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Non-modal stability

Luca Brandt & Peter Schmid



Linn FLOW Centre, KTH Mechanics
Imperial College London, UK

Outline
Stability of uid systems
modal limit
short Gme dynamics, matrix exponenGal

RecepGvity
resolvent norm
Resonance limit
Adjoint modes

SensiGvity
Structural sensiGvity
Base-ow sensiGvity

an example of instability and transiGon that is going to disappear...

Numerical simulaGon of a jet combustor: mixing of fuel and air


(Stanford University/NASA Ames)

Cirrus clouds developing in a jet stream over Saudi Arabia and the Red
Sea. The picture was taken from the Space ShuVle (NASA)

An example of Kelvin-Helmoltz shear instability

TransiGon to turbulence
Transition is a complex physical
process
critically depends on the
disturbance environment
is parameter-dependent
is important for the design of
fluid systems

Reynolds pipe ow experiment (1883)

TransiGon to turbulence
Transition is a compex physical
process
critically depends on the
disturbance environment
is parameter-dependent
is important for the design of
fluid systems

Reynolds pipe ow experiment (1883)

TransiGon to turbulence
Transition is a compex physical
process
critically depends on the
disturbance environment
is parameter-dependent
is important for the design of
fluid systems

TransiGon on a swept wing


SimulaGons by Hosseini (2013)

Classical TransiGon

outflow

turbulent boundary layer

Low levels of freestream turbulence


(<1%) exponential
growth of TS and
secondary instability

secondary 3D
instability
turbulent spots

Branch II

exponential
growth of 2D
TS waves
Branch I

flat plate
high velocity
low velocity
contours of 2

-vortices
inflow

hairpin vortices

Bypass TransiGon
High levels of freestream turbulence
(>1%) exponential
growth of TS waves is
bypassed

turbulent boundary layer

outflow

(decaying)
freestream turbulence
turbulent spots

(laminar) streaks
high velocity
low velocity
contours of 2

inflo
w

flat plate

Oscillators vs. noise ampliers


Open ows: global instability and transient growth
RotaGng cylinder

Hydrodynamic oscillators:

Global instability
Intrinsic frequency
Local absolute instability (WKB)

Boundary layer under
free-stream turbulence

Noise amplifiers:

Globally stable
Broad-band frequency spectrum
Local convecGve instability (WKB)

Globally transient growth of perturba4ons!

Two concepts of stability


Linear stability: we are interested in the minimum
critical parameter above which a specific initial
condition of infinitesimal amplitude grows
exponentially

Energy stability: we are interested in the maximum


critical parameter below which a general initial
condition of finite amplitude decays monotonically

Stability analysis

Hydrodynamic stability
SoluGons of Navier-Stokes: CoueVe, Poiseuille, boundary layer, Jet

Can we observe them in the lab?


CoueVe ow, Re=400

Boundary layer

Turbulent chaoGc moGons

Stability

Stable

Neutral

Unstable

CondiGonally
(nonlinearly) stable

We will talk about linear stability mostly

Overview
Stability analysis
Baseow and disturbances
Linearised equaGons
Normal modes, waves

Thermal instability

Benards problem, natural convecGon


AnalyGcal soluGon

Instability of shear ows (jet, wake, channel, boudnary layers)
Parallel ow assumpGon
Viscous and inviscid instability
Non-modal stability and transient growth
SensiGvity analysis

Laminar-turbulent transiGon

Stability analysis
1. Linear stability: steady base ow, soluGon of Navier-Stokes ekv.

U = (U, V, W ) ,
2. Disturbances u(xi , t),

T = T (xi )

T (xi , t)

3. Derive ekv for the disturabnce evoluGon u = F (u; U)

4. Assume small amplitudes, linear ekv.

u
= A(U)u
t

e i t
5. Assume u(xi , t) = u
= A(U)
u
egienvalue problem i u

Linear stability: normal modes

Homogeneous base ow in x och z U = (U (y), 0, 0) ,

(y)eikx+imz
PerturbaGons u(xi , t) = u

T = T (y)

i t

Wave-vector (k, m)

+i

k
m
i

>0

Unstable

Complex frequency
Wavenumber in x-direcGon
Vavenumber in z-direcGon

=0

Neutral

<0

Stable

Thermal instability: Benards problem


Success story of linear stability

z
T0

x or y
T0

Steady soluGon with linear temperature prole and


zero velocity

Warmer lighter parGcle below



Cold heavier parGcles above

Termiskt instabilitet: Benards problem


Triumf av linjr stabilitetsteori

T0

x or y
T0

Destabilising force: Buoyancy



Restoring force: viscous forces and thermal diusion

Termiskt instabilitet: Benards problem


Triumf av linjr stabilitetsteori

T0

x or y
T0

Destabilising force: Buoyancy



Restoring force: viscous forces and thermal diusion
Rayleighs number

Ra =

d4

Thermal expansion coecient


Diusivity
Viscosity
Temperature gradient

Rayleigh-Benard instability
z
T0

x or y
T0

Rayleigh-Benard instability
Rayleigh number: ratio between buoyancy forces (temperature
gradient) and viscous forces the governing parameter

Linear stability theory: above a critical Rayleigh number of


1708 the conductive state becomes unstable to infinitesimal
perturbations
Energy stability theory: below a critical Rayleigh number of
1708 finite-amplitude perturbations superimposed on the
conductive state decay monotonically in energy

Rayleigh-Benard instability
Rayleigh number: ratio between buoyancy forces (temperature
gradient) and viscous forces the governing parameter

Linear stability theory: above a critical Rayleigh number of


1708 the conductive state becomes unstable to infinitesimal
perturbations
Energy stability theory: below a critical Rayleigh number of
1708 finite-amplitude perturbations superimposed on the
conductive state decay monotonically in energy

Experiments show the onset of convec>ve instabili>es at a


cri>cal Rayleigh number of about 1710 !!!

Plane Poiseuille ow
Reynolds number: ratio between inertial forces and viscous forces the
governing parameter

Plane Poiseuille ow
Reynolds number: ratio between inertial forces and viscous forces the
governing parameter

Linear stability theory: above a critical Reynolds number of


5772 the parabolic profile becomes unstable to infinitesimal
perturbations
Energy stability theory: below a critical Reynolds number of
49.6 finite-amplitude perturbations superimposed on the
parabolic profile decay monotonically in energy

Plane Poiseuille ow
Reynolds number: ratio between inertial forces and viscous forces the
governing parameter

Linear stability theory: above a critical Reynolds number of


5772 the parabolic profile becomes unstable to infinitesimal
perturbations
Energy stability theory: below a critical Reynolds number of
49.6 finite-amplitude perturbations superimposed on the
parabolic profile decay monotonically in energy

Experiments show turbulent patches at a cri>cal Reynolds


number of about 1000 !!!

Two opposite behaviors


Linear stability theory, energy stability theory and experiments
are in excellent agreement for Rayleigh-Bnard problem
Linear stability theory, energy stability theory and experiments
show significant discrepancies for plane Poiseuille flow

Questions
Can we explain the success and failure of stability theory for
the two examples?
Is there a beVer way to invesGgate the stability of plane
Poiseuille ow (and many other wall-bounded shear ows)?

Energy equation

Linear growth mechanisms

SubcriGcal transiGon
The nonlinear terms of the Navier-Stokes equaGons conserve
energy
During transiGon to turbulence we observe a substanGal
increase in kineGc perturbaGon energy, even for Reynolds
numbers below the criGcal one.

SubcriGcal transiGon
The nonlinear terms of the Navier-Stokes equaGons conserve
energy
During transiGon to turbulence we observe a substanGal
increase in kineGc perturbaGon energy, even for Reynolds
numbers below the criGcal one.
The increase in energy for subcritical Reynolds numbers is
related to a linear process, without relying on an
exponential instability;

SubcriGcal transiGon
The nonlinear terms of the Navier-Stokes equaGons conserve
energy
During transiGon to turbulence we observe a substanGal
increase in kineGc perturbaGon energy, even for Reynolds
numbers below the criGcal one.
The increase in energy for subcritical Reynolds numbers is
related to a linear process, without relying on an
exponential instability;
linear instability without an unstable eigenvalue!

Non-modal approach

Linear stability problem


Start from linearised Navier-Stokes about base ow U
wriVen as iniGal value problem

d
q = Lq
dt

With soluGon in the form of matrix exponenGal


q = exp(tL)q0 ;

q(t = 0) = q0

Norm of matrix exponenGal


q = exp(tL)q0

Input output analysis:


maximum possible amplicaGon at Gme t over
all iniGal condiGons
||q||2
|| exp(tL)q0 ||2
G(t) = max
= max
q0 ||q0 ||2
q0
||q0 ||2

Norm of matrix exponenGal


q = exp(tL)q0

Input output analysis:


maximum possible amplicaGon at Gme t over
all iniGal condiGons
||q||2
2
G(t) = max
=
||
exp(tL)||
q0 ||q0 ||2

Definition of the norm of a matrix

Matrix norm G = max Gw


w =1

Euclidean scalar product

2
2

= wjH wj

||w||2 = hw, wi

Matrix as transformaGon with associated amplicaGon


H

Gw 2
w G Gw
=
w 2
wH w

1/2

Eigenvalues of GH G or singular values of G


:

GH Gvi =

Largest amplicaGon for the largest singular value:


1

= max
w

2 =1

Gw

Gv1 2
=
,
v1 2

Input and output basis vi , u i : G = U V H

1,

i vi

v1

Gv1 = u1

Eigenvalues vs Propagator Norm


q = exp(tL)q0

Matrix exponenGal dicult to compute


System eigenvalues used
L = SS

Eigenvalue decomposition

|| exp(tL)||2 = || exp(tSS

S: Column eigenvector

: Diagonal eigenvalues

)||2 = ||S exp(t)S

1 2

||

Traditional stability analysis:


Behavior deduced by system eigenvalues

Eigenvalues vs Propagator Norm


Upper and lower bounds of G(t)

Lower bound

e2t

max

|| exp(tL)||2

The energy cannot decay at a faster rate than that given by


the least stable eigenvalue max

Upper bound

|| exp(tL)||2 = || exp(tSS
||S||2 ||S

1 2 2t

|| e

)||2

max

Bounds of the matrix exponenGal


e2t

max

|| exp(tL)||2 ||S||2 ||S

Condition number:

1 2 2t

|| e

(S) = ||S||2 ||S

max

1 2

||

Two distinct cases:


(S) = 1

upper and lower bound coincide:


the energy amplica4on is governed by the least stable
eigenvalue

Bounds of the matrix exponenGal


e2t

max

|| exp(tL)||2 ||S||2 ||S

Condition number:

1 2 2t

|| e

(S) = ||S||2 ||S

max

1 2

||

Two distinct cases:


(S)

upper and lower bound can dier signicantly:


the energy amplica4on is governed by the least stable
eigenvalue only at large 4mes

Non-normality
2

(S) = ||S|| ||S

(S) = ||S||2 ||S

1 2

|| = 1

1 2

||

Normal stability problem:



orthogonal eigenvectors
Eigenvalues capture the dynamics

Non-Normal stability problem:



non-orthogonal eigenvectors
Eigenvalues capture the asympto4c
dynamics, not the transient behavior

Non-modal transient growth


The non-normality of the system can give rise to transient
energy amplicaGon

4me

Although we observe exponential decay for large times, the non-orthogonal


superposition of eigenvectors can lead to short-time growth of energy.

Short Gme dynamics


Taylor expansion of matrix exponenGal at t=0

E(t) = ||S||2 = hq, qi =


hexp(tL)q0 , exp(tL)q0 i

h(I + tL)q0 , (I + tL)q0 i

hq0 , q0 i + thq0 , (L + LH )q0 i


LH

Adjoint matrix defined by the norm used (Energy)

Short Gme dynamics


IniGal energy growth rate

1 dE
hq0 , (L + LH )q0 i
| 0+ =
E dt
hq0 , q0 i
1 dE
| 0+ =
E dt

H
(L
+
L
)
max

(L + LH ) Hermitian matrix: numerical abscissa of L

The numerical range


GeneralizaGon of the numerical abscissa
d
d
d
2
||q|| = h q, qi + hq, qi =
dt
dt
dt
hLq, qi + hq, Lqi =
2<{hLq, qi}

Definition of numerical range:


Rayleigh quotient of L

F(L) =

hLq, qi
z|z =
hq, qi

The numerical range

hLq, qi
z|z =
hq, qi

ProperGes of the numerical range


F(L) =

1. The numerical range is convex
2. The numerical range contains the spectrum of L
3. If L is normal, the numerical range is the convex hull of the
spectrum

convex

Non-normal system

Normal system

The numerical range


It can substantially larger than the convex hull of the spectrum:
positive energy growth even if stable eigenvalues!

d
||q||2 = 2<{hLq, qi}
dt

Normal system

Non-normal system

Non-normal stability problems


The numerical abscissa (numerical range) governs the
short-time behavior. The sign determines the initial
energy growth or decay

The least stable eigenvalue governs the long-time


behavior. The sign of the real part of max determines
the initial energy growth or decay

Rayleigh-Benard convecGon
T0

Normal stability problem

x or y
T0

The numerical range is the convex hull of the spectrum


The numerical range and the spectrum cross into the unstable
half-plane at the same Rayleigh number
Energy growth and instability occur at the Rayleigh number
The spectrum governs the flow behavior at all times

Ralin = Raen = 1708

Plane Poiseuille ow
Non-Normal stability problem
The numerical range is larger than the convex hull of the
spectrum
The numerical range crosses into the unstable half-plane
before the spectrum
Initial Energy growth occur before asymptotic instability
The spectrum governs the flow behavior only at long times

Reen = 49.6 Relin = 5772

Non-modal analysis
1 dE
| 0+ =
E dt

H
(L
+
L
)
max

Short-time: numerical abscissa

|| exp(tL)||2

Any time: matrix exponential

G(t ! 1) = lim || exp(tL)||2 = et


t!1

Long time: eigenvalues

max

Results for Poiseuille ow


G(t) envelope over many individual growth curves
For each point, a specific initial condition reaches its
maximum energy amplification at this point in time

Solid line: envelope G(t)



Dashed lines: evoluGon of
selected iniGal condiGons

Re = 1000, = 1

Results for Poiseuille ow


G(t) envelope over many individual growth curves
Potential for strong amplification of spanwise periodic
disturbances

Re = 2500, = 1,

=1

Re = 2500, = 0,

=2

Bypass transiGon
SupercriGcal Poiseuille ow, Re = 10000
Over short time horizon,
streamwise independent streaks
are favored
Streak
transient
growth

Modal growth
of Tollmien-Schlichting waves

Over long time horizon, waves


with weak or no streamwise
dependence are favored

Classical TransiGon

outflow

turbulent boundary layer

Low levels of freestream turbulence


(<1%) exponential
growth of TS and
secondary instability

secondary 3D
instability
turbulent spots

Branch II

exponential
growth of 2D
TS waves
Branch I

flat plate
high velocity
low velocity
contours of 2

-vortices
inflow

hairpin vortices

Bypass TransiGon
High levels of freestream turbulence
(>1%) exponential
growth of TS waves is
bypassed

turbulent boundary layer

outflow

(decaying)
freestream turbulence
turbulent spots

(laminar) streaks
high velocity
low velocity
contours of 2

inflo
w

flat plate

OpGmal iniGal condiGon


Initial condition that results in the maximum energy
amplification at a given time
q(t ) = exp(t L)q0
||q(t )||2 = ||q0 ||2 = 1
exp(t L) q0 = || exp(t L)|| q(t )
propagator input

amplicaGon output

OpGmal iniGal condiGon


exp(t L) q0 = || exp(t L)|| q(t )
propagator input

amplicaGon output

Singular value decomposition of a matrix

A = U V H

AV = U
1

v1

u1

= ||A||2

OpGmal iniGal condiGon


exp(t L) q0 = || exp(t L)|| q(t )
propagator input

amplicaGon output

Singular value decomposition of a matrix

svd(exp(t L)) = U V H
G(t ) = || exp(t L)||

exp(t L)

v1

u1

OpGmal iniGal condiGon


exp(t L) q0 = || exp(t L)|| q(t )
propagator input

amplicaGon output

Singular value decomposition of a matrix

svd(exp(t L)) = U V H
G(t ) = || exp(t L)||

exp(t L)

v1

Optimal initial condition


left principal
singular vector

u1

Optimal final condition


right principal
singular vector

OpGmal disturbance: Poiseuille ow


Re = 5000; = 0,
Optimal initial condition:
Counter-rotating streamwise vortices
Cross-stream
perturbaGon
velocity

Optimal final condition:


streamwise streaks
Streamwise
perturbaGon
velocity

=2

Non-Modal Growth
Lift-up mechanism in shear layers
(Ellingsen & Palm 1975, Landahl 1980)

Streamwise
vortices

Particle displaced in the


wall-normal direction
retain their horizontal
momentum
Streamwise vortices
induce streamwise
streaks
Streamwise
streaks

In boundary layers: wall-normal shear is O(Re)


streak growth O(Re)

Outline
Stability of uid systems
modal limit
short Gme dynamics, matrix exponenGal

RecepGvity
resolvent norm
Resonance limit
Adjoint modes

SensiGvity
Structural sensiGvity
Base-ow sensiGvity

RecepGvity
Interested in the response of a uid system to external excitaGons (free-
stream turbulence, roughness, acousGc waves)

d
q = Lq + f
dt

External forces

General solution for zero initial condition: convolution integral

qp =

Zt
0

exp((

t)L)f ( )d

OpGmal response
Linear problem: consider the case of harmonic forcing f = fei!t

Regime solution given by the resolvent

qp = (i!

L)

Written as an input-output
problem: optimal response
||
qp ||
||(i! L)
R(!) = max
= max

f ||f ||
f
||f||

f||

= ||(i!

L)

||

Bounds of resolvent norm


Diagonalize the system matrix L
L = SS

1
||(i!
dist{i!, }

S: Column eigenvector

: Diagonal eigenvalues

Eigenvalue decomposition

L)

|| = ||S(i!

1
|| (S)
dist{i!, }

Bounds of resolvent norm


Diagonalize the system matrix L
L = SS

1
||(i!
dist{i!, }

(S) = 1

S: Column eigenvector

: Diagonal eigenvalues

Eigenvalue decomposition

L)

|| = ||S(i!

1
|| (S)
dist{i!, }

Normal system: upper and lower bound coincide:


the classical resonance condi4ons holds
minimum distance from the spectrum

Bounds of resolvent norm


Diagonalize the system matrix L
L = SS

1
||(i!
dist{i!, }

(S)

S: Column eigenvector

: Diagonal eigenvalues

Eigenvalue decomposition

L)

|| = ||S(i!

1
|| (S)
dist{i!, }

Non-Normal system: upper and lower bound dier


we can have a pseudo-resonance
Strong amplica4on also far from system eigenfrequency

OpGmal forcing
Singular value decomposiGon svd of the resolvent norm
(i!

L)

f = ||(i!

Transfer funcGon Input

AmplicaGon

||
qp || = ||f|| = 1

(i!

L)

L)

|| qp

Output

R(! ) = ||(i!

v1

u1

Optimal harmonic forcing Optimal harmonic response


left principal
right principal
singular vector
singular vector

L)

||

Results for Poiseuille ow


Largest possible amplification versus forcing frequency

R(!)

= 0,

=2

= 1,

=1

Results for Poiseuille ow


Resolvent norm in the complex plane

R(!)

Re = 2500, = 0,

=2

Re = 2500, = 1,

=1

Component-wise energy transfer


Dene transfer funcGon with input/output matrices
qp = (i!

L)

f
H(!) = C(i!

L)

Take the worst case amplicaGon over all frequencies

||H||1 =

max

1<!<1

max (H)

Component-wise input-output analysis


fx

u
v
w
Jovanovic & Bamieh, JFM, 2004

fy

fz

Adjoint system
hp, qi = q H p

Inner product

Adjoint system

hp, Lqi = q H Lp = (LH q)H p = hLH p, qi

Eigenmodes/values

Bi-orthogonality

i qi = Lqi ;

+
j qj

+
hqm
, qn i =

= LH qj+
mn

Adjoint system
Eigenmodes/values

i qi = Lqi ;

Bi-orthogonality

h(LH

+
hqm
, (L

m )qn i

+
= hqm
, (L

+
)q
m m,

+
j qj

L+

= LH qj+
qn i = 0

n )qn i

=0

+
)hq
m
m , qn i = 0
+
hqm
, qn i =

mn

Expansion using eigenmodes


hqm , qn i =

Bi-orthogonality
Expand solution

q(t) =

mn

i q i e

mt

Given initial condition

q0

compute coefficients
using bi-orthogonality

n
hqn+ , q0 i =

X
i

m hqn+ , qm i = n

Use of adjoint eld for recepGvity


Linearized Navier-Stokes

(u, p)

(f + , m+ )

Differentiable fields
Sum and multiply

0=

@u
+ L(U, Re)u + rp = 0
@t
ru=0

@u
+ L(U, Re)u + rp f + + (r u)m+
@t

Integrate by parts over


time and space

Use of adjoint eld for recepGvity


Integrate by parts over time and space

Z t Z

@u
+ L(U, Re)u + rp f + + (r u)m+
@t
0
D

Z tZ +
Z t
Z
+
@f
@u

f
u
+ L+ (U, Re)f + + rm+ + p(r f + ) +
+
rJ
@t
@t
0
D
0
D

where

1 2
L(U, Re)u = U ru + u rU
r u
Re
1 2 +
L+ (U, Re)f + = U rf + rU f + +
r f
Re
J = U (u f + ) +

1
(rf + u
Re

ru f + ) + m+ u + pf +

Use of adjoint eld for recepGvity


Integrate by parts over time and space

Z t Z

@u
+ L(U, Re)u + rp f + + (r u)m+
@t
0
D

Z tZ +
Z t
Z
+
@f
@u

f
u
+ L+ (U, Re)f + + rm+ + p(r f + ) +
+
rJ
@t
@t
0
D
0
D
Definition of adjoint problem

Assume volume forcing, mass source and integrate in time

@u
+ L(U, Re)u + rp = f
@t

u(t) f + (t)

u(0) f + (0) =

Z tZ
0

ru=Q

f f + + Qm+ +

J n

Use of adjoint eld for recepGvity


u(t) f + (t)

u(0) f + (0) =

Z tZ
0

f f + + Qm+ +

Assume initial condition for adjoint system

u(t) u(t) = u(0) f + (0) +

Z tZ
0

J n

f + (t) = u(t)

f f + + Qm+ +

J n

Use of adjoint eld for recepGvity


u(t) f + (t)

u(0) f + (0) =

Z tZ
0

f f + + Qm+ +

Assume initial condition for adjoint system

u(t) u(t) = u(0) f + (0) +

Z tZ
0

J n

f + (t) = u(t)

f f + + Qm+ +

J n

Adjoint velocity gives sensitivity to initial condition and forcing

u2 (t)
= f + (0)
u(0)

u2 (t)
= f+
f

Use of adjoint eld for recepGvity


u(t) f + (t)

u(0) f + (0) =

Z tZ
0

f f + + Qm+ +

Assume initial condition for adjoint system

u(t) u(t) = u(0) f + (0) +

Z tZ
0

u2 (t)
= m+
Q

J n

f + (t) = u(t)

f f + + Qm+ +

Adjoint pressure gives sensitivity to mass source

J n

Use of adjoint eld for recepGvity


u(t) f + (t)

u(0) f + (0) =

Z tZ
0

f f + + Qm+ +

Assume initial condition for adjoint system

u(t) u(t) = u(0) f + (0) +

Z tZ
0

f + (t) = u(t)

f f + + Qm+ +

Gradient of adjoint field gives sensitivity to boundary


conditions
u2 (t)
1

uwall

Re

rf + + m+ n

J n

J n

Outline
Stability of uid systems
modal limit
short Gme dynamics, matrix exponenGal

RecepGvity
resolvent norm
Resonance limit
Adjoint modes

SensiGvity
Structural sensiGvity
Base-ow sensiGvity

Structural sensiGvity
SensiGvity to internal changes

A(p)q = Bq

Governing parameter:
Reynolds number, base
ow, wavenumber

Perturbation expansion

(A + A)(q + q) = ( +

)B(q + q)

Structural sensiGvity
SensiGvity to internal changes

A(p)q = Bq

Governing parameter:
Reynolds number, base
ow, wavenumber

Perturbation expansion

(A + A)(q + q) = ( +
(A

B)q + (A

B) q + ( A

)B(q + q)

B)q + ( A

B) q = 0
Higher order

Structural sensiGvity
SensiGvity to internal changes

A(p)q = Bq

Governing parameter:
Reynolds number, base
ow, wavenumber

Perturbation expansion

(A + A)(q + q) = ( +
(A

B) q + ( A

)B(q + q)
B)q 0

Structural sensiGvity
SensiGvity to internal changes
(A

B)q 0

B) q + ( A

Use adjoint, left eigenvector

q + (A

q + (A

B) = 0

(A+

B) q + q + ( A

B + )q + = 0

B)q 0

Structural sensiGvity
SensiGvity to internal changes

A(p)q = Bq
Perturbation expansion,
linearize and use adjoint

q + Aq
= +
q Bq

rp

q + rp A q
=
q + Bq

Gradient: constraint
opGmizaGon (C. Cossu)

SensiGvity to a scalar parameter


Complex Ginzburg-Landau

ut = ( @x + @xx + (x))u
= U + icu

Eigenvalue sensitivity

rp

q + rp A q
=
q + Bq

A
u= u

r A =

@x

r = u
+ r A u
=
r = <{r }

Sensitivity of growth rate

A+ u
+ =
=

u
+ @x u

r ! = ={r }

Sensitivity of frequency

+ i!

SensiGvity to base ow modicaGons


1 2
ut + U ru + urU =
r u
Re

Linearized Navier-Stokes

Eigenvalue sensitivity

q + Aq
= +
q Bq

A=

( U )r
u

u
r( U )

A
u= u

A+ u
+ =
=

rU = r
u+ u

(r
u) H u
+

Relate mean ow modicaGon to passive control: small control forcing

+ i!

Flow chart for sensiGvity/recepGvity


Base flow calculations

Newton, SFD

Linearized NS

Adjoint NS

Global modes

Adjoint modes

Same for optimal


IC and response

Same for optimal


IC and response

Sensitivity
Localized forcing
base flow modifications

Receptivity
Forcing, boundary
conditions, mass sources

Flow around a cylinder


1. base ow

Flow around a cylinder


1. base ow
2. global modes

Flow around a cylinder


1. base ow
2. global modes
3. adjoint modes and receptivity

u
+

v+

Flow around a cylinder

1. base ow
2. global modes
3. adjoint modes and receptivity
4. sensiGvity, wavemaker

uwavemaker

vwavemaker

Flow around a cylinder

1. base ow
2. global modes
3. adjoint modes and receptivity
4. sensiGvity, wavemaker

SpaGal feedback

Flow around a cylinder

1. base ow
2. global modes
3. adjoint modes and receptivity
4. sensiGvity, wavemaker
5. sensiGvity to base ow modicaGons

Oscillators vs. noise ampliers


Open ows: global instability and transient growth
RotaGng cylinder

Hydrodynamic oscillators:

Global instability
Intrinsic frequency
Local absolute instability (WKB)

Boundary layer under
free-stream turbulence

Noise amplifiers:

Globally stable
Broad-band frequency spectrum
Local convecGve instability (WKB)

Globally transient growth of perturba4ons!

Stability analysis
Oscillators Modal analysis

- Largest Eigenvalue gives the asymptoGc behavior

Noise amplifiers Non-modal analysis

OpGmal iniGal condiGon
IniGal condiGon that gives the maximum energy
growth at a xed nal Gme.
OpGmal forcing (pseudo-spectra)
Forcing funcGon the gives the maximum
energy of the regime response when the
forcing is applied with a xed frequency

Instability mechanisms:
Globally unstable ows
The ow elds behave like an oscillator
Huerre & Monkewitz, Annu. Rev. Fluid Mech., 1990
In weakly parallel ows the WKBJ approach idenGes a
specic spaGal posiGon in the absolutely unstable
region which acts as a wavemaker.
Chomaz, Annu. Rev. Fluid Mech., 2005

A concept similar to that of wavemaker can be
introduced by invesGgaGng where in space a
modicaGon in the structure of the problem produces
the largest drio of the eigenvalue:
determine the region where feedback from velocity to
force is most eecGve

Giannep & Luchini, Journal of Fluid Mech., 2007, Pralits et al, 2010

Lagrange idenGty and


adjoint equaGons
Using dierenGaGon by parts

Introduce the adjoint fields f+ and m+, and


the adjoint linearised Navier-Stokes L+

Structural sensiGvity w.r.t.


perturbaGons
Perturbed eigenvalue problem
Structural perturbaGon: local force related to local
velocity


Linear variaGon of eigenvalue-eigenfuncGon expressed as

Using
Lagrange idenGty for perturbaGon eld

The sensiGvity is a spaGal map given by the product above


Dierent norms can be displayed (Spectral norm=worst case here)

ProducGon of perturbaGon kineGc


energy
Classic approach in stability analysis

Work of Reynolds stresses against the base ow shear





Wavemaker: where in space a modicaGon in the structure of the
problem produces the largest drio of the eigenvalue:

determine the region where feedback from velocity to
force is most eecGve

Comparison with kineGc energy producGon


Shedding mode I: wavemaker vs. energy growth
Structural sensi4vity

Produc4on

Mode generated in region of absolute instability


Pralits et al, JFM, 2010

Comparison with kineGc energy producGon


Shedding mode I: wavemaker vs. energy growth

Structural sensi4vity

Produc4on

Same region identified


Pralits et al, JFM, 2010

Structural sensiGvity w.r.t.


base ow variaGons
Consider variaGons of the eigenvalue due to structural
variaGons of the base ow.

Assume arbitrary variaGons of the base ow

C bilinear operator expressing variaGons of L w.r.t.



Eigenvalue drio

Structural sensiGvity w.r.t.


base ow variaGons
Consider variaGons of the eigenvalue due to structural
variaGons of the base ow.

Assume arbitrary variaGons of the base ow

C bilinear operator expressing variaGons of L w.r.t.



Eigenvalue drio

Structural sensiGvity w.r.t.


base ow variaGons
Structural variaGons of the base ow:
linearized steady Navier-Stokes equaGons

Using Lagrange idenGty




with


Structural sensiGvity

Passive control
Wake control by means of small obstacles in the ow
Small control cylinder as localized structural perturbaGon:
First term of Lamb-Oseen expansion for drag at low Re

Structural perturbaGon is reacGng force, aligned with local


velocity and acGng at perturbaGon and base-ow level

DNS of passive control

Structural sensiGvity for Shedding


Mode I
Real part

Imaginary part

= 1.8
SensiGvity w.r.t. perturbaGons (spectral norm)
Pralits et al, JFM, 2010

Structural sensiGvity for Shedding


Mode I
Real part

Imaginary part

= 1.8
SensiGvity w.r.t. base ow (spectral norm)
Pralits et al, JFM, 2010

Structural sensiGvity for Shedding


Mode I
Real part

Imaginary part

= 1.8
Total SensiGvity (spectral norm)
Pralits et al, JFM, 2010

Structural sensiGvity for Shedding


Mode II
Real part

Imaginary part

= 4.85
SensiGvity w.r.t. perturbaGons (spectral norm)
Pralits et al, JFM, 2010

Structural sensiGvity for Shedding


Mode II
Real part

Imaginary part

= 4.85
SensiGvity w.r.t. base ow (spectral norm)
Pralits et al, JFM, 2010

Structural sensiGvity for Shedding


Mode II
Real part

Imaginary part

= 4.85
Total SensiGvity (spectral norm)
Pralits et al, JFM, 2010

Passive control based on


sensiGvity analysis
SimulaGons of a secondary small cylinder
posiGoned as indicated by sensiGvity maps
1

0
velocity

0.5
0
-0.5

Time traces in the wake

-1
-2
-3

-1

-4
-1

-0.5

0.5

50

100

200

250

time

1.4

150

1.2
0.5
velocity

0.8
0.6
0.4

-0.5

0.2
-1

0
-1

-0.5

0.5

20

40

60

80

100
time

120

140

160

180

Pralits et al, JFM, 2010

Instability mechanisms:
Noise ampliers
The aim of the present work is to extend the sensiGvity
analysis to ow behaving as noise ampliers
Huerre & Monkewitz, Annu. Rev. Fluid Mech., 1990
The target of the analysis is the largest singular value of
the system. We consider the resolvent norm in frequency
domain.
Schmid & Henningson, Stability and TransiGon of shear ows, 2001

A concept similar to that of wavemaker can be introduced
by invesGgaGng where in space a modicaGon of the base
ow produces the largest drio of the opGmal response:
wave-amplier

Brandt et al., Journal of Fluid Mech., 2011

Gradient of the resolvent norm


We assume
u = R( , U) f , R = S( , U)

, S=

M + L(U)

OpGmal forcing and response

R Rf , f
(u, u)
(R f , R f )
=
=
(f , f )
(f , f )
(f , f )

SensiGvity to base-ow modicaGons:


Overlap of opGmal forcing and response

=2

{(f ) u

Constrained opGmizaGon

K=

u , S(U) u

a , S (U) a

f}
u

f ,

Brandt et al, JFM, 2011

Boundary layer over at plate


Op4mal forcing: LiH-Up eect

Streamwise vorGces induce streamwise streaks:


component-wise non-normality, zero frequency and =1
Forcing acGve upstream (x<0) and above the at plate
Brandt et al, JFM, 2011

Boundary layer over at plate


Op4mal forcing: TS-waves

ConvecGve non-normality, 2D forcing at frequency F=100.


Forcing acGve between branch I and II
Brandt et al, JFM, 2011

SensiGvity to base-ow modicaGons


streamwise velocity component

Lio-up

TS-waves

Largest sensiGvity for TS-instability

Streak amplicaGon: very robust mechanism


Brandt et al, JFM, 2011

Outline
Stability of uid systems
modal limit
short Gme dynamics, matrix exponenGal

RecepGvity
resolvent norm
Resonance limit
Adjoint modes

SensiGvity
Structural sensiGvity
Base-ow sensiGvity

SOME MORE

Time-dependent ows
Generalize to Gme-periodic and Gme-dependent ows
Relate non-modal analysis to opGmizaGon problems

d
q = L(t)q
dt
With solution

q(t) = A(t)q0
Propagator

Initial
condition

Input-output analysis
Seek opGmal energy amplicaGon
hq, qi
G(t) = max
q0 hq0 , q0 i

Input-output analysis
Seek opGmal energy amplicaGon
hq, qi
G(t) = max
q0 hq0 , q0 i
hA(t)q0 , A(t)q0 i
= max
q0
hq0 , q0 i

Input-output analysis
Seek opGmal energy amplicaGon
hq, qi
G(t) = max
q0 hq0 , q0 i
hA(t)q0 , A(t)q0 i
= max
q0
hq0 , q0 i
hAH (t)A(t)q0 , q0 i
= max
q0
hq0 , q0 i

Input-output analysis
for Gme-dependent system
hAH (t)A(t)q0 , q0 i
G(t) = max
q0
hq0 , q0 i
AH A is a normal matrix

Maximum amplification for largest eigenvector of AH A


Principal eingenvector and eigenvalue can be
found by power iterations
(n+1)
q0

(n)

(n)
A q0

Input-output analysis
for Gme-dependent system
(n+1)
q0

updaGng

(n)
q0

(n)

(n)
A q0

A
direct problem

(n)
scaling

(n)
Aq0

(n)
Aq0

AH

adjoint problem

Input-output analysis
for Gme-dependent system
updaGng
(n+1)

q0

(n)

= (n) AH A q0

(n)

q0

direct problem

(n)
scaling

(n)

Aq0
A

(n)
Aq0

AH

adjoint problem

This technique (adjoint looping) can be applied to any general


time-dependent stability problem
Propagation of initial condition forward in time and of adjoint
initial condition backward in time

q0 (n+1) = (n) PH Pq0 (n)


updaGng q (n)
0

(n)
scaling

direct
problem

Pq0 (n)
PH Pq0 (n)

adjoint
adjoint
problem
problem

VariaGonal formulaGon of the problem


VariaGonal formulaGon of the opGmal growth problem
more general

We wish to maximize

with the constraint

||q||2
J=
! max
2
||q0 ||
d
q = L(t)q
dt
Listen Carlo Cossu on Friday!

Global modes: how to


Most problems with inhomogeneous direcGons,
complex geometry
Cannot use Fourier transform in two direcGons
EigenfuncGons and opGmals depend on more than
one direcGon u+ (x, y)

ComputaGonal issues
One vs two inhomogeneous directions:
state vector, matrix, operation count
0

q1
B q2 C
B C
C
q=B
B C
@ A
qN

L 2 CN N O(N 2 )
3

O(N )

State vector

Matrix size

Operation count

q1,1
B q1,2 C
B
C
B
q=B C
C
@ A
qN,N

L2C

N 2 N 2

O(N 4 )

O(N 6 )

ComputaGonal issues
One vs two inhomogeneous directions:
state vector, matrix, operation count
L2C

N 2 N 2

O(N 4 )

storage

O(N 6 )
CPU time

Direct eigenvalue algorithms become too expensive


Iterative algorithms, Arnoldi technique

Arnoldi algorithm
AcGon of the linear operator within an orthonormal basis V

H
L

System matrix
Orthogonal
basis

System matrix:

Hessenberg
matrix

Orthogonal
basis

L, exp(tL), LLH , exp(tL) exp(tLH )

USE THIS APPROACH TO COMPUTE MODAL AND NON-MODAL STABILITY

Arnoldi algorithm
AcGon of the linear operator within an orthonormal basis V
Represent stability matrix by a low-order approximaGon
based on V

H
L
System matrix

Hessenberg
matrix

Orthogonal
basis

Hessenberg matrix
Only multiplication by L are necessary

System eigenvalues approximated


by eigenvalues of H

Eig(L) Eig(H)

Example in 2D: ow in X-juncGon

Base flow

Lashgari et al, in preparation

Example in 2D: ow in X-juncGon


Spectrum

Steady two-dimensional bifurcation


Lashgari et al, in preparation

Example in 2D: ow in X-juncGon


Eigenfunction

Steady two-dimensional bifurcation


Lashgari et al, in preparation

Example in 2D: ow in X-juncGon


New asymmetric state

Steady two-dimensional bifurcation


Lashgari et al, in preparation

X-juncGon: Example in 2,5D


Asymmetric state unstable to 3D periodic disturbances

Snapshot method based on linear DNS

Lashgari et al, in preparation

Example in 3D: Jet in cross ow


Use DNS and compute spectrum of matrix exponential q = exp(tL)q0

Bagheri et al, JFM, 2011, Schlatter et al.

Summary
Stability of uid systems
non-normal operators are ubiquitous in uid ow problems
non-modal (mulG-modal) eects therefore dominant
non-modal analysis computaGonally more costly, many
extensions possible though

RecepGvity and sensiGvity


Use of adjoint modes
Structural sensiGvity, wavemaker
Base-ow sensiGvity, passive control

Tutorials
Consider Poiseuille or Couette flow
Orr-Sommerfeld and Squire system for
3D disturbances

Parallel shear ows

Parallel shear ows, cont

Orr-Sommerfeld and Squire equaGons

i
u
= 2 (D
v
)
k
i
w
= 2 ( D
v + )
k

Tutorials
Consider Poiseuille or Couette flow

TransientGrowth.m"
G(t) for selected ,; Re and given max time
Resolvent.m
R(omega) for selected ,; Re
NumRange.m
Numerical range for selected ,; Re

Tutorials
Consider Poiseuille or Couette flow
Neutral_a_Re.m"
Eigenvalues and G(t) for selected and given max time,
for a range of and Re
Neutral_alpha_beta.m
Eigenvalues and G(t) for given Re and max time, for a
range of ,

OptimalDisturbance.m
Optimal disturbance and response for selected ,; Re

Tutorials
Consider Poiseuille or Couette flow
Sens_OptDist.m"
Structural sensitivity of least stable mode and
q + Aq
= +
q Bq

of optimal disturbance to base flow modification


for selected ,; Re

Brandt et al, JFM, 2011

Extra slides

Stability

Stable

Unstable

Neutral

Nonlinearly
unstable

Stability deniGons
E=

1
2

ui ui dV
V

E(t)
lim
t E(0)

Stable:

CondiGonally stable:

: E(0) <

Globally stable:

Linearly unstable:

Monotonically stable:

Stable

CondiGonally Stable with

0
dE
<0
dt

t>0

CriGcal Reynolds numbers


Flow monotonically stable

Flow globally stable

Flow linearly unstable

Re < ReE
Re < ReG
Re > ReL

CriGcal values for shear ows

Stability analysis
Search for ReE: monotonically stable ows
Linear analysis: ReL
Amplitude ? ReG ?

Disturbance equaGons

Energy equaGon

Linear growth mechanisms

Energy theory: ReE


1
= max
ui
ReE

V
V

ui uj
ui
xj

Ui
xj dV
ui
xj dV

VariaGonal problem: very conservaGve esGmate,


need for constraints!

Stability analysis
Search for ReE: monotonically stable ows
Linear analysis: ReL
Amplitude ? ReG ?

Linear analysis

Departure from equilibrium: slope



IdenGfy relevant mechanisms

Examine recepGvity and sensiGvity



Linear analysis
u
= L(U, t; Re) u
t
Time-independent problem: eigenvalue problem in Gme. Ex?

u(xi )e ),
u = L(U ; Re) u
u(xi , t) = (


Classic 1d problem:
Orr-Sommerfeld, Squire system for parallel ows
t

Parallel shear ows

Parallel shear ows, cont

Orr-Sommerfeld and Squire equaGons

Nonmodal stability analysis


Input-output approach
Nonnormal operators
Non-orthogonal eigenvectors

Matrix norm G = max Gw


w =1

Euclidean scalar product

2
2

= wjH wj

Matrix as transformaGon with associated amplicaGon


H

Gw 2
w G Gw
=
w 2
wH w

1/2

Eigenvalues of GH G or singular values of G


:

GH Gvi =

Largest amplicaGon for the largest singular value:


1

= max
w

2 =1

Gw

Gv1 2
=
,
v1 2

Input and output basis vi , u i : G = U V H

1,

i vi

v1

Gv1 = u1