡¡¡¡ ¢¡¡¡¡ ¢¡¡ ¢¡ ¢¡ ¡ ¢ ¡ ¢ ¡ ¢ ¡¡ ¢ ¡ ¢ ¡ ¢ ¡¡ ¢ ¡¡¡   V (t+∆t) V (t + ∆t) − V (t) S (t + ∆t) (t) u n V (t + ∆t) solid body translation solid body rotation volume constant deformation volume expansion rate Tij (t + ∆t) dV − V (t)    1    V (t+∆t) Tij (t + ∆t) dV − V (t)     Tij (t) dV     Tij (t + ∆t) dV   . We obtain the following expressions     1  lim  ∆t→0  ∆t  ∆t→0  ∆t  D Dt V (t) Tij dV = = lim =    1   + Tij (t + ∆t) dV − Tij (t) dV    ∆t  V (t) V (t)      1  ∂Tij lim dV Tij (t + ∆t) dV + ∆t→0  ∆t  ∂t    V (t+∆t)−V (t) V (t) The volume in the ﬁrst integral on the last line is represented in ﬁgure 1.π 2 R3 R2 R1 r3 r2 r1 + dϕ12 V (t) S Figure 1.e.6. a volume integral where the volume is moving with the ﬂuid. i) ii) iii) iv) ξij = eij = 1 2 ui ∂ui ∂uj − ∂xj ∂xi 1 = −2 kij ωk 1 2 ∂uj 2 ∂ur ∂ui + − δij ∂xj ∂xi 3 ∂ur eij = 1 3 ∂ur δij ∂ur 1.3 Reynolds transport theorem Volume integral following with the ﬂuid Consider the time derivative of a material volume integral.

) B0 ¡ ! ∂ ∂tij ∂ ∂tij Dtij ∂ρ ∂ ¨¨ (ρtij ) + (uk ρ tij ) = tij ¡ + ρ + tij ¨¨ k ρ) + ρuk (u =ρ ∂t ∂xk ∂t ∂t ∂x ∂xk Dt ¡ ¨k which implies that Reynolds transport theorem becomes D Dt V (t) ρ tij dV = V (t) ρ Dtij dV Dt where V (t) again is a material volume. i. The quantities involved are: Fi Ri ρui body forces per unit mass surface forces per unit area momentum per unit volume .4 Momentum equation Conservation of momentum The momentum equation is based on the principle of conservation of momentum. the following must hold for the integrand 0= ∂ ∂ρ ∂uk ∂ρ ∂ρ ∂uk Dρ + +ρ (uk ρ) = + uk +ρ = ∂t ∂xk ∂t ∂xk ∂xk Dt ∂xk 1 2 3 4 where we have used the deﬁnition of the material derivative in order to simplify the expression. we can simplify Reynolds transport theorem. 1. eq. The terms in the expression can be given the following interpretations: 1 2 3 4 : : : : accumulation of mass in ﬁxed element net ﬂow rate of mass out of element rate of density change of material element volume expansion rate of material element By considering the transport of a quantity given per unit mass.This implies that the volume integral can be converted to a surface integral. that the time rate of change of momentum in a material region = sum of the forces on that region. i. This surface integral can in turn be changed back to a volume integral by the use of Gauss (or Greens) theorem.e. We have D Dt V (t) Tij dV = ∆t→0 lim Tij (t + ∆t) uk nk dS + S(t) V (t) ∂Tij dV ∂t = S(t) Tij uk nk dS + V (t) ∂Tij dV = {Gauss/Green’s theorem} ∂t = V (t) ∂Tij ∂ + (uk Tij ) dV ∂t ∂xk which is the Reynolds transport theorem. Tij = ρtij . We have D Dt V (t) ρ dV = V (t) ∂ ∂ρ + (uk ρ) = 0 ∂t ∂xk Since the volume is arbitrary. The integrand in the theorem can then be written 0 (cont.e. Conservation of mass By the substitution Tij → ρ and the use of the Reynolds transport theorem above we can derive the equation for the conservation of mass.

Here R(n) is the surface force per unit area on surface dS with normal n.7. Thus the surface forces acting on a small ﬂuid particle has to balance.8. To proceed Ri must be investigated so that the surface integral can be transformed to a volume integral. Momentum conservation for the small ﬂuid particle leads to ρ Dui dS dl = ρFi dS dl + Ri nI dS + Ri nII dS + j j Dt III(k) ∆s(k) dl Ri nj k Letting dl → 0 gives 0 = Ri nI dS + Ri nII dS j j Now nj = nI = −nII which leads to j j Ri (nj ) = −Ri (−nj ) implying that a surface force on one side of a surface is balanced by an equal an opposite surface force at the other side of that surface.V (t + ∆t) − V (t) ˆ r i dt nIII(k) S (t + ∆t) ˆ dri dt u dl P1 n P2 V (t + ∆t) x1 R(nI ) x2 x3 R3 nII nI R2 R1 dS r3 2 R(nII ) r r1 π + dϕ12 2 Figure 1. irrespective of volume forces or acceleration terms. The stress tensor Remove a ﬂuid element and replace outside ﬂuid by surface forces as in ﬁgure 1. .7: (t) V Momentum balance for ﬂuid element S (t) V (t + ∆t) − V (t) n S (t + ∆t) u n R V (t + ∆t) R Figure 1.8: Surface force and unit normal. In order to do that we have to deﬁne the stress tensor. Note that it is a general principle that the terms proportional to the volume of a small ﬂuid particle approaches zero faster than the terms proportional to the surface area of the particle. We can put the momentum conservation in integral form as follows D Dt V (t) ∆s (k) ρui dV = V (t) ρFi dV + S(t) Ri dS Using Reynolds transport theorem this can be written ρ V (t) Dui dV = Dt V (t) ρFi dV + S(t) Ri dS which is Newtons second law written for a volume of ﬂuid: mass · acceleration = sum of forces. see ﬁgure 1.

10: Deﬁnition u dt of surface force components on a surface with a normal in the 2-direction. dri dˆ Thus.11. Tij is the i-component t the surface force on a surface dS with a normal in the j-direction. with corresponding deﬁnitions for the force components on a surface with a normal in the 3-direction. as in P2 ﬁgure 1. t ∆t) (t + ˆ T12 ui xi0 . t u ˆ= 0 n P t V (t + ∆t) x T32 u1 u2 > u 1 x1 x2 x3 xi0 Figure 1. as in ﬁgures 1. u2 r1 π R(e2 ) = ( T12 . T21 . x1R y. T32 ) + dϕ w.10.11: Surface force balance on a ﬂuid particle with a slanted surface. . of P1 Consider a ﬂuid particle with surfaces along the coordinate directions cut by a slanted surface. we have R2 R1 3 r0 = R1 dS − T11 n1 dS − T12 n2 dS − T13 n3 dS r2 which implies that the total surface force Ri can be written in terms of the components of the stress r1 tensor Tij as π + dϕ12 2 V (t) R = T n + T n + T n = T n i i1 1 i2 2 i3 3 ij j S (t) V (t + ∆t) − V (t) e2 S (t + ∆t) R u n n V (t + ∆t) R1 dS1 dS2 dS3 e1 e3 Figure 1. i ˆ dxi0 ˆ dui dt We now divide the surfaceˆforces into components along the coordinate directions.9 and r i dt 1. T31 ) n V (t + ∆t) P2 x1 T21 x2 x1 T11 x3 T31 PSfrag replacementsR3 2 x. u. x3 r3 Figure 1. The areas of the surface elements are related by x1 x2 dSj = ej · n dS = nj dS x3 where dS is the area of the slanted surface.u P1 R(e1 ) = ( T11 . u3 12 2 V x1 (t) T22 S x2 (t) V (t + ∆t) −xi0 (t) V ˆ ri Sxi0 .9: Deﬁnition of surface force components on a surface with a normal in the 1-direction. Momentum balance require the surface forces to balance R3 in the element. x2R1 z. u1 r2 x2 v. T22 .

Recall that the invariant symmetric parts are eij = 1 2 1 ∂ur ∂ui ∂uj 2 ∂ur + − δij + δij ∂xj ∂xi 3 ∂xr 3 ∂xr eij eij where eij is the volume constant deformation rate and eij is the uniform rate of expansion. We thus divide the r stress tensor into an isotropic part. the viscous stress tensor is a linear function of the invariant parts of e ij . i. τij = λeij + 2µeij where we have deﬁned the two viscosities as µ (T ): λ (T ): dynamic viscosity (here T is the temperature) second viscosity. For an isotropic ﬂuid. u1 i.hydrodynamic pressure. We have π + dϕ12 p 2 V (t) Tij = −pδij + τij S (t) p . we thus have the following relationship between the viscous stress and the strain (deformation rate) τij = 2µeij = µ which leads to the momentum equation ρ ∂p ∂ Dui =− + µ Dt ∂xi ∂xj ∂ui ∂uj 2 ∂ur + − δij ∂xj ∂xi 3 ∂xr + ρFi ∂uj 2 ∂ur ∂ui + − δij ∂xj ∂xi 3 ∂xr .e. the momentumuequation can now be dxi0 written ˆ dui dt ˆ r i dt ∂Tij Dui dV ˆ dV = ρFi dV + Tij nj dS = ρFi + ρ Dt ∂xj dri dt V (t) S(t) V (t) V (t) P1 P2 The volume is again arbitrary implying that the integrand must itself equal zero.viscous stress tensor. u2 > u 1 x1 Tij = Tji x2 x3 Momentum equation xi0 ˆ i dt Using the deﬁnition of the surface force in terms of the stress tensor. shear Further consideration of the moment balance around a ﬂuid particle show that T ij is ax symmetric tensor. the hydrodynamic pressure p. depends on ﬂuid motion S (t + ∆t) u n V (t + ∆t) p p Newtonian ﬂuid It is natural to assume that the viscous stresses are functions of deformation rate e ij or strain. We have x1 x2 ∂Tij Dui = ρFi + ρ x3 Dt ∂xj R3 R2 Pressure and viscous stress tensor R1 r3 For ﬂuid at rest only normal stresses present otherwise ﬂuid element would deform. directed inward V (t + ∆t) − V (t) τij .e.P ˆ Here the diagonal components are normal stresses oﬀ-diagonal components are t = 0 stresses. often=0 For a Newtonian ﬂuid. and a part depending2 on the motion of r1 the ﬂuid.

We obtain ρ D 1 ∂τij ∂p ui ui = ρFi ui − ui + ui Dt 2 ∂xi ∂xj Thermal energy equation is then found by subtracting the mechanical energy equation from the total energy equation. ρ De ∂ui ∂ui ∂qi = −p + τij − Dt ∂xi ∂xj ∂xi The work of the surface forces divides into viscous and pressure work as follows ρ − ∂ (pui ) ∂xi = −p ∂ui ∂xi − ui ∂p ∂xi 2 1 ∂ (τij uj ) ∂xi = τij ∂ui ∂xj + uj ∂τij ∂xi where following interpretations can be given to the thermal and the mechanical terms 1: 2: thermal terms ( force · deformation ): heat generated by compression and viscous dissipation mechanical terms ( velocity · force gradients ): gradients accelerate ﬂuid and increase kinetic energy . directed outward Using Reynolds transport theorem we can put the energy conservation in integral form as D Dt V (t) 1 ρ e + ui ui dV = 2 V (t) ρFi ui dV + S(t) [ni Tij uj − ni qi ] dS = V (t) ρFi ui + ∂ (Tij uj − qi ) dV ∂xi ˙ Compare the expression in classical mechanics.1. where the momentum equation is m u = F and the associated kinetic energy equation is (u · u) work rate ( work m d 2 dt = = = F·u force · velocity force · dist. We have the following deﬁnitions 1 ρ e + 2 ui ui dV energy of particle. ) From the integral energy equation we obtain the total energy equation by the observation that the volume is arbitrary and thus that the integrand itself has to be zero.5 Energy equation The energy equation is a mathematical statement which is based on the physical law that the rate of change of energy in material particle = rate that energy is received by heat and work transfers by that particle.e. with e the internal energy work rate of Fi on particle force · velocity ρui Fi dV uj Rj dS ni qi dS work rate of Rj on particle heat loss from surface. with qi the heat ﬂux vector. i. We have ∂ ∂ ∂qi 1 D (pui ) + (τij uj ) − e + ui ui = ρFi ui − Dt 2 ∂xi ∂xi ∂xi The mechanical energy equation is found by taking the dot product between the momentum equation and u.

the equation describing the conservation of momentum and the equation describing the conservation of energy.The heat ﬂux need to be related to the temperature gradients with Fouriers law qi = −κ ∂T ∂xi where κ = κ (T ) is the thermal conductivity. respectively. They are the equation describing the conservation of mass. This allows us to write the thermal energy equation as ρ De ∂ui ∂ = −p +Φ+ Dt ∂xi ∂xi κ ∂T ∂xi where the positive deﬁnite dissipation function Φ is deﬁned as ∂ui 1 = 2µ eij eij − ∂xj 3 1 ∂uk δij 3 ∂xk 2 Φ = = τij ∂uk ∂xk 2 2µ eij − >0 Alternative form of the thermal energy equation can be derived using the deﬁnition of the enthalpy h=e+ We have Dh De 1 Dp p = + − 2 Dt Dt ρ Dt ρ Dρ Dt − ρ ∂xi i ∂u p ρ which gives the ﬁnal result ρ Dp ∂ Dh = +Φ+ Dt Dt ∂xi κ ∂T ∂xi To close the system of equations we need a i) ii) thermodynamic equation equation of state e = e (T.6 Navier-Stokes equations The derivation is now completed and we are left with the Navier-Stokes equations. We have Dρ ∂uk +ρ =0 Dt ∂xk ρ ρ where ∂p ∂τij Dui =− + + ρFi Dt ∂xi ∂xj κ ∂T ∂xi ∂ui ∂ De = −p +Φ+ Dt ∂xi ∂xi . p) p = ρRT simplest case: e = cv T or h = cp T where cv and cp are the speciﬁc heats at constant volume and temperature. At this time we also deﬁne the ratio of the speciﬁc heats as γ= cp cv 1.

. ρu3 . ρF2 . J = (0. momentum and energy. unknown ρ 1 ui 3 p 1 e 1 T 1 7 equations continuity momentum energy thermodyn. ρ (e + ui ui /2)) is the vector of unknowns. ρu1 . ρu2 . ρF1 . gas law 1 3 1 1 1 7   τij  ∂ui ∂xj ∂uj 2 ∂ur ∂ui + − δij = µ ∂xj ∂xi 3 ∂xr = τij Equations in conservative form A slightly diﬀerent version of the equations can be found by using the identity ρ to obtain the system     ∂ρ ∂     ∂t + ∂x (uk ρ) = 0  k   ∂ ∂ ∂p ∂τij (ρui ) + (ρuk ui ) = − + + ρFi ∂xk ∂xi ∂xj  ∂t   ∂  ∂ 1 ∂ ∂ ∂ 1   = ρFi ui − (pui ) + (τij uj ) +   ∂t e + 2 ui ui + ∂xk ρuk e + 2 ui ui ∂xi ∂xi ∂xi   ∂U ∂G(i) + =J ∂t ∂xi where U = (ρ. respectively. ρF3 . p) p = ρRT We have 7 equations and 7 unknowns and therefore the necessary requirements to obtain a solution of the system of equations.  Φ   and the thermodynamic relation and the equation of state for a gas e = e (T. ρui Fi ) is the vector of the right hand sides and  G(i)     =     T T ∂ ∂ Dtij = (ρtij ) + (uk ρtij ) Dt ∂t ∂xk κ ∂T ∂xi These are all of the form or ∂U ∂G ∂G ∂G + + + =J ∂t ∂x ∂y ∂z ρui ρu1 ui + pδ1i − τ1i ρu2 ui + pδ2i − τ2i ρu3 ui + pδ3i − τ3i ∂T ρ (e + ui ui /2) ui + pui + κ ∂xi − uj τij           is the ﬂux of mass. This form of the equation is usually termed the conservative form of the Navier-Stokes equations.

1.7

Incompressible Navier-Stokes equations

The conservation of mass and momentum can be written   Dρ + ρ ∂ui = 0   Dt  ∂xi   Dui ∂p ∂τij ρ =− + + ρFi ∂xi ∂xj  Dt     τ = µ ∂ui + ∂uj − 2 ∂uk δ  ij ij ∂xj ∂xi 3 ∂uk

for incompressible ﬂow ρ = constant, which from the conservation of mass equation implies

∂ui =0 ∂xi implying that a ﬂuid particle experiences no change in volume. Thus the conservation of mass and momentum reduce to   ∂ui + uj ∂ui = − 1 ∂p + ν 2 ui + Fi   ∂t  ∂xj ρ ∂xi ∂ui   ∂xi = 0   since the components of the viscous stress tensor can now be written ∂ ∂xj ∂ui ∂uj 2 ∂uk + − δij ∂xj ∂xi 3 ∂xk = ∂ 2 ui = ∂xj ∂xj
2

ui

We have also introduced the kinematic viscosity, ν, above, deﬁned as ν = µ/ρ The incompressible version of the conservation of mass and momentum equations are usually referred to as the incompressible Navier-Stokes equations, or just the Navier-Stokes equations in case it is evident that the incompressible limit is assumed. The reason that the energy equation is not included in the incompressible Navier-Stokes equations is that it decouples from the momentum and conservation of mass equations, as we will see below. In addition it can be worth noting that the conservation of mass equation is sometimes referred to as the continuity equation. The incompressible Navier-Stokes equations need boundary and initial conditions in order for a solution to be possible. Boundary conditions (BC) on solid surfaces are ui = 0. They are for obvious reasons usually referred to as the no slip conditions. As initial condition (IC) one needs to specify the velocity ﬁeld at the initial time ui (t = 0) = u0 . The pressure ﬁeld does not need to be speciﬁed as it can be obtained once the i velocity ﬁeld is speciﬁed, as will be discussed below.

Integral form of the Navier-Stokes eq.
We have derived the diﬀerential form of the Navier-Stokes equations. Sometimes, for example when a ﬁnite-volume discretization is derived, it is convenient to use an integral form of the equations. An integral from of the continuity equation is found by integrating the divergence constraint over a ﬁxed volume VF and using the Gauss theorem. We have ∂ (ui ) dVF = ∂xi ui ni dSF = 0
S

V

An integral form of the momentum equation is found by taking the time derivative of a ﬁxed volume integral of the velocity, substituting the diﬀerential form of the Navier-Stokes equation, using the continuity equation and Gauss theorem. We have ∂ ∂t
VF

ui dV =
VF

∂ui dV = − ∂t
VF

1 ∂p ∂ 2 ui ∂ (uj ui ) + −ν ∂xj ρ ∂xi ∂xj ∂xj dV = −
SF

dV =

VF

1 ∂ui ∂ uj ui + pδij − ν ∂xj ρ ∂xj

p ∂ui ui uj nj + ni − ν nj dS ρ ∂xj

Tw

T0 , U 0

L

Figure 1.12: Examples of length, velocity and temperature scales. Note that the integral from of the continuity equation is a compatibility condition for BC in incompressible ﬂow.

Dimensionless form
It is often convenient to work with a non-dimensional form of the Navier-Stokes equations. We use the following scales and non-dimensional variables x∗ = i xi L t∗ = tU0 L u∗ = i ui U0 p∗ = p p0 ∂ 1 ∂ = ∂xi L ∂x∗ i U0 ∂ ∂ = ∂t L ∂t∗ ⇒

where ∗ signiﬁes a non-dimensional variable. The length and velocity scales have to be chosen appropriately from the problem under investigation, so that they represent typical lengths and velocities present. See ﬁgure 1.12 for examples. If we introduce the non-dimensional variables in the Navier-Stokes equations we ﬁnd  2 ∗ U 2 ∂u∗ p0 ∂p∗ νU0 ∂ 2 u∗  U0 ∂ui i  · ∗ + 0 u∗ i = − + 2  j L ∂t L ∂x∗ ρL ∂x∗ L ∂x∗ ∂x∗ j i j j  U0 ∂u∗ i  · =0  L ∂x∗ i   ∂ui + uj ∂ui = − p0 ∂p + ν  2 ∂t ∂xj ρU0 ∂xi U0 L  ∂ui  =0 ∂xi
2 U0 L U0 /L = ν νU0 /L2 2

2 Now drop * as a sign of non-dimensional variables and divide through with U 0 /L, we ﬁnd

We have deﬁned the Reynolds number Re as Re =

“inertial forces” “viscous forces”

which can be interpreted as a measure of the inertial forces divided by the viscous forces. The Reynolds number is by far the single most important non-dimensional number in ﬂuid mechanics. We also deﬁne the pressure scale as
2 p0 = ρU0

which leaves us with the ﬁnal form of the non-dimensional incompressible Navier-Stokes equations as   ∂ui + uj ∂ui = − ∂p + 1  ∂t ∂xj ∂xi Re  ∂ui  =0 ∂xi
2

¥ ¥ ¥ ¥ £¥ ¥ ¥ ¥ ¥ ¥ £¤£¤£¤£¤¤£¤£¤£¤£¤£¤ ¤¤¤¤¤¤¤¤¤¤£¥
T0 U0

S (t + ∆t) u n V (t + ∆t) p

Tw L

§ § § § ¦§ § § § § § ¦¤¦¤¦¤¦¤¤¦¤¦¤¦¤¦¤¦¤ ¤¤¤¤¤¤¤¤¤¤¦§
ui ui

Non-dimensional energy equation
We stated above that the energy equation decouple from the rest of the Navier-Stokes equations for incompressible ﬂow. This can be seen from a non-dimensionalization of the energy equation. We use the deﬁnition of the enthalpy (h = cp T ) to write the thermal energy equation as DT Dp = + Φ + κ 2T Dt Dt and use the following non-dimensional forms of the temperature and dissipation function ρcp T∗ = This leads to DT ∗ Dt∗ T − T0 Tw − T 0 Φ∗ = L2 2 Φ U0 µ

= =

µ κ · · ρU0 L µcp 1 1 · · Re P r
∗2

∗2

T∗ +

T∗ +

2 U0 cp (Tw − T0 ) M a2 c
a2 0 p (Tw −T0 )

2 U0 µ Dp∗ + φ∗ cp (Tw − T0 ) Dt∗ ρU0 L

Dp∗ 1 + Φ∗ Dt∗ R

where a0 speed of sound in free-stream and M a = to obtain

U0 is Mach number. We now drop ∗ and let M a → 0 a0

DT 1 1 = · · 2T Dt Re P r µc where the Prandtl number P r = κp , which takes on a value of ≈ 0.7 for air. As the Mach number approaches zero, the ﬂuid behaves as an incompressible medium, which can be seen from the deﬁnition of the speed of sound. We have a0 = γ , ρα α= 1 ∂ρ ρ ∂p

T

where α is the isothermal compressibility coeﬃcient. If the density is constant, not depending on p, we have that α → 0 and a0 → ∞, which implies that M a → 0.

1.8

Role of the pressure in incompressible ﬂow

The role of the pressure in incompressible ﬂow is special due to the absence of a time derivative in the continuity equation. We will illustrate this in two diﬀerent ways.

Artiﬁcial compressibility
First we discuss the artiﬁcial compressibility version of the equations, used sometimes for solution of the steady equations. We deﬁne a simpliﬁed continuity equation and equation of state as ∂ρ ∂ui + =0 and p = βρ ∂t ∂xi This allows us to write the Navier-Stokes equations as   ∂ui + ∂ (uj ui ) = − ∂p + 1  ∂t ∂xj ∂xi Re ∂ui  ∂p  +β = 0 ∂t ∂xi Let       p βu βv  u   p + u2   uv     u= e= f =  v   uv   p + v2  w uw vw

2

ui

 βw  uw   g=  vw  p + β2

u. v2 + β where the matrices above are deﬁned  0 β  1 2u ∂e = A= ∂u  0 v 0 w  0 ∂g  0 C= = ∂u  1 0 0 0 1 0 0 1 0 0 0 v 0 0 0 0 1 0 β u 2v w  0 0   0  1  0 0   0  v Projection on a divergence free space Second we discuss the projection of the velocity ﬁeld on a divergence free space. they are and w. v. Let wi = u i The inner product between ui gives 0= Ω (1) (1) + ∂p(1) ∂p(2) (2) = ui + ∂xi ∂xi − ui (2) + ∂ p(1) − p(2) ∂xi and ui (1) − ui (2) ui (1) − ui (2) 2 + ui (1) − ui (2) ∂ p(1) − p(2) ∂xi dV = Ω ui (1) − ui (2) 2 dV Thus we have ui (1) = ui . D =   0 0 2v 0  0 w v 0 Du the eigenvalues of A. ∂p ∂xi = Ω ∂p is orthogonal in the L2 inner product. ∂xi ∂p ∂xi on ∂Ω. u. u i · ni = 0 i. v ± u2 + β . C are the wave speeds of plane waves in the respective coordinate directions. here called p. We start by showing that ui and ui . into a function ui that is divergence free and parallel to the boundary and the gradient of a function. w. ∂xi ∂ ∂p ui dV = (ui p) dV = pui ni dS = 0 ∂xi ∂xi Ω ∂Ω The uniqueness of the decomposition can be seen by assuming that we have two diﬀerent decompositions and showing that they have to be equivalent. (2) p(1) = p(2) + C . Theorem 1. Proof. We begin by the following theorem. Any wi in Ω can uniquely be decomposed into wi = u i + where ∂ui = 0.e. B = ∂f =  u 0  ∂u  0 u   0 0 β 0  0 v u 0  . B.be the vector of unknowns and their ﬂuxes. u ± v. The Navier-Stokes equations can then be written ∂u ∂e ∂f ∂g 1 + + + = ∂t ∂x ∂y ∂z Re or 2 Du 2 ∂u ∂u ∂u 1 ∂u +A +B +C = ∂t ∂x ∂y ∂z R   0 0  0 0   . w ± w2 + β √ Note that the eﬀective acoustic or pressure wave speed ∼ β → ∞ for incompressible ﬂow.

r + dϕ12 V (t) S (t) V (t + ∆t) − V (t) S (t + ∆t) u n V (t + ∆t) p T0 .13.13: Projection of a function on a divergence free space. thus . Apply to Navier-Stokes equations Let P be orthogonal projector which maps wi on divergence free part ui . Now. Note also that (wi − ui ) ⊥ui . We then have the following relations wi = Pwi + Pui = ui . ui is divergence free and parallel to boundary. if ui = w i − we have 0= ∂ui ∂wi ∂2p = − . We can ﬁnd an equation for a p with above properties by noting that 2 p= ∂wi ∂xi in Ω with ∂p = wi ni on ∂Ω ∂n has a unique solution. to project wi on divergence free space let wi = ui + 1) solve for p : ∂wi = ∂xi ∂p ∂xi 2 p. we have P ∂p ∂ui + ∂t ∂xi = P −uj ∂ui 1 + ∂xj Re 2 ui Now. P ∂p ∂xi ∂p =0 ∂xi Applying the orthogonal projector to the Navier-Stokes equations.e. U 0 Tw L T0 U0 π 2 Gradient ﬁelds wi ∂p ∂xi ui Divergence free vectorﬁelds // to boundary Figure 1. ∂p =0 ∂n 2) let ui = wi − This is schematically shown in ﬁgure 1. Pwi = ui . i. ∂xi ∂xi ∂xi ∂xi ∂p ⇒ ∂xi 0 = u i ni = w i ni − ∂p ∂xi ∂p ∂n and To sum up.

this has implications for the boundary conditions for the pressure Poisson equation. This may be a diﬃcult constraint to satisfy in a numerical solution algorithm. we have an inﬁnite wave speed for pressure waves. This states that the maximum of a harmonic function. found by taking the divergence of the momentum equations and substituting the Laplacian of the pressure with the right hand side of the Poisson equation. has its maximum on the boundary. if and only if it is zero everywhere on the boundary. but they have to be chosen such that the divergence of the velocity ﬁeld is zero on the boundary. i. Thus we ﬁnd an evolution equation without the pressure. something seen in the analysis of the artiﬁcial compressibility equations. We have ∂ ∂t ∂ui ∂xi = 1 Re 2 ∂ui ∂xi Thus the divergence is not automatically zero. the divergence is zero inside the domain. We ﬁnd   2   ui   p= ∂ ∂xi thus the pressure satisﬁes elliptic Poisson equation. we have    ∂ui ∂ui 1  = P −uj + ∂t ∂xj Re  wi 2 The pressure term in the Naiver-Stokes equations ensures that the right hand side w i is divergence free. a function satisfying the Laplace equation.e. which links the velocity ﬁeld in the whole domain instantaneously. For the stationary case the solution obeys the maximum principle. We can ﬁnd a Poisson equation for the pressure by taking the divergence of w i . Since it is the pressure term in the Navier-Stokes equations ensures that the velocity is divergence free. . Consider the equation for the evolution of the divergence. Thus. but satisﬁes a heat equation.  1 ∂ui  + −uj ∂xj Re  wi 2  ∂uj ∂ui  ui  = − ∂xi ∂xj  Evolution equation for the divergence It is common in several numerical solution algorithms for the Naiver-Stokes equations to discard the divergence constraint and instead use the pressure Poisson equation derived above as the second equation in the incompressible Naiver-Stokes equations.P However. according to the result above. P ∂ui ∂ui = ∂t ∂t 2 ui = 2 ui since 2 ui need not be parallel to the boundary. If this is done we may encounter solutions that are not divergence free. A priori we have none speciﬁed. This can be interpreted such that the information in incompressible ﬂow spreads inﬁnitely fast.

.

The momentum equation in the streamwise direction implies 0=− Since P (x1 ) and u1 (x2 ) we have 1 dP d2 u1 = const. Integrating over the channel we ﬁnd h Q= S ui ni dS = {channel} = −h u1 dx2 = − 4 2h3 dP · = humax 3µ dx1 3 . (independent of x1 . The velocity becomes x2 u1 =1− umax h Flow rate From ﬁgure 2.2 we can evaluate the ﬂow rate as dQ = u · n dS. x2 ) = dx2 µ dx1 2 We can integrate u1 in the normal direction to obtain u1 = 1 dP 2 x + C 1 x2 + C 2 2µ dx1 2 d2 u1 dP +µ dx1 dx2 2 The constants can be evaluated from the boundary conditions u1 (±h) = 0.2: Volume of ﬂuid ﬂowing through surface dS in time ∆t 0=− ∂p d2 u1 +µ ∂x1 dx2 2 ∂p 0=− − ρg ∂x2 The momentum equation in the x2 -direction (or normal direction) implies p = −ρgx2 + P (x1 ) ⇒ ∂p dP = ∂x1 dx1 showing that the pressure gradient in the x1 -direction (or streamwise direction) is only a function of x1 . giving the parabolic velocity proﬁle u1 = h2 dP x2 · 1− 2µ dx1 h 2 Evaluating the maximum velocity at the center of the channel we have umax = − h2 dP · >0 2µ dx1 2 if ﬂow is in the positive x1 -direction.ui Divergence free vectorﬁelds // to boundary L h x1 x2 p0 > p 1 p1 dS u n u·n ∆t Figure 2.

L h x1 x2 p0 > p 1 p1 u n dS u · n∆t y u0 p0 x Wall shear stress The wall shear stress can be evaluated from the velocity gradient at the wall. t) ∂2u ∂y 2 = 0 0≤y≤∞ = u0 t > 0 = ν = 0 t>0 We look for a similarity solution. t) which using continuity and the boundary conditions imply that normal velocity v = 0. We assume that the velocity can be written u = u(y. . initial and boundary conditions for u ∂u ∂t u(y. This gives us the following diﬀusion equation. where p0 is the atmospheric pressure at the plate surface. 0) u(0. we introduce a new dependent variable which is a combination of y and t such that the partial diﬀerential equation reduces to an ordinary diﬀerential equation. i. ω1 = ω2 = 0 and has the following expression in the x3 -direction (or spanwise direction) ω3 = ∂u1 du1 2umax · x2 ∂u2 − =− = ∂x1 ∂x2 dx2 h2 x2 =−h Stokes 1:st problem: instantaneously started plate Consider the instantaneously starting plate of inﬁnite horizontal extent shown in ﬁgure 2.e. t) u(∞. i.3.3: Stokes instantaneously plate. Let                     du1 2µ · umax · x2 =− dx2 h2 2µ umax h = = = Figure 2. This is a time dependent problem where plate velocity is set to u = u0 at time t = 0. We have τ12 = τ21 = µ implying that τwall = τ Vorticity The vorticity is zero in the streamwise and normal directions. The momentum equations reduce to ∂u ∂t 0 1 ∂p ∂2u +ν 2 ρ ∂x ∂y 1 ∂p −g − ρ ∂y − The normal momentum equation implies that p = −ρgy + p0 .e.

u η = C · y · tb u0 where C and b are constants to be chosen appropriately. From the velocity we can calculate the spanwise vorticity as a function of the similarity variable η and the unscaled normal coordinate y. Note that the time dependent solution is diﬀusing upward. from the inﬁnite value at t = 0 it is diﬀusing outward in time. both as a function of the similarity variable η and the unscaled normal coordinate y. the coeﬃcient of the two η-dependent terms have to be proportional to each other. It is related to the average angular momentum of a ﬂuid particle and the swirl present in the ﬂow. The boundary and initial conditions also have to be compatible with the similarity assumption. Here the maximum of the vorticity is also changing in time. The exponents of these expressions. Note again that the time dependent solution is diﬀusing upward. We transform the time and space derivatives according to f (η) = ∂ ∂t ∂ ∂y ∂2 ∂y 2 = = = ∂η d d = Cbytb−1 ∂t dη dη ∂η d d = Ctb ∂y dη dη d2 C 2 t2b 2 dη If we substitute this into the equation for u and use the deﬁnition of η. However. we ﬁnd an equation for f d2 f df = νC 2 t2b 2 dη dη where no explicit dependence on y and t can remain if a similarity solution is to exist. a ﬂow with circular streamlines may have zero vorticity and a ﬂow with straight streamlines may have a non-zero vorticity. We have u(0.5. ∂v ∂u u0 −η2 − =√ e ∂x ∂y πνt The vorticity is shown in ﬁgure 2. t) = f (∞) = 0 u0 f = C1 0 eξ dξ + C2 2 Using the boundary conditions and the deﬁnition of the error-function. ω3 = ω z = 2. both as a function of the similarity variable η and the unscaled normal coordinate y. 0) = f (∞) = 0 = f (0) = 1 u0 u0 This equation can be integrated twice to obtain η u(∞. we have η 2 2 f =1− √ eξ dξ = 1 − erf(η) π 0 This solution is shown in ﬁgure 2. as well as the coeﬃcients in front of the t-terms have to be equal.4. we have bt−1 η bt−1 = κνC 2 t2b where κ is a proportionality constant. t) u(y. . This gives 1 2 We choose κ = −2 and obtain the following b=− C=√ 1 −2κν f + 2ηf = 0 y η= √ 2 νt d where = dη .2 Vorticity and streamfunction Vorticity is an important concept in ﬂuid dynamics. Thus.

t) for various times.4 0.9 1 0 0 0.4: Velocity above the instantaneously started plate.4 0.4 0.1 0.2 0 3 2 1 0 0. a) U as a function of the similarity variable y y η.7 0.6 √ y = η 4νt t η y ωz = ω (η)·u0 ˜ √ πνt u u0 √ y = η 4νt ty η u u0 7 6 5 4 3 t 2 0. one interpretation is that the vorticity is the circulation per unit area for a surface perpendicular to the vorticity vector.2 1 0.7 0.2 0 t 1 0 0.3 0.6 1.2 0.2 0.4 0.8 1.4 0.8 0.5 0. b) U (y.1 0.7 0.9 1 ω (η)·u0 ˜ √ πνt Vorticity and circulation The vorticity is deﬁned mathematically as the curl of the velocity ﬁeld as ω= In tensor notation this expression becomes ωi = ijk ×u ∂uk ∂xj Another concept closely related to the vorticity is the circulation. Let the azimuthal velocity be given as u θ = C/r.6 0.8 0.6 0.1 0.4 0.3 0.2 1 7 6 5 4 0.5 0.9 1 ωz πνt √ πνt u0 = ω (η) ˜ 0 0 0.6 we show a closed curve C.2 0. Example 1.5 0. u0 u0 p0 p0 y y η = √4νt η = √4νt 2 8 1.8 0. ωz √ 0. The circulation of an ideal vortex.rﬁelds // to boundaryn Divergence free vectorﬁelds // to boundary n dS dS L L u · n∆t u · n∆t hx hx x1 y x1 y √2 xu x y η = √2 0 yp=> p 4νt η u0 t 4νt p0 > p 1 0 1 p0 p0 y p1 p1 η = √4νt u u √n n y = η 4νt dS dS t u u u · n∆t u · n∆t u0 u0 x x Figure 2.1 0.8 0. t) for various times.7 0.9 1 2 8 1. a) ωz πνt/u0 as a function of the similarity variable η.3 0.6 0.6 0.8 0.3 ωz = = ω (η) ˜ u0 √ Figure 2. which can also be written dΓ = ω i ni dS Thus. Using Stokes theorem we can transform that integral to one over the area S as ∂uk ωi ni dS dS = Γ= ijk ni ∂xj S S This allows us to ﬁnd the following relationship between the circulation and vorticity dΓ = ω i ni dS. which is deﬁned as Γ= C ui dxi = C ui ti ds In ﬁgure 2.2 0.8 1. b) ωz (y.6 1.5: Vorticity above the instantaneously started plate.4 1. We can calculate the circulation of this ﬂow as 2π Γ= C uθ r dθ = C 0 dθ = 2πC Thus we have the following relationship for the ideal vortex uθ = Γ 2πr .8 0.5 0.4 1.6 0.

and we now have the following from of the vorticity equation ∂ 1 2 ∂ωp + pqi ( ijk ωj uk ) = ωp ∂t ∂xq Re The second term in this equation can be written as ipq ijk ∂ ∂ ∂ ∂ (ωj uk ) = (δpj δqk − δpk δqj ) (ωj uk ) = (ωp uk ) − (ωj up ) = ∂xq ∂xq ∂xk ∂xj uk ∂ωp ∂uk ∂ωj ∂up + ωp − up − ωj ∂xk ∂xk ∂xj ∂xj Due to continuity ∂ωj ∂xj = ∂ 2 uq jpq ∂xj ∂xp = 0 and we are left with the relation ipq ijk ∂ ∂ωp ∂up (ωj uk ) = uk − ωj ∂xq ∂xk ∂xj Thus. We have ∂ui ∂ui ∂p 1 2 + uj =− + ui ∂t ∂xj ∂xi Re We slightly modify this equation by introducing the following alternative form of the non-linear term uj ∂ ∂ui = ∂xj ∂xi 1 uj uj 2 + ijk ωj uk ∂ pqi ∂xq ) this can readily be derived using tensor manipulation. the vorticity equation becomes ∂ωp ∂ωp ∂up 1 + uk = ωj + ∂t ∂xk ∂xj Re or written in vector-notation Dω = (ω · Dt )u + 1 Re 2 2 ωp ω . except for an inﬁnite value at the center of the vortex. We start with the dimensionless momentum equations. Derivation of the Vorticity Equation We will now derive an equation for the vorticity. q pqi pqi is anti-symmetric in i. q and ∂xq ∂xi is symmetric in ∂2 =0 ∂xq ∂xi The ﬁrst term and the last term can be written as derivatives of the vorticity. We take the curl ( equations and ﬁnd ∂ ∂t pqi of the momentum ∂ui ∂xq ∂ui ∂xq + pqi ∂2 ∂xq ∂xi 1 uj uj 2 + pqi ∂ ( ∂xq ijk ωj uk ) =− pqi ∂2p 1 + ∂xq ∂xi Re pqi 2 The second and the fourth terms are zero. since i.√ u0 y = η 4νt t η y ˜ (η)·u ωz = ω√πνt0 t dxi = ti ds S C Figure 2.6: Integral along a closed curve C with enclosed area S. The ideal vortex has its name from the fact that its vorticity is zero everywhere.

Vorticity and viscocity There exists a subtle relationship between ﬂows with vorticity and ﬂows on which viscous forces play a role. we ﬁnd that the vorticity has the following form ω3 = ωz = ω(y. ωz = ∂v ∂u − ∂x ∂y This simpliﬁes the interpretation and use of the concept of vorticity greatly in two-dimensional ﬂow.7. where η = √ e πνt 2 νt √ where the factor νt can be identiﬁed as the diﬀusion length scale. It is possible to show that × ω = 0 ⇐⇒ viscous forces = 0 This means that without viscous forces there cannot be a vorticity ﬁeld in the ﬂow which varies with the coordinate directions. This is expressed by the following relationship ∂τij =µ ∂xj 2 ui = −µ ijk ∂ωk ∂xj This can be derived in the following manner. We have −µ ijk ∂ωk ∂xj = = = = −µ ijk kmn ∂ ∂ un ∂xj ∂xm ∂ 2 un ∂xj ∂xm −µ(δim δjn − δin δjm ) µ µ ∂ 2 ui ∂xj ∂xj 2 ui Terms in the two-dimensional vorticity equation In two dimensions the equation for the only non-zero vorticity component can be written ∂ω3 ∂ω3 ∂ω3 + u1 + u2 =ν ∂t ∂x1 ∂x2 2 ω3 We will take two examples elucidating the meaning of the terms in the vorticity equation. Example 2. where we have used the following dimensional relations √ L2 . First the diﬀusion of vorticity and second the advection or transport of vorticity. We have ωx = 0. but zero in the other two directions. and is given by u0 −η2 y ω=√ . t) and that it thus is a solution of the following diﬀusion equation ∂2ω ∂ω =ν 2 ∂t ∂y The time evolution of the vorticiy can be seen in ﬁgure 2. [t] = T ⇒ [ νt] = L [ν] = T . ωy = 0. Diﬀusion of vorticity: the Stokes 1st problem revisited. From the solution of Stokes 1st problem above.Components in Cartesian coordinates In cartesian coordinates the components of the vorticity vector in three-dimensions become ex ω= ∂ ∂x ey ∂ ∂y ez ∂ ∂z = u v w ∂w ∂v − ∂y ∂z ex + ∂u ∂w − ∂z ∂x ey + ∂u ∂v − ∂x ∂y ez For two-dimensional ﬂow it is easy to see that this reduces to a non-zero vorticity in the spanwise direction.

i

ree vectorﬁelds // to boundary L h x1 x2 p0 > p 1 p1 u n dS u · n∆t x y u0 p0 y η = √4νt √ y = η 4νt t η y ω (η)·u0 ˜ √ ωz = πνt t
u u0

η

y = η 4νt t ηy y ˜ (η)·u ωz = ω√πνt0 t

y = √4νt u √ u0

u0 p0

8

7

6

5

4

3

t

2

1

0

0

0.1

0.2

0.3

0.4

ω

0.5

0.6

0.7

0.8

0.9

1

Figure 2.7: A sketch of the evolution of vorticity in Stokes 1st problem. v, y

ω=0 x, u Figure 2.8: Stagnation point ﬂow with a viscous layer close to the wall. In this ﬂow the streamlines are straight lines and therefore the non-linear term, or the transport/advection term, is zero. We now turn to an example where the transport of vorticity is important. Example 3. Transport/advection of vorticity: Stagnation point ﬂow. The stagnation point ﬂow is depicted in ﬁgure 2.8, and is a ﬂow where a uniform velocity approaches a plate where it is showed down and turned to a ﬂow parallel two the plates in both the positive and negative x-direction. At the origin we have a stagnation point. The inviscid stagnation point ﬂow is given as follows inviscid: u = cx v = −cy ⇒ ωz = ω = ∂v ∂u − =0 ∂x ∂y

Note that this ﬂow has zero vorticity and that it does not satisfy the no-slip condition (u = v = 0, y = 0). In order to satisfy this condition we introduce viscosity, or equally, vorticity. Thus close to the plate we have to fulﬁll the equation ∂ω ∂2ω ∂2ω ∂ω +v =ν + u ∂x ∂y ∂x2 ∂y 2 The two ﬁrst terms represent advection or transport of vorticity. We will try a simple modiﬁcation of the inviscid ﬂow close to the boundary, which is written as u = xf (y) v = −f (y) This satisﬁes the continuity equation, and will be zero on the boundary and approach the inviscid ﬂow far above the plate if we apply the following boundary conditions u = v = 0, u ∝ cx, v ∝ −cy, y=0 y→∞

The vorticity can be written ω = −xf (y). We introduce this and the above deﬁnitions of the velocity components into the vorticity equation, and ﬁnd −f f + f f + νf =0

0

η=

y = η 4νt t η y F,˜√ , F (η)·u ωz = ωFπνt0 t η

√y 4νt u √ u0

p0

1.5

F

1

F

0.5

F
0 0 1

η

2

Figure 2.9: Solution to the non-dimensional equation for stagnation point ﬂow. F is proportional to the normal velocity, F to the streamwise velocity and F to the vorticity. The boundary conditions become f =f =0 f ∝ cy, f ∝ c, An integral to the equation exists, which can be written f
2

y=0 y→∞

− f f − νf

= K = {evaluate y → ∞} = c2

This is as far as we can come analytically and to make further numerical treatment simpler we make the equation non-dimensional with ν and c. Note that they have the dimensions [ν] = and that we can use the length scale dependent variables as L2 , T [c] = 1 T √ νc to scale the independent and the

ν/c and the velocity scale y ν/c f (y) √ νc

η F (η)

= =

This results in the following non-dimensional equation F with the boundary conditions F = F = 0, F ∝ η, η=0 η→∞
2

− FF − F

=1

In ﬁgure 2.9 a solution of the equation is shown. It can be seen that diﬀusion of vorticity from the wall is balanced by transport downward by v and outward by u. The thin layer of vortical ﬂow close to the wall has the thickness ∼ ν/c.

Stretching and tilting of vortex lines
In three-dimensions the vorticity is not restricted to a single non-zero component and the three-dimensional vorticity equation governing the vorticity vector becomes ∂ωi 1 ∂ui ∂ωi + uj + = ωj ∂t ∂xj ∂xj Re

ωi

diﬀusion of vorticity

η=

y = η 4νt t η y ˜ (η)·u ωz = ω√πνt0 t

4νt u √ u0

dr

C(t)
Figure 2.10: A closed material curve. The complex motion of the vorticity vector for a full three-dimensional ﬂow can be understood by an analogy to the equation governing the evolution of a material line, discussed in the ﬁrst chapter. The equation for a material line is ∂ui D dri = drj Dt ∂xj Note that if we disregard the diﬀusion term, i.e. the last term of the vorticity equation, the two equations are identical. Thus we can draw the following conclusions about the development of the vortex vector i) Stretching of vortex lines (line ω) produce ωi like stretching of dri produces length

ii) Tilting vortex lines produce ωi in one direction at expense of ωi in other direction

Helmholz and Kelvin’s theorems
The analogy with the equation for the material line directly give us a proof of Helmholz theorem. We have Theorem 1. Helmholz theorem for inviscid ﬂow: Vortex lines are material lines in inviscid ﬂow. A second theorem valid in inviscid ﬂow is Kelvin’s theorem. Theorem 2. Kelvin’s theorem for inviscid ﬂow: Circulation around a material curve is constant in inviscid ﬂow. Proof. We show this by considering the circulation for a closed material curve, see ﬁgure 2.10, Γm =
C(t)

ui dri

We can evaluate the material time derivative of this expression with the use of Lagrangian coordinates as follows DΓm Dt = D ui dri Dt C(t)   Lagrange coordinates ˆ ˆ ui = ui (x0 , t) = ui (x0 (m), t) i i  0 ˆ 0 ˆ) ri = ri (xi , t) = ri (xi (m), t ∂ri d u dm ˆ m i ∂m dt ∂ ∂ri ∂ui ∂ri ui dm + ˆ ∂m ˆ ∂ t ∂m m ∂t m

= = =

dm

The last term of this expression will vanish since ui
m

∂ ∂ri ˆ ∂ t ∂m

dm =
m

ui

∂ui dm = ∂m

m

∂ ∂m

1 ui ui 2

dm = 0

y) with the property that the streamfunction is constant along streamlines. Which shows that the circulation for a material curve changes only if the viscous force = 0 Streamfunction We end this section with the deﬁnition and some properties of the streamfunction. In two dimensions.13 in the following derivations of the volume ﬂux: .11: A streamline which is tangent to the velocity vector.0 √ uy. v) t dx dy x.11. We have ∂2ψ ∂2ψ ∂u ∂v + = − =0 ∂x ∂y ∂x∂y ∂y∂x Another property of the streamfunction is that the volume ﬂux between two streamlines can be found from the diﬀerence by their respective streamfunctions. We can introduce a streamfunction ψ = ψ(x. u Figure 2. v=− and check for consistency ∂y ∂x u dy − v dx 0. we have dx u dx dy = ⇐⇒ = ⇐⇒ u dy − v dx = 0 dy v u v and in three dimensions we can write dy dz dx = = u v w For two-dimensional ﬂow we can ﬁnd the streamlines using a streamfunction. Thus we ﬁnd the following resulting expression DΓm Dt = C(t) Dui dri Dt − C(t) = C(t) 1 ∂p + ∂xi Re 2 2 ui dri Re → ∞ = 1 Re ui dri → 0. We use ﬁgure 2. To deﬁne the streamfunction we need the streamlines which are tangent to the velocity vector. on streamlines We can also quickly check that the deﬁnition given above satisﬁes continuity. v y = η 4νt t η y ˜ (η)·u ωz = ω√πνt0 u = (u. see ﬁgure 2.12 and ﬁgure 2. We can make the following derivation dψ = = = = ∂ψ ∂ψ dx + dy ∂x ∂y ∂ψ ∂ψ assume u = .

dy nx B − ds 1 = dx ny B A (u dy − v dx) = dψ = ψB − ψA 2. will greatly simplify calculations. Velocity potential Assume that the velocity can be found from a potential. will be dealt with in this section. and ﬁnally we deal with two-dimensional potential ﬂows. √ u0 y = η 4νt t η y ˜ (η)·u ωz = ω√πνt0 t dy ds nx ny |n| = 1 − dx Figure 2.13: The normal vector to a line element.12: Integration paths between two streamlines. In three dimensions we have ui = ∂φ ∂xi or u= φ with the corresponding relations in two dimensions   u =       v  ∂φ ∂x ∂φ ∂y = There are several consequences of this deﬁnition of the velocity ﬁeld. where analytic function theory can be used. but also restrict the validity of the solutions. We start with a deﬁnition of the velocity potential. Working with the velocity potential. then discuss simpliﬁcations of the momentum equations when such potentials exist. for example. . a so called potential.3 Potential ﬂow Flows which can be found from the gradient of a scalar function.ωz = t n dS u · n∆t x y u0 p0 y η = √4νt u √ πνtu B Ψ = ΨB S n A Ψ = ΨA Figure 2. B QAB = A B ui ni ds (nx u + ny v) ds A = = = A 1 ds = .

We start by rewriting the momentum equation ∂ui ∂ui 1 ∂p =− +ν + uj ∂t ∂xj ρ ∂xi using the alternative form of the non-linear terms. i. i. which can be seen by taking the curl of the gradient of the velocity potential. ∂φ i) Potential ﬂow. ∂uk ∂2φ ωi = ijk = ijk =0 ∂xj ∂xj ∂xk ii) Potential ﬂow is not inﬂuenced by viscous forces. inviscid ﬂow with vorticity. which is a consequence of the divergence constraint applied to the gradient of the velocity potential. Introduce the deﬁnition of the velocity potential ui = ∂xi into the momentum equation above. We have ∂τij =µ ∂xj 2 ui = −µ ijk ∂ωk ∂xj iii) Potential ﬂow satisﬁes Laplace equation.e.i) Potential ﬂow have no vorticity. Example 4. The velocity potential u = polar coordinates can be written    ur = ∂φ   ∂r    u  θ = 1 ∂φ r ∂θ φ in . ∂ui ∂2φ = = ∂xi ∂xi ∂xi 2 φ=0 Bernoulli’s equation For potential ﬂow the velocity ﬁeld can thus be found by solving Laplace equation for the velocity potential. for two diﬀerent ﬂow situations. Integrate the momentum equations along a streamline.e. we have ∂φ 1 ∂ p + uk uk + + gx3 = 0 ⇒ ∂xi ∂t 2 ρ p ∂φ 1 2 + (u1 + u2 + u2 ) + + gx3 = f (t) 3 2 ∂t 2 ρ ii) Stationary. Ideal vortex: Swirling stationary ﬂow without vorticity. Bernoulli’s equation can be used to calculate the pressure when the velocity is known. We have ti ∂ ∂xi p 1 uk uk + + gx3 2 ρ ds = ijk ui uj ωk ds = 0 u ⇒ p 1 2 (u + u2 + u2 ) + + gx3 = constant along streamlines 3 2 2 1 ρ Thus. derived earlier.e. see ﬁgure 2.14. which is seen by the relationship between viscous forces and vorticity. The momentum equations can then be used to ﬁnd the pressure from the so called Bernoulli’s equation. uj and obtain the following equation ∂ui ∂ + ∂t ∂xi 1 p uk uk + + gx3 2 ρ = ijk uj ωk 2 ui − gδi3 ∂ui ∂ = ∂xj ∂xi 1 uk uk 2 − ijk uj ωk +ν ijk ∂ωk ∂xj This equation can be integrated in for two diﬀerent cases: potential ﬂow (without vorticity) and stationary inviscid ﬂow with vorticity. i.

to calculate the velocity potential. In fact. In polar coordinates the streamfunction is deﬁned    ur = 1 ∂ψ   r ∂θ    u = − ∂ψ  θ ∂r ⇒ ψ=− Γ ln r 2π · u = 0. i. Using the deﬁnition of the circulation we ﬁnd uθ = C . Two-dimensional potential ﬂow using analytic functions For two-dimensional ﬂows we can use analytic function theory. see ﬁgure 2. Any analytic function represents a twodimensional potential ﬂow. complex valued functions.15: Streamlines for the ideal vortex. . potential to ﬁnd the streamfunction. Integrate the resulting equation twice and we ﬁnd φ = Cθ + D The constant D is arbitrary so we can set it to zero. which in polar coordinates becomes 2 φ= 1 ∂ r ∂r 1 ∂φ r ∂r + 1 ∂2φ =0 r ∂θ2 The ﬁrst term vanishes since ∂φ ∂r = ur = 0. i.e. x y u0 r p0 y η = √4νt u √ u0 y = η 4νt t η y ˜ (η)·u ωz = ω√πνt0 t Figure 2. r C= Γ 2π Note that the streamfunction satisﬁes continuity. The velocity potential satisﬁes Laplace equation.15 We can now use Bernoulli’s equation to calculate the pressure distribution for the ideal vortex as 1 2 u + p = p∞ 2 θ ⇒ p = p∞ − Γ2 8π 2 r2 Note that the solution has a singularity at the origin.14: Integration of the momentum equation along a streamline.h u t x1 xη 2 pω(η)·uy 0 > p0 1 ωz = ˜√πνt 1 p u t n t= u u dS u · n∆t Figure 2. as we will show in the following.e. we have Γ ∂ψ =− ∂r 2πr We can easily ﬁnd the streamfunction for this ﬂow. We use the solution from the velocity The streamfunction is constant along streamlines resulting in circular streamlines.

y)] = lim ∆x→0 ∆x 1 = lim [φ(x. Velocity potential φ for two-dimensional ﬂow is deﬁned   u = ∂φ    ∂x Using the continuity equation gives ∂u ∂v + = ∂x ∂y   u        v = =    v  = ∂φ ∂y 2 φ=0 The streamfunction ψ is deﬁned ∂ψ ∂y − ∂ψ ∂x 2 By noting that potential ﬂow has no vorticity we ﬁnd −ω = − ∂v ∂y + = ∂x ∂y ψ=0 Thus. y + ∆y) − iψ(x. y) − iψ(x. We have  2 ∂ ∂ψ ∂ ∂ψ ∂2φ  ∂ φ  = = =− 2    ∂x2 ∂x ∂y ∂y ∂x ∂y  2  ∂ ψ ∂   =  2 ∂y ∂y ∂φ ∂x = ∂ ∂x ∂φ ∂y =− ∂2ψ ∂x2 .e. both the velocity potential φ and the streamfunction ψ satisfy Laplace equation. y) + iψ(x + ∆x. We now recall some useful results from analytic function theory.We start by showing that both the velocity potential and the streamfunciton satisfy Laplace equation. We can derive those equations by requiring that a derivative of a complex function should be the same independent of the direction we take the limit in the complex plane. y + ∆y) − φ(x. i. y) − φ(x. y) + iψ(x.16. We can utilize analytic function theory by introducing the complex function F (z) = φ(x. y) where z = x + iy = reiθ = r(cos θ + i sin θ) which will be denoted the complex potential. ∂φ ∂ψ ∂φ ∂ψ = and =− ∂x ∂y ∂y ∂x Using the Cauchy-Riemann equations we can show that the real φ and imaginary part ψ of the complex potential satisfy Laplace equations and thus that they are candidates for identiﬁcation with the velocity potential and streamfunction of a two-dimensional potential ﬂow. y) + iψ(x. see ﬁgure 2. We have 1 F (z) = lim [F (z + ∆z) − F (z)] ∆z→0 ∆z 1 [φ(x + ∆x. F (z) exists and is unique ⇐⇒ F (z) is an analytic function The fact that a derivative of a complex function should be unique rests on the validity of the Cauchy– Riemann equations. y)] i∆y→0 i∆y   ∂φ = ∂ψ  real part  ∂x  ∂y ⇒  ∂ψ  1 ∂φ ∂ψ ∂φ   i = ⇒ =− imaginary part ∂x i ∂y ∂x ∂y Thus we have the Cauchy–Riemann equations as a necessary requirement for a complex function to be analytic.

We can now deﬁne the complex velocity as the complex conjugate of the velocity vector since W (z) = ∂φ ∂ψ dF = +i = u − iv dz ∂x ∂x    v = ∂φ = − ∂ψ  ∂y ∂x It will be useful to have a similar relation for polar coordinates.η= y = η 4νt t η y ω (η)·u0 ˜ √ ωz = πνt t x √y 4νt u √ u0 u0 p0 iy i∆y ∆x Figure 2.16: The complex plane and the deﬁnitions of analytic functions. as u = U cos α v = U sin α Example 6. see ﬁgure 2. Thus any analytic complex function can be identiﬁed with a potential ﬂow. In polar coordinates the complex potential becomes Arn einθ = Ar n cos(nθ) + iAr n sin(nθ) Thus the velocity potential and the streamfunction can be identiﬁed as φ = Ar n cos(nθ) ψ = Ar n sin(nθ) .18. θ) − iuθ (r. In addition to satisfying the Laplace equations. Calculate the velocity ﬁeld from the complex potential F = Az n . where the real part is the velocity potential and the imaginary part is the streamfunction. θ)] e−iθ cos θ−i sin θ We will now take several examples of how potential velocity ﬁelds can be found from analytic functions. In this case we have u = ur cos θ − uθ sin θ v = ur sin θ + uθ cos θ W (z) = u − iv = [ur (r. Calculate the velocity ﬁeld from the complex potential F = U e−iα z. we also have to show that the Cauchy-Riemann equations are consistent with the deﬁnition of the velocity potential and the streamfunciton. see ﬁgure 2.17. Example 5. The Cauchy–Riemann equations are  ∂ψ ∂φ   u= =   ∂x ∂y which recovers the deﬁnitions of the velocity potential and the streamfunction. The complex velocity becomes W (z) = F = U e−iα = U cos α − i sin α which gives us the solution for the velocity ﬁeld in physical variables.

U0 Gradient ﬁelds wi ∂p ∂xi ui Divergence free vectorﬁelds // to boundary L h x1 x2 p0 > p 1 p1 u n dS u · n∆t x y u0 p0 y η = √4νt y = η 4νt t η y ˜ (η)·u ωz = ω√πνt0 t Figure 2.u · n∆t P2 x xy 1 x2 u0 x3 p0 √y 3 R η = 4νt u R2 u1 √ R0 y y = η 4νt r3 t 2 v rη 1 ry π dϕ12 2 + (η)·u ˜ ωz = ω√πνt0 u ˜ V (t) S (t) t uθ V (t + ∆t) − V (t) S (t + ∆t) ur u u n V (t + ∆t) r p T0 .18: Constant velocity at an angle α.17: The deﬁnition of polar coordinates. U 0 θ Tw x L T0 Figure 2. √ u u0 α .

20: Uniform ﬂow over a ﬂat plate.19: Flow towards a corner. see ﬁgure 2.20 shows the uniform ﬂow over a ﬂat plate which results when n = 1. By solving for the zero streamlines we can calculate the angle between a T0 wall aligned with the x-axis and the stagnation point streamline. We have U0 Gradient ﬁelds ψ = Ar n sin(nθ) = 0 ⇒ θ = πk wi n ∂xi Figure 2.21 shows the stagnation point ﬂow when n = 2. Here the analysis can be done in Cartesian Divergence coordinates free vectorﬁelds // to boundary L F = Az 2 h W (z) = F = 2Az x1 x2 = 2A(x + iy) p0 > p 1 u = 2Ax p1 ⇒ v = −2Ay u n Figure 2. r1 π + dϕ12 2 and we can calculate the complex velocity as V (t) S (t) (z) = F = nAz n−1 W V (t + ∆t) − V (t) = nAr n−1 einθ e−iθ S (t + ∆t) = nAr n−1 [cos(nθ) + i sin(nθ)]e−iθ u n This gives us the solution for the velocity in polar coordinates as V (t + ∆t) ur = nAr n−1 cos(nθ) p uθ = −nAr n−1 sin(nθ) T0 . xy 3 ω (η)·u0 ˜ √ ωz = πνt 3 R R2 t Ψ=0 R1 r3 r2Figure 2.xi y =u · n∆t η 4νt Ψ=0 ˆ ui dt x t 0 y dxiη Ψˆ= 0 dui uy d0 t ˜ (η)·u 0 ˆ p rω√ dt 0 ωz = i πνt y η = √4νt ˆ dri dt ut π u1 √ P0 n y = η 4νt P2 Ψ=0 t x1 η x2 Figure 2. U 0 Tw This is a ﬂow which approaches a corner.22 shows the ﬂow towards a wedge when 1 ≤ n ≤ 2.19. The streamfunction is zero on the walls and on L the stagnation point streamline. The velocity along the wedge edge (x axis dS in ﬁgure 2. ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! !  t                               .22) is u · n∆t ur = nAr n−1 cos(nθ) ⇒ {θ = 0} ⇒ u = ur = nAr n−1 = Cxn−1 x y The wedge angle is n−1 2π u0 ϕ = 2π − = 2π n n p0 y η = √4νt u ∂p √ u0 y = η 4νt t η y ω (η)·u0 ˜ √ ωz = πνt Figure 2.21: Stagnation point ﬂow when n = 2. ui Figure 2.

Example 7. x y u0 p0 y η = √4νt √ u u u0 √ u0 y = η 4νt t η y ˜ (η)·u ωz = ω√πνt0 t Figure 2. F (z) = = = m ln z 2π m ln(reiθ ) 2π m [ln r + iθ] 2π The complex velocity can be written as The velocity potential and the streamfunction become   φ = m ln r   2π    ψ = mθ 2π W (z) = F = m −iθ m = e 2πz 2πr which gives the solution in polar coordinates. We now list several other examples of potential ﬂow ﬁelds obtained from analytic functions. Line source.23: Line source.23. F (z) = = −i Γ ln z 2π Γ [θ − i ln r] 2π .22: Figuren∆t The ﬂow over a wedge when 1 ≤ n ≤ 2. Line vortex.L y = η 4νt h t x1 η x2 py > p1 0 ϕ ˜ (η)·u p1 ωz = ω√πνt0 u t n dS u · 2. as   ur = m  2πr   uθ = 0 We can now calculate the volume ﬂux from the source as 2π Q= 0 m r dθ = m 2πr Example 8. see ﬁgure 2.

24: Ideal vortex. as   ur = 0    uθ = Γ 2πr F (z) = m πz Example 9. . The Euler equations are obtained if Re → ∞ in the Navier-Stokes equations. see ﬁgure 2.η= y = η 4νt t η y ˜ (η)·u ωz = ω√πνt0 t Figure 2. there will be a layer close to the solid walls where the viscous terms are important even for very high Reynolds number ﬂow. This layer will be very thin and the ﬂow in that region is called boundary layer ﬂow. the no ﬂow condition can be satisﬁed at a solid wall but not the no slip condition. Airfoils. In particular. The potential ﬂow around a cylinder has the complex potential F (z) = U z + U 2 r0 z Example 11. the highest derivatives are present in the viscous terms. can be solved. The inviscid ﬂow around some airfoils can be calculated with conformal mappings of solutions from cylinder with circulation. thus a smaller number of boundary conditions can be satisﬁed when solving the Euler equations. In order to satisfy the no slip condition we need to add the viscous term. However. most of the ﬂow can be considered inviscid and a simpler set of equations. The dipole has the complex potential Example 10. Thus. the Euler equations.4 Boundary layers For ﬂows with high Reynolds number Re.24. 2. The velocity potential and the streamfunction become   φ= Γ θ   2π    ψ = − Γ ln r 2π W (z) = F = −i Γ −iθ e 2πr √y 4νt u √ u0 x y u0 p0 The complex velocity can be written as which gives the solution in polar coordinates. where the viscous eﬀects are small. The potential ﬂow around a cylinder with circulation has the complex potential F (z) = U z + U 2 Γ z r0 −i ln z 2π r0 Example 12.

By analogy to the Stokes solution for the instantaneously starting plate. Let us use these scalings in the steady momentum equations and disregard small terms. We begin this section by estimating the thickness of the viscous region in channel with inviscid inﬂow (zero vorticity). δ ω≈0 U→ } U δ L x.25: Estimatet of the viscous region for an inviscid vorticity free inﬂow in a plane channel.ωz = }δ t ω = η 4νt ≈0 y U→ t η L y ω (η)·u0 ˜ ωz = √πνt Figure 2. we expect large velocity gradients near walls.25. y BL : : : : U α L δ velocity scale for velocity scale for length scale for length scale for u v x y The pressure scale is assumed to be ρU 2 for both the inner and the outer region. The unknown velocity scale for the normal velocity α is determined using continuity ∂v ∂u + =0 ∂x ∂y O  U  L  O α δ which implies that α U = L δ ⇒ α= δ U L In this manner both terms in the continuity equation have the same size. where the no slip condition is fulﬁlled. Thus we can estimate δ/L as U √ 1/2 δ 1 νL ν 1/2 1 νts = ⇒ = = =√ → 0 as Re → ∞ L L L U UL Re We will now divide the ﬂow into a central/outer inviscid part and a boundary layer part close to walls.26. i. ω (η)·u0 ˜ η √ πνt = 0 √y 4νt u √ u0 L v y. u Figure 2. We obtain the following estimates for the size of the terms in the normal momentum equation . Since we expect this region to be thin for high Reynolds numbers.e. v : L length scale for x. ts = . We choose diﬀerent length scales inside boundary layer and in inviscid region as indicated in ﬁgure 2. as Inviscid : U velocity scale for u.26: Boundary layer proﬁle close to a solid wall. we can estimate the distance √ the vorticity has diﬀused from the wall toward the channel centerline as δ ∼ νts . see ﬁgure 2. Where ts is time of a L ﬂuid particle with velocity U has travelled length L.

only pressure term O(1). Next we estimate the size of the terms in the streamwise momentum equation as →x: u ∂u ∂x + v ∂u ∂y = − 1 ∂p ρ ∂x U2 L 1 + ν ∂2u ∂x2 + ν ∂2u ∂y 2 U2 L 1 δU U · L δ 1 ν ·U L2 1 Re ν U δ2 1 · Re L δ 2 The ﬁrst three terms are order one and the fourth term negligible when the Reynolds number become large. By using continuity one can show that once the u0 is given the momentum equation can be written in the form − ∂v + f (y) v = g (y) ∂y which can be integrated in the y-direction to give the initial normal velocity. First. the only choice that gives a consistent approximation. There are several things to note about these equations. Thus no boundary condition for v in the free stream can be given. vin cannot be given as its own initial condition. the pressure is constant through the boundary layer. the steady boundary layer equations for two-dimensional ﬂow is  2  u ∂u + v ∂u = − 1 ∂p + ν ∂ u  ∂x ∂y ρ ∂x ∂y 2 ∂u ∂v   + =0 ∂x ∂y with the initial (IC) and boundary conditions (BC) IC : u (x = x0 .↑y: ∂v ∂x 1 δU U· L L u δ L 2 + ∂v ∂y δU 1 δU · · L δ L v δ L 2 = − 1 ∂p ρ ∂y U2 δ + ν ν L2 ∂2v ∂x2 · δU L + ∂2v ∂y 2 ν δU δ2 L ν 1 Re 1 1 Re δ L 2 where the last line was obtained by dividing all the terms on the second line by U 2 /δ. we have to assume that δ 1 ∼√ L Re which is the same estimate as we found for the extent of the boundary layer in the channel inﬂow case. y) = uin (y) BC : u (x. given by the inviscid outer solution. We have u ∂u ∂u 1 ∂p ∂2u +v =− +ν 2 ∂x ∂y ρ ∂x ∂y In summary. y = 0) v (x. y = 0) u (x. y → ∞) = = = 0 0 ue (x) outer inviscid ﬂow where the initial condition is at x = x0 and the equations are marched in the downstream direction. the system of equations is a third order system in y and thus only three boundary conditions can be enforced. . In order to keep the last term. We have the no ﬂow and the no slip conditions at the wall and the u = u e in the free stream. When R → ∞ and δ/L is small. which implies that ∂p =0 ∂y ⇒ p = p(x) Thus. Thus we are left with the parabolic equation in x since the second derivative term in that direction is neglected. Second.

y = 0) v (x. y) = u0 δ (x) f (η) We can now evaluate the various terms in the momentum equation. the pressure gradient term in the momentum equation can be written in terms of the edge velocity ue using the Bernoulli equation. y = 0).27: Boundary layer ﬂow over a ﬂat plate with zero pressure gradient. y = 0) u (x. the outer inviscid ﬂow is ue (x) = u0 . The boundary layer equations become  2  u ∂u + v ∂u = ν ∂ u  ∂x ∂y ∂y 2  ∂u ∂v  + =0 ∂x ∂y IC : BC : u (x = x0 . v x. We give two below v=− ∂η ∂Ψ = −u0 δ f + δf ∂x ∂x y = −u0 δ f − f δ δ = u0 (ηf − f ) δ \$\$\$\$\$\$\$\$\$\$\$\$\$\$\$\$\$\$\$\$\$\$\$\$\$\$\$\$\$\$\$\$\$ "#"#"#"#"#"#"#"#"#"#"#"#"#"#"#"#"#"#"#"#"#"#"#"#"#"#"#"#"#"#"#"#"# "\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$#"\$# #################################"\$"\$ U→ y. ∂y η= y δ (x) which by integration in the y-direction implies Ψ (x.e. We have 1 p (x) + ρu2 (x) = const 2 e which implies that − due 1 dp = ue ρ dx dx Blasius ﬂow over ﬂat plate Consider the boundary layer equations for a ﬂow over a ﬂat plate with zero pressure gradient. y) u (x.e. The boundary layer equations become ∂Ψ ∂ 2 Ψ ∂3Ψ ∂Ψ ∂ 2 Ψ · − · =ν 3 ∂y ∂x∂y ∂x ∂y 2 ∂y with appropriate initial and boundary conditions. u L U δ u0 u0 . i. since the thickness of the boundary layer is zero from the inviscid point of view. i. the boundary layer solution in the free stream approaches the inviscid solution evaluated at the wall.Figure 2. Let u= ∂Ψ = u0 f (η) . Similarity solution We will now look for a similarity solution. Fourth. ∂y v=− ∂Ψ ∂x which implicitly satisﬁes continuity. ue (x) = uinv (x. y → ∞) = = = = u0 0 0 u0 We introduce the two-dimensional stream function Ψ u= ∂Ψ . Third.

L δ ω≈0 U→ y. where we have chosen the constant of integration such that δ = 0 u0 when x = 0.6 0. We have f (η99 ) = 0. δ99 = 4. the coeﬃcient in front of the f f term has to be constant. The boundary layer thickness can be evaluated as the height where the velocity has reached 99% of the free stream value. With the help of ﬁgure 2.99 ⇒ η99 = δ99 νx u0 = 4.9 ⇒ √ x.9 νx u0 where it can be seen that the boundary layer thickness grows as Displacement thickness and skin friction coeﬃcient Another measure of the boundary layer thickness is the displacement δ ∗ of the wall needed in order to have the same volume ﬂux of the inviscid ﬂow as for the ﬂow in the boundary layer. This implies f + u0 δδ 1 = ν 2 which implies that δ (x) = ⇒ δδ dx = 1 2 ν dx u0 ⇒ 1 2 1 νx δ = 2 2 u0 f δ f η δ + u2 (ηf − f ) = νu0 2 0 δ δ δ νx .4 f = u u0 0. v x.29 we can evaluate this as y0 0 y y u dy ≡ u0 dy = δ∗ 0 u0 dy − δ ∗ u0 which implies that . η ∂2Ψ = −u0 f δ ∂x∂y δ If these and the other corresponding terms are introduced into the momentum equation we have the following equation for f −u2 f f 0 which can be simpliﬁed to u0 δδ ff = 0 ν For a similarity solution to be possible. u η=√ yL νx/u0 U δ u0 } 5 Blasius proﬁle 4 3 2 1 0 0 0.2 0.28.28: Similarity solution giving the Blasius boundary layer proﬁle. We are left with the Blasius equation and boundary conditions f BC : 1 + ff = 0 2 f (0) = f (0) = 0 f (∞) = 1 The numerical solution to the Blasius equation gives the self-similar velocity proﬁle seen in ﬁgure 2.8 1 Figure 2.

since they become singular at that point.72 A quantity which is of large importance in practical applications is the skin friction coeﬃcient. with the use of the boundary conditions.ωz = √ πνt Figure 2. become 02102102102102102102102102102102110210210210210210210210210210210210211021021021021021111111111111111111111102 02 02 02 02 02 02 02 02 02 02 02 02 02 02 02 02 02 02 02 02 02 02 02 02 u f = u0 Blasius proﬁle δ∗ νx/u0 Separation point δ∗ = 0 ∞ 1− u u0 dy = y=0 u ∂u ∂u 1 dp ∂2u +v =− +ν 2 ∂x ∂y ρ dx ∂y +u ∂3u ∂u ∂ 2 u ∂3u ∂4u − +v 3 =ν 4 2 2 ∂x∂y ∂x ∂y ∂y ∂y ) ) ) ) ) ) ) ) ) ) ) ) ) ) ) ) ) (&(&(&(&(&(&&(&(&(&(&(&(&&(&(&(&(&(& &&&&&&()&&&&&&&()&&&&&&() ' ' ' ' ' ' ' ' ' ' ' ' ' ' ' %&%&%&%&&%&%&%&&%&%&%&&%&%&&%&%&%& &&&&%'&&&&%'&&&&%'&&&%'&&&&%' t L η=√ y νx/u0 }δ u f = u0 ω≈0 Blasius proﬁle U→ y. The skin friction at the wall is τw = µ ∂u ∂y = µu0 ρu2 0. . This can be used to evaluate the skin friction coeﬃcient as Cf = τw 1 2 2 ρu0 0. a so called adverse pressure gradient. If we evaluate this expression for the Blasius boundary layer we have δ ∗ = 1. v x. see ﬁgure 2. If we take the momentum equation take the normal derivative and use continuity we have u ∂2u ∂3u ∂2u +v 2 =ν 3 ∂x∂y ∂y ∂y If we again take the normal derivative and use continuity we can write this as 1 ∂ 2 ∂x ∂u ∂y 2 This expression evaluated at the wall.29: The displacement thickness δ ∗ ⇐= Pressure force Figure 2. The boundary layer equations cannot be integrated past a point of separation.30: Boundary layer separation caused by a pressure force directed upstream.332ρu2 0 0 f (0) = f (0) = √ u0 x δ Rex ν where the last term is the expression evaluated for Blasius ﬂow.30.664 =√ Rex where the last terms again is the Blasius value. u L U δ u0 η=√ y U δ u0 δ∗ x νx u0 ∞ 0 [1 − f (η)] dη νx u0 . Boundary layer separation ∂p A large adverse pressure gradient ∂x > 0 may cause a back ﬂow region close to wall. This can be seen from the following manipulations of the boundary layer equations.

i. the point of separation is the limiting point after which there is back ﬂow close to the wall. Now. 2. in applications one is not usually interested in knowing full the details of this ﬂow. Divide the total ﬂow into an average and a ﬂuctuating component ui as ui = ui + u i p=p+p and introduce into the Navier-Stokes equations. useing ui = 0 which gives     ∂ui 1 ∂p ∂ui   + uj =− +ν  ∂t ∂xj ρ ∂xi  ∂ui    ∂xi = 0   ∂ ui uj ∂xj u j ui = ui · u j = 0 2 ui + ν 2 ui 2 ui − where the average of the continuity equation also has been added.1 ∂ 2 ∂x ∂u ∂y 2 =ν y=0 ∂4u ∂y 4 y=0 ±κ2 which can be integrated to yield ∂u ∂y 2 y=0 = ±κ2 x + C ∂u ∂y At the point of separation x = xs . In addition. However. let U i = ui . as above. where ∂u ∂y =0 y=0 this expression is y=0 √ = κ xs − x We can see that the boundary layer equations are not valid beyond point of separation since we have a square root singularity at that point. We are now going to derive an equation governing the mean ﬂow Ui . for example when an airfoil stalls and experience a severe loss of lift. invalidating the downstream parabolic nature of the equations assumed by the downstream integration of the equations.5 Turbulent ﬂow Reynolds average equations Turbulent ﬂow is inherently time dependent and chaotic. In practical situations it is very important to be able to predict the point of separation.e. This means that there is information propagating upstream. We ﬁnd ∂ui ∂ui ∂u 1 ∂p 1 ∂p ∂u ∂ui ∂ui + + uj + uj i + uj + uj i = − − +ν ∂t ∂t ∂xj ∂xj ∂xj ∂xj ρ ∂xi ρ ∂xi We take the average of this equation. and drop the . We ﬁnd the Reynolds average equations . but rather satisﬁed with the inﬂuence of the turbulence on the averaged ﬂow. For this purpose we deﬁne an ensemble average as 1 Ui = ui = lim N →∞ N (n) N ui n=1 (n) where each member of the ensemble ui is regarded as an independent realization of the ﬂow.

uT is a characteristic turbulent velocity scale and l is a characteristic turbulent length scale. but is only interested in the mean. i. and the equations for those would in turn involve even more unknowns. in analogy with kinetic gas theory. they would involve additional new unknowns. νT νT = u T l Here. velocity ﬁelds of the form U (y). The simplest consistent model is to introduce a turbulent viscosity as a proportionality constant between the Reynolds stress components and the strain or deformation rate tensor. ∂U ∂y . We have Rij = 2 kδij − 2νT E ij 3 The ﬁrst term on the right hand side is introduced to give the correct value of the trace of R ij . The turbulent viscosity νT must be modelled and most numerical codes which solved the Navier-Stokes equations for practical applications uses some kind of model for νT . an approximation only true for very simple turbulent ﬂow. This closure problem implies that if one cannot calculate the complete turbulent ﬂow.where ui uj is the Reynolds stress. i. E ij = 1 2 ∂Ui ∂Uj 2 ∂Ur     δij + − ∂xj ∂xi 3  r ∂x where we have assumed incompressible ﬂow. the eﬀect of the Reynolds stress components on in the Reynolds average equations have to be modelled. It is introduced here only to point out the analogy between the molecular viscosity and the turbulent viscosity. In kinetic gas theory l would be the mean free path of the molecules and uT the characteristic velocity of the molecules. However.e. Introducing this into the Reynolds average equations gives ∂Ui ∂Ui ∂ + Uj = − ∂t ∂xj ∂xj P 2 1 ∂P + k δij + 2 (ν + νT ) E ij = − + (ν + νT ) ρ 3 ρ ∂xi 2 Ui where the last equality assumes that νT is constant.e. Thus the eﬀect of the turbulence on the mean is through an additional stress Rij which explicitly written out is u2 [Rij ] = [ui uj ] =  uv uw  uv v2 vw  uw vw  w2     ∂Ui 1 ∂P ∂  ∂Ui  + Uj =− + (τij − ui uj )  ∂t ∂xj ρ ∂xi ∂xj  ∂Ui    ∂xi   The diagonal component of this stress is the kinetic energy of the turbulent ﬂuctuations k = Rii /2 = ui ui /2 = 1 2 u + v 2 + w2 2 Turbulence modelling One may derive equations for the components of the Reynolds stress tensor. Here the deformation rate tensor is calculated based on the mean ﬂow. in analogy with the stress-strain relationship in for Newtonian ﬂuids. For simple shear ﬂows. the main Reynolds stress component becomes uv = −νT where.

We can derive such an equation by taking the previously derived equation for Ui + ui and subtracting the equation for U .31.41. One-equation models Instead of modelling the characteristic turbulent velocity algebraically.u f = u0 Blasius proﬁle δ∗ x Separation point ⇐= Pressure force νx/u0 y uT l Figure 2. wakes and shear layers we can take ν T as constant in normal direction or y-direction and to vary in a self-similar manner in x. In simple free shear ﬂows like jets. 5 5 5 5 5 5 5 5 5 3443434434344343443434 43544435444354443544435 l =κ·y = −ui uj − x τw /ρ as the skin friction velocity. We have now introduced a number of new unknowns which have to be modelled. as Prandtl’s estimation of mixing length we get uT uτ dU = = dy l κy ⇒ κ is the von Karman constant. Zero-equation models The simplest model for uT and l is to model them algebraically. the Reynolds average equation. This is a normal distance over which the particle retains its momentum and is depicted in ﬁgure 2.31: Prantdl’s mixing length l is the length for which a ﬂuid particle displaced in the normal direction can be expected to retain its horizontal momentum. approximately equal to 0. We ﬁnd uT = k= ∂ui ∂ui ∂Ui ∂ui ∂ + Uj = −uj − uj + ∂t ∂xj ∂xj ∂xj ∂xj p ∂ui − δij + ν + u i uj ρ ∂xj We now take the average of the inner product between the turbulent ﬂuctuations u i and the above equation. uτ κ −ν . called the log-region. and ﬁnd ∂ ∂t 1 ui ui 2 ∂ ∂xj 1 ui ui 2 ∂ ∂Ui + ∂xj ∂xj 1 ν ∂ puj − ui ui uj + ui ui ρ 2 2 ∂xj ∂ui ∂ui ∂xj ∂xj + Uj where is the mean dissipation rate of the turbulent kinetic energy. We can thus evaluate uT and ﬁnd νT uT = l dU dy ⇒ νT = l 2 dU dy Deﬁne τw as the shear stress at the wall and uτ = uT = u τ . With U 1 = ln y + C. Thus the mixing length is proportional to the distant from the wall and the region close to the wall in a turbulent ﬂow has a logarithmic velocity proﬁle. the next level of modelling uses the assumption that 1 ui ui 2 and a diﬀerential equation is used to calculate the turbulent kinetic energy. In wall bounded shear ﬂow we can take l as Prandtl’s mixing length (1920’s).

Here cD is a modelling constant. We have ⇒ νT = Cµ · where Cµ is a modelling constant. ui uj = 2 kδij − νT 3 k 3/2 ∂Ui ∂xj + ∂Uj ∂xi . Once k and is calculated the turbulent viscosity is evaluated as a quotient of the two. such that the dimension is correct.e.-model. We have = cD 2 First. a gradient diﬀusion model is used for the transport terms. l since the dimension of is [ ] = L . the so called k. This is based on the above model for k but instead of modelling a partial diﬀerential equation is derived governing the turbulent dissipation. with a diﬀusion term. i. i.e. This equation has the form as the equation for k. T Third. Many new model constants need to be introduced in order to close the equation. the turbulent dissipation is modelled purely based on dimension using k and l. a generation term and a dissipation term.Second. k 2 . we model the Reynolds stress as previously indicated. We ﬁnd Dk Dt rate of increase = (ν + νT ) 2 k diﬀusion rate − i ui uj ∂Uj ∂x generation rate − dissipation rate Two-equation models The most popular model in use in engineering applications is a two equation model. For simplicity we write the resulting equation for the turbulent kinetic energy for constant ν T . 1 1 νT ∂k − ui ui uj − puj = 2 ρ P rk ∂xj where P rk is the turbulent Prandtl number.

.

v We now apply this to an x. we have the t normal with length dl as n dl = ( dy.j ≈ (vi+1. − dx). We start u with an equation with only√ u0 order derivatives.j + ui.1: Normal vector to the curve l.j ) /2 = ∆xab = xb − xa u0 y η=√ u f = ab 0= vi+ 1 . 59 . the continuity equation. L We make use of the following deﬁnitions and approximations U 1 uab δ ui+ 2 .j ) /2 vu 2 Blasius proﬁle δ∗ y x Separation point ⇐= Pressure force x dx y l uT νx/u0 ∆yab = yb − ya x dl = ( dx. This implies that L }δ ω≈0 uk nk dl = (u dy − v dx) = 0 U→ S S y.1 Finite Volume method on arbitrary grids y u0 Equations with 1st order derivatives: the continuity equation p0 y η = √4νt In ﬁnite volume methods one makes approximations of the diﬀerential equations in integral form. Recall that the integral from of ﬁrst y=η this equation can be written 4νt t η ∂ (uk ) dV = uk nk dS = 0 y ∂xk ω (η)·u0 ˜ V S √ ωz = πνt Chapter 3 Finite volume methods for incompressible ﬂow Evaluating the normal vector ni to the curve l for two-dimensional ﬂow.2. − dx) Figure 3.L T0 U0 Gradient ﬁelds wi ∂p ∂xi ui Divergence free vectorﬁelds // to boundary L h x1 x2 p0 > p 1 p1 u n dS u · n∆t x 3.j ≈ (ui+1.1. see ﬁgure 3. u arbitrary two-dimensional grid deﬁned as in ﬁgure 3.j + vi. dy) dy − dx dy n dl = ( dy.

j + 1 i − 1.j i− 1 . We have (u dy − v dx) S ≈ 1 1 ui+ 2 . i. j + 1 i + 1. cd and da faces.j+ 1 ∆xbc + 2 2 1 1 ui− 1 . j i.j− 1 ∆xda = 2 2 2 1 1 (ui+1.j ∆yab − vi+ 1 .j − ui−1.j − ui− 1 .j− 2 ∆xda 2 2 On a cartesian grid we have the relations ∆xab = ∆xcd = ∆ybc = ∆yda = 0 and ∆ycd = −∆yab .j+ 2 ∆ybc − vi.i − 1. j + 1 c i. j − 1 ∂Φ ∂Φ dy − dx ∂x ∂y ∆ybc − ∆yda − ∆xbc + i.j+ 1 2 1 i. j − 1 S i.j+1 − vi. with analogous expressions for the quantities on the bc. Note that the grid lines need not be parallel to the coordinate directions.j 2 767676767676767 8 8 8 8 8 8 8 687777777768 8767676767676767 8 8 8 8 8 8 8 67777777768 767676767676767 8 8 8 8 8 8 8 687777777768 687777777768 68 68 68 68 68 68 68 767676767676767 8 8 8 8 8 8 8 687777777768 767676767676767 8 8 8 8 8 8 8 687777777768 767676767676767 8 8 8 8 8 8 8 687777777768 767676767676767 8 8 8 8 8 8 8 687777777768 8 8 8 8 8 8 8 8 6767676767676767 7777777768 c b d a i.j−1 + =0 2∆xda 2∆yab Equations with 2nd derivatives: the Laplace equation We use the Gauss or Greens theorem to derive the integral from of the two-dimensional Laplace equation.j 2 ∆xcd + 1 i− 2 . We ﬁnd 0= V ∂2Φ dV = ∂xj ∂xj S ∂φ nj dS = {2D} = ∂xj If we approximate this integral in the same manner as for the continuity equation we have ∂Φ ∂x ∂Φ ∂x ∂Φ ∂y ∂Φ ∂y ∂Φ ∂x ∂Φ ∂x ∂Φ ∂y ∂Φ ∂y 1 i+ 2 .j ∆yab + vi.2: Arbitrary grid. We can now evaluate the integral associated with the two-dimensional version of the continuity equation for the surface deﬁned by the points abcd.e.j − ui−1.j+1 − vi.j+ 1 2 ∆xda 1 i.j ∆ycd − vi− 2 .j ∆xab + ui.j−1 ) ∆xda 2 2 Note that dividing with ∆yab · ∆xda gives a standard central diﬀerence discretization of the continuity equation.j ) ∆yab + (vi.j− 1 ∆yda − vi.j− 2 b i + 1. j − 1 Figure 3.j+ 2 + vi.j ∆yab − ∆ycd − ∆xab + i+ 1 . j Aabcd d i − 1.j ∆xcd + ui. j a i + 1. ∆xbc = −∆xda which implies that the approximation of the continuity equation can be written (u dy − v dx) S ≈ 1 ui+ 1 .j− 2 .j vi. ui+1.

we obtain N equations which in matrix form can be written Ax = b Here xT = (Φ11 . i. as coeﬃcients.e. ∂Φ along the other cell faces and substituting back we obtain a 9 point ∂x ∂y formula which couples all of the nine points around the point i.j + Φi−1. .j Φi−1.j Φi+1.j + Φi. Aab ≡ Aa b c d = and the value Φa is taken as the average Φa = 1 (Φi. i.First derivatives are evaluated as mean value over adjacent control volumes (areas in the two-dimensional case).j Φi.j ) ∆y · 1 ∆x · ∆y 1 i+ 2 .j−1 + Φi+1.2.j+1 Ii.j+1 − 2φi. .j+1 − 2Φi. see ﬁgure 3.j ∆yc d + Φ∆yd a abcd . .j−1 + + Bi.j ∆ya b + Φb ∆yb c + Φi.j − 2Φi. Φi.j + =0 2 ∆x ∆y 2 which of course also can be written in the matrix form shown for the general case above.j+1 + + Ci.j ) ∆y ∆x + (Φi.j + Φi−1. of the form Ai.j + Φi+1.j i+ 1 . Φ12 . Φmn ) and b contains the boundary conditions. which implies that ∂Φ ∂Φ dy − dx ∂x ∂y ≈ (Φi+1. i+ 1 .j + + Di.j ≈ 1 Aa b c d abcd (Φ dy.j and so on for the rest of the terms. We use Gauss theorem over the area deﬁned by the points a b c d .j+1 Fi. −Φ dx) and the area evaluated as half magnitude of cross products of diagonals.j − 2φi.j Φi−1.j−1 ) 4 1 ∆xd b · ∆ya c − ∆yd b · ∆xa c 2 Evaluating the derivatives ∂Φ . we instead work out the expression for cartesian grids in two-dimensions. Rather than showing the general case in more detail.j+ 2 1 i. .j Gi. For the threedimensional case we have 1 V V 1 ∂Φ dV = ∂xj V Φnj dS ⇒ S which in the two-dimensional case is approximated by ∂Φ ∂x where Φ dy ≈ Φi+1.j−1 + = Ei.j− 2 ∆y + 1 i− 2 . j.j+ 2 We can evaluate the derivatives as ∂Φ ∂x = (Φi+1.j−1 Φi+1. Φ13 .j−1 ) ∆x ∆y Dividing with the area ∆x · ∆y we obtain the usual 5-point Laplace formula. Bij .j 0 + If we have a total of N = m × n interior nodes. .j Φi+1.j Φi−1.j Φi+1.j + Φi.j−1 Hi.j + Φi. etc.j 2 ∂Φ ∂y 1 i+ 2 .j Φi. The matrix A is a N × N with the terms Aij .j − Φi. e.j Φi. We ﬁnd ∂2Φ ∂2Φ + ∂x2 ∂y 2 ∂Φ ∂x − ∂Φ ∂x dx dy = ∂Φ ∂Φ dy − dx ∂x ∂y ∂Φ ∂y − ∂Φ ∂y ≈ ∆x 1 i.

which in two-dimensions can be written (u dy − v dx) = 0 ∂u dS = − ∂t ∂v dS = − ∂t u2 dy − uv dx + p dy − uv dy − v 2 dx − p dx − 1 Re 1 Re ∂u ∂u dy − dx ∂x ∂y ∂v ∂v dy − dx ∂x ∂y where we have used the earlier derived result n = ( dy.j − ui−1.a a i − 1. Thus we obtain the following result for the u-component 2 (uv)i.j = (−1) i+j · g (t) .j = vi. The reason is that one solution to these equations are in the form of spurious checkerboard modes.2 Finite-volume discretizations of 2D NS Co-located Cartesian grid We will apply the ﬁnite volume discretizations to the Navier-Stokes equations in integral form.j − 2vi.j−1 ) ∆x = 0 2 2 which is equivalent to the ﬁnite diﬀerence discretization or vi. We start with a co-located grid which means that the ﬁnite volume used for both velocity components and the pressure is the same.j vi.j + + + ∂t 2∆x 2∆y 2∆x − 1 Re ui.j + ∆x2 ∆y 2 =0 In a similar manner the discretization for the v-component becomes 2 2 (uv)i+1.3.j+1 − vi.j + vi−1. Recall that the ﬁnite volume discretization of the continuity equation becomes 1 1 (ui+1.j vi. − dx). see ﬁgure 3.j i i+1 Figure 3.j+1 − 2vi.j pi+1. j − 1 j ui.j+1 − 2ui. j − 1 i + 1.j−1 u2 ∂ui.j pi.j + ui.j+1 − vi.j−1 + + + ∂t 2∆x 2∆y 2∆y − 1 Re vi. p = (−1) i+j .j ) ∆y + (vi.j + =0 2∆x 2∆y The discretization of the streamwise momentum equation needs both ﬁrst and second derivatives.j + vi.j+1 − pi.j + 2 ∆x ∆y 2 =0 This simple discretization cannot be used in practice without some kind of modiﬁcation.j+1 − (uv)i. 3.j−1 ∂vi.j i+1.3: Cartesian ﬁnite-volume grid where the velocity components and the pressure are co-located.j pi. We have seen that the ﬁnite volume discretizations of both are equal to standard second order ﬁnite diﬀerence approximations.j + ui−1.j − 2ui.j−1 vi+1.j−1 ui+1.j − pi−1.j − ui−1.j − (uv)i−1. In addition we choose a Cartesian grid in order to simplify the expressions.j−1 ui+1.j+1 − vi. Consider the following solution to the discretized equations ui.j − ui−1. ∆x = ∆y . j − 1 i.

j − 1 i + 1.j + ui+1/2. Staggered cartesian grid To eliminate the problem with spurious checkerboard modes.j+1/2 ui−1/2.j ∆y + vi. and can be avoided if they are coupled by one sided diﬀerences or if they are damped with some type of artiﬁcial viscosity. spanwise and pressure are diﬀerent.j i. j − a 1 i + 1. Figure 3.j or The control volume for the streamwise velocity is centered around the streamwise velocity point and the discretization becomes 2 (uv)i+1/2. These modes are a result of the very weak coupling between nearby ﬁnite volumes or grid points.j+1/2 − (uv)i+1/2.j ui.j − 2ui+1/2.j + + + − ∂t ∆x ∆y ∆x 1 ui+1/2.j j i+1 vi.j i ui.j−1/2 i i− 1 2 i+ 1 ui−1/2.4.ui−1/2. If it is input into the equation for u and v we ﬁnd the expression 8 dg + g=0 dt Re · ∆x2 ⇒ g = e− Re·∆x2 8t Thus we have a spurious solution consisting of checkerboard modes which are damped slowly for velocity and constant in time for the pressure. control volume for streamwise momentum equation (u) .4: Cartesian ﬁnite-volume grid where the velocity components and the pressure uses staggered grids. control volume for normal momentum equation (v) . j − 1 j i+ i + 1.j i+1 v pi.j − pi.j vi.j−1 1 ui+3/2.j i− control volume for divergence condition. which satisﬁes the divergence constraint.j pi.j − ui. j − 1 i i.j vi. we can use a staggered grid as in ﬁgure 3.j − =0 2 Re ∆x Re ∆y 2 @9@9@@9@9@9@ A A A A A 9A@@@9A@@@@9A@9 @9@9@@9@9@9@ A A A A A 9A@@@9A@@@@9A@9 @9@9@@9@9@9@ A A A A A 9A@@@9A@@@@9A@9 9A 9A 9A 9A 9A 9A @@@9A@@@@9A@9 A A A A A A F@ G G G FG G 9@9@9@@9@9@9@ @@F@F@F@@@ @@@9A@@@@9A@9 FG@@@@@FG@FG A@@@9A@@@9A@9A@9 FG@@@@@FG@FG A A A A F@ G G G FG G 9@9@9@@9@9@@ @@F@F@F@@@ A A A F@ G G G FG G 9@9@9@@9@9@@ @@F@F@F@@@ @A@@9A@A@@9A@9A@9 FG@@@@@FG@FG 9A 9A 9 9A 9 9 @ FG FG FG BCFG @@A@9A@@A@A@9A@9 @C@C@C@@@ FG @@B@B@B@@@ BC@BCFG@@@@@BCFG@BCFG BC@BC@@@@@BC@BC BC BC BC BC @@B@B@B@@@ C C C BC BC@BC@@@@@BC@BC @@B@B@B@@@ C C C DEBC BC@@E@E@E@@@ @@D@D@D@@@ DE@DEBC@@@@@DEBC@DEBC @@D@D@D@@@ E E E DE DE@DE@@@@@DE@DE @@D@D@D@@@ E E E DE DE@DE@@@@@DE@DE DE DE DE DE DE @DE@@@@@DE@DE vi.j vi.j− 1 ∆x = 0 2 2 1 1 ui+ 2 . The control volume for the continuity equation is centered abound the pressure point and the discretization becomes 1 1 ui+ 2 .j j+ 1 2 j j− 1 2 j−1 i i+ 1 2 i+1 i+ 3 2 ∆x + vi. where the control volumes for the streamwise.j pi.j vi.j+ 1 − vi.j−1/2 1 2 T S¡ T¡ST S¡ ¡ST QPQPRR QPRQPR QPQPRR RR PP I H¡ I¡I H¡ ¡HIH i.j vi. j − 1 i ui.j+1/2 2 ui−1/2.j+1/2 vi. j−1 ence condition.j−1/2 i− 1 vi.j− 1 2 2 ∆y =0 . j −a 1 i − 1.j i+1. j i i+1 ui. This mode will corrupt any true numerical solution and yields this discretization unusable as is.j−1/2 u2 ∂ui+1/2.j − ui− 2 .j − ui− 2 .j+1 − 2ui+1/2.j vi.j−1/2 pi.j+1/2 pi.j pi. m equation (u) .j+ 1 − vi. j − 1 j i − 1.j + ui−1/2.j pi+1. j −a 1 i.j 2 i i+2 1 i− 1 i+ 1 3 2 i+ 2 i +1 1 ji + 1 i+ 2 3 2 i+ 2 j +1 1 ji + 1 3 j−2 i+ 2 2 j j −1 1 j+1 2 j−2 j j−1 j−1 2 ence condition.j pi.j pi.j vi.

3 = 2v 1 .0 2 2 ⇒ ⇒ Solid wall 3 u 3 . We can ﬁnd this value 2 as follows 1 v2. consist given values of u and v.1 2 v0. 1). 3 2 2 1. since there is no decoupling in the divergence constraint.e. The normal points are located on the boundary so that the no ﬂow condition simply become 1 v1. u = v = 0.j+1/2 vi. The streamwise points are located on the boundary so that the boundary condition is simply consist of the known values u 1 . (uv)i+1/2. i. so called Dirichlet conditions. Boundary conditions To close the system we need to augment the discretized equation with discrete versions of the boundary conditions.1 3 u 2 . requires u 2 . 2 V V V V V V V V V V V V V V V V UVUV U&U&U&&U&U&U&U&U&U&&U&U&U&U&U&U&U&&& V&V&V&&V&V&V&V&V&V&&V&V&V&V&V&V&V&&& U&U&U&&U&U&U&U&U&U&&U&U&U&U&U&U&U&&& &&&UVUV&&&&&&&UVUV&&&&&&&&UVUV&&UVUV C 1 2 i 1 3 u 3 . The boundary conditions on the solid wall. 2 = v2.1 .1 + u 2 .0 .2 .j+1/2 pi.1 = 2 The boundary conditions on the inﬂow. (uv)i+1/2. i. 3 ).e.j+1 − vi. For this discretization no checkerboard modes possible.j−1/2 terms need to be interpolated from the points where the corresponding velocities are deﬁned. See ﬁgure 3.5. 2 1 B 0 0 p1.j+1/2 . .j ∂vi. The control volume for the normal velocity is centered around the normal velocity point and the discretization becomes 2 2 (uv)i+1/2. 2 2 3 The evaluation of the v-equation at the point (1.j+1 .3 = 2 1 v 3 + v0. .j−1 2j j−1 2 Inﬂow A 3 v1.j + + + − ∂t ∆x ∆y ∆y 1 vi+1.j+1/2 1 vi.j+1/2 + vi.j . 3 − v1.j+3/2 − 2vi.1 Figure 3.0 = −u 2 .5: Staggered grid near the boundary. u2 i.j .j+1/2 + vi−1. u 1 .j+1/2 .j+1 − pi. the pressure or the convective terms. for example. (uv)i−1/2.5. 1 = · · · = 0 2 3 The evaluation of the u-equation at the point ( 3 .j+1/2 − (uv)i−1/2. 2 .5 for a deﬁnition of the points near a boundary. .j terms need to be interpolated from the points where the corresponding velocities are deﬁned. ui.j−1/2 − =0 2 Re ∆x Re ∆y 2 2 where the (uv)i+1/2. requires v0. ui.j+1/2 − 2vi. 3 2 2 2 2 . consists of the no ﬂow and the no slip conditions. 2 where the u2 i+1.j+1/2 . AB in ﬁgure 3. We can ﬁnd this value 2 as follows 3 0 = u2. for example. BC in ﬁgure 3.

j+ 2 − 2vi. 3 = v1.5 is an outﬂow boundary.j 4∆y i+1.j + ui− 2 .j 2 2 2 − − Re ∆x2 Re ∆y 2 = = {expand and interpolate using grid values} 1 1 1 2 1 1 − v 1 1 (u 3 − ui− 2 .j− 2 − vi.j+ 1 2 2 2 2 2 2 vi. The expression for Bi. i. These conditions should be evaluated at i = 2 .j where the expression for the Ai+ 1 .j− 1 u2 i+1. v)i.j Re∆x2 4∆x i− 2 .j 2 1 + Bi. where the sum over nb indicates a sum over the nearby nodes. v)nb vnb nb .j ) + (v + ui+ 1 .j+ 2 + =0    ∂t ∆y   D =0 i.j+ 2 + b(u.j+ 1 pi.j+ 3 − 2vi.j+ 2 vi.e. depending on the particular discretization of the time derivative and other the details of the solution method one may need to augment the the above with boundary conditions for the pressure. the boundary conditions may consist of ∂u = ∂x = 0.j 2 2 2 2 + ∆x ∆y 3 1 1 1 ui+ 1 .j ∆y 1 1 + vi−1.j− 1 2 2 − 2 R ∆y + = {expand and interpolate using grid values} 1 1 = b(u.j + =0   ∂t ∆x ∂vi.j+ 2 Re ∆x2 ∆y 2 1 1 1 1 3 1 u 3 − u 1 − ui+ 2 . If this is the case particular care has to be taken so that those conditions do not upset the divergence free condition.j can be written 2 Ai+ 1 .j + 4∆x i+ 2 .j− 1 ) − 2 4∆y i+1.j−1 1 ui+ 2 .j pi+1. ∂x 1 so called Neumann conditions.j+1 − 2ui+ 2 .j− 1 ) + 2 2 2 2∆x i+ 2 .∂v If AB in ﬁgure 3.j+ 1 can in a similar way be written 2 1 Bi. so that in this formulation no boundary conditions for p is needed so far.j+ 1 − (uv)i− 1 .j+ 1 2 − R ∆x2 = (uv)i+ 1 .2 .j+ 2 Re∆y 2 4∆y i+1. v)i+ 2 .j+1 − pi. For the streamwise and normal velocity we ﬁnd 1 3 u− 2 . 3 2 2 Note that no reference is made to the pressure points outside the domain.j − ui.j − 2ui+ 2 .j+ 2 1 vi.j   1 + Ai+ 2 .j+1 − vi.j + ui− 1 .j Re∆x2 1 1 1 1 1 + v 1 1 + v 1 1 (v ui+ 2 .j+1 + (v ui+ 2 .j+ 2 = ∆x 1 1 vi+1.j + ui+ 1 . v0. 3.j−1 + i.j+ 1 − (uv)i+ 1 .j+ 2 ) − i.j− 2 Re∆y 2 = 1 1 = a(u.j = 2 2 (uv)i+ 1 .j − pi.2 = u 2 .j+ 1 − vi+1.j+ 2 + vi. However.3 Summary of the equations The discretized equations derived for the staggered grid can be written in the following form  1  ∂ui+ 2 . v)nb unb nb The last line summarizes the expressions.j ui+ 2 .j i.j + a(u.

linear algebraic operator from stremwise pressure gradient linear algebraic operator from normal pressure gradient linear algebraic operator from x-part of divergence constraint linear algebraic operator from y-part of divergence constraint vector of source terms from BC With obvious changes in notation. i.4 Time dependent ﬂows The projection method For time-dependent ﬂow a common way to solve the discrete equations is the projection or pressure correction method. We illustrate the method using the system written in the compact notation deﬁned above. v)i.1 where the expressions for b(u. 3. and then a correction involving p such that Dun+1 = 0.j+ 2 and b(u. v)nb are analogous to a(u. v) B(u. can be assembled into matrix form. v) Gx Gy Dx Dy f - These equations. we can write the system of equations in an even more compact form as d dt u 0 + N (u) D G 0 u p = f 0 If this is compared to the ﬁnite element discretization in the next chapter. apply the divergence operator D to the correction step DG pn+1 = 1 D u∗ ∆t Here DG represents divgrad = Laplacian. We have        u u A(u. The velocity at the next time level thus becomes . v) Gy   v  =  fv  dt 0 Dx Dy 0 p 0 vector of unknown streamwise velocities vector of unknown normal velocities vector of pressure unknowns non-linear algebraic operator from advective and viscous terms of u-eq. and 2 therefore not explicitly written out.j+ 1 − vi. The expression originating from the continuity equation is 1 ui+ 2 .j− 1 2 2 ∆y Here we we have used the deﬁnitions u v p A(u. non-linear algebraic operator from advective and viscous terms of v-eq. We start to discretize the time derivative with a ﬁrst order explicit method  n+1 − un  u  + N (un ) un + G pn+1 = f (tn ) ∆t   Dun+1 = 0 Then we make a prediction of the velocity ﬁeld at the next time step u∗ not satisfying continuity. v) 0 Gx fu d  v + 0 B(u.j = ∆x + vi. it is seen that the form of the discretized matrix equations are the same. discrete version of pressure Poisson equation.j 2 Di. including the boundary conditions.j − ui− 1 . Sometimes this method and its generalizations are also called splitting methods. v)nb . We have  ∗ n  u − u + N (un ) un = f (tn )    ∆t    n+1 u − u∗ + G pn+1 = 0    ∆t     Dun+1 = 0 Next. v)i+ 1 .e.j and a(u.

1 is an unknown value of the velocity in the prediction step at the boundary.0 3.j i. This is a discrete version of the projection of a function on a divergence free space discussed in the section about the role of the pressure in incompressible ﬂow.j evaluated using the discrete velocities at the prediction step. we need additional boundary conditions. see the discussion in the end of the section on the role of the pressure. in which case we obtain a Neumann boundary condition for the pressure.1 2. centered abound the point (2. 1 . 2 ∗ ∗ where vΓ = v2.j − ui+ 1 . In particular. u∗ and v ∗ . When the discrete pressure Poisson equation is solved we need values of the unknowns which are outside of the domain. 3 − vΓ 2 ∆y if we substitute the value of pn+1 − pn+1 from the boundary condition obtained for the pressure into the 2.j = 0 i+ 2 ∆t n ∗ 1 1  vi. In order to be able to discuss the boundary condition on the pressure Poisson equation we write the prediction and correction step more explicitly.j−1 + = ∆x2 ∆y 2 ∆t ∗ where Di.1).j  2 2  + An 1 .j  2  + =0 ∆t ∆x n+1 ∗ n+1 n+1  vi. .j i. close to the boundary.j+ 2  n  + Bi. in the expression for the divergence constraint Di.0 ∗ above equation we can se that vΓ cancels in the right hand side of the pressure Poisson equation.j+ 2 − vi. However.j  2 2   + =0 ∆t ∆y 2 and the projection step as n+1 By solving for un+1.un+1 = u∗ − ∆tG pn+1 Note here that un+1 is projection of u∗ on divergence free space.j+ 1 pi. To see this we write the pressure Poisson equation.j+1 i.1 2. In general it is preferred to make the time discretization ﬁrst for the full Navier-Stokes equations and afterward split the discrete equation into one predictor and one corrector step.j+ 1 − vi. Since the discretization of the time derivative is explicit there is no other place where the values of v ∗ or u∗ on the ∗ boundaries enter.1 + = 2 2 ∆x ∆y ∆t u∗ .e.j is Di. ∗ for this particular discretization it turns out that we can choose vΓ arbitrarily since it completely decouples from the rest of the discrete problem.j+ 1 above and using this. A number of other splitting methods have been devised for schemes with higher order accuracy for the time discretization. In general 2 it is important to choose this boundary condition such that discrete velocity after the correction step is divergence at the boundary. If we take the vector equation for the correction or projection step and project it normal to the solid boundary in ﬁgure 3.j− 1 .j we ﬁnd the following explicit expression for the 2 discrete pressure Poisson equation ∗ pn+1 − 2pn+1 + pn+1 pn+1 − 2pn+1 + pn+1 Di. Thus we ﬁnd that we can choose the value of vΓ arbitrarily.1 1.5 we have 2 2 pn+1 − pn+1 1 2.j i−1. and the corresponding expressions for un+1.1 2. We ﬁnd pn+1 − 2pn+1 + pn+1 pn+1 − 2pn+1 + pn+1 1 2.1 5 3 2 2 ∆x + ∗ ∗ v2.2 2.0 ∗ =− v n+1 − vΓ 1 ∆y ∆t 2.1 2. we can choose n+1 ∗ vΓ = v2. however.j+1 − pi. See Peyret and Taylor for details.j − u∗ 1 .j i.j and i− 1 i+ 1 n+1 vi.j pn+1 − pn+1  i+ 2 i+1.j i+1. Note.j and vi. Using the staggered grid discretization the prediction step can be written  ∗ n  ui+ 1 .1 − u∗ . i. that 2 this is a numerical artifact and does not imply that the real pressure gradient is zero at the boundary.j i.j+ 1 = 0 2 ∆t  n+1  ui+ 1 .

We ﬁnd Φ (0) = λ2 − α ≤ 0. substituting back the deﬁnitions of λ and α we ﬁnd the following stability conditions   1 U 2 ∆tRe ≤ 1  2 0 2∆t   ≤ 1 Re∆x2 . together with the deﬁnitions 2∆t U0 ∆t . It thus suﬃces to consider the equation ∂u ∂u ∂u 1 + U0 + V0 = ∂t ∂x ∂y Re For simplicity we will here consider one-dimensional version ∂u 1 ∂2u ∂u + U0 = ∂t ∂x Re ∂x2 which in discretized form can be written un+1 = un + ∆t −U0 j j un − u n 1 un − 2un + un j+1 j−1 j+1 j j−1 + 2∆x Re ∆x2 2 u where we have chosen to call the discrete points where the u-velocity is evaluate for x j . numerical evidence indicates that this is suﬃcient. This implies that Φ (s) = − λ2 − α2 s + λ2 − α ≤ 0 ∀s : 0 ≤ s ≤ 1 Φ (s) is linear function of s and thus the the limiting condition on Φ (s) is given by its values at the two end points of the s-interval. We introduce un = Qn · ei·ωxj j into the discrete equation. which implies that ⇒ λ2 ≤ α ≤ 1 Φ (1) = α2 − α ≤ 0 For the two dimensional version of the predictor step Peyret and Taylor [8] ﬁnd the following stability limits   1 U 2 + V 2 ∆t · Re ≤ 1  0 4 0 4∆t   ≤ 1 Re∆x2 Note that this is a stronger condition than in the one-dimensional case. α= . V0 . In the predictor case the momentum equations decouple if we linearize them abound the solution U 0 . ξ = ω · ∆x ∆x Re ∆x2 This implies that the ampliﬁcation factor Q can be written λ= Q = 1 − iλ sin (ξ) − 2α sin2 We ﬁnd that the absolute value of Q satisﬁes |Q| where s = sin2 ξ 2 ξ 2 = = 1 − 4 λ2 − α 2 s 2 + 4 λ2 − s 2 s 1 − 4s λ2 − α 2 s − λ 2 + α ≤ 1 .Time step restriction For stability it is necessary that prediction step is stable.

a simpliﬁed part of A. If B = I we obtain a regular iteration method where residual r k is used to update y k by inverting M . let y = B y which implies that ˆ AB y = b ˆ and use the iteration scheme on this modiﬁed equation. We now split AB = M − T where M= Q D 0 R and where Q is an approximation of N (u) and R is an approximation of −DN −1 G. Note that R is a discrete Laplace like operator. as in the Gauss-Seidell method for example. and iterate the solution in time to obtain a steady state. For this method we have Ax = b A=L−U (L − U ) x = b L xn+1 = U xn + b Application to the steady Navier-Stokes equations When the distributive iteration method is applied to the steady Naiver-Stokes we have A= N (u) D G 0 we can obtain AB in the following block triangular form AB = if the matrix B has the form B= I 0 −N (u)−1 G I ≈ I 0 ˜ −N (u)−1 G I N (u) D 0 −DN (u)−1 G ˜ where N (u)−1 is a simple approximation of the inverse of the discrete Navier-Stokes operator. We will here introduce a general distributive iteration method and apply it to the discretized steady Navier-Stokes equations.5 General iteration methods for steady ﬂows Distributive iteration For steady ﬂows we can still use the methods introduced for unsteady ﬂows. For the steady case the discretized equations can be written in the form N (u) D G 0 u p = f 0 which is of the form A y = b. . in many cases it is more eﬀective to use other iteration methods. However.3. Now. We divide the matrix AB in the following manner AB = M − T and use this to deﬁne the iteration scheme M B −1 y k+1 = T B −1 y k + b = M B −1 y k + b − A y k which can be simpliﬁed to y k+1 = y k + BM −1 b − A y k rk ⇒ M y = Ty + b ˆ ˆ where r k is the residual error in the k:th step of the iteration procedure.

The SIMPLE (Semi-Implicit Method for Pressure Linked Equations) by Pantankar and Spalding (1972) can be thought of as a distributive iteration method. where the velocities and the pressure is updated uk+1 = uk + ωu δu pk+1 = pk + ωp δp The under relaxation is needed for the method to converge. Thus we have the following iteration steps 1. we have the distribution step BM −1 rk δu δp =B δu ˜ δp ˜ which becomes = ˜ δ u − N −1 G δ p ˜ ˜ δp ˜ 4. Third. there is an under relaxation step. Fourth. Wesseling [10] indicates that by choosing ˜ N (u)−1 Q R = [diagN (uk )]−1 = N (uk ) = −D[diagN (uk )]−1 G we have a method which is essentially the original version of the SIMPLE method. . we calculate the residual b − A yk = f 0 − N (uk ) D G 0 uk pk = k r1 k r2 2. Second. thus ωu and ωp is usually substantially lower that one. we calculate M −1 rk which implies k Q δ u = r1 ˜ ⇒ k δ u = Q−1 r1 ˜ k ˜ R δ p = r2 − D δ u ˜ 3. First.

We are vi. j + 1 c c b b i − 1.1).2) 2 ∂xi ∂xi ∂xi ∂xi p1. whereas the Neumann condition ∂u = 0 boundary condition u = 0 on Γ0 is called an ∂n j−1 on Γ1 is an adiabatic condition. (4.1b) i i+ 1 2 ∂u =0 on Γ1 . We assume that j Γ1 is a solid wall.j+1/2 u in the domain. 71 . and we assume that its pi. 1 j i i+1 4. We assume that the boundary pi. diﬀerent integral forms may be used for the same equation depending on circumstances such as boundary conditions. 3 v = + v 2 u.1: A typical domain associated with the advection–diﬀusion problem (4.j velocity ﬁeld Uj is known (from a previous numerical solution.1c) i+1 ∂n 3 i+ 2 ∂Uj +1 2 The coeﬃcient ν > 0 is the thermal jdiﬀusivity.j−1/2 ∂u ui−1/2. for instance). This simpliﬁes the analysis but is not essential.1 for instance. The Dirichlet j−1 2 isothermal condition. j i + 1. (4. (4.j vi. However.j in Ω.u=0 on Γ0 .j We consider the steady ﬂow of an incompressible ﬂuid in a bounded domain Ω.1a) Uj 1 − ν 2 u = f i −∂xj 2 Chapter 4 Finite element methods for incompressible ﬂow Figure 4. as in ﬁgure 4.1 FEM for an advection–diﬀusion problem ui. modeled by the advection–diﬀusion problem interested to compute the temperature ﬁeld vi. j Aabcd d d a The ﬁnite-element method (FEM) approximates an integral form of the governing equations. j − 1 method. A Deriving the integral form that is used to form the ﬁnite-element discretization requires some vector B calculus. a the integral form—called the variational form—is usually diﬀerent from the one used for the ﬁnite-volume i − 1. j + 1 i + 1.1 ∂u v1. Incompressibility yields that ∂xj = 0. (4. j − 1 introduce FEM ﬁrst for a scalar advection–diﬀusion problem before i + 1. so that nj Uj = 0 on Γ1 . We i. dy) n dl = ( dy.1 0 n 1 Γ0 2 i j Ω Inﬂow Solid wall Γ1 dx dy − dx dl = ( dx. j + 1 i. j i.j Γ of the domain can be decomposed into two portions Γ0 and Γ1 . The product rule of diﬀerentiation yields C u3 ∂v ∂u ∂ 2 . Moreover. j − discussing the Navier–Stokes equations. − dx) i − 1.

β ∈ R. Γ (4. The variational problem will thus be Find u ∈ V such that ∂u ∂v ∂u dΩ + ν dΩ = vUj ∂xj ∂xj ∂xj Ω Ω f v dΩ Ω ∀v ∈ V.3) Integrating expression (4.1c) We have thus shown that a smooth (twice continuously diﬀerentiable) solution to problem (4.5) for each smooth function v vanishing on Γ0 We will now “forget” about the diﬀerential equation (4. The requirement that the gradient-square of each function in V is bounded should be intepreted as a requirement that the energy is bounded. V = v:   ∂xi ∂xi Ω The space V is a linear space.1.1a) with v. that is.Recall the divergence theorem Ω ∂wi dΩ = ∂xi ni wi dΓ.2) and applying the divergence theorem on the left side yields v Γ ∂u dΓ = ∂n Ω ∂v ∂u dΩ + ∂xi ∂xi v Ω 2 u dΩ. u. The Neumann condition on Γ1 is deﬁned implicitly through the variational form and is therefore called a natural boundary condition. The derivation leading up to expression (4.2. Let Vh be the space of all functions that are . v ∈ V ⇒ αu + βv ∈ V ∀α. Multiplying equation (4.1 Finite element approximation Let us triangulate the domain Ω by dividing it up into triangles.6) is called a weak solution to advection–diﬀusion problem (4. Note that the boundary conditions are incorporated into the variational problem. .) ∂n ∂xi Let v be any smooth function such that v = 0 on Γ0 . v = 0 on Γ0 .1).5) shows that a classical solution is a weak solution. a weak solution may not be a classical solution since functions in V may fail to be twice continuously diﬀerentiable.6) A solution to variational problem (4. (4. 4.4) (Note that ∂u ∂u = ni . and directly consider the variational form (4.5). (4.1) (also called a classical solution) satisﬁes the varational form vUj Ω ∂u dΩ + ν ∂xj Ω ∂v ∂u dΩ = ∂xj ∂xj f v dΩ Ω (4. For this. v  ∂n f v dΩ = Ω Ω v Ω 2 u dΩ = Ω Ω Γ   where the last term vanishes on Γ0 due to the requirements on v. we need to introduce the function space     ∂v ∂v dΩ < +∞. Let M be the number of triangles and N the number of nodes in Ω ∪ Γ1 . However. The Dirichlet boundary condition on Γ0 is explicitly included in the deﬁnition of V and is therefore referred to as an essential boundary condition. Let h be the largest side of any triangle.1).4) yields ∂u vUj dΩ − ν ∂xj ∂u vUj dΩ + ν ∂xj ∂v ∂u dΩ − ν ∂xj ∂xj 0    ∂u   dΓ. as in ﬁgure 4. and on Γ1 due to boundary condition (4.continuous on Ω. integrating over Ω. and utilizing expression (4. the nodes on Γ0 are excluded in the count. that is.

linear on each triangle.11) .1 2 v1. we may choose vh = Φ(m) ∈ Vh for m = 1. which are functions in Vh that are zero at each node point except node n. 4.10) This is a linear system system Au = b. We get a ﬁnite-element approximation of our advection-diﬀusion problem by simply replacing V by Vh in variational problem (4. Assembly.8) where u(n) denotes the value of uh at node n. . .2 The algebraic problem. ∂xj ∂xj Cmn = Ω Φ(m) Uj ∂Φ(n) dΩ. the black nodes. The ﬁnite-element method is a Galerkin approximation in which the subspace is given by piecewise polynomials. N uh (xi ) = n=1 u(n) Φ(n) (xi ) . Once the value of a function uh in Vh is known at all node points. which then becomes N u(n) n=1 Ω Φ(m) Uj ∂Φ(n) dΩ + ν u(n) ∂xj n=1 N Ω ∂Φ(m) ∂Φ(n) dΩ = ∂xj ∂xj f Φ(m) dΩ. (4. 3 2 p1.8) into FEM approximation (4.3). N in equation (4. This interpolation can be written as a sum of the “tent” basis functions Φ (n) (ﬁgure 4. . Here. . . the number N are Figure 4. piece-wise linear functions. ∂xj (4. Ω (4.9) Since each basis function is in Vh .1 0 1 2 i j Inﬂow Solid wall n Γ0 Γ1 Ω Γ0 Γ1 u 3 . . .2: A triangulation. (4. m = 1.9).6). it is easy to reconstruct it by linear interpolation. Substituting expansion (4. Note that expansion (4. . . where it is unity.3: The “tent or “hat basis function associated with continuous. that is: Find uh ∈ Vh such that ∂uh ∂vh ∂uh vh U j dΩ + ν dΩ = ∂xj ∂xj ∂xj Ω Ω f vh dΩ Ω ∀vh ∈ Vh . (4.7) Restricting the function space in a variational form to a subspace is called a Galerkin approximation. .p1.1.8) forces uh = 0 on Γ0 since it excludes the nodes on Γ0 in the sum.7) yields N u(n) n=1 Ω vh U j ∂Φ(n) u(n) dΩ + ν ∂xj n=1 N Ω ∂vh ∂Φ(n) dΩ = ∂xj ∂xj f vh dΩ Ω ∀ vh ∈ Vh .vanishing on Γ0 .1 0 1 2 i j Inﬂow Solid wall n Γ0 Γ1 Ω Figure 4. Note that Vh ⊂ V . Thus. N . where A = C + νK and Kmn = Ω ∂Φ(m) ∂Φ(n) dΩ.

f Φ(N ) dΩ Ω Tp ∂Φ(m) ∂Φ(n) (p) dΩ = Kmn . any integral over Ω can be written as a sum of integrals over each triangle.m+2 = 0. and the area of each triangle is |Tk | = h2 /2. (p) so Kmn is easy to compute exactly.1. Kmn = 0 only when m and n are associated with nodes that are nearest neighbors.12) . Note that the derivatives of Φ(n) are constant on each triangle. By the expressions in X`XXX`X`XX XXWXXXWXWX a `a a a WY Y WY Y Y `aXXX`aXXX`aX`a XWYXXXWYXXXWY a`aX`a `XaX`a`a`a `a `a WYWYWY WY WYWYWY WY WY X`XX`aXaXaX`aX`a XWYXYXXWYXYXYXWY XaXXX`X`XX XXWXXXWXWX `aX`XX`aXaXaX`aX`a XWYXYXXWYXYXYXWY XaXXX`X`XX XXWXXXWXWX `aX`XX`aXXX`aX`a XWYXXXWYXXXWY X`XX`aX`X`X`aX`a XWYXWXXWYXWXWXWY aXXXaXaXX XXYXXXYXYX a`a a a WYWYWY Y WYWYWY Y Y `XX`X`XX XXWXXXWXWX a`aXaXXXaXaXX XXYXXXYXYX `X`XX`aX`X`X`aX`a XWYXWXXWYXWXWXWY aXaXXXaXaXX XXYXXXYXYX `X`XXX`X`XX XXWXXXWXWX XXX`a`aXXX`a`aX`a`a XWYWYXXXWYWYXXXWYWY `a`a WY WY m m+2 1 M h f Φ(1) dΩ Ω i j Inﬂow Solid wall n Γ0 Γ1 Ω M2   b=  . ∂xj ∂xj p=1 (p) M ∂Φ(m) ∂Φ(n) dΩ ∂xj ∂xj (4. (p) 4.4: An example mesh that gives a particular simple stiﬀness matrix K        u(1)  . For instance. since basis functions Φ(m) and Φ(m+2) do not overlap (ﬁgure 4.4. but numerical quadrature is usually needed.  u= .3 An example As an example. Thus.h Figure 4.4.) The width of each “panel” is then h = 1/(M + 1). except if Uj and f happen to be particularly “easy” functions (such as constants).5). ∂Φ(m) ∂Φ(n) dΩ = ∂xj ∂xj p=1 M Kmn = Ω Note that Kmn vanishes as soon as m or n is not a corner node of triangle p. the “stiﬀness matrix” (a term borrowed from structural mechanics). Matrix K can thus be computed by looping (p) all M triangles. Since the functions are piecewise linear. Km. the gradient is constant on each triangles and may thus easily be computed by ﬁnite-diﬀerences in the coordinate direction (ﬁgure 4. . To compute matrix element (4. In fact. u(n)  The union of all triangles constitutes the domain Ω and that the triangles do not overlap.  . n being the three nodes of triangle p and adding these 9 contribution to matrix K. for the particular case of the structured mesh depicted in ﬁgure 4. Let M be the number of internal nodes in the horizontal as well as the vertical direction (the solid nodes in ﬁgure 4. Matrix C and vector b can also be computed by element assembly.12). we will compute the elements of K. calculating the element contribution Kmn for m. Thus Kmn contributes to the sum only when m and n both are corner nodes of triangle p. The components of K are Kmn = Ω Note that Kmn vanishes for most m and n. we need expressions for the gradients of basis functions Φ (m) and (m+1) Φ . .4).

6. . T = .   −I T −I −I T where I is the M -byM identity matrix. 0   1  . . h.   −1 4 −1 −1 4 Km.   (4. K= . .13) .6: The support for basis functions Φm and Φm+1 are marked with vertical and horizontal stripes respectively. 1   h   0 Figure 4. −h  1  h.       . h T4 Inﬂow T2 on T3 . .m 2 m+2 T3 i on T1 . T6 Ω on all other triangles.5: The gradient of test function Φ for m being the (black) middle node.. Utilizing the gradient expressions given in ﬁgure 4. h on T1 . Solid wall Φ(m) on T4 .. ﬁgure 4. 2 h h h 2    .. and T the M -byM matrix  4 −1  −1 4 −1   .  h h    0.m+M = Km.m−1 = Km. n T1 T5 on T5 . h Φ(m+1) = 1 1 on T2 . we have Kmm = Ω ∂Φ(m) ∂Φ(m) dΩ = ∂xj ∂xj 6 k=1T k ∂Φ(m) ∂x 1 1 1 1 1 1 |T1 | + 2 2 |T2 | + 2 |T3 | + 4 |T4 | + 2 2 |T5 | + 2 |T6 | 2 h h h h h h 1 h2 =8 2 =4 h 2 = The common support for basis functions Φm and Φm+1 is only the two triangles marked in ﬁgure 4. .0 on T1 . . m m+2  1 1 Φ 1 (m)  −h.0 T2 Φ(m+1)  h  0 on all other triangles T1 1 .  (m) 1 h Φ = on T2 . 0  1 1   − . it is only on these two triangles that both functions are nonzero at the same time.6 yields 2 Km.5. − 1   h 1 = −h. .m+1 = Ω Φ(m) · Φ(m+1) dΩ = k=1T k Φ(m) · Φ(m+1) dΩ = − and in the same manner. b b f@f cb f b b f b b b b b b b b b b b bc e@e@@f cccccccccccccccccbb @f@@e@f@f@@ef ef@e@ef@f@e@e@ef@ef@e d b e@e@@ @f@ef@f@ccccccccccccccccccccccccccccdbdbdbdbdbdbdbdbdbdbdbdbdbdbdbe@f@f@ef@@e b cb fef@e@@e@e@e@@ef e@f@ef@@f@f@ef@@e d f@e@@f cbdcc e@e@@ e@f@@e@f@f@@ef @e@ef@f@ccccccccccccccccccccccccccccdbdbdbdbdbdbdbdbdbdbdbdbdbdbdc e@e@ef@@e b cb @f@@e@f@f@@ef ef@e@ef@f@e@e@ef@@e @e@@f@e@e@@ef f@@e@f@f@@ ef@f@ef@f@ccccccccccccccccccccccccccccdbdbdbdbdbdbdbdbdbdbdbdbdbdbdbe@f@f@ef@ef@e b cb f@e@@e@e@e@@ef@ e@@efef@@ccccccccccccccccccccccccccccdbdbdbdbdbdbdbdbdbdbdbdbdbdbdc @@efef@@ee d c b cb fef@ef e@f@@ef cbd ef ef ef @e@ef@@f@f@ef@@e @f@@f cc e@e@@ef ef@e@ef@f@ccccccccccccccccccccccccccccdbdbdbdbdbdbdbdbdbdbdbdbdbdbdbe@f@f@ef@@e b cb @f@@e@e@e@@ef d ef@e@ef@f@f@f@ef@@e @f@@e@e@e@@ef ef@e@ef@@ccccccccccccccccccccccccccccdbdbdbdbdbdbdbdbdbdbdbdbdbdbdc @@ef@@e b cb @e@ef@e@f@e@ef@ef@e f@@f@e@f@@ef d df e@f c c cbe@f@e@@ df d d fef@f@@f@dcb e@dbc b e@dbdf@b ef@dbd@b ef@ e@e@ef@e@ccccccccccccccccccccccccccccdbdbdbdbdbdbdbc e d cd d ef@ef@@ef@d ef@d ef@@d ef@ d d d d d @@efef@@c@c@ced fef@c@ced e cccccd 2 + ∂Φ(m) ∂y 2 dΩ 1 2 h2 1 |T1 | − 2 |T2 | = − 2 = −1.  Thus. 1 j on T2 . K becomes the block-tridiagonal M 2 -by-M 2 matrix  T −I  −I T −I   . . 2 M (m) M Figure 4. that is...m−M = −1. Altogether.−1  h h     0. Γ0 Γ1 on T6 . a typical row in the matrix–vector product Ku becomes 4um − um+1 − um−1 − um+M − um−M . − ..

the matrices become sparser and sparser as the mesh is reﬁned. if vh = Const. that is. we recognize the classical ﬁve-point stencil for the negative Laplacian − 2 . matrix element A mn = 0 only in the columns where n represents a nearest neighbor to node m. K is a symmetric matrix (K T = K). .14) . Denote v = (v (1) . Thus our ﬁnite-element discretization is for this particular mesh equivalent to a ﬁnite-volume or ﬁnitediﬀerence discretization. that is. FEM usually uses integral norms for analysis of stability and accuracy. A is positive deﬁnite. that is. vh ≡ 0.13) with h2 . v T Cv = 0 for each v. A common technique in ﬁnite-element codes is therefore to use sparse representation.5 Stability and accuracy We have deﬁned the ﬁnite-element approximation and showed that the ﬁnite-element approximation yields a linear system Au = b that has a unique solution. that is.4 Matrix properties and solvability Matrix A is sparse: the elements of martix A are mostly zeros. However. that is. We start by reviewing some mathematical concepts that will be used in the analysis. K is positive deﬁnite. 4. Basic deﬁnitions and inequalities The most basic integral norm is 1/2 v L2 (Ω) = Ω v 2 dΩ For the current problem. But since vh |Γ0 = 0. note that the skew-symmetry of C yields that T v T Cv = v T Cv = v T C T v = −v T Cv v T Av = v T (K + C) v = v T Kv + v T Cv = v T Kv > 0 for each v = 0.1. v T Kv > 0 for each v = 0. Integration by parts also shows that matric C is skew symmetric (C T = −C). To see this. Let vh ∈ Vh . to store only the nonzero elements and pointers to matrix locations.1. Then vh = N N N n=1 v (N ) Φ(n) . after dividing expression (4. a more fundamental quantity is the energy norm 1/2 v and associated inner product V = Ω | v|2 dΩ = Ω ∂v ∂v dΩ ∂xi ∂xi 1/2 (u. ∂xi ∂xi with equality if and only if = 0. However. .11) that Kmn = Knm .7) has a unique solution. At row m. Recall that a linear system Au = b has a unique solution for each b if the matrix is nonsingular. Proof. the ﬁnite-element discretization will not give rise to any obvious ﬁnite-diﬀerence stencil.that is. v)V = Ω u· v dΩ = Ω ∂u ∂v dΩ. Thus From Theorem 1 also follows that A is positive deﬁnite. v T Kv = m=1 n=1 N v (n) Ω ∂Φ(n) ∂Φ(m) dΩ v (m) ∂xi ∂xi ∂ v (m) Φ(n) dΩ = ∂xi n=1 N = ∂ v (m) Φ(m) Ω m=1 ∂xi ∂vh ∂xi Ω ∂vh ∂vh dΩ ≥ 0. ∂xi ∂xi (4. Now the question is whether the approximation is any good. Thus. A is not symmetric whenever U j = 0. for a general unstructured mesh. It is immediate from expression (4. . Theorem 1. We will study the stability and accuracy of the numerical solution. The number of nonzero elements on each row does not grow (on average) when the mesh is reﬁned (since the number of nearest neighbors in a mesh does not grow). 4. A positive-deﬁnite matrix is a particular example of a nonsingular matrix. We thus conclude that the linear system resulting from the ﬁnite-element discretization (4. v (N ) )T . . that is.

(4. the inequality v 2 dΩ ≤ C v 2 dΩ + Ω Ω 2 L2 (Ω) Ω Ω ∂v ∂v dΩ. ∂xj . There is a C > 0 such that e v 2 dΩ ≤ C v for each v ∈ V . (4. Also. ∂xi ∂xi 2 V that is.17) Note that uh Uj Ω ∂uh dΩ = uT Cu = 0.The Cauchy–Schwarz inequality for vectors a = (a1 . for each nonzero. g)L2 (Ω) ≤ f 1/2 L2 (Ω) g L2 (Ω) . f 2 dΩ Ω ≥ Ω Ω f g dΩ 1/2 g 2 dΩ . the inequality does not hold if Γ0 dΓ = 0. . diﬀerent from the L 2 (Ω) norm and of importance for the Navier–Stokes equations is p p exotic = max wi Ω ∂wi ∂xi 2 dΩ 1/2 . Choosing g = f yields equality in above expression. an ) is |a · b| ≤ |a||b| = |a · a|1/2 |b · b|1/2 . . it expresses the norm in terms of something that is optimized. . The smallest possible value of C grows with the size of Ω. Remark 1. ≤C v Ω ∂v ∂v dΩ ∂xi ∂xi holds also when Stability Γ0 dΓ = 0. Thus 1/2 f L2 (Ω) = Ω f 2 dΩ = max g=0 Ω Ω f g dΩ 1/2 g 2 dΩ = max g=0 Ω f g dΩ L2 (Ω) g The rightmost expression is a “variational characterization” of the L2 (Ω) norm. whereas for functions it reads 1/2 Ω 1/2 f g dΩ ≤ f 2 dΩ Ω Ω g 2 dΩ . square-integrable g.7) yields uh Uj Ω ∂uh dΩ + ν ∂xj Ω ∂uh ∂uh dΩ = ∂xj ∂xj f uh dΩ.15) which can be denoted (f. Ω (4.15) implies that. The Cauchy–Schwarz inequality (4. that is. various exotic norms can be deﬁned.16) Ω | wi | dΩ This norm will be of crucial importance when we analyze the stability of FEM form the Navier–Stokes equations. Theorem 2 says that the energy norm is stronger than then L 2 (Ω) norm. Choosing vh = uh in equation (4. However. . The Poincar´ inequality relates the energy and L2 (Ω) norms: e Theorem 2 (Poincar´ inequality). The Poincar´ inequality holds only if Ω is bounded in at least one e direction. By inserting derivatives in the nominator and/or denominator of the variational characterization. A norm.

u − uh ≤ u − vh ∀vh ∈ Vh .7) implies that the FE approximation is optimal in the energy norm when Ui ≡ 0: u − uh V ≤ u − vh V ∀vh ∈ Vh . which is the same as saying that the numerical solution is stable.m m+2 1 h u V Vh uh Figure 4.19) The matrix A is symmetric in this case (since C = 0). the FEM approximation is no longer optimal in this sense. the orthogonal projection on a subspace yields the vector that is closest to the given element in the norm derived from the inner product in which orthogonality is deﬁned.18) that is. Orthogonality relation (4.18) (cf. as the next example illustrates. shows that uh V C f L2 (Ω) ν where the constant C does not depend on h.6) yields the “Galerkin orthogonality”. there is a C > 0 such that Cea’s lemma holds.17) thus becomes ν Ω ∂uh ∂uh dΩ = ∂xi ∂xi uh 2 V f uh dΩ Ω 1/2 1/2 Ω (Cauchy–Schwarz) ≤ (Poincar´) ≤ C e f 2 dΩ Ω 1/2 u2 dΩ h ∂uh ∂uh dΩ ∂xi ∂xi 1/2 f 2 dΩ Ω L2 (Ω) Ω ≤C f Dividing with uh V uh V .7: An orthogonal projection on a line. That is. . When Uj = 0. (4.18) means that uh is an orthogonal projection of u on Vh . (4.7) from(4. ν Ω ∂vh ∂ (u − uh ) dΩ + ∂xi ∂xi vh U j Ω ∂ (u − uh ) dΩ = 0 ∂xj ∀vh ∈ Vh . (4. Orthogonality property (4. However.1.14). ≤ Error bounds Choosing v = vh ∈ Vh ⊂ V in variational problem (4.7. Note that the vector u − uh is the shortest of all vectors u − vh for vh ∈ Vh . As illustrated in ﬁgure 4. two orthogonal vectors: a · b = 0 .6) and subtracting equation (4.4). u − uh V ≤ C u − vh ν V ∀vh ∈ Vh . we have shown that u h cannot blow up as the discretization is reﬁned. Cf. Note that the approximation may be far from optimal when ν is small. that is. Expression (4.20) Matrix A is nonsymmetric in this case. the error u − uh is orthogonal to each vh ∈ Vh with respect to the inner product (4. This is a “true” orthogonality condition when Uj ≡ 0: ν Ω ∂vh ∂ (u − uh ) dΩ = 0 ∂xi ∂xi ∀vh ∈ Vh . ﬁgure 4. since C = −C T (using the notation of § 4.

21) is quite small: ν = 1/500.5 j h 0. Each of the conditions below is suﬃcient for approximation property (4. Both these methods modify the basic Galerkin idea to account for ﬂow-direction eﬀects. Approximation theory yields that.10).19) and (4. A boundary layer with sharp gradients forms close to x = 1. for instance streamline diﬀusion and discontinuous Galerkin.3 Vh n 0. (4. Galerkin approximations correspond to ﬁnite-diﬀerence central schemes.94 0.9: An interpolant Πh v interpolates v at the nodal points. Interpolants are used to study approximation properties.4 Inﬂow V Solid wall 0. 2 h Figure 4.22) The constant C contains integrals of the second derivatives of v.21) The problem is advection dominated.9 0. whereas the dashed line shows the FE approximation for h = 1/200. Example 1.9. v − Πh v L2 (Ω) ≤ Ch2 v − Πh v V ≤ Ch “second order error” “ﬁrst order error” (4. 3 1 2 u V Vh u uh ˆ v03 P t = 1. for suﬃciently smooth v.22) to hold. A strategy to preserve mesh quality when reﬁning is to subdivide each triangle into four new triangles by joining the edge midpoints (ﬁgure 4. that is. The solid line in ﬁgure 4. The result of example 1 is typical: under-resolved standard Galerkin methods may generate oscillations for advection-dominated ﬂows in areas of sharp gradients.8: Under-resolved standard Galerkin ﬁnite-element approximations may yield oscillations for m advection-dominated ﬂows.2 u Γ0 uh 0. do not let the shape deteriorate as the mesh is reﬁned. An explanation of this phenomenon is that the directions of ﬂow is not accounted for in the standard Galerkin approximation.92 0. The interpolant is the function Πh v ∈ Vh that interpolates the function v ∈ V at the node points of the triangulation.96 0.98 1 Ω x 2 M M Figure 4. 1). Approximation and mesh quality Estimates (4. Next step in assessing the error is an approximation problem: How well can functions in V h approximate those in V ? This step is independent of the equation in question.8 1 m 0. Upwinding is used to prevent oscillations for ﬁnite-diﬀerence methods.8 shows the FE solution h = 1/1000.M 0 M 0.7 m + 2 0. the viscosity coeﬃcient in equation (4. Let us consider the above FEM applied to the 1D problem − 1 u +u =1 500 u(0) = u(1) = 0 in (0. A mesh quality assumption is needed for (4. as illustrated for a 1D case in ﬁgure 4.22) to hold: .1 Γ1 0 0.6 i 0. m+2 v1. The essential point is: beware of “thin” triangles. Various methods exist to obtain similar eﬀects in FEM.20) are independent of the choice of Vh ! We only used that Vh ⊂ V .

This may be done adaptively.19) and (4. However. piecewise quadratics yields a third-order-accurate solution (in the L2 (Ω) norm). recall example 1. The V quotient between the diameter of the largest Vh circle that can be inscribed and the diameter u of the triangle should not vanish as h → 0. the functions are deﬁned uniquely by specifying the function values at each node. This second-order convergence rate requires a mesh quality assumption and a suﬃciently smooth solution u (since the constant C contains second derivatives of u). This may . to prevent the matrices to become too large. continuous.1 2 i j Inﬂow Solid wall n Γ0 Γ1 Ω Figure 4.10: A subdivision that preserves mesh quality. as in ﬁgure 4. Accuracy of the FE solution Error bounds (4.6 Alternative Elements. Nonoverlapping quadrilaterals can be used to “triangulate” a domain. Improving Accuracy Accuracy is improved by reﬁning the mesh (“h-method”). Automatic methods for adaptation are common. An example of a ﬁnite-element space Vh on quadrilaterals is globally continuous functions varying linearly along the edges. too-crude mesh. where it is needed (say. in areas of large gradients). 3D A quadrilateral is a “skewed” rectangle: four points connected by straight lines to form a closed geometric object.22) and is the best order that in general can be obtained for. where the mesh is reﬁned in certain regions and the order of approximations is increased in other. The largest anm+2 gle of any triangle should not approach 180◦ as 1 h → 0. 4. For instance.22) implies u − uh Further analysis (not provided here) yields u − uh L2 (Ω) V M m m+2 1 h V Vh u uh ≤ Ch ≤ Ch2 . These strategies may be combined in the “h–p method”. This space reduces to piecewise bilinear functions for rectangles with edges in the coordinate directions: vh (x. but not the reverse. The functions are deﬁned by interpolation into the interior of each quadrilateral. M2 M m (i) (“Maximum angle condition”).1. uh Condition (ii) implies (i). As in the triangular case. the solution may still be bad for a particular.11. piecewise-linear functions. The convergence rate is of optimal order : it agrees with approximation property (4.20) together with approximation property (4. h (ii) (“Chunkiness parameter condition”). y) = a + b x + c y + d xy Quadrilaterals on a “logically rectangular domain” (a distorted rectangle.11) yields a regular structure to the matrix A. in this case. An alternative is to keep the mesh ﬁxed and increase the order of the polynomials at each triangle (“p-method”). as in ﬁgure 4.

1 Ω 2 M 0 0 M 1 1 m 2 2 m+2 i i j j 1 h Inﬂow Inﬂow V Solid wall Solid wall Vh n n Γ0 Γ0 u uh Γ1 Γ1 Ω Ω M 2 Figure 4.11: A logically rectangular domain triangulated with quadrilaterals.12). Advantages and limitations with tetrahedral and hexahedral meshes are similar to corresponding meshes in 2D. • give high accuracy (particularly if the mesh is aligned with the ﬂow). it is harder to generate quadrilateral meshes automatically for complicated geometries.1 p1.12: In 3D. triangular and quadrilateral elements generalize to tetrahedral (left) and hexahedral (right) meshes. and • allow eﬃcient solution of the linear system (particularly for uniform. Compared to triangular mesh. Triangular and quadrilateral meshes generalize in 3D to tetrahedral and hexahedral meshes (ﬁgure 4. . M2 M M m m m+2 m+2 1 1 h h V V Vh Vh u u uh uh Figure 4. rectangular meshes).2 1 2 p1.

23b)! We now turn to the Navier–Stokes equations for the steady ﬂow of an incompressible ﬂuid. which is more than the degrees of freedom for the velocity! Thus u h = vh = 0 is the only FE function satisfying the incompressibility condition (4. on Γ1 .13. The mathematical problem in diﬀerential form is Example 2 (“the counting argument”). The Navier–Stokes equations is a system of nonlinear advection–diﬀusion equations together with the incompressibility condition (4. and consider a situation with ﬂow in a bounded domain Ω. vh for the x.and y-components of the velocity ﬁeld.23b). which are fewer than the number of triangles. as the following example indicates.23c) . piecewise-linear approximations u h .2 FEM for Navier–Stokes 1 h V Γ Vh 0 u uh uj 0 Γ0 1 2 i j Ω Inﬂow Solid wall Γ0 n Γ0 Γ1 Ω Figure 4.23b).14: The black nodes are the degrees of freedom for the velocity components. This condition introduces new complications not present in the advection–diﬀusion problem of section 4.23a) (4.1.13: A simple example of a domain. that is ∂uh ∂vh + ∂x ∂y     yy  ww xx    dd   uu vv   ee ff   ss tt       rr qqq p iXpiip p p piip p piip p p piip p piip p p piip p piip p p p p piip p p p p p p p p XXXiXiXXXiXXXiXiXXXiXXXiXiXXXiXXXiXiXXiXiXXXiXiXiXiXiXiXXiXiX pXXXiXiXXXiXXXiXiXXXiXXXiXiXXXiXXXiXiXXiXiXXXiXiXiXiXiXiXXiXiX iXXipXpXpXXipXpXXipXpXpXXipXpXXipXpXpXXipXpXXipXpXpXipXpXpXXipXpXpXpXpXpXpXipXpXpXip XXXpXpXXXpXXXpXpXXXpXXXpXpXXXpXXXpXpXXpXpXXXpXpXpXpXpXpXXpXpX ipXXpiXiXiXXpiXiXXpiXiXiXXpiXiXXpiXiXiXXpiXiXXpiXiXiXpiXiXiXXpiXiXiXiXiXiXiXpiXiXiXip ip ip ip ip ip ip ip ip XXipXXXXipXXXipXXXXipXXXipXXXXipXXXipXXXipXXXXipXXXXXXXipXXXip pipXipipip p p ipipip p ipipip p p ipipip p ipipip p p ipipip p ipipip p p p p ipipip p p p p p p p p iXXXiXiXXXiXXXiXiXXXiXXXiXiXXXiXXXiXiXXiXiXXXiXiXiXiXiXiXXiXiX XXipXpXpXXipXpXXipXpXpXXipXpXXipXpXpXXipXpXXipXpXpXipXpXpXXipXpXpXpXpXpXpXipXpXpXip XXXiXiXXXiXXXiXiXXXiXXXiXiXXXiXXXiXiXXiXiXXXiXiXiXiXiXiXXiXiX ipXXipXpXpXXipXpXXipXpXpXXipXpXXipXpXpXXipXpXXipXpXpXipXpXpXXipXpXpXpXpXpXpXipXpXpXip XXXiXiXXXiXXXiXiXXXiXXXiXiXXXiXXXiXiXXiXiXXXiXiXiXiXiXiXXiXiX ipXXipXpXpXXipXXXipXXXXipXXXipXXXXipXXXipXXXipXXXXipXXXXXXXipXXXip ip XXipXiXiXXipXiXXipXiXiXXipXiXXipXiXiXXipXiXXipXiXiXipXiXiXXipXiXiXiXiXiXiXipXiXiXip pXXiXiXXXiXXXiXiXXXiXXXiXiXXXiXXXiXiXXiXiXXXiXiXiXiXiXiXXiXiX iXXpXpXXXpXXXpXpXXXpXXXpXpXXXpXXXpXpXXpXpXXXpXpXpXpXpXpXXpXpX ipip p ipip p p ipipip p ipipip p p ipipip p ipipip p p p p ipipip p p p p p p p p pipXXXpXpXXXpXXXpXpXXXpXXXpXpXXXpXXXpXpXXpXpXXXpXpXpXpXpXpXXpXpX iXXipXiXiXXipXiXXipXiXiXXipXiXXipXiXiXXipXiXXipXiXiXipXiXiXXipXiXiXiXiXiXiXipXiXiXip pXXXpXpXXXpXXXpXpXXXpXXXpXpXXXpXXXpXpXXpXpXXXpXpXpXpXpXpXXpXpX iXXXiXiXXXiXXXiXiXXXiXXXiXiXXXiXXXiXiXXiXiXXXiXiXiXiXiXiXXiXiX XXipipXXXXipipXXXipipXXXXipipXXXipipXXXXipipXXXipipXXXipipXXXXipipXXXXXXXipipXXXipip ipip ipip ipip ip ip ip ip ip h gh h h gh h gh h h gh h gh h h gh h gh h h h h gh h h h h h h h h gXXXgXgXXXgXXXgXgXXXgXXXgXgXXXgXXXgXgXXgXgXXXgXgXgXgXgXgXXgXgX XXghXXXXghXXXghXXXXghXXXghXXXXghXXXghXXXghXXXXghXXXXXXXghXXXgh 4. Γ1 = ∅—and the mesh of ﬁgure 4. Γ1 (4. The left side of equation (4. but is useful as an artiﬁcial outﬂow condition. on Γ0 in Ω.14. There are I number of panels in each direction and therefore 2(I − 1)2 degrees of freedom (two times the number of black dots) for the velocity vector ﬁeld. A simple example domain is depicted in ﬁgure 4. is here constant on each triangle.23d) (4.23b) to be satisﬁed on each triangle yields 2I 2 equations. demanding equation (4. Naive approximations of the Navier–Stokes equations are bound to produce disappoing results. Assume that we use continuous. M2 Γ0 M m m+2 1 h V Γ0 Γ Vh 0 u uh Γ0 Γ1 Ω Γ0 ∂p 1 ∂ui + − ∂xj ∂xi Re 1 ∂ui nj + pni = 0 − Re ∂xj ∂ui =0 ∂xi ui = g i 2 ui = f i in Ω. Thus.Figure 4.23b) (4. Consider a case with only Dirichlet boundary conditions—that is. The boundary condition on Γ1 = ∂Ω \ Γ0 is of no obvious physical signiﬁcance.

∂xi (4.23b) with a smooth function q and integrating yields q Ω ∂ui dΩ = 0 ∂xi (4. Thus.3) on the left sides yields ∂zi ∂ui ∂ui dΓ = dΩ + zi 2 ui dΩ (4. A diﬀerence with advection–diﬀusion problem is that we here need diﬀerent function spaces for the velocity components and the pressure.29) for all smooth functions z i and q such that zi vanishes on Γ0 . we conclude that a classical solution (a twice continuously diﬀerentiable solution) to the Navier– Stokes equations satisﬁes the variational forms (4. Moreover.24) and (4. ∂xi where. Also note that ui = gi on Γ0 whereas zi vanishes on Γ0 . but only ∼ 2I 2 vertices).1 A variational form of the Navier–Stokes equations To derive the variational form. whereas (iii) leads to “non-conforming” approximations related to ﬁnite-diﬀerence and ﬁnite-volume approximation with “staggered mesh”. gi = 0.25) and applying the the divergence theorem (4.26) n j zi ∂xj ∂xj ∂xj Γ Ω Ω and nj zj p dΓ = Γ Ω zi ∂p dΩ + ∂xi p Ω ∂zi dΩ. the equations will be “driven” only by the right-hand side fi . we ﬁnd that zi fi dΩ = Ω Ω zi u j ∂ui dΩ + ∂xj zi Ω ∂p 1 dΩ − ∂xi Re zi Ω 2 ui dΩ n j zi ∂ui dΓ − ∂xj p Ω = Ω 1 ∂ui dΩ + zi u j ∂xj Re zi u j ∂ui 1 dΩ + ∂xj Re Ω ∂zi ∂ui 1 dΩ − ∂xj ∂xj Re ∂zi ∂ui dΩ − ∂xj ∂xj Γ ∂zi dΩ + ∂xi nj zj p dΓ (4.24) ∂xj ∂xj ∂xj ∂xj and ∂ ∂p ∂zj (zj p) = zi +p .29) Thus. integrating over Ω. (There are ∼ 3I 2 edges. The product rule of diﬀerentiation yields ∂ui ∂zi ∂ui ∂ zi = + z i 2 ui (4. we will only consider homogeneous boundary conditions. . without explicit reference to the diﬀerential equations.28) Γ = Ω p Ω Ω ∂zi dΩ. the boundary integrals vanish on Γ0 since zi = 0 on Γ0 and on Γ1 due to boundary condition (4. which. This also gives more degrees of freedom for the velocities. The pressure space is H = L2 (Ω) = q| q 2 dΩ < +∞ Ω . let zi be a smooth vector-valued function on Ω that vanishes on Γ0 . Multiply both sides of equation (4.27).26) and (4.28) and (4. To avoid this last complication and simplify the exposition.27) which are the integration-by-parts formulas needed to derive our variational form. could be gravity or magnetic forcing for a electrically conducting ﬂuid. multiplying equation (4. (i) Use more degrees of freedom for the velocity—for instance continuous.23d). (iii) Associate the velocity with the midpoints of edges instead of the vertices.23a) with zi . Now. (ii) Accept that the discrete velocities only is approximately divergence-free.Following strategies can be used to tackle the problem of example 2. ∂xj ∂xi ∂xj (4. in the last equality. we need new integration-by-part formulas. 4. for instance.25) Integrating expressions (4. piecewise quadratics on each triangle—to balance the large number of equations associated with the incompressibility condition. the variational form will be used to deﬁne weak solutions. Similarly as for the advection–diﬀusion problem. and utilizing (4.2. Strategies (i) and (ii) are the “standard” methods.

and the space of velocity components is V = u| ∂u ∂u dΩ < +∞ and u = 0 on Γ0 ∂xi ∂xi . The energy norm for elements of V is denoted u whereas the L2 (Ω) norm is 1/2 V = Ω ∂ui ∂ui dΩ ∂xj ∂xj 1/2 .4. Saying that u ∈ V is equivalent to saying that that each velocity component u i ∈ V . that is. The steady problem has at least one weak solution. – It is not known whether the weak solution always is unique (besides during some initial interval (0. there is a \$ 1 000 000 prize for the person that can develop a theory that can satisfyingly explain their behavior in three space dimensions! A short summary of what is known is the following. so that weak solutions are classical solutions if data is smooth enough. As for the advection–diﬀusion problem. even in 2D. ﬁnite time interval (0. T ). The natural boundary conditions are the boundary conditions on Γ1 . and • in two space dimensions: – a unique weak solution exists for any square-integrable f and for any Re.23d). and important issues are still unresolved. Note that the natural boundary condition here not just is a Neumann condition. – smooth data yield smooth solutions. u2 ). In fact. – It is not known whether smooth data always yields a smooth solution. u L2 (Ω) = Ω ui ui dΩ . T ∗ ). the pressure is only possible to specify uniquely up to an additive constant. Note that the steady problem may have several solutions. For the unsteady problem on a given. We assume that both boundary conditions really are active.23) is Find ui ∈ V and p ∈ H such that ∂ui ∂zi ∂ui 1 zi u j dΩ + dΩ − ∂xj Re ∂xj ∂xj Ω Ω p Ω ∂zi dΩ = ∂xi zi fi dΩ Ω ∀zi ∈ V Ω ∂ui dΩ = 0 q ∂xi ∀q ∈ H This is a variational problem of mixed type: two diﬀerent spaces are involved. where the size of T ∗ is unknown). implicitly speciﬁed through the variational form. in 2D as well as 3D. or if singularities can evolve from smooth data. The variational problem deﬁning weak solutions to equation (4. In the case of only Dirichlet boundary condition. Ω For the analysis in section 4. .2. the boundary conditions are incorporated in the variational formulation. The essential boundary conditions are here that ui = 0 on Γ0 and is explicitly assigned through the deﬁnition of V . • in three space dimensions: – a weak solution exists for any square-integrable f and for any Re. but the more complicated condition (4. Note that the natural boundary condition is diﬀerent than for the advection–diﬀusion problem. that Γ0 constitute the whole boundary. it will be convenient to work with the space V of the velocity vector u = (u1 . The mathematical properties of the Navier–Stokes equations are complicated. Remark 2.

. . . . . . vh (x. . . In 2D and in components. we choose subspaces Vh ⊂ V . y) = n=1 u(n) ϕ(n) (x. we obtain Np ph (x.30a) (4. . .30a) and (4. vh ) + Re K b u 1  0 C(uh . u(N u) p = p(1) . (4. (4. v (N u) T .2 Finite-element approximations To obtain a FEM. In (4.32) Now insert expansions (4. Nu . .30). . . . 4. p 0 −G(x)T −G(y)T 0 (4. y) . .34) . ∀zh ∈ Vh . . . (4.30b) (4. equations (4. . we obtain Find uh . . y) . Np . .2.32) into equations (4.3 The algebraic problem in 2D Expanding ph in basis for Hh . . u = u(1) .33) − Nu p(n) n=1 Ω (n) ∂ϕ(m) (n) ψ dΩ = ∂y Ω Nu ϕ(m) f2 dΩ ∂ϕ(n) dΩ = 0 ∂y m = 1. . choose qh = ψ (m) for m = 1. in (4. vh ) + Re K G(y)   v  =  b(y)  . .2. . y) = n=1 v (n) ϕ(n) (x. .4. expanding uh . .30) become Nu u(n) n=1 Ω ϕ(m) uh Np ∂ϕ(n) ∂ϕ(n) + vh ∂x ∂y ∂ϕ ψ (n) dΩ = ∂x (m) dΩ + 1 u (n) u Re n=1 N ∂ϕ(m) ∂ϕ(n) ∂ϕ(m) ∂ϕ(n) + ∂x ∂x ∂y ∂y Ω dΩ − Nu p(n) n=1 Ω ϕ(m) f1 dΩ Ω m = 1.30c) zh Ω ∂vh ∂vh uh + vh ∂x ∂y ∂vh ∂uh + ∂x ∂y 1 dΩ + Re Ω ∂zh ∂vh dΩ − ∂xj ∂xj ∂zh ph dΩ = ∂y Ω qh Ω dΩ = 0.31) Likewise.33) in the matrix–vector form    (x)   1 0 G(x) C(uh . . .30b). We postpone for a while the question on how to choose the subspaces V h and Hh . p(Np ) T T . y) = n=1 p(n) ψ (n) (x. Nu ∂ϕ(m) ∂ϕ(n) ∂ϕ(m) ∂ϕ(n) + ∂x ∂x ∂y ∂y Ω v (n) n=1 Ω ϕ(m) uh Np ∂ϕ ∂ϕ + vh ∂x ∂y (n) (n) dΩ + 1 u (n) v Re n=1 N dΩ (4.30c). Then. . vh ∈ Vh and ph ∈ Hh such that zh u h Ω ∂uh ∂uh + vh ∂x ∂y dΩ + 1 Re Ω ∂zh ∂uh dΩ − ∂xj ∂xj ph Ω ∂zh dΩ = ∂x Ω zh f1 dΩ zh f2 dΩ Ω ∀zh ∈ Vh . v = v (1) . Hh ⊂ H of piecewise polynomials. y) . . vh in basis for Vh yields Nu Nu uh (x. . . Nu u(n) n=1 Ω ψ (m) ∂ϕ dΩ + v (n) ∂x n=1 ψ (m) Ω m = 1. choose z h = ϕ(m) for m = 1.31) and (4. Np Placing the coeﬃcients into column matrices. . we can write the system (4. and replace V with Vh and H with Hh in the variational form.

This implies that the approximations will not blow up when the mesh is reﬁned. ϕ(m) f2 dΩ.36b). whose ﬁniteelement formulation reads Find uh ∈ Vh and ph ∈ Hh such that i Ω h ∂zi ∂uh i dΩ − ∂xj ∂xj h ∂zi dΩ = ∂xi ph Ω h zi fi dΩ Ω h ∀ zi ∈ Vh . Thus. the Stokes equations are much easier to analyze than the full Navier–Stokes equations. except that here. Indeed. that is.36a). (4. where the constant C should not depend on h. there exists a unique weak solutions for each square-integrable fi both in two and three space dimension. and the Poincar´ inequality the second. Mathematically. (4. vh ) = Ω ϕ(m) uh ∂ϕ(n) ∂ϕ(n) + vh ∂x ∂y (y) bm = Ω dΩ. lubrication. The counting argument of example 2 indicates that not any choice is good.36b) The Stokes equations is a limit case of the Navier–Stokes equations for very low Reynolds numbers and assume that inertia can be neglected compared to viscous forces. (4. uh 2 V = Ω uh fi dΩ ≤ u i L2 (Ω) f L2 (Ω) ≤C u V f L2 (Ω) (4.4 Stability So far. Thus. we obtain i ∂uh ∂uh i i dΩ − ∂xj ∂xj ph Ω Ω ∂uh i dΩ = ∂xi Ω ∂uh ∂uh i i dΩ = ∂xj ∂xj uh fi dΩ. We will limit the discussion to the Stokes equations. As for the Navier–Stokes equations. respectively. Due to the lack of nonlinear advection.37b) uh V = Ω ∂uh ∂uh i i dΩ ∂xj ∂xj ≤C f L2 (Ω) . We obtained the same structure of the nonlinear equation for the ﬁnite-volume discretization. we require that Vh ⊂ V and Hh ⊂ H.35) Matrix K represents an approximation of the discrete negative Laplacian − 2 .where the matrix and vector components are Kmn = Ω (x) Gmn = − Ω ∂ϕ(m) ∂ϕ(n) ∂ϕ(m) ∂ϕ(n) + ∂x ∂x ∂y ∂y ∂ϕ(m) dΩ. ∂ϕ(m) dΩ. Cmn (uh . e We thus conclude from expression (4. the approximating spaces Vh and Hh have not been speciﬁed. these are linear equations. 1/2 1/2 ph L2 (Ω) = Ω p2 dΩ h ≤C 1/2 fi fi dΩ Ω =C f L2 (Ω) .37a) (4. the structure of the Navier–Stokes equations are directly reﬂected in the nonlinear system (4. h Choosing zi = uh in equation (4. creeping ﬂow. The reason to start the analysis on the Stokes equation is that a stable Stokes discretization is necessary to obtain a stable Navier–Stokes discretization. C(uh .36a) Ω ∂uh qh i dΩ = 0 ∂xi ∀ q h ∈ Hh .34). G(x) and G(y) the discrete gradient . i Ω where the ﬁrst equality follows from equation (4. (4. Recall that each function in V and H is required to be bounded in the energy and the L2 (Ω) norm. That is. it is guaranteed the the last block row of the matrix is the negative transpose of the last block column. but also ﬂow of common ﬂuids (like air and water) at the micro scale. The Stokes equations may be used to model very viscous ﬂow. vh ) the discrete ∂ ∂ advection operator u ∂x + v ∂y . and G(x)T and G(y)T the discrete divergence.2. in makes sense to require that the velocity and pressure approximations satisfy the same bounds. 4. (4. ψ (n) ∂y b(x) = m Ω ϕ(m) f1 dΩ. ψ (n) ∂x (y) Gmn = − Ω dΩ.39) .38) where the Cauchy–Schwarz inequality yields the ﬁrst inequality.38) that uh V ≤C f L2 (Ω) .

4. 1/2 α Ω 2 qh dΩ ≤ max 1 zh V Ω 0=zi ∈Vh qh h ∂zi dΩ.16). However. any Galerkin approximation of the velocity in the Stokes equations is stable! For bad choices of subspaces. The expression Ω qh ∂xii dΩ represents the discrete gradient of qh (see § 4. The LBB-condition is a condition on the pairing of spaces Vh and Hh that requires the exotic norm to be stronger than the L2 (Ω)-norm for each function qh ∈ Hh .41) We have thus found a bound on the discrete pressure in the “exotic” norm (4. we were aiming for the bound (4. (4. it means that the discrete pressure gradient may be small even when the pressure is not small: The discrete gradient cannot “feel” that the pressure is large. we will of course obtain inaccurate velocity approximations. independently of h. The LBB condition (4. if the LBB condition is not satisﬁed. ∂xi (4. from which it follows that there is a C > 0 such that 0=zi ∈V max 1 zh V Ω ph h ∂zi dΩ ≤ C f ∂xi L2 (Ω) . such that.36a) implies that for each zi ∈ Vh .5 The LBB condition h ∂zi dΩ = ∂xi h ∂zi ∂uh i dΩ − ∂xj ∂xj h h ∂zi ∂zi dΩ ∂xj ∂xj V h Rearranging equation (4. That is. We will derive a compatibility condition between the velocity and pressure spaces. assume that there is an α > 0 independent of h. That is.42) for some α > 0 independent of h. Assume that the LBB-condition holds for the spaces Hh . since their energy norm is bounded by the given data fi .2. Thus.39)) ≤ C z h V f V + z h V f L2 (Ω) L2 (Ω) + z h V f L2 (Ω) .42) says that our exotic norm is stronger than the L2 (Ω)-norm for ph . ph Ω Ω Ω 1/2 h zi fi dΩ (Cauchy–Schwarz) ≤ Ω Ω L2 (Ω) ∂uh ∂uh i i dΩ ∂xj ∂xj f L2 (Ω) 1/2 1/2 1/2 + Ω h h zi zi dΩ fi fi dΩ Ω = zh uh V + zh (Poincar´) ≤ z h V uh e (by (4. (4.43) is satisﬁed for Vh = V and Hh = H.43) then there is a C > 0 such that 1/2 Ω 1/2 p2 dΩ h ≤C Ω |f |2 dΩ holds. Vh . the LBB condition. an eﬀect that usually manifests itself as wild pressure oscillations. ∂z h . the pressure (before discretization) is stably determined by data. necessary to yield stable pressure approximations. The derivation above proves thus that the LBB-condition is suﬃcient for the pressure to be stably determined by data: Theorem 3.3). if it happens that α ph L2 (Ω) ≤ max 1 zh V Ω 0=zi ∈Vh ph h ∂zi dΩ ∂xi (4. for each qh ∈ Hh .40) V Dividing expression (4.that is. Regarding the pressure. the situation is more complicated. but they will not blow up as the mesh is reﬁned. then it is immediate that ph L2 (Ω) ≤ C f L2 (Ω) for some C > 0. Condition (4.2.40) with z h yields that ph Ω h ∂zi dΩ ≤ (C + 1) f ∂xi L2 (Ω) 1 zh V h for each zi ∈ Vh . Not any combination H h and V h yield stable pressure approximations in the sense of (4.37a).37a). The LBB condition thus means that a zero discrete pressure gradient implies a zero value of the pressure. Conversely.

2. the system matrix (4. Figure 4. Accuracy Now we consider a regular triangulation of a 2D domain Ω.15: A checkerboard mode for equal-order interpolation on a regular triangular mesh. A velocity approximation uh is is globally mass conservative if i Γ ni uh dΓ = 0.1. associated with a triangle Tn . That is. to the ith row of vector Gpc (notice from the expressions in ﬁgure 4. To see this. A ﬁnite-element approximation is locally mass conservative if ∂uh i dΩ = 0. Thus. Corresponding function pc ∈ Hh .1. a triangulation satisfying a mesh quality condition of the sort discussed in section 4. In particular. it will not be locally mass conservative if the pressure approximations are continuous and piecewise linear. Recall from equation (4. Not all ﬁnite-element approximations are locally mass conservative.3).1). i or. there is at least one nonzero Np -vector pc such that Gpc = 0. Ω ∂xi by the divergence theorem (4. h .30c) that qh Ω ∂uh i dΩ = 0 ∂xi ∀qh ∈ Hh . whose h nodal values are equal to the elements of pc is called a checkerboard mode. There is no net mass-ﬂux through the boundary for a constant-density ﬂow. 4. equivalently. If the pressure approximations consist of piecewise constants on each element. 4.Ω M2 M m m+2 1 −1 0 1 0 1 −1 0 h V Vh −1 u uh Γ0 Γ1 1 Ω 0 1 −1 −1 0 1 Figure 4. “Equal-order interpolation” Let us start by trying the approximation space we used for the advection–diﬀusion problem (section 4.15 depicts the nodal values of a checkerboard mode for equal-order interpolation. if constant functions can be represented exactly in Hh . All reasonable FE approximation satisfy this. This pair does not satisfy the LBB condition and yields an unstable discretization. if ∂uh i dΩ = 0. However.34) is singular : the discrete gradient matrix G has linearly dependent columns. consider the element contribution.5 that ∂φi is constant on each triangle): ∂x − Tn pc h ∂φi ∂φi dΩ = − ∂x ∂x Tn Tn pc dΩ ≡ 0.2. that is.5. that is. A Galerkin approximation is thus globally mass conservative if 1 ∈ Hh . the FE approximation will be locally mass conservative. we use continuous functions that are linear on each triangle both for the functions in H h and Vh .7 Choice of ﬁnite elements. so Γ ρ ni ui dΓ = 0.6 Mass conservation The integral Γ ρ ni ui dΓ yields the total ﬂux of mass(in kg/s) through the boundary. ∂xi K for each element K in the mesh.

the LBB conditions is not satisﬁed for this unstable discretization. Then. piecewise linear on each element. The Taylor–Hood pair can be generalized to higher order. The right h side of the LBB condition (4. However. we have uh = a + b x + c y + d xy + e x2 + f y 2 The six coeﬃcients a–f are uniquely determined by uh ’s values at the triangle vertices and midpoints (ﬁgure 4.15. as can be seen from ﬁgure 4. piecewise quadratic functions interpolates the nodal values of Nu ﬁgure 4. on each triangle. consising of piecewise polynomials of degree k for pressure and k + 1 for velocity (k ≥ 1) on each triangle. In case of triangular elements.15 exist. continuous functions that are piecewise bilinear on each rectangle comprise Vh . the velocity approximations cannot be discontinuous. illustrated in ﬁgures 4. whereas for quadrilateral elements. The Taylor–Hood pair Here. piecewise quadratic velocity approximations of the Taylor–Hood pair. This choice leads to a locally mass-conserving approximation. This (and other) checkerboard mode will pollute the solution of the h Stokes as well as Navier–Stokes equations. the checkerboard mode can be ﬁltered out from the discrete pressures. whereas • uh . the functions in Hh and Vh are globally continuous and. Moreover. the pressure and velocity approximations will be continuous functions. the constant pressure—bilinear velocity space on rectangles is in widespread engineering use! “Fixes” have been developed to take care of pressure oscillations. common iterative methods to solve the resulting discrete equations (such as the projection schemes) implies a stabilization of the discretization. There are two kinds of basis functions here.h V Vh u uh Γ0 Γ1 Ω Figure 4. • ph ∈ Hh is linear. the counting argument of example 2 applies here and indicates problems with this choice of elements. Thus. on each triangle. Checkerboard modes similar as in ﬁgure 4. Nu A basis φ(m) (xi ) m=1 of continuous. the space Vh will be continuous functions. but not locally mass conservative. Still. Indeed. Constant pressure. Remark 3. since v is not a function for discontinuous v. The LBB condition is satisﬁed for the Taylor–Hood pair.17 and 4. so that uh ∈ Vh can be expressed as uh (xi ) = m=1 ui φ(m) (xi ). . since the mean value of the function pc vanishes on each triangle. The pressure approximations need not to be continuous in order for H h ⊂ H. However. for triangular elements.16. if Vh ⊂ V .16). (bi)linear velocities Now we consider a triangulation either of triangles or rectangles. which immediately implies that the LBB cannot h hold for a space Hh that includes pc . and the following error estimates holds for a smooth solution to the Navier–Stokes equation: u − uh p − ph L2 (Ω) L2 (Ω) ≤ Ch2 ≤ Ch3 The Taylor–Hood pair is globally.. vh ∈ Vh is quadratic. For instance.16: The evaluation points at each triangle for the continuous. Let the functions in H h be piecewise constant on each element.43) vanishes for qh = pc .18.

j Figure 4. This is ﬁne 0 1 for piecewise-linear approximations since the error anyway is O(h2 ). M2 piecewise-linear functions on triangles. we here consider diﬀerent Ω meshes for Ω velocity and pressure.1 C 2 u 3 .18: The basis function φ(m) (xi ) when Figure pi.j M m corresponds to a corner node pi.21. j − 1 Solid wallh u j n0 Γ ΓΓ i 0 1 i+ Γ1 1 Ω ui. Both the velocity and pressure approximations consist of continuous. 3 Inaccuracies in approximations of the domain boundary may reduce the convergence rate of p1.j m vi.j h 1 i− 2 V i Vh 1 i+ 2 u i+1 uh 3 i+ Γ0 2 j+1 Γ1 2 j jΩ 1 − m+2 11d 2h a ia V i − 1. Inﬂow uh i + 1.j−1/2 1 ui−1/2.1 higher-order approximations. 2 Using curved elements restores convergence rate. C u 3 . 2 Remark 4. but each pressure triangleM subdivided into four velocity triangles is M2 as in ﬁgure 4. j j 1 u j−1 i.19). 2 m+2 0 d 1 1d h a V a i Vh − i − 1.22: Subdividing a pressure rectangle into Figure 4. this inaccuracy at the 1 2 boundary results in a half-order reduction of the convergence rateiof piecewise quadratic approximations.j m corresponds to an edge-midpoint node pi.j M p m i.j− Figure 4.1 p1.j vi. jVh 1 − Inﬂowu i + 1. as in the Taylor–Hood pair.20: 1Isoparametric elements use polynomials j− Figure 4. B B ary condition.20). wall Solid Solid wall n n Γ0 A stable approximation with piecewise-linear velocities and pressures Γ0 Γ1 Instead of Γ1 using diﬀerent approximation orders.19: 1Approximating a curved boundary with of the sameA order as used for the FE approximations A a triangle sides leads to an O(h2 ) error of the bound. The most common strategy for curved elements is known i j j as Isoparametric Elements: piecewise polynomials of the same degree as used in the FE approximation are Inﬂow used toInﬂow approximate the shape of the boundary (ﬁgure 4.j+1/2 O(h2) m+2 vi. M m This is a stable approximation satisfying the LBB condition. a straight-forward triangulation of a domain with a curved 0 boundary will lead to a boundary-condition error at the mid nodes of O(h2 ) (ﬁgure 4.j Ω vi. piecewise-linear functions for both veloc. For instance. j − 1 Solid wall Γ0 j Γ1 n i Γ0 Ω Γ+ 1 i1 u Ω i.17: The basis function φ(m) (xi ) when v M 2 i. ity and pressure.velocity and pressure.j+1/2 m+2 vi.1 v1.j h 1 i− 2 V i Vh 1 i+ 2 u i+1 uh 3 i+ Γ0 2 j+1 Γ1 2 j jΩ 1 − 2 .j−1/2 1 ui−1/2. However.j M 2 4.to approximate the shape of the boundary. j j 1 − i.21: Subdividing a pressure triangle into four four velocity rectangles yields a stable approximation velocity triangles yields a stable approximation with with continuous piecewise-bilinear functions for both continuous. + 2 the following error estimates holds for m m and m+2 1 1 h h V V Vh Vh u u uh uh Γ0 Γ0 Γ1 Γ1 Ω Ω Figure 4. 3 2 2 v1.

Here. associated with the edges. N is the total number of edges. Both the velocity and pressure approximations consist of continuous and piecewise-bilinear functions. y i ) = 1 0 for i = j. in general. excluding those on Γ1 . Figure 4. Letting Hh be piecewise constant on each triangle and Vh deﬁned as above.23: The basis functions associated with the velocity approximation for a nonconforming but stable discretization. Calculating the matrix elements (4. If x i . vh ∈ Vh and ph ∈ Hh such that M zh u h n=1T n M ∂uh dΩ + ∂x n=1 ∂vh dΩ + ∂x n=1 M M z h vh Tn 1 ∂uh dΩ + ∂y Re n=1 ∂vh 1 dΩ + ∂y Re n=1 ∀ q h ∈ Hh . Note that uh will be continuous only at edge mid points in general.22. Tn zh u h n=1T n M z h vh ph ∂zh dΩ = ∂y Ω zh f2 dΩ Tn Tn Tn qh n=1T n ∂uh ∂vh + ∂x ∂y dΩ = 0 where M is the number of triangles. but are one order less accurate. y) = j=1 uj φj (x.23) yields piecewiselinear functions that are continuous only along at the edge midpoints. consider basis functions.23. vh (x. y). However. as in ﬁgure 4. M M Tn ∂zh ∂uh dΩ − ∂xj ∂xj n=1 ∂zh ∂vh dΩ − ∂xj ∂xj n=1 M M ph ∂zh dΩ = ∂x Ω zh f1 dΩ ∀ zh ∈ Vh . A nonconforming method The discussion after example 2 suggested a strategy to address the problem with the overdetermined incompressibility condition. of the type depicted in ﬁgure 4. To accomplish this. we have φj (xi . Basis function φj is linear on each triangle and continuous along edge j (but discontinuous along four edges!). ∀ zh ∈ Vh . y).1 h V Vh u uh Γ0 Γ1 Ω j 1 h V Vh u uh Γ0 Γ1 Ω Figure 4. There is also a version of this discretization for rectangular meshes: Each pressure rectangle is then subdivided into four velocity rectangles. Thus.35) is however somewhat easier than for the Taylor–Hood pair. . Vh ⊂ V since uh is not a square-integrable (in fact. Violating a property like Vh ⊂ V is called a variational crime. Now deﬁne the space of the velocity components Vh from all possible expansions N N uh (x. we deﬁne the nonconforming FE approximation: Find uh . namely to use nodal points on the edge mid points for the velocity. y i are the coordinates of the mid point of edge i. for i = j. constant) function. y) = j=1 vj φj (x. uh restricted on each element is a square-integrable function.24: Approximations spanned by the basis functions (4. a smooth solution to the Navier–Stokes equation: u − uh p − ph L2 (Ω) L2 (Ω) ≤ Ch2 ≤ Ch These approximations use the same number of unknowns and the same nodal locations as for the Taylor– Hood pair.

quite similar to equation (4. it is possible to construct a new vector-valued basis functions η j = (zh .46) is stable.. This leads to a substantial simpliﬁcation when designing an algorithm to solve the discretized equations. piecewise-linear functions on a triangular mesh. choose zi = uh . But maybe the most interesting with this discretization is that it allows for a construction of a divergence free velocity basis. although not as accurate as the Taylor–Hood pair.44) into equations (4. M ∂wh ∂zh + ∂x ∂y (j) (j) = 0. the construction of the basis functions η j is not straightforward.23. non-linear advection– diﬀusion problem.45) for i = 1.46a) Ω ∂qh ∂ph dΩ + ∂xi ∂xi Ω ∂uh qh i dΩ = 0 ∂xi ∀ qh ∈ Hh . . as compared with the discretization in section 4. the meshes. and quite easy to implement. We will present a very simple idea of this sort for the Stokes equations. Unfortunately. (4. uh = (uh . Equation (4.The fact that Vh ⊂ V complicates the analysis of this discretization.2. one of the great challenges for any solver of the Navier–Stokes equations is how to treat the incompressibility condition (4. the approximation is stable. (4. The Navier–Stokes equations then reduces to a vector-valued. This circumvents the LBB condition. wh ) for the velocity having the property · ηj = Expanding the velocity in this basis. vh ) = j=1 uj η j . in fact. for instance. and replace equations (4.10). does not increase the accuracy.30c). These manipulations complicate the implementation. First choose the same type of approximations for the pressure and the velocity components.7–4. qh = ph and add equations (4. M .7. but the method introduces an extra parameter that may need judicious tuning. (4. An alternative is to use the same approximations for velocity and pressure (equal-order interpolation) combined with a stabilization method. By a clever combination of basis functions of the type illustrated (j) (j) in ﬁgure 4. we have used the same basis for the uh and vh components. Other nice properties with this method is that it is locally mass conservative.44) yields that · uh = 0. h To see that approximation (4. (4.2. Note also that the increased number of pressure unknowns.30).2.30) reduce to M M dNu uj j=1 Ω η i · (uh · ) η j dΩ + ν j=1 uj Ω ηi · η j dΩ + j=1 uj Ω η i · (uh · ) η j dΩ = Ω η i · f dΩ. . for instance continuous. including the present. Nevertheless. The main advantage with stabilization methods is the simpliﬁed implementation. In all types of discretizations discussed so far. wh ) = η i . More advanced stabilization methods avoids this inconsistency by using a term that vanishes as h → 0.46b) for some small > 0.7 relied on manipulations of the local polynomial order. and choosing (z h .46b) formally inconsistent by O( ) with corresponding variational form. or the conformity of the method. Inserting expansion (4. the continuity equation and the pressure variable vanishes. . . The added resolution introduced is ﬁltered away by the introduction of the stability term. and equations (4.36) with Find uh ∈ Vh and ph ∈ Hh such that i Ω h ∂zi ∂uh i dΩ − ∂xj ∂xj ph Ω h ∂zi dΩ = ∂xi h zi fi dΩ Ω h ∀ zi ∈ Vh .46a) i . Stabilization of unstable discretizations Stability of the choices of elements presented in sections 4.

Ω Dividing and squaring yields the stability estimate ∂uh ∂uh i i dΩ + ∂xi ∂xi ∂ph ∂ph dΩ ≤ C ∂xi ∂xi fi fi dΩ. ∂uh ∂uh i i dΩ + ∂xi ∂xi ∂ph ∂ph dΩ = ∂xi ∂xi uh fi dΩ i 1/2 1/2 Ω Ω Ω (Cauchy–Schwarz) ≤ (Poincar´) ≤ C e ≤C Ω uh uh dΩ i i ∂uh i Ω fi fi dΩ Ω 1/2 1/2 ∂uh i ∂xi ∂xi dΩ Ω fi fi dΩ ∂uh ∂uh i i dΩ ∂xi ∂xi 1/2 1/2 Ω ∂ph ∂ph dΩ + ∂xi ∂xi fi fi dΩ Ω . .and (4. Ω Ω Ω Since C > 0 does not depend on h. both the velocity and pressure approximations cannot blow up as h → 0. even though the discretization is unstable for = 0.46b).

.

j + Φi−1.j + β 2 (Φi.j 2 (1 + β 2 ) Ω Appendix A Background material i−1 i i+1 j−1 This iteration method has a slow convergence. the error is reduced by O h2 each iteration.j + Φi−1.1.j+1 + Φi.j−1 ) = 0 m m+2 where β = ∆x/∆y.1 0 1 2 i j Inﬂow Solid wall A.1 2 v1.i. Thus 95 ite : old values ra tio : new values j n di re : to be updated ct io n j+1 .j + β i. see Figure A.j−1 Γ1 Φk+1 = i.j + Φi.j + Φi−1.j+1 − 2Φi.e.1 Iterative solutions to linear systems n Γ0 Γ1 Gauss-Seidel method Ω The Laplace equation on a Cartesian grids can be discretized as M2 M Φi+1.j − 2φi.j j−1 2 j−1 A B C u 3 . 3 2 p1. 1 Φi+1.u h Γ0 k+1 k+1 2 Φk Φk i+1.j . We can solve for Φi.j (using the already updated values calculated in same u iteration).j+1 + Φi. Requiring an error reduction to O h2 the number of iterations must satisfy ρm = O h2 which implies that m=O ln(h) ln(ρ) =O ln(h) ln(1 − O(h2 )) = O −h2 ln(h) To proceed we note that we have N = n2 unknown interior nodes.j = V 2 (1 + β 2 ) Vh Gauss-Seidel uses this expression to update Φi. i. it is possible to show Φ − Φ k ≤ ρm Φ − Φ 0 where ρ = 1 − O h2 h = ∆x = ∆y e.j + β 2 (Φi.j−1 ) h Φi.

j i.j − 2Φi. i. we use every other value in each direction.j = 0.Ω 1 M2 h = ∆x = ∆y = ≈ n−1 = N −1/2 M n+1 m which implies that m+2 1 m = O (N ln(N )) h and that the total work is V Vh W = O N 2 ln(N ) u uh since the work per iteration is O (N ).j This implies that L∆Φi.j .g. We note that the Gauss-Seidel provides good smoothing of the local error.j = −LΦk ≡ −Ri. i. In order to deﬁne the algorithm we use the following deﬁnitions I transfer operator between grids: 2 An example of a restriction operator I1 is to 2 I1 .1: Domain for the solution of the Laplace equation.j−1 Φi+1.e.e.j + Φi−1.restriction operator from grid 1 to grid 2 1 I2 . an average of right and left values = Φk + ∆Φi. Γ0 Γ1 y Ω : to be updated : new values1 : old values n i−1 i i+1 j−1 j j+1 iteration direction 1 1 n 1 Figure A.j+1 − 2Φi. Thus we are left with an equation implying that the Laplace operator on the correction is equal to the negative of the residual. but converges slowly since it takes time for boundary information to propagate into the domain. x Multigrid method A general way to accelerate the convergence of e.j i.j since LΦi.j Φk i.j − solution at iteration level k − correction to Φk to true discrete solution i. The prolongation operator I 2 may be deﬁned by linear interpolation for the intermediate values. This residual equation is solved on a coarser grid and the correction is interpolated onto ﬁner grid. The idea behind the multigrid method is that a slowly converging low-frequency on a ﬁne grid is a fast converging high-frequency on a coarse grid.prolongation operator from grid 2 to grid 1 1 deﬁne it as an injection.j = Φi.j + ∆x2 ∆y 2 and deﬁne the correction to the solution to the true discrete solution in the following manner Φi. the Gauss-Seidel method is provided by the Multigrid method.j + Φi.j ∆Φi. Let LΦi.

Example δkk = δll = δ11 + δ22 + δ33 = 3 δij aj = δi1 a1 + δi2 a2 + δi3 a3 = ai . LΦi.j = Φk + I2 ∆Φi. Vectors and tensors are objects which are independent of the coordinate system they are represented in. Wesseling [10] estimated the work of the multigrid method to be W = O (N ln N ).j iterated k times 2 2. ∆Φ0 = 0 (starting value) (here ∆Φi. the expression is implicitly summed over all values for that index. In the Cartesian coordinate system in Figure A. Φi.: old values i−1 i i+1 j−1 j j+1 iteration direction x y 1 n y ﬁne grid (1) coarse grid (2) j x i Figure A. Now we can deﬁne the following two level scheme: 1.2 are then taken as an average of the averages of the intermediate values.j 1 3. 3 The scalar product of two unit vectors is the Kronecker’s delta. 2. and top and bottom values.2 Cartesian tensor notation Tensor notation is a compact way to write vector and tensor formulas. at the end of 1.3 we have the unit vectors |ek | = 1 k = 1.j i.2: Two level grid. A. δkl ek · el = δkl = and the position vector r is 3 1 0 k=l k=l r = x 1 e1 + x 2 e2 + x 3 e3 = k=1 xk ek = x k ek . . convergence is checked. The values marked with × in ﬁgure A. L∆Φi.j and goto 1.j = −I1 Ri.j iterated k times.j i.j ⇒ LΦk = Ri.j is deﬁnied on grid 2) i. The last expression make use of Einstein’s summation convention: when an index occurs twice in the same expression. a substantial improvement over the Gauss-Seidel method.

1 Orthogonal transformation Consider two arbitrary oriented coordinate systems as in Figure A. x2 ) in general. x3 )x3 e k · e1 x1 + e k · e2 x2 + e k · e3 x3 ⇒ xk = el · ek xl = cl k xl = clk xl we conclude that ﬁrst index refer to primed system! ⇒ xk = e k · el xl = c k l xl . Component k of r can be written as ek · r = xl ek · el = xl el · ek = xl δkl = xk where we have the transformation tensor ck l = ek · el = cos(xk . x1 ) = cos(x1 . l = 2) cl k = el · ek = cos(xl . we have (for k = 1.3: Cartesian coordinate system. The unit vectors are orthogonal ek · el = δkl and a position vector is independent of coordinate system. xl ). x1 )x1 + cos(xk . x2 )x2 + cos(xk . xk ) = ck l From ek · r = x l ek · e l = x l ek · e l Example xk = = ckl xl = ck1 x1 + ck2 x2 + ck3 x3 = cos(xk . r = x l el = x l el . Since cos(x2 . a = 0.4: Two diﬀerent coordinate systems.4. j ﬁne grid (1) x2 coarse grid (2) x2 e2 e2 e1 e1 x1 a e1 e3 x3 x1 e3 x3 Figure A. A.i y = x2 i i+1 j j−1 ﬁne grid (1) j j coarse grid (2) +1 r iteration direction x y e1 e1 1 x = x1 n e3 e2 x z = x3 y i Figure A. Assume identical origin.2.

5: Projection of e1 x1 on e2 .. A.. δkl is isotropic. A visualization of the projection of e1 x1 on e2 can be seen in Figure A. . = ckr cls cmp . i. identical in all coordinate systems. e2 x2 . An outer product generates a tensor Tkl Srs = ckm cln crp csq Tmn Spq and an inner product generates a tensor Tkl Sls = ckm cln clp csq Tmn Spq = ckm csq Tmn Snq δnp .2. e3 x3 on e2 .5.n x y i j ﬁne grid (1) coarse grid (2) e1 x1 e1 e2 e2 · e1 x1 = cos (x2 . . Trsp. δlm for vectors R = 1 ak = ckl al and for a tensor of second order we have R = 2 δkl = ckm cln δmn = ckm clm = δkl ..2 Cartesian Tensors Def. In the same manner we have xk δkm xm = clk xl clm xm = clk clm xm ⇒ (clk clm − δkm ) xm = 0.. Example For scalars the rank is R = 0 a · b = ak bk = ckl ckm al bm = al bl . Tklm. a Cartesian tensor of rank R is a set of quantities Tklm. The relation between ckl and cml can be studied through xk δkm xm = ckl xl cml xm = ckl cml xm ⇒ (ckl cml − δkm ) xm = 0.e... which for component 2 reads x2 = e 2 · e1 x1 + e 2 · e2 x2 + e 2 · e3 x3 x2 is projection of e1 x1 . which transform as a vector in each of its R indices. x1 ) x1 = c21 x1 Figure A.

6 6 We have the permutation relation εklm εksp = δls δmp − δlp δms .3.1).3). crossproducts and determinants a · b = δij ai bj = ai bi = a1 b1 + a2 b2 + a3 b3 .4 Inner products.2) at least 2 subscripts equal A. 2.3).3. the isotropic part being 1 T kl = Tmm δkl 3 and the traceless part is 1 T kl = T(kl) − Tmm δkl .1) A. If we set s = l in (A. (1. where the antisymmetric part is 1 T[kl] = −T[lk] = (Tkl − Tlk ) 2 and the symmetric part 1 T(kl) = T(lk) = (Tkl + Tlk ) . (3.2. T kl = T(kl) + T[kl] .2.2.3 Permutation tensor      even   1  odd −1 permutation of (1. 3) if klm is =     no 0 even permutation odd permutation no permutation ε123 = 1 ε213 = −1 ε221 = 0 εklm As examples of permutations of 1. (2.2.1) (2. The inner product of the vectors a and b is The cross product of a and b can be written as a×b= e1 a1 b1 e2 a2 b2 e2 a3 b3 = (a2 b3 − a3 b2 )e1 + (a3 b1 − a1 b3 )e2 + (a1 b2 − a2 b1 )e3 = εijk ei aj bk and the determinant of the tensor aij is |{aij }| = = a11 a21 a31 a12 a22 a32 a13 a23 a33 = εijk a1i a2j a3k 1 1 εijk (ai1 aj2 ak3 + ai3 aj1 ak2 + ai2 aj3 ak1 − ai2 aj1 ak3 − ai3 aj2 ak1 − ai1 aj3 ak2 = εijk εpqr aip ajq akr .1.2. 2 The symmetric part can be decomposed into isotropic and traceless part.5 Second rank tensors All second rank tensors can be decomposed into symmetric and antisymmetric parts. (3. 3 .3 we have (1. T (kl) = T kl + T kl .A.1) we get εklm εklp = (3 − 1)δmp = 2δmp and if we also use p = m we end up with εklm εklm = 6 The permutation tensor can also be used to derive the following vector relation (a × b) · (c × d) = εijk aj bk εilm cl dm = (δjl δkm − δjm δlk )aj bk cl dm = aj cj bk dk − aj dj bk ck = (a · c)(b · d) − (a · d)(b · c) (A.1.2.2).

0 T(kl) and an antisymmetric part T[kl] 3 5 7 0 = 1 2 −1 0 1 . traceless and entisymmetric parts we get S(kl) T[kl] = S kl T kl = 1 1 S(kl) T[kl] + S(lk) T[lk] = S(kl) T[kl] − S(lk) T[kl] = 0 2 2 = 1 1 Smm Tkk − Tkk δll 3 3 =0 1 1 Smm δkl T(kl) − Tmm δkl 3 3 ⇒ Skl T[kl] Skl T(kl) Skl T kl Skl T kl = = = = S[kl] T[kl] S(kl) T(kl) S kl T kl S kl T kl . ⇒ T[lm] = In order to sum up. an arbitrary tensor of rank 2 can be divided into the following parts Tkl = T(kl) + T[kl] = T kl + T kl + T[kl] = 1 1 Trr δkl + T(kl) − Trr δkl + 3 3 isotropic traceless 1 εikl di 2 antisymmetric Properties of the above parts are invariant under transformation.If we project the isotropic. The antisymmetric part of this tensor describes rotation. the isotropic part the volume change and the traceless part describes the deformation of a ﬂuid element. 3 Since we only need three components to completely describe an antisymmetric tensor of rank R = 2 it can be represented by its dual vector di = εijk Tjk = \$\$\$\$ + εijk T[jk] εijk T(jk) The ﬁrst term on the right hand side is zero since εijk is antisymmetric in any two indecies. and each part is invariant under transformation T[kl] = ckr cls T[rs] = −ckr cls T[sr] = −clr cks T[rs] = −T[lk] Trr = crp crq Tpq = δpq Tpq = Tpp 1 T kl = ckp clq T pq = ckp clq T(pq) − Trr δpq 3 1 = T(pq) − Trr δkl . Example We have the second rank tensor which can be divided into a symmetric part 1 {Tkl } =  4 7 1 = 3 5    2 5 8  3 6  9  5 7  9  −2 −1  . In the Navier-Stokes equations we have ∂ui the velocity gradient ∂xj . Multiply both sides by εilm 1 εilm di 2 εilm di = εilm εijk Tjk = (δlj δmk − δlk δmj ) Tjk = Tlm − Tml = 2T[lm] Note: There are 3 independent components in T[lm] and di .

and a traceless part The symmetric part can then be divided into a isotropic  5 T kl =  0 0 T kl −4 = 3 5   part 0 5 0  0 0  5 The dual vector of the antisymmetric tensor is  3 5 0 7 . ·( × Ψ) = ∂ ∂Ψm ∂2 εklm = εklm Ψm = 0 ∂xk ∂xl ∂xk ∂xl is symmetric in kl. x3 ) ≡ Tij (xk ) with the following properties • partial derivative transforms like a tensor ∂ ∂xk ∂ ∂ = cpk = ∂xp ∂xp ∂xk ∂xk • gradient adds one to tensor rank ∂ Tij ∂xk where (xk = cpk xp ) • divergence decreases tensor rank by one ∂T1l ∂T2l ∂T3l ∂ Tkl = + + ∂xk ∂x1 ∂x2 ∂x3 • curl ∂uk ∂xj ( × u)i = εijk which can be compared with the expression for the determinant. Example Show that ·( × Ψ) = 0. √ x k xk . = εijk ∂ ∂ ∂ ∂ ∂ ∂ εklm Fm = εijk εklm Fm = εkij εklm Fm = ∂xj ∂xl ∂xj ∂xl ∂xj ∂xl . −2 A.2. x2 . 7 4  −2 {di } =  4  . since εklm is antisymmetric in kl and Example Show that ∂2 ∂xk ∂xl f (r) = 1 f (r) where {r}k = xk and r = |r| = r = { f (r)}k df ∂r ∂(xp xp )1/2 ∂ f (r) = =f = ∂xk dr ∂xk ∂xk 1 1 1 −1 ∂ f (xp xp ) 2 (xp xp ) = f (δpk xp + xp δpk ) = f xk = 2 ∂xk 2r r 1 fr r k Example Show that ×( ×( × F) × F) = i ( · F) − ∆F.6 Tensor ﬁelds We have the tensor ﬁeld Tij (x1 .

2. This means.6.6: Volume V bounded by the close surface S. ∂xp Example f n dS = S V f dV .y 1 n x y i j ﬁne grid (1) coarse grid (2) n S V dS = n dS Figure A. (δil δjm − δim δjl ) Example Show that if u = Ω × r then Ω = ¯ ¯ ¯ εijk ∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂ Fm = Fj − Fi = Fj − Fi = ∂xj ∂xl ∂xj ∂xi ∂xj ∂xj ∂xi ∂xj ∂xj ∂xj ×u ∂ . then a · dl = C S ( × a) · n dS . Gauss integral theorem then states a · n dS = S V · a dV ∂ak dV ∂xk or ak nk dS = S V for a diﬀerentiable vector ﬁeld a. if Tklm nm = εklm al nm .7 Gauss & Stokes integral theorems Let n be the outward pointing normal to the closed surface S bounding the simply-connected volume V . show that εijk uk = 2Ωi . see Figure A. 2 ∂xj ( · F) − ∆F i ∂ ∂ ∂ uk = {uk = εklm Ωl rm } = εijk (εklm Ωl rm ) = εijk εklm Ωl rm = ∂xj ∂xj ∂xj ∂ ∂ Ωl rm = (δil δjm − δim δjl ) Ωl rm = ∂xj ∂xj ∂ri = δil } = ∂xl εkij εklm ∂ ∂ ∂rm ∂ri ∂rm Ωi rm − Ωl ri = {Ω independent of x} = Ωi − Ωl ={ =1+1+1=3 ∂xm ∂xl ∂xm ∂xl ∂xm 3Ωi − Ωl δil = 2Ωi A.7. of which dl is the line element as in Figure A. a × n dS = S V × a dV Stokes theorem states that for a diﬀerentiable vector ﬁeld a if an open simply-connected surface S is enclosed by a closed curve C. This can be generalized to Tklm np dS = S V ∂ Tklm dV .

7: The open surface S enclosed by the contour C. In the generalized Stokes theorem we then get S ∂f εijp ni ∂xj dS in right hand side f dl = C S n× f dS A. Figure A.j n i ﬁne grid (1) i+1 coarse grid (2) j−1 S j j+1 iteration direction dl C x y 1 Figure A. n p0 x y i n j ﬁne grid (1) dV dm coarse grid (2) x3 M dA Figure A. The buoyancy force can then be calculated through ∂ x3 dV = −ρgδk3 V. The force from the water cylinder is dm g = dV ρg = x3 ρg dA pressure where g is the gravity constant and ρ the water density.8 Archimedes principle Gauss theorem can be used to calculate the buoyancy on an object immersed in a ﬂuid (Archimedes circa 281–212 BC). Πk = − ρgx3 nk dS = −ρg ∂xk S V . Consider a water cylinder with volume dV and mass dm.8. Let Π be the buoyancy force resulting from the pressure on the object. The force on a small element dS of the body resulting from the pressure is dΠk = −gρx3 nk dS where the minus sign stems from the outward pointing normal n.8: An object with mass M immersed in a ﬂuid illustrating Archimedes principle. The pressure at a distant x 3 from the surface in a ﬂuid is then p = ρgx3 + p0 where p0 is the atmospheric pressure.2. or ak dxk = C S εklm nk ∂am dS ∂xk this can be generalized to Tklm dxp = C S εijp ni ∂ Tklm dS ∂xj Example Let Tklm = f.8. m the mass of equivalent volume of water and M the mass of the object in Figure A.

The moment of a force F at some arbitrary point with position vector r from the point of application of the force is M = r × F.10. This can then be used to calculate the total moment around G form pressure forces on the body M Gk = − S ρgεklm (xl − xGl ) x3 nm dS = −ρgεklm V −ρgεklm V If a part of the ﬂuid is frozen (without changing in density) this body is in equilibrium in the ﬂuid: F = M = 0.mg i x y i+1 j−1 i j j j grid ﬁne+ 1 (1) coarse grid (2) iteration direction x y Mg 1 Figure A. This means that the object loses some weight as the water is displaced.10: Moment around G from pressure forces acting on the object. The buoyancy force is Π3 = −ρgV = −g m see Figure A. x y i j ﬁne grid (1) G coarse grid (2) r − rG n Figure A. The moment around the center of gravity G of the homogenous body produced by the pressure force dΠ acting on an element dS of the body is dMG = (r − rG ) × dΠ as in Figure A. m is the mass of equivalent volume of n water and M the mass of the body.9: The forces acting on an object immersed in a ﬂuid. [δlm x3 + δm3 xl − δm3 xGl ] dV = −ρgεkl3  ∂ ∂x3 (xl x3 ) − xGl dV = ∂xm ∂xm   V xl dV − xGl V  = 0 .9.

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Wed 19/1 15-17. Lecture notes on Basic Numerics Grading: Test total of 50p.C. eriks@mech. > 40 (4). Well-posedness. Tannehill. katarina@nada. Computational Fluid Mechanics and Heat Transfer. parabolic and elliptic equations. Pletcher. Anderson. Web links http://www. 2002 (LeV) D. 107 . homeworks (required) 3×5 = 15p. 2.se/ Course plan 1.kth. Fluid dynamics II: LB Derivation of the governing equations . Fluid dynamics I: LB Introduction and outline of the course. Mekanik.kth. Taylor & Francis.kth. Mekanik.Appendix B Supplementary material B. tel 790 9004 Katarina Gustavsson (KG).A. NADA. E51. tel 790 6696 Luca Brnadt (LB). (TAP) Copies from Randall J LeVeque. Henningson. E35. > 50 (5).H.se. Basic numerics I: KG Mathematical behavior of hyperbolic. KG Lecture notes 3. E51.se.1 Syllabus 2005 Computational Fluid Dynamics (5C1212). tel 790 7161 Erik St˚ alberg (ES). luca@mech. R.mech. Lecturers: Dan Henningson (DH).kth. henning@mech. 1997.kth. Derivation of the governing equations. Tue 18/1 8-10. Gustavsson. Thu 20/1 8-10.. D. tel 790 7161 Literature: Copies from J. Lecture notes on Computational Fluid Dynamics K. Total points > 30 (3).se. Fininte Volume Method for Hyperbolic Problems. Cambridge University Press.se. 5p. Mekanik. cont.

Mon 31/1 13-15. simpliﬁed equations 8. ﬂuid phenomena. cont. Fri 4/2 15-17. Shock formation.2. E51. weak solutions. convection-diﬀusion equation.3. Compressible ﬂow in 2D. L21. E51 . Some thermodynamics. Compressible ﬂow IV: KG High resolution schemes for conservations laws. etc. TAP: 4. Basic numerics II: KG Discretization by ﬁnite diﬀerences. V33. role of the pressure: artiﬁcial compressibility and projection on divergence free space.1-4. Q35. Lax-Wendroﬀ. TAP: 3. Compressible ﬂow III: KG Numerical methods for Euler equations: MacCormack and artiﬁcial viscosity for non-linear systems. 16. order of accuracy. E3. Basic numerics IV: KG Numerical methods for model equations.6. cont. Tue 15/2 08-10. 9. conservative/non-conservative form. 3 11. Numerical/physical boundary conditions.3. E52. Lax-Friedrichs. Modiﬁed equation .7. Riemann invariants. LeV: 14 14. Tue 8/2 08-10.1-4. Fri 21/1 15-17 L21. LeV: 11 10. equivalence with ﬁnite-diﬀerences. Burgers equation. E35. System of conservations laws LeV: 4. Fri 11/2 15-17. cont.3 5. Properties of the equations. Thu 27/1 8-10.3-6. 6. Finite volume and ﬁnite diﬀerence methods I: DH Laplace equation on arbitrary grids. LeV: 14 Scalar conservations laws: Conservation. Euler equations. conservation and TVD. 15. entropy conditions. 14 12. Wed 26/1 15-17. Properties of the numerical scheme such as CFLcondition.4. algebraic mesh generation by transﬁnite interpolation. Boundary conditions. Fri 28/1 15-17. 3. Wed 9/2 15-17. Shock tube problem. Wed 16/2 15-17.6 7. Analysis of discretized equations.9. non-uniqueness. Grids. First order methods. .dissipation and dispersion. LeV: 8-8.1-3. Compressible ﬂow I: KG Introduction to compressible ﬂow. First and second order numerical methods such as upwind. Basic numerics III: KG Numerical methods for model equations related to diﬀerent levels of approximation of Navier Stokes equation: linear wave equation. LeV: 8. Fluid dynamics III: LB Derivation of the governing equations . Navier-Stokes in integral form. LeV: 3. Wed 2/2 15-17. Compressible ﬂow VI: KG Numerical methods for Euler equations.5. Compressible ﬂow V: KG Numerical methods for Euler equations. Finite volume and ﬁnite diﬀerence methods II: DH Introduction to incompressible ﬂow. Flow around an airfoil. E52. 8.1.8. Tue 25/1 8-10. LeV: 6 13. MacCormack. D34. Compressible ﬂow II: KG Numerical methods for scalar conservation laws. Fluid dynamics IV: LB Dimensionless form. TAP: 6. Rankine-Hugoniot relations. D34. convergence and stability (von Neumann analysis). linear systems: Gauss-Seidel as smothers for multi-grid. Q36.

• Homework 5. Galerkin and FE approximations. 22. Finite elements II: DH Navier–Stokes equations. 19. due 22/2: Running compressible Euler code. due 31/1: Homework on NS equations. mass conservation. due 8/3: FEM homework. the algebraic problem. Tue 1/3 13-15. Finite volume and ﬁnite diﬀerence methods III: DH Staggered grid/volume formulation + BC. E35. Galerkin and FE approximations. Deﬁne the entropy condition for a scalar conservation law. EXAM. E31. t>0 with a convex ﬂux function f (u). ﬂow over a bump. mass conservation. Mixed variational form.2 Study questions 1. Tue 22/2 8-10. the algebraic problem. discrete Poisson pressure eq. due 31/1: Numerical methods for model equations. Mixed variational form. Q34. Shock-tube. ut + f (u)x = 0 − ∞ < x < ∞. • Homework 3. essential and natural boundary condition. mass conservation. the algebraic problem. Galerkin and FE approximations. 23. Homeworks • Homework 1A. 21. the LBB condition. due 15/2: Numerical methods for non-linear conservation laws. weak solutions. Thu 24/2 8-10. Stability. E31. Unsteady equations: projection and MAC method. Variational form of the equation. Stability analysis. Fri 25/2 15-17. E35. Q33. Why do we need an entropy condition ? 3. Finite elements I: DH An advection–diﬀusion problem. . Finite volume and ﬁnite diﬀerence methods IV: DH Time step restrictions. matrix assembly. 20. Dispersion. 0) = = 0 1 0 − ∞ < x < ∞. x≤0 otherwise t>0 2. the LBB condition. Stability. Finite-element approximations. 18. E31. Stability. stability and accuracy. Steady equations: distributive iteration and SIMPLE methods. Deﬁne and use the Rankine-Hugoniot jump condition to compute the shock speed for the following problem ut + uux u(x. the algebraic problem. Sat 2/4 9-13. Finite elements III: DH Navier–Stokes equations. Fri 18/2 15-17. Write a diﬀerence approximation (in 1D) on conservative form and deﬁne the notation. Diﬀerent schemes. Mixed variational form. due 1/3: FV homework + numerical project. the LBB condition. • Homework 4. The shock is moving with speed s and the state to the left is given by uL and the state to the right by uR . diﬀusion. • Homework 2. • Homework 1B.17. B. Finite elements IV: DH Navier–Stokes equations. Wed 2/3 15-17.

A the three-point centered scheme applied to ut + aux = 0. Assume k/h constant. yields the approximation un+1 = un + j j a∆t (uj+1 − uj−1 ) 2∆x a > 0. Investigate the one-sided diﬀerence scheme un+1 = un − a j j for the advection equation ut + aux = 0 Consider the cases a > 0 and a < 0.1) by the upwind scheme on the following form. Why is this a desirable property ? 6. 0) = 1 0 x<0 x≥0 (B.4. 5. u ) around a motionless gas. un+1 = un − j j ∆t n n u (u − un ) j−1 ∆x j j a) Will the numerical solution converge to the analytical solution? b) If not.1. can be linearized by considering small perturbations (ρ . 7. suggest another way of solving B. (B. Deﬁne a total variation decreasing (TVD) method. Apply Lax-Friedrichs scheme to the linear wave equation ut + aux = 0.2) . a) Prove that the scheme is consistent and ﬁnd the order of accuracy. 9. Solve ut + ( u2 )x = 0. ∆t n (u − un ) j−1 ∆x j Show that this approximation is not stable even though the CFL condition is fulﬁlled. 2 u(x. a) Write down the modiﬁed equation. The barotropic gas dynamic equations ρt + ρux = 0 1 ut + uux + px = 0 ρ where p = p(ρ) = Cργ i and C a constant. b) What type of equations is this? c) What kind of behavior can we expect from the solution? 8. What is the condition on the n × n real matrix A(u) for the system ut + Aux = 0 to be hyperbolic ? 11. What does Lax’s equivalence theorem state? 10. b) Determine the stability requirement for a > 0 and show that it is unstable for a < 0.

.3) a hyperbolic system? Motivate your answer. a and ρ0 are constants. n = 0. see the ﬁgure below. j = 0. and tn = n∆t.1t n+1 x y i t ﬁne grid (1) n coarse grid (2) j−1 j j+1 a) Let ρ = ρ0 + ρ and u = u0 + u where u0 = 0. To solve Euler equations in 1D ρt + ρux + uρx = 0 1 ut + uux + px = 0 ρ pt + ρc2 ux + upx = 0 How many boundary conditions must be added at (motivate your answer) inﬂow boundary when the ﬂow is a) Supersonic b) Subsonic outﬂow boundary when the ﬂow is c) Supersonic d) Subsonic kk ll (B. Draw the domain of dependence of the numerical solution at P (in the same ﬁgure as a)) of the three-point scheme in the case when i) the CFL condition is fulﬁlled ii) the CFL condition is NOT fulﬁlled. c) Determine the characteristic variables in terms of ρ and u. using an explicit three-point scheme.characteristic formulation. 13. x) = sin(x) u(0.. a) Draw the domain of dependence of the solution to the system (B.4) g hgh opopop opop opop opop mnm op jij i ..2) and show that this yields the following linear system (the primes has been dropped) ρt + ρ0 ux = 0 a2 ut + ρx = 0 ρ0 where a is the speed of sound. b) Is the system given by (B. 12.3) is given by ρ u + t 0 a2 /ρ0 A ρ0 0 ρ u = 0. 2. b) The system is solved numerically on a grid given by xj = j∆x.. 2. . Hint: Start from the characteristic formulation. e) Given initial conditions at t = 0 and let −∞ < x < ∞ (no boundaries) ρ(0. 1. The linearized form of (B. x) = 0 determine the analytical solution to (B. a and ρ0 are constants.4) in a point P in the x-t plane.3) for t > 0.. Linearize the system (B. x where a is the speed of sound. 1.. Assume that P is a grid point. d) Determine the partial diﬀerential equations the characteristic variables fulﬁll .3) (B.

a) Show that a vector ﬁeld wi can be decomposed into wi = u i + ∂p ∂xi where u is is divergence free and parallel to the boundary. 22. show that the pressure term disappears and recover an equation for the pressure from the gradient part. b) Explain the concept of essential and natural boundary conditions. 20. State the diﬃculties associated with the the ﬁnite-volume discretizations of the Navier-Stokes equations on a colocated grid? and show the form of the spurious solution which exist. b) write down the FV discretization of the Navier-Stokes equations on a staggered cartesian grid. 16.14. 25. Choice of elements. b) a variational form of the Navier-Stokes equations used in ﬁnite-element discretizations. a) How is a ﬁnite-element approximation deﬁned? b) Explain how to convert a FEM discretization to an algebraic problem. b) Apply this to the Navier-Stokes equations. . b) derive the FV discretization for Laplace equation on a Cartesian grid. From the diﬀerential form of the Navier-Stokes equations obtain a) the Navier-Stokes equations in integral form used in ﬁnite-volume discretizations. Describe the ideas behind a ﬂux splitting scheme for solving a non-linear hyperbolic system of equations. c) discuss how to treat noslip and inﬂow/outﬂow boundary conditions. 21. b) the Taylor-Hood pair. c) a stable choice with piecewise linear velocities.g. Derive the ﬁnite element (FEM) discretization for Laplace equation on a Cartesian grid and show that it is equivalent to a central diﬀerence approximation. Discrete elements pairs a) constant pressure-bilinear velocities. 18. Ut + F (U)x = 0 15. 24. c) show that both are equivalent to a central diﬀerence approximation for Cartesian grids. that the Navier-Stokes equations yield νK + C(u) GT G 0 u p = f 0 19. 17. a) Derive the ﬁnite volume (FV) discretization on arbitrary grids of the continuity equation (∂u i /∂xi = 0). Iterative techniques for linear systems. e. a) Write down the appropriate function spaces for the pressure and velocity used to deﬁne weak solutions to the Navier-Stokes equations. a) Deﬁne Gauss-Seidel iterations for the Laplace equations. a) By choosing zh = uh in the ﬁnite element approximation of the Stokes problem. b) Describe and interpret the LBB condition. a) Deﬁne an appropriate staggered grid that can be used for the discretization of the Navier-Stokes equations. 23. show that any Galerkin velocity solution is stable. b) Deﬁne the 2-level multigrid method for the Laplace equation.

26. . b) derive the time step restrictions for the 1D version of that equation. a) Deﬁne a simple projection method for the time dependent Navier-Stokes equations d dt u 0 + N(u) D G 0 u p = f g b) show in detail the equation for the pressure to be solved at each time step and discuss the boundary conditions for the pressure. c) state the 2D equivalent of that restriction. Time step restriction for Navier-Stokes solutions. a) Motivate the use of an appropriate form of the advection-diﬀusion equation as a model equation for stability analysis. Time dependent ﬂows. 27.

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Tannehill. Peyret. Pletcher. Elementary Fluid Dynamics. Second Edition.D. Computational Methods for Fluid Flow.D. Cohen. 115 . Computational Techniques for Fluid Dynamics. [2] J. Second Edition. Acheson. [4] C.A. 1995. Springer-Verlag. Anderson. Computational Techniques for Fluid Dynamics Volume 1. T. Fluid Mechanics.M. Numerical Simulation in Fluid Dynamics. 2002.K. 1991. The basics with applications. Wiley-Interscience.C. 1991. Fletcher. 1995. Principles of Computational Fluid Dynamics.J. A practical Introduction. Second Edition. [7] R. Second Edition. Computational Fluid Mechanics and Heat Transfer. [5] M.A. Wesseling. [8] R.Bibliography [1] D. T. Jr. Springer-Verlag. [3] C. SIAM Monographs on Mathematical Modeling and Computation. Griebel. Kundu and I. 1997. Taylor and Francis. [6] P. Volume 2. Springer-Verlag. Springer-Verlag. Oxford University Press..H. Second Edition. D.A.L. 1983.J. Computational Fluid Dynamics. [10] P. Neunhoeﬀer. 1998. Mc Graw-Hill. Dornseifer and T. Anderson and R. Academic Press. 1990. [9] J. Taylor. Fletcher. Panton.J. 2001. Incompressible Flow.

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