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- A PROCEDURE FOR THE DIRECT NUMERICAL SIMULATION OF TURBULENT FLOWS IN PLATE AND ANNULAR CHANNELS AND ITS APPLICATION IN THE DEVELOPMENT OF TURBULENCE MODELS
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Course description

The course will present the phenomena, theory, and modeling of turbulence in the

Earths oceans and atmosphere. The scope will range from the ne structure to

planetary scale motions. The regimes of turbulence will include homogeneous ows

in two and three dimensions, geostrophic motions, shear ows, convection, boundary

layers, stably stratied ows, and internal waves.

Course requirements

Class attendance and discussion, biweekly homework assignments, nal exam.

Reference texts

Andrews, Holton, and Leovy, Middle atmosphere dynamics

Contents

1 Introduction

1.1

Governing equations . . . . . . . . . . . . . . . . . . . . . . . . . . .

1.2

Characteristics of turbulence . . . . . . . . . . . . . . . . . . . . . . .

11

1.3

Symmetries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

13

1.4

14

ii

motion of the surface of the water, which resembles that of hair, which has two

motions, of which one is caused by the weight of the hair, the other by the direction

of the curls; thus the water has eddying motions, one part of which is due to the

principal current, the other to random and reverse motion. (Lumley, J.L., 1997.

Phys. Fluids A, 4, 203)

Chapter 1

Introduction

Richard Feyman (1964) in his Lecture on Physics observed that,

often, people in some unjustied fear of physics say you cant write an

equation for life. Well, perhaps we can. As a matter of fact, we very

possibly already have the equation to a sucient approximation, when we

write the equation for quantum mechanics:

H =

h

.

i t

(1.1)

However, we are unable to reconstruct the eld of biology from this equa

tion, and we depend on detailed observation of biological phenomena.

Uriel Frisch (1995) in his book Turbulence points out that an analogous situation

prevails in the study of turbulent ows. The equation, generally referred to as the

NavierStokes equations, has been know since Navier (1983). The NavierStokes equa

tions probably contain all of turbulence. Yet it would be foolish to try to guess what

its consequences are without looking at experimental facts. The phenomena are al

most as varied as in the realm of life.

A good way to make contact with the world of turbulence phenomena is through ob

servations of natural ows. Examples are ubiquitous in natural uids: ocean, atmo

sphere, lakes, rivers, the Earths interior, planetary atmospheres and their convective

interior, stars, galaxies, and space gases (neutral and ionized). But how can we tell

which natural ows are turbulent and which are not? As for the problem of dening

life, there is no simple answer. My preferred approach is to list what properties must

be present to consider a ow turbulent.

Turbulent ows are characterized by structures on a broad range of spatial and

temporal scales, even given smooth or periodic initial conditions and forcing.

That is turbulent ows have a broadband spectrum both in frequency and

wavenumber domains.

If L is the length scale of the largest motions and l is the length scale of the

smallest motions in a ow, then a large range of spatial scales implies L l.

The scale l is typically the scale at which dissipation becomes important and

removes energy from the ow. It can be estimated as l = /U , where is

friction and U is the characteristic velocity in the ow. Thus L l implies

that the Reynolds number Re U L/ 1 be large. Turbulent ows have

large Reynolds numbers.

Dominated by advective nonlinearity

A eld of noninteracting linear internal waves with many dierent frequencies

and wavenumbers can also have a large range of length scales, but it is not

turbulent. Why not? In a turbulent ow the dierent scales interact, through

the nonlinear terms in the equations of motion. And these nonlinear interactions

are responsible for the presence of structure on many dierent scales. Thus the

broad band spectrum appears as a result of the internal dynamics. In a eld of

linear internal waves, instead, the broad band spectrum is generated by external

controls like forcing, initial or boundary conditions.

Unpredictable in space and time

Turbulent ows are predictable for only short times and short distances. Even

though we know the equations that govern the evolution of the uid, we cannot

make predictions about the details of the ow due to its sensitive dependence

on initial and boundary conditions. This sensitive dependence is once more a

result of the strong nonlinearity of the ow. This is a fundamental property

of chaotic systems. Are thus turbulence and chaos synonyms? No. Turbulent

motions are indeed chaotic, but chaotic motions need not be turbulent. Chaos

may involve only a small number of degrees of freedom, i.e. it can be narrow

band in space and/or time. There are numerous examples of chaotic systems

characterized by temporal complexity, but spatial simplicity, like the Lorenzs

system. Another class of chaotic ows is represented by amplitude equations

that describe the slow time and large scale evolution of nearly monochromatic

waves. Turbulence is dierent, because it is always complex both in space and

time.

Time irreversible

Turbulent motions are not time reversible. As time goes on, turbulent motions

tend to forget their initial conditions and reach some equilibrated state. Tur

bulence mixes stu up, it does not unmix it. A challenge of this course will be

3

Figure 1.1: Examples of turbulent ows at the surface of the Sun, in the Earths

atmosphere, in the Gulf Stream at the ocean surface, and in a vulcanic eruption.

to explain how irreversibility can arise in uids that are governed by classical

mechanics, i.e. Newtons dynamics, which is time reversible.

Many authors try to make narrower denitions of turbulence, limiting the scope to

ows exhibiting explosive three dimensional vortex stretching

ows obeying Kolmogorovs cascade law (to be described later)

ows with a nite cascade of energy toward smaller scales.

These denitions are arbitrarily exclusive, since there are many geophysical ows

which share the fundamental properties we listed above, yet, due to the eects of ro

tation and stratication, are not fully three dimensional, do not satisfy Kolmogorovs

law, and have no energy transfer toward smaller scales.

1.1

Governing equations

We will take a simplied form of the governing equations for use in this course,

viz., the Boussinesq equations. The ocean and the atmosphere have a more complex

4

thermodynamics than these equations do, but this is largely extraneous for at least

is,

1

u

2

bz f z u ,

+ (u )u = p +

u +

0

t

f riction

inertia

buoyancy

(1.2)

Coriolis

b

2

b ,

+ (u )b =

(1.3)

u = 0,

(1.4)

advection

dif f usion

where p is the pressure, f is the Coriolis frequency associated with planetary rotation,

and the vertical versor z is assumed to be parallel to both gravity and the axis of

rotation. These equations must be complemented by forcing, boundary and initial

conditions to obtain a well posed problem. We can also consider the evolution of a

passive tracer: it satised the same equation as b above, but it has no inuence on

the evolution of u.

These equations have conservative integral invariants for energy, and all powers and

other functionals of buoyancy, in the absence of friction and diusion. For non

conservative dynamics, the energy and scalar variance satisfy the equations,

E

= ,

t

B

= B ,

t

(1.5)

where,

[E, B, , B ] =

dx e, b2 , , b ,

(1.6)

and,

1

e = u u bz,

= u : u,

b = b b.

(1.7)

2

In deriving (1.5), it is assumed that there are no boundary uxes of energy or scalar

variance. Thus, these integrals measures of the ow can only decrease with time

through the action of molecular viscosity and diusivity.

Every problem we will consider lies within the set of solutions of the PDE system in

(1.2) through (1.4). No general solution is known, nor is any in prospect, because

we do not know a mathematical methodology that seems powerful enough. However

computers are giving us access to progressively better particular solutions, i.e. with

progressively larger Re.

The brackets in (1.2) through (1.3) contain the eects of buoyancy and rotation, and

these terms are ignored in the classical literature on turbulence, which deals with

uniform density uids in inertial reference frames. In these simpler circumstances,

5

the further elimination of the diusive term, the incompressible Euler equations.

Because of the lack of general solutions to the Boussinesq equations, it is useful to

identify which terms might be neglected in specic situations in order to simplify the

problem and make analytical progress. The relative size of the various terms that

appear in (1.2) through (1.4) can be estimated in terms of nondimensional numbers.

The ones that will be most useful in this class are as follows.

Inertia and friction

The Reynolds number is the ratio of inertia and friction,

Re

UL

(1.8)

matic viscosity of the uid. In turbulent ows Re 1, advective dominance

nonlinear dynamics chaotic evolution and broadband spectrum.

The focus of this course is on turbulence in the Earths ocean and atmosphere.

Typical values for near the Earths surface are 1.5 105 m2 s1 for air

and 1.0 106 m2 s1 for water. These values are small enough, given typical

velocities U , that Re 1 on all spatial scales L from the microscale of about

1 mm to the planetary scale of about 104 km. For example, U = 1 m s1 and

L = 103 m give Re = 109 1010 .

For Re 1, the frictional term is small, at least in some sense. Paradoxically,

however, the dissipation terms in (1.5) are usually not small. Thus, there must

be a profound dierence in solutions between the asymptotic tendency as Re

, and the Euler limit, Re = or = 0.

It is instructive to check how Re controls the behavior of solutions in a real

ow. Let us consider a uid of uniform density in an inertial reference system,

i.e. let us neglect the terms between brackets in (1.2) through (1.4). A classical

example is a uniform ow incident on a cylinder (gure 1.2). Figures 1.3 through

1.5 show how the ow past the cylinder changes for dierent Reynolds numbers.

Advection and diusion

UL

(1.9)

The Peclet number is the direct analog of Re for a conserved tracer with

a diusivity (i.e. a scalar c satisfying an equation like that of buoyancy)

and measures the relative importance of advection and diusion. At large P e,

the tracer evolution is dominated by advection. Once more, the limit P e

is very dierent from P e = , because dissipation, no matter how small,

eventually is responsible for removing structure from the tracer eld.

Pe

Figure 1.3: Flow past a cylinder at R = 0.16 and R = 1.54 (Van Dyke 1982).

Figure 1.4: Flow past a cylinder at R = 9.6, R = 13.1, and R = 26 (Van Dyke 1982)

Figure 1.5: Wake behind two cylinders at R = 1800, and homogeneous turbulence

behind a grid at R = 1500 (Van Dyke 1982).

(1.10)

Prandtl number is dened as the ratio of these two timescales, P r t /t .

The Prandtl number is a property of the uid , not of the particular ow.

Hence there is a restriction on the transfer of information from experiments

with one uid to those with another. For P r > 1 the scales at which friction

becomes important are larger than those for diusion and, at some small scale,

we expect to nd smooth velocity elds together with convoluted tracer elds.

The Prandtl numbers for air and water are 0.7 and 12.2 respectively.

Pr

Ro

U

fL

(1.11)

The Rossby number Ro measures the relative importance of the real inertial

forces and the ctitious Coriolis force, that appear because of the rotating ref

erence system. Thus Ro measures the importance of rotation in the problem at

hand. Ro 1 characterizes essentially nonrotating turbulence, while Ro 1

ows are strongly aected by rotation.

Buoyancy and diusion

bL3

(1.12)

sity stratication on the uid (b/z < 0). In these problems, it is useful to

characterize turbulence in terms of the Rayleigh number, i.e. the ratio of

the diusive t = L2 / and buoyancy tb = (L/b)1/2 timescales. The buoyancy

scale b is the buoyancy dierence maintained across the layer depth L through

external forcing. If the forcing is imposed by maintaining a temperature dif

ference T , then one has b = gT , where is the coecient of thermal

expansion of the uid, and g the acceleration of gravity. Convection starts if

t tb , i.e. if RaP r 1, when diusion is too slow to change substantially

the buoyancy of water/air parcels as they rise.

Ra

Ri

b/z

|u/z |2

(1.13)

suppressed, but turbulence can still emerge, if there is enough energy in the

horizontal velocity eld. A useful parameter to characterize the ow in these

problems is the ratio of the buoyancy timescale tb = (L/b)1/2 = 1/(b/z)1/2

and the inertial timescale due to horizontal shears in the ow ti = L/U =

1/(u/z). This ratio is called the gradient Richardson number Ri. If Ri

10

passive scalar with no feedbacks on the dynamics.

A nal remark about the only term that never appeared explicitly in the nondimen

sional numbers presented: the pressure force. Pressure can be formally eliminated

from the equations. This is a consequence of the Boussinesq approximation. We

simply need to take the divergence of the momentum equation in (1.2) and note that

ut = 0 because of incompressibility. This yields the relation,

2 p = 0 (u )u + 2 u + bz f z u .

(1.14)

Since there are no time derivatives in (1.14), pressure is a purely diagnostic eld,

which is wholly slaved to u. It can be calculated from (1.14) and then substituted

for the pressure gradient force in the momentum equations. Its role is to maintain

incompressibility under the action of all other forces. Therefore it would be redundant

to introduce nondimensional parameters involving pressure, because those parameters

could be expressed as combinations of the other parameters already discussed.

1.2

Characteristics of turbulence

Some characteristics of turbulent ows are better described in terms of dualities. Here

we follow the list proposed by Jim McWilliams in his notes on geophysical turbulence.

Deterministic vs random.

The equation of motions are deterministic, but their solutions have many at

tributes of random processes.

Orderly versus chaotic.

Many of the spatial and temporal patterns are orderly, but the overall behavior

is clearly chaotic.

Time reversible versus time irreversible.

If we neglect and (because Re is large), then the equations are time re

versible, i.e. any solutions for (t, u, p, b) is also a solution for (t, u, p, b), but

the outcome is evidently irreversible, even after a short period of time of the

order of the eddy turnover time, L/U . The breaking of symmetries is a salient

feature of turbulent motions.

Materially conned versus dispersive.

Parcels initially close to each other, tend to spread in time. Turbulence mixes

tracers, it doesnt unmix them.

11

If we neglect and , then the equations are conservative (of energy, tracer

variance, etc.), but the outcome of turbulence is dissipative (the second law of

thermodynamics applies). If dissipation continues to occur in a regime with only

largescale forcing or initial conditions as is true for the Earths climate system

then there must be a continuing transfer of uid properties from larger spatial

scales to smaller ones, and eventually small enough so that diusive terms can

be comparable to the advective ones. This process is called the forward (i.e.

toward smaller scales) turbulent cascade.

Quasiperiodic and spatially smooth versus broadband.

Turbulence develops a broad spectrum in (, k) space even when given smooth

or periodic initial conditions or forcing. The spectra of atmospheric and oceanic

ows can show some indication of preferred time and spatial scales, but have

broadband shape (examples: atmospheric nearsurface wind frequency spec

trum and oceanic internal wave frequency spectrum). Spectra often have power

law forms over wide frequency and wavenumber ranges (e.g. the famous k 5/3

form of the Kolmogorov cascade in threedimensional turbulence and the 5

frequency spectrum for surface waves in the open ocean).

Predictable versus unpredictable. A turbulent ow is predictable for only a

limited period of time, usually of the order of several eddy turnover times,

L/U . On the other hand statistical properties of the ow can be quite stable,

hence in principle predictable. This situation is reminiscent of thermodynamics:

if we put two bodies of dierent temperatures in contact we can predict their

nal temperature, but not the trajectory of every single molecule.

Smooth versus sensitive dependence.

The evolution of the partial dierential equations of uid dynamics is illposed

in the classical sense, in that small changes in any aspect of the problem for

mulation (initial conditions, boundary conditions, model parameters, etc.) lead

to large macroscopic changes in the solution after a nite time, the socalled

predictability time.

Statistically regular versus statistically irregular.

Some statistical measures of turbulence have nearly Gaussian probability distri

butions, but the overall structure of turbulent elds is highly nonGaussian with

rare and intense events relatively more probable (i.e. turbulence has bursts).

Globally ordered versus locally ordered.

Global ordering is rare for large Re, unless it is established through ordered

forcing or domain geometry. But local ordering, particularly of the vorticity

eld, is nearly universal. This local ordering is the coherent structures.

12

The evident ordering in the ow patterns is usually transient. Coherent struc

tures appear and disappear in an unpredictable sequence.

In real turbulent ows neither pair of the antonyms is entirely false. However much

of our understanding of turbulence lies in comprehending how ows transitions from

one member of the antonym to the other.

1.3

Symmetries

The equations of motion in (1.2) through (1.4) have certain symmetries, i.e. they

remain unchanged under certain changes of variables. Symmetries are very useful

to classify and interpret geophysical ows. Ignoring for the moment the eects of

buoyancy and rotation (i.e. setting b and f to zero), the mathematical symmetries of

the Boussinsesq equations are (forcing, boundary, and initial conditions permitting),

Space translation: (t, x, u) (t, x + x, u)

Time translation: (t, x, u) (t + t, x, u)

Galilean transformation: (t, x, u) (t, x + u t, u + u)

Space rotation: (t, x, u) (t, Ax, Au)

Parity reversal: (t, x, u) (t, x, u)

conservative systems

time reversal: (t, x, u) (t, x, u)

scaling: (t, x, u) (1h t, x, h u)

dissipative systems

scaling: (t, x, u) (2 t, x, 1 u)

The appearance of turbulent motions in a regular ow is typically associated with the

breaking and restoring of one or more of these symmetries: symmetries are broken

in a deterministic sense, but reappear in a statistical sense. Consider the case of the

ow past a pipe at dierent Reynolds numbers (Van Dyke 1982).

Geophysical ows do not have precisely any of these symmetries, partly because of b

and f , and partly because of the inuence of forcing and boundary conditions that are

not symmetric. Nevertheless, geophysical ows often locally realize these symmetries

to a good degree of approximation.

13

1.4

There are many dierent combinations of physical conditions for turbulence in the

atmosphere and in the ocean. Here we survey the distinctive principal regimes, though

all combinations of conditions can and do occur. In all regimes, the assumption

Re 1 is implicit.

Homogeneous turbulence

Spatially isotropic and homogeneous with b = f = 0.

Geostrophic turbulence

In the presence of rotation and stable stratication, with Ro Ri1/2 and Ro

1. This regime also includes inuences of the spatial variations of planetary

vorticity and topographic slopes.

Shear turbulence

Stratied turbulence

In the presence of a stable buoyancy stratication, with Ri 1.

Convection

z < 0 with

In the presence of an unstable buoyancy stratication, i.e. b/

Ra 1.

Boundary layer turbulence

Near a material boundary through which there is no mass ux, but there are

momentum and/or buoyancy uxes. Boundary layer turbulence can be in the

form of shear, convective or stratied turbulence, but the parameters controlling

the turbulence are determined by the uxes imposed at the boundaries.

Wave turbulence

In the presence of weakly nonlinear waves, either surface or internal gravity

waves, inertial waves, Rossby waves, etc., with ak 1 and U k/ 1, where a

is the wave amplitude and (, k) are the frequency and wavelength of the wave.

14

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