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A boundary-integral equation method is applied to the problem of evolving two- dimensional flow of a viscous liquid with a free surface down an inclined plane wall. The flow is assumed to have a sufficiently low Reynolds number that Stokes flow is a good approximation; the stream function then satisfies the biharmonic equation. Numerical solutions are found by using a boundary integral equation applied to both harmonic functions that appear in the Almansi biharmonic representation. Different approaches to the linear algebraic scheme and different time-stepping routines are discussed. The motion of the free surface with, or without, surface tension is then modelled by a simple time-stepping routine. The numerical scheme is shown to give accurate representations of the free surface up to and beyond the point of overturning. One example is illustrated in which the overturning evolves until the free surface is close to forming a cusp. Solutions are also illustrated by two spatially periodic wave profiles: one is close to a time periodic flow and the other becomes a steep nearly steady wave.

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**Author(s): D. Rh. Gwynllyw and D. H. Peregrine
**

Source: Proceedings: Mathematical, Physical and Engineering Sciences, Vol. 452, No. 1946

(Mar. 8, 1996), pp. 543-565

Published by: Royal Society

Stable URL: http://www.jstor.org/stable/52837

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Mathematical, Physical and Engineering Sciences

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**Numerical simulation of Stokes flow
**

down an inclined plane

BY D. RH. GWYNLLYWt AND D. H. PEREGRINE

School of Mathematics, University of Bristol, Bristol BS8 1 TW, UK

**A boundary-integral equation method is applied to the problem of evolving two-
**

dimensional flow of a viscous liquid with a free surface down an inclined plane wall.

The flow is assumed to have a sufficiently low Reynolds number that Stokes flow is

a good approximation; the stream function then satisfies the biharmonic equation.

Numerical solutions are found by using a boundary integral equation applied to both

harmonic functions that appear in the Almansi biharmonic representation. Different

approaches to the linear algebraic scheme and different time-stepping routines are

discussed. The motion of the free surface with, or without, surface tension is then

modelled by a simple time-stepping routine.

The numerical scheme is shown to give accurate representations of the free surface

up to and beyond the point of overturning. One example is illustrated in which the

overturning evolves until the free surface is close to forming a cusp. Solutions are

also illustrated by two spatially periodic wave profiles: one is close to a time periodic

flow and the other becomes a steep nearly steady wave.

1. Introduction

**Flow of a thin liquid film driven either by gravity, centrifugal force, or surface stresses
**

caused by the flow of another fluid, is often important in industrial processes which

involve heat and mass transfer or coating flows. In many cases the Reynolds num-

ber of the flow is appreciably less than unity and the Stokes flow approximation is

applicable. For finite Reynolds number, the governing equation of the flow is the

Navier-Stokes equation; solving such an initial boundary value problem must in-

volve the setting up of internal grids at each time step as in the boundary-fitted

coordinates method used in Ohring & Lugt (1991) for viscous flow. For Stokes flow

however, the governing biharmonic equation can be represented by a boundary in-

tegral equation which can significantly improve the computational efficiency of the

numerical simulation of the motion of the free surface.

There are many cases of the boundary integral equation (BIE) method being used

to compute the free surface of steady Stokes flow by combining the method with an

iterative scheme to search for the a priori unknown free-surface solution (see, for

example, Pozrikidis 1988; Ingham & Kelmanson 1984). The use of BIE methods to

solve for evolving Stokes flow is applied mainly to the deformation of drops (see, for

example, Stone & Leal 1989; Kuiken 1990). Boundary integrals for evolving flows

are more common for irrotational inviscid flow, where the governing equation is

t Department of Mathematics, The University of Wales, Penglais, Aberystwyth SY23 3BZ, UK.

**Proc. R. Soc. Lond. A (1996) 452, 543-565 () 1996 The Royal Society
**

Printed in Great Britain 543 TjFX Paper

**This content downloaded from 193.194.76.5 on Tue, 28 Jun 2016 08:17:56 UTC
**

All use subject to http://about.jstor.org/terms

It proved possible to test the accuracy of the numerical results by comparing numerical solutions with the recent analytical results of Hopper (1990) for the motion of surface tension driven flow from certain special initial geometries. we compare with the approximate results of linear theory and finite-amplitude long-wave analysis.org/terms . 28 Jun 2016 08:17:56 UTC All use subject to http://about.194. Dold & Peregrine (1986) use a BIE based upon the Cauchy integral to solve Laplace's equation for the velocity potential. Tanaka et al. which in the case of Stokes flow has been unsuccessful.tpgho/l. The dimensionless Navier-Stokes equation.l/pgho and t' .76. enough of the experience of the inviscid flow calcula- tion can be applied to Stokes flow that we think it has an advantage over previous approaches. a point discretization of the free surface is made. (1987). The governing equations The geometry of the flow is illustrated in figure 1. H. p is the density. the solution of the biharmonic equation is usually expressed either as a coupling of Green's integral for the harmonic vorticity and the biharmonic stream function (Kuiken 1990) or as a single equation based upon the fundamental solution of the biharmonic equation (Pozrikidis 1988). each with the same matrix of coefficients in the numerical approximation. we were not able to use any of the special features used by Dold & Peregrine (1986) in the time stepping of the irrotational flow. velocities in units of pgh/lft. A (1996) This content downloaded from 193. having dropped the primes. Either way the complexity of the integrals requires that evaluation of their numerical counterparts takes much longer than for Laplace's equation. which has applications to large sea waves. Due to the different nature of the two problems.1) and thus have Proc. This gives two harmonic functions to be found. and A is the Laplacian operator. Soc. cos 13) is the vertical unit vector. By taking all lengths to be measured in units of h0. For the case of flow down the inclined plane. where g is the acceleration of gravity. Lond. 2. (1990) and Cooker & Peregrine (1990). Peregrine the Laplace's equation. which is in contrast to the segment discretization used by the large majority of other BIE users. (2. Rh. A final example of flow down a vertical wall has waves overturning until they are close to forming a cusp and look like two-dimensional drops running down the wall. R. the dimensionless variables become x' = x/ho. and ho the mean fluid thickness. becomes Du Re Dt = k-Vp +Au. This latter analysis has been used in the search for forms of steady and time-periodic flows. Re is assumed to be sufficiently small such that we can neglect the inertial term on the left-hand side of (2. Gwynllyw and D. In the case of Stokes flow. We make use of the Almansi representation for the biharmonic function. In calculating a numerical represen- tation of the integral equation. Cooker et al.1) where Re = p2gh3//t2 is the Reynolds number.jstor. k = (sin 3. p' = p/pgho. u' = u. leading to a combination of two BIES. However.5 on Tue. One motivation for the present work is to examine if the ideas used in the efficient Dold & Peregrine (1986) scheme could be transferred to the biharmonic equation. ft is viscosity. p is the pressure of the fluid. A very efficient example is the model developed by Dold & Peregrine (1986). and pressure in units of pgho.544 D. Our numerical results suggest that such flows do exist and our illustrations include a wave form which is close to being steady and another example where a travelling wave's profile varies in an almost periodic manner.

(2. (2. Soc. on y = h(x. t). and define the directional derivatives O/OT = t ' V and 0/ON = n V. A (1996) This content downloaded from 193. t). equations (2.wn = -is . ny are the x and y components of the unit normal.3) by T. (2.ON N + cos O + 2 -+ =.6) lead to the following dynamic boundary conditions: 2/nss +. on y = h(x.org/terms . respectively. (2.76.4) ON2 OT2 where a is the inverse of the Bond number given by a = /t/(pgh2). n is the surface curvature.8) Proc. 28 Jun 2016 08:17:56 UTC All use subject to http://about.aN +cosO. t). and h(x.-cosP. as described in Kuiken (per- sonal communication.2) Ox Oy Oy Ox The dimensionless form of the normal and tangential components of the free- surface boundary conditions are p2 2 + r.194. t) is the dimensionless height of the free surface and can be multivalued in x. Stokes flow. Lond. Numerical simulation of Stokes flow down an inclined plane 545 n y A ^^1~ -- g Figure 1. where n-. on y = h(x(s).COS 0. t). Differentiating (2. (2. and using the tangential component of equations (2.5 on Tue. The two components of (2.5) where 0 is the angle the free-surface tangent makes with the vertical 0 = arctan(-ny/nx). =.4) and (2.3) 92v-1a = 0. = O.2(/s)s . Schematic diagram of the geometry of the flow. positive for a surface concave away from the liquid. y being the surface tension.2) =.1) are now Op o_ A&p A &A'o +sin3.o. on y = h(x. The unit tangent and outward normal vectors are t and n.7) Converting from Cartesian to curvilinear coordinates. we obtain the following boundary condition: Od 0930 O . (2. R.jstor. 1989). (2.6) ODT2dN OT where w is the vorticity given by A = --.

(3. The more popular Goursat representation (Langlois 1964) gives rise to aperiodic harmonic functions which re- quire some straightforward but inconvenient arithmetic for application to a periodic problem.194. b. Lond. R. the stream function is also periodic. Peregrine w + 2s.5 on Tue.y(n + n2x). Dold Proc.1) giving -2 .8). The Almansi functions X and X are also not necessarily periodic. although this is not the case for some other flow geometries.. 28 Jun 2016 08:17:56 UTC All use subject to http://about. The Almansi representation is not unique since 9 is invariant under the transformation -. Gwynllyw and D... p -2 x. Method of solution For convenience we consider spatially periodic flow and.org/terms .0 + ni + n2x.n . (2. (3. Following the arguments of Jaswon & Symm (1977). then the Almansi function ).10) and the boundary conditions (2. (3.9). 3. Rh.2) where X and X are two independent harmonic functions. A (1996) This content downloaded from 193.9).9) where the subscripts 'n' and 's' refer to derivatives normal and tangential to the surface. respectively. it can easily be shown that the Almansi functions in our model. (2.76. where X is the unperturbed stream function given by = 1 (y2 _ . Aw = 0.2k.jstor. we shall only refer to the perturbed flow and shall drop the hat notation.X . Soc. We choose the Almansi representation for the biharmonic solution written in the form .2) it is easily shown that the stream function is bihar- monic. . are single valued. This is in addition to the stream function being non-unique in the sense that the transformation ) -) + no (3. The kinematic boundary condition is given later in equation (4. (2. From (2. for constant nl. By applying Cauchy's integral theorem on a smooth contour and rearranging. on y = h(x(s).10) An initial velocity field is not specified in this problem since it is computed from the initial free surface as part of the problem.3) and hence forcing periodicity in the Almansi functions eliminates the free constant n2.4) does not change the physics of the fluid and hence would still satisfy the governing equations.0. requires slightly more arithmetic to ensure periodicity than using the perturbed stream function. = Y + X. If we con- sider the perturbed stream function = ?. X -. b. is periodic up to a constant multiple of x. namely.546 D. corresponding to the biharmonic '. H. Once the initial free surface is given. Using the stream function.y3) sin I. the stream function follows from (2. Thus. as a result of the no-slip condition at the wall. A2 = 0. t).

t) = X({. 0). t) exp(-iR(c.+ Xb = 0. (3. for example.194. The domain F is the mapping of the free surface and domain B is the mapping of the wall. Ob(x) _ (x. R.Im (R R) ' ds(x') Re e (R s) 's ds(x'). respectively.-1) and (-1. respectively. 4.7) and (3. t is time and R((. The unit normal. This leads to the following BIE: + Im 2 ( . and unit tangent. These are + Xn =. on the plane wall are given by (0.8). (3. the no-slip and impermeability condition at the plane wall must be considered. (2. Lond. 28 Jun 2016 08:17:56 UTC All use subject to http://about. the surface and the plane wall are mapped into an annulus by the conformal mapping Qf2(.5) where the primes and non-primes refer to the variables being calculated at the surface point corresponding to x' and x.1) where. where the plane wall is taken to be at y = b. t. Numerical representation Considering (3. Soc. in Cartesian coordinates. n.9).1). b). t))/0l. F is a closed contour of the fluid and R = X+iY is the complex position of the surface profile. for example.7) is represented numerically as in Proc. By mapping the boundaries of one spatial period on to each other their contributions to the Cauchy integral cancel. and these superscripts refer to values at the wall. As in Dold & Peregrine (1986) and Longuet-Higgins & Cokelet (1976).5 on Tue. (2.2). t)). the primes and absence of primes refer to the variables being calculated at the boundary point labels J' and ~. t) + iY(S. olb . (3.jstor. t). The no-slip condition for the stream function prevents us from following Dold & Peregrine (1986) in considering the reflection of the governing functions in the plane wall.= (3. Of is the vector of numerical values of s(x.76. where IRE = . The factor IRaj in the change of integration variable. t) + iY(S.6) where ~ is both a point discretization label and a fluid particle label.(X(j.8). (3. The Cauchy integral (3. In addition to the Cauchy integral and the dynamic boundary conditions. we take our vector of unknown variables to be S = (Of f Xf Xf b Xb)T (4. h) with the superscript indicating values at points on the free surface. cancels with its inverse in the transformation of the partial derivatives.i' ) d' + Re ( 7 f d2'. The arc length derivatives are calculated using the 11-point scheme described in Dold (1992).8) respectively. (3. Here.org/terms .b-b + Xb . A (1996) This content downloaded from 193. respectively.7) where ' is any harmonic function and ~ is the boundary point label parameter. Numerical simulation of Stokes flow down an inclined plane 547 & Peregrine (1986) obtain the following BIE for a harmonic function 0: 7rn J. This gives a straightforward representation of the boundary conditions as a matrix product with s.

A (1996) This content downloaded from 193. these two parameters are equal and denoted by N. A-~. the resulting set of numerical values for q at the free surface. ^ b.0.. b) .(X. 1. VO.4). and also from the zero eigenvalue corresponding to the eigenvector e3 = (1.0. respectively. Dold & Peregrine deal with the singularities in the integrand by subtracting them out. . (4. In our numerical scheme. (4. Using t = IRS/st. where 1 = (1. s = \R 2. gives a linear algebraic scheme (LAS) for solving for s. Similar difficulties do not occur in finite-depth water waves.. q*. t). Ot and 't9 are the vectors of numerical values at the discrete points of t9. since the corresponding unknown would be an arbitrary constant in the velocity potential and thus have no effect upon the fluid field. h h(X). n1 and no.0.76. Gs = b. equation (4.3 due to the two free variables.5) n3 is an unknown constant for each flow profile and is given analytically by 3 =. G'yidrllytll and D. H.194. by of .. Lond. 1. Of. respectively. t)). Since periodic flow is being considered and the integration in (3. R. which results in the discrete representation of (3.7) involves ~'. Soc. which is discretized at equal intervals around the contour. t)if _ S ) (4. respectively. the result is that the governing equations are solved in terms of the derivatives of the velocity potential. t)/2f2Q(. together with the two dynamic boundary conditions. Rh.o(X.3) '/ (4 3) (.$')t(j').2) C'=1 C'=1 where A(S. Xb in terms of 0b.2('. 1).jstor.6) Since 4b is calculated directly from the linear system. applying the converted version of (4. (4. if C .2) numerically relates the normal derivative of a generic harmonic function to its surface derivatives at the free surface and the plane wall. ')Ot( (') -O(o) + E B( . t) + iB(. t)/( t) (.'.4) Matrix G is of size L x L where L _ 6N.2) twice (d0 _ and 9 X). where Nf and Nb are the number of discretization points per wavelength at the free surface and the wall.0).3) and (3. Hence.org/terms .(-) = E A(E.0b)..7) becoming Nf +Nb Nf +Nb 7r. i9 and 'd.5 on Tue.+(t)iB(~. y) dy ].0. namely. (4. Note that S' has integer values but this does not mean that the discretization points are equidistant in either the physical or transformed plane. Equation (4. the best quadrature formula for integration is the simple trapezium approximation..* +-n31. is related to the required numerical values.548 D. Fixing an arbitrary value at an arbitrary free-surface discretization point.n and incorporating surface differential operators as matrices.h) +j O(X. such as those studied in Dold & Peregrine. The flat plane conditions can be used to express the values of qb. Proc.2) only relate to the values of the derivatives of the Almansi functions and the relation between the values of the harmonic functions at the wall and the free surface is ignored. This latter zero eigenvalue is due to the fact that the Cauchy equations (4. n3 can be evaluated numerically. Xb.2) is converted to a matrix equation for (0df I. t) { 2(. that is it is not affected by this arbitrariness. 28 Jun 2016 08:17:56 UTC All use subject to http://about. The rank of G is L . from (3. Peregrine Dold & Peregrine (1986).

b) and (X1.3) are fixed in time if both ~. ~') + iB(~. for use in the quadrature required for (4. It is documented. Due to its accuracy and speed of computation. However. the implementation of this vertical integration is not a handicap of the numerical method. The effect of imposing global con- straints instead of appointing arbitrary values is discussed later. I' represent points on the plane wall. If our default choice of X is such that h(X) has more than one value. b). which include matrix multiplications of matrices of size (2N)2. Theoretically. all the basic diagnostic studies of this section were completed before the improvement with Gr was derived. The details of how this is done is given in appendix A. then X is altered such that this is not the case. The computation of (b. although in practice this is not so for internal points extremely close to the boundary due to the accumulation of round-off errors. Lond. the latter is chosen as being a superior method. Soc. as in Cokelet (1978). that the Cauchy BIE does not work very well for internal points near the surface (free surface or wall). Implementing this iterative scheme dramatically improved our calculation of n3 in test cases over examples which simply applied the integral equation directly. Proc. Seemingly the best approach to eliminate this problem is that proposed by Cokelet (1978) and involves removing the singularity at the surface points and then using an iterative scheme to converge onto the required value. (4. M . <') in (4. For convenience we set X = X1 = X2 and our choice of X is defaulted to the x coordinate of the first surface particle point. at such points a Taylor series expansion from the surface values is sufficient. thus making it difficult for any quadrature to accurately represent the integral. The expected rank deficiency in G is accounted for by appointing arbitrary values to X(Xi. respectively. Numerical simulation of Stokes flow down an inclined plane 549 The calculation of n3 is not as straightforward as it might seem. involves only four matrix-vector computations where the matrices have (2N)2 elements and can thus be considered negligible when compared with the factorization of Gr. A (1996) This content downloaded from 193.4) can be reduced by taking advantage of the sparsity of G and the fact that the matrices A({. Thus. the calculation of q)(X.6). 28 Jun 2016 08:17:56 UTC All use subject to http://about. where (X1. We are free to choose at each time step the point distribution at the wall and. Based upon the computation times of using both G and Gr. The reason for this is that for interior points that are near the boundary. h) and (X2. can be done by simply applying the Cauchy integral equation. (a) Reducing computation time The computing time required to solve (4.7) where Gr C ReMXM.5 on Tue. we can always ensure that there is a wall discretization point at (X2. h). there are additional overheads for the setting up of the matrix Gr. This method has theoretically guaranteed convergence. Such alterations involve negligible extra computing overheads. having solved for Sr in (A 4). hence.4N+2. b). the kernel in the Cauchy integral becomes large. xb). as in an overturning wave. The rank deficiency of Gr is the same as that of G and hence it is accounted for in the same way as described earlier. given by Grsr = b.76. However. This factorization for Gr is expected to take less time than for G by a multiplicative factor of (2)3 for reasonably large N.194.jstor. The result is a reduced LAS. R. y). h) and Xn(X2. The reduced LAS is solved using the NAG routine F04ATF. The two methods of solving the LAS give identical results. the vertical integration required in calculating n3 is from the points (X2. The integral is evaluated using the trapezium rule with Richardson extrapolation.org/terms . b) correspond to discretization points on the free surface and wall. which uses Grout's factorization method.

i -1. Thus. Lond. R. The residual is a result of the numerical approximation and is not due to round-off error. an estimate of the time-step error is made leading to an estimate in the size of the next time step which would lead to a calculation of the free surface's position to within a given fixed relative tolerance. Since Dsss DsDs.76. O. ignoring round-off errors.5 on Tue. H. n1) is reflected in the numerical scheme. (1982). there results a non-zero residual which is particularly noticeable in regions of high curvature. the motion of the free surface is calculated using the kinematic boundary condition that surface particle points remain on the surface. we see no reason to investigate that extra freedom. This tolerance was also used in determining the accuracy of calculations of the aforementioned vertical integration. This scheme is described in detail in Press et al. Rh. we define two residual values Pbc and Pch which are a norm of the contributions to the residual vector r from the free-surface boundary conditions and the Cauchy integrals. e.Nf. a global constraint is applied to remove the causes of degeneracy. In all the examples presented Proc. one for half the time-step of the other. namely. Peregrine (b) Diagnostics of the scheme We have assumed that the theoretical non-uniqueness of the Almansi functions (no. DS are the matrices representing the first and second-order surface deriva- tives of the 11-point scheme. dx _ &0 dy _49 dt Oy ' dt Ox (') Both the Euler scheme and an adaptive fourth-order Runge-Kutta scheme are used to calculate this motion. respectively. Soc.8). The adaptive Runge-Kutta scheme comprises two Runge- Kutta schemes. A (1996) This content downloaded from 193. Gwynllyw and D.-Y.org/terms . Fur- ther.jstor. The residual vector r= Ge has a contribution from (2. As pointed out in Baker et al.0-1).-Yn O. with the Dsss being an 11-point scheme and DssDs effectively a 21-point scheme. 28 Jun 2016 08:17:56 UTC All use subject to http://about. there is no necessity to follow the particle points in the numerical time-stepping. in this case... (1986). The reason for this can be seen by taking the known eigenvector e-=(1. As a guide to how close the numerical scheme reflects the non-uniqueness in the Almansi functions.8) where D .550 D. (c) Numerical time-stepping Having computed the Almansi functions and its derivatives for a given free surface and thus calculated the surface velocities. There is no guarantee that this is the case. which corresponds to the free variable n1.194. (d) Computation times The relative running times on a single scalar processor are listed below for one Euler time step out of seven in each RK time step. we compare our direct solver with that of using singular value decomposition (SVD) for the LAS which removes the degeneracy from the LAS by effectively removing the linear combination of rows that cause the degeneracy. However. in comparing the two results. given by r(i) = (kD + kDss)y + DDx. with the behaviour of the particle points in our results. (4. and give us a diagnostic test of the accuracy of the discretization... Thus.

brought about insignificant changes to our results. for the case of overturning waves. Soc. the residual values. the schemes agreeing very well with each other. but the inclusion of the Householder QU factorization in the SVD scheme increases the constant of proportionality in the expected time taken. Pbc. (e) General comments and observations Owing to the fact that two harmonic functions are used. Furthermore. We believe the accuracy of the 11- point scheme. including computations that need only be done at the initial time stage.194. varying the number of discretization points. k ~ 3.6 x 10-5. which represents use of a tenth-order Taylor polynomial to describe the surface. The adaptive time stepping also suffered when used with the SVD solver.r = br. All of the above computations were carried out using both the direct solver and SVD. The adaptive time steps were particularly advantageous for the case of a steepening wave when progressively smaller time steps were required. We label these two schemes as scheme (A) and scheme (B). the adaptive fourth-order Runge-Kutta scheme was more efficient than the Euler scheme due to the fact that the higher order scheme could perform with larger time-steps and that no a priori knowledge of the optimal time-step was required. The LAS solver used here is the Crout's factoriza- tion since SVD. as reported later. A (1996) This content downloaded from 193. will be most significant for low to moderate values of N since at large values the direct solver dominates the computing time. The difference in overall time. Excluding the 'once-only' computations. The SVD scheme has the considerable disadvantage of being five times as expensive to run as the direct solver. in both schemes A and B. This would have required the inverse of Ds and preliminary results show that this is not an improvement on our original scheme despite the fact that the SVD condition numbers are significantly lower. and hence varying the residual values. Clearly.3 x 10-5 while for scheme B. however. Not only were the time steps smaller. Although no direct comparisons were made. The inverting of the LAS dominated the computation time and. reduces to less than 1. the value of k.5 on Tue. Both Crout's factorization and SVD take O(L3) operations for an Re LL matrix. We denote the (approximate) constant of proportionality by k giving us a computation time in seconds. Lond. Numerical simulation of Stokes flow down an inclined plane 551 in this paper. Justification for this belief is. were both of order unity. respectively. per time step.0 x 10-5. 28 Jun 2016 08:17:56 UTC All use subject to http://about. but their magnitude could vary significantly for profiles that showed no such problems in the direct solver case. is significantly better than the segment discretization schemes used by most authors. k 1. Pch defined in ? 4 b. the total run times were approximately proportional to L3. in the LAS as Dsssg. It is clear that scheme B is significantly faster than scheme A. The value of Pbc could have been reduced dramatically by setting up )nss) for example. we believe this to have reduced the setting up time as compared with the usual method of coupling a biharmonic BIE for the stream function with a harmonic BIE for the vorticity.org/terms . based mainly upon the results for inviscid water waves. hence.jstor. k is machine dependent and the above values were quoted purely for comparison of the two schemes. is far more expensive and does not improve the accuracy of the model. R.76. We also compare here the running time of setting up and solving the linear al- gebraic schemes Gs = b and Gs. The time taken to calculate n3 using the vertical integration and iterative scheme is negligible compared to the time taken to set up and solve the LAS. only one BIE is set up and applied to both these functions. For scheme A. Proc. This was despite the fact that. of kL3. for scheme B. for the same number of discretization points. where p is the complex conjugate of ).

the only change required for this problem is the removal of the body force term in (2. Hopper uses the Goursat representation for a biharmonic function and the boundary conditions written in terms of the Goursat functions as in Langlois (1964). Rh. These Proc. (1(1 < Aj = -1). this change does not affect the Cauchy iteration scheme since any convergence problems occur almost always near the free surface and not the wall. We thus need only consider a quadrant of the domain and we make use of the arbitrariness of the Almansi functions to force symmetric and anti-symmetric properties on these functions.552 D. Peregrine The reason for these variations is not known. Since the boundary is simply connected (unlike the film flow case). for this particular geometry. However. z = F((. Again. the following results are calculated using the 21-11-point scheme with a direct matrix solver.8). We did not pursue this matter further since the SVD scheme is far too expensive to be used as a non-diagnostic solver. driven purely by surface tension. Setting Ym to zero reduces the instabilities which may be aggravated by rounding errors. the effectiveness of the Taylor scheme at such points eliminates any problems with the vertical integrator.t). An increase in the SVD condition number would be significantly less. R. Such an increase can be the result of a decrease in numerical smoothness of the free surface as well as the development of high curvature and other such phenomena.194. At large times.76. Gwynllyw and D. Validation of the numerical method Before dealing with the flow down the vertical wall. Due to its effectiveness and accuracy. which are for Stokes flow within simply connected domains. 28 Jun 2016 08:17:56 UTC All use subject to http://about. solving the LAS is sufficient to solve for the unknown functions. Nf is always the dominating factor in improving the accuracy of the scheme. the two time stepping schemes for flow down the inclined plane disagreed and the results shown are from using a Runge-Kutta scheme with e set to a level which resulted in no visual difference with lower tolerances. (5.and y-axes. In order to find r. the Almansi functions are single valued. we compare our method with the analytical results of Hopper (1990). the residual values would increase dramatically prior to such an end. although we ascertained that it is not due to the point of vertical integration being underneath possible problem areas. Ym denotes the y-coordinate of the un- perturbed free surface and thus the plane wall lies at y = m. Lond. Further.1.org/terms . Soc. In every run that was terminated due to the reduction in adaptive time steps.1) that maps the free surface of the fluid onto the unit circle. but might well extend some of the computations.5 on Tue. symmetric about the x. For evaluation of quantities within the liquid there is a correlation between large values of Pch and the ability of the Cauchy integral to converge for points near the surface. The value of Nb could readily be varied at each time step although its only influence was to vary Pch. No smoothing is performed in these computations. This is also indicated by the fact that in certain cases the residual values would increase in transient flow as the profile tended towards the unperturbed state. A (1996) This content downloaded from 193. Hopper finds a time-dependent conformal mapping. In terms of the governing equations.jstor. With a dimensionless fluid depth of 1. In our numerical method we found that as long as both Nf and Nb were not too small. such as the trough and peak. H. 5.

3) where rT/2 K(k) = ( . This initial shape contains large variations in curvature. (a) Comparison with analytical approximations Most analytical work has used long-wave approximations.1). where the numerical time stepping used the Runge-Kutta scheme with e = 10-6.9. (5. Unfortunately. 28 Jun 2016 08:17:56 UTC All use subject to http://about. For each profile the velocities were compared at the symmetric points and the profiles compared graphically.dk. 2r]. R. Analytic and single-valued conditions on the Goursat functions limit the existence of solutions such as (5. The distance within which problems occur seems to be a function of the distance between neighbouring points.76. Numerical simulation of Stokes flow down an inclined plane 553 boundary conditions and the surface velocity are then expressed in terms of the Goursat functions. (5. Jo is the complete elliptic integral of the first kind. unless otherwise stated.org/terms . Results for gravity driven flow down a wall The main physical aim of our study is to examine waves on the gravity-driven flow of thin viscous films. As mentioned before. The profile comparison is illustrated in figure 2. In order to have the strongest effects in wave evolution the plane wall is vertical.5 on Tue. although Hopper lists several classes of mappings which are acceptable and satisfy the boundary conditions. r and their derivatives with respect to time and A. Keeping the Proc. v) = (1+ i32)-1/2(( . For all our examples. To compare the coordinate values is extremely tedious.k2 sin2 q)-1/2 do. Soc. A (1996) This content downloaded from 193. the discretized Cauchy integrals do not represent the harmonic function very well if any of the discretization points lie near another point which belongs to a non-adjacent section of the free surface.jstor. as well as for internal points in relation to the surface points for large spatial periods. There is no visible difference between the numerical results and Hopper's analytical results. To compare with weakly nonlinear long-wave analysis we would like to consider our model for much longer waves than those with unit wavenumber (a = 1).k)(1 + k2 )2[kK(k)]. the initial free-surface profile is sinusoidal with dimensionless amplitude am. We compared Hopper's results for the Nephroid with an initial value of v taken to be 0.IV3). a difficulty arises.194. This is supported by the fact that the maximum relative error in the velocities of the symmetry points is 10-9 over the 20 time steps that the model ran. This is the case for the points on the wall. One such solution is that of the Nephroid given by Hopper as ((. since fixed points on the unit circle do not map onto the same surface points for different times using Hopper's conformal map. The Euler scheme also performed well with this initial profile except for the onset of numerical instabilities as the shape became very close to the circle.2) where v is a time parameter with time given by t(v)= 17 / (1 . wavenumber a and free-surface point distribution which is evenly distributed along x E [0. 6. Two forms of com- parisons were made. Lond. d. for large spatial periods.

there is good agreement between our results and the linear theory given by the Orr-Sommerfeld equation.1. A study of the linear theory of surface levelling in viscous fluids has been made by Orchard (1962). For a horizontal bed. For the relatively large initial amplitude of 0. i 0. These calculations were Proc.25 - 0. The numerical profile steepens with time while the linear profile keeps its sinusoidal profile. For waves of dimensionless period 107 or more with dimensionless depth 1 and initial amplitude.3. The disagreement is especially unsatisfactory in the presence of surface tension since higher order terms are required to accurately represent the surface tension for the wavenumbers considered here. With an initial amplitude of 0.194. These represent the 10th and 20th time stage in the Runge-Kutta scheme.1.0.76. Lond. there is. 28 Jun 2016 08:17:56 UTC All use subject to http://about.554 D. starting at v = 0.0 0. As the wave steepens there is an increase in the concentration of free-surface particles at the front of the wave and a corresponding decrease at the rear of the wave crest. R. unsurprisingly. the surface maintains a sinusoidal profile as the amplitude decreases and the results agree very well with the linear theory for initial amplitudes up to at least 0. Rh. Comparison between our Runge-Kutta results (line) and Hopper's (dots). For an inclined bed. Gwynllyw and D. Gjevik (1970) and Nakaya (1975) in the limit of zero Reynolds number. Peregrine 1. number of points per wavelength constant means that d increases for larger periods. A (1996) This content downloaded from 193.5 on Tue. Summarizing. Soc.org/terms .jstor. H.0 Figure 2.5 - 0.25 0. Our experience for flows without surface tension on non-vertical walls with an initially sinusoidal surface profile is summarized as follows. /31.5 0.1085. was alleviated in Dold & Peregrine (1986) by considering the free surface and its reflection in the plane wall effectively doubling the distance between near but non-neighbouring points.0 .75 1. am0. the number of discretization points required becomes prohibitively large. refer to figures 3 and 4. For the above reason we deal with comparatively short waves and hence have poor agreement with the nonlinear long-wave analysis of Benney (1966).2445.01 the numerical profile keeps its sinusoidal profile leading to good agreement with the linear theory. i 1 1 1 . to a large extent. a larger number of discretizing points is required for longer waves if we are to keep the same accuracy in our numerical scheme. On the other hand. This problem.0 - 0. This could not be done here because there are two boundary conditions at the wall to be satisfied as opposed to one in the water-wave case. rapid departure from the linear solution.75 - 0.9 with t = 0.

(b) Small amplitude waves down a vertical wall Linear theory predicts that all Stokes flow disturbances down a vertical wall are damped except for flow down the vertical wall free of surface tension. magnified. Only a slight decrease in the amplitude can be detected with an amplitude of 0.01 y 0. 95.01 and a = 1 at times t = 0. Lond. in figure 6. The model was run with the Runge-Kutta scheme up to time t = 44. Proc. The numerical results are shown by the dots which represent actual free-surface particles.121 is shown.01 with unit wavenumber and no surface tension. Beyond the last profile in the figure. as is illustrated in figure 8 (am = 0.2.1. has a minimum height and is included as a contrast to the other profiles which are at approximately equal phases. a = 0. Small amplitude waves changed very slightly in our numerical results. R.647.4. Comparison between numerical and linear wave profiles for 3 = 1 rad. with no visible difference between the two time stepping schemes that we consider.c = 1).2. which agrees with linear theory to three decimal places. for a larger initial dimensionless amplitude of 0. Short waves also have a propensity to steepen. A (1996) This content downloaded from 193.194.1. made with N = 40. 4.3.7. a = 0. Figure 5 gives the 'waterfall' picture of the flow.0 0 1 2 3 4 5 6 7 8 9 x Figure 3. 28 Jun 2016 08:17:56 UTC All use subject to http://about. This example suggests the possibility of a time periodic propagating wave form.0 with the profiles at times t = 54. 6.7. where the profiles at each time step are shifted back by the distance vt where v = 0. Soc. (d) Large amplitude waves. The following results are from using the Runge-Kutta scheme with e set to a level which resulted in no visual difference with lower tolerances.3. 10. the initial profile soon steep- ened with the face of the wave overhanging the trough.org/terms . the usual choice.jstor. The profile at t = 54.009 99 at t = 44.652.1 and unit wavenumber.27. as illustrated in figure 7 (am = 0. shown in figure 6i.1.5 on Tue.0. with period approximately 26. short waves and steady waves For large-amplitude waves with no surface tension. 2. the computations become inaccurate with the time steps becoming too small to be of any use.27 with a small initial amplitude taken to be am = 0. This clearly differs from the overturning experienced with in- viscid water waves.0. At large times the Euler and Runge-Kutta schemes disagreed. Numerical simulation of Stokes flow down an inclined plane 555 0. The wave is almost neutrally stable and we calculate its phase speed to be 0. am = 0. The comparison of the profile at time t = 41.76. 68. (c) Time periodic flow We now consider the neutrally stable flow with zero surface tension. 8.

the rear will not straighten.3- 0 1 2 3 4 5 6 7 8 9 0.556 D.1 7.5 on Tue. the program is stopped when the RK scheme returns too small a time-step.0 . These waves have the same initial steepness. throughout the transient.3- 0 1 2 3 4 5 6 7 8 9 1 at times t 0. H. The larger amplitude wave steepens more quickly than the shorter wave.6 7 8 9. 4. although the shape of the resulting 'bulb' is significantly different from that seen in the large-amplitude example with the rear of the wave crest being almost straight.0 1. leading us to believe that.3. R.3 l l l W l l l l T .194. a = 3). Figure 7 displays an overhanging wave at time t = 7. 2. Rh. As before.3- y 0- . ca = 1) and 8 (am = 0. In the large-amplitude wave the maximum steepness of the rear. Soc. we have the wave illustrated Proc.7. I i I I I I I j I I i i i.1. We suspect that proximity to the wall plays a significant part in the steepening of the wave. A (1996) This content downloaded from 193.9. I i i i 0 1 2 3 4 5 6 7 8 9 0. c = 3).8. 28 Jun 2016 08:17:56 UTC All use subject to http://about. while this occurs in the short wave of figure 8 at the later time of t = 15.jstor.3. Peregrine 0.5 6. Gwynllyw and D. has kept reasonably constant. unlike the short wave. The numerical results are shown by the dots which represent actual free-surface particles. As an additional example of a short wave steepening.9.org/terms .3- -0y 3 0 1 2 3 4 5 6 7 8 9 0.81. Lond.76. Again this is seen in the comparison between figures 7 (am = 0.

1 x Figure 5. in figure 9 of initial sinusoidal profile am = 0. as illustrated in figures 8 and 9.org/terms .194. surface tension was applied to the wave illustrated in figure 8 (a = 3) at the stage when the wave front was vertical (t = 3. the trough. For the flow down the inclined wall.0 at intervals of dt = 3.jstor. this motion of the surface points is quite typical with the points concentrating on areas of high curvature variation such as the peak and. R.0 to t = 150. The axis is drawn for the t = 0. the overturning was soon arrested. especially. The changes in wave profile of these short waves decrease as the wave steepens. A (1996) This content downloaded from 193.5 on Tue.76. am = 0. The Runge-Kutta scheme from t = 0. 654 for the flow with a = 1r. where an initially high concentration at the 'kink' of the Nephroid would remain concentrated up to its steady state as a circle.05. 28 Jun 2016 08:17:56 UTC All use subject to http://about.73). In an attempt to further decrease the rate of steepening of the wave.35. In both cases.0 with v = 0. for a larger surface tension the amplitude decreases with time and Proc. the wave becomes overhanging at time t = 12.1 and wavenumber a = 5. In this figure the discretization point distribution is shown on the wave.1 and a = 1. Numerical simulation of Stokes flow down an inclined plane 557 y -0. For this inclined wall flow. at the program's termination. Soc. The result was that for a surface tension y corresponding to a = 0. Lond.0 case. This is in contrast to the surface tension driven flow mentioned earlier. the face of the wave is overturning in the sense that the wave is becoming pendant and a portion of the wave has overtaken the trough.

] " " I 'I 3I I"". am = 0.5 on Tue. for smaller surface tension the wave continues to overturn with the trough becoming progressively sharper. Gwynllyw and D. Comparison of profiles at (a) t = 41. A (1996) This content downloaded from 193. We would expect. .1 II.1 and a = 1.0.2.0 x 10-4). The machine time used to calculate the internal stream function was comparable with the time to calculate the surface velocities.1 . Figure 11 clearly shows that there exists a stagnation point within the bulbous shape. (a) (e) Y 0. (e) t = 121. (c) t = 54. The fluid par- Proc. Rh. The contours of the stream function travelling with the wave at the phase velocity are shown in fig- ure 11. drawn for very small in- crements in the stream function (do = 2. The profiles show the close resemblance to a steady wave. The stream function is calculated at the nodes of a 80 x 40 grid by vertical integration identical to that mentioned earlier. The contours were drawn using the UNIRAS package GCNW2V which uses bilinear interpolation between the grid nodes. for a steady wave.. Soc. (a) ( d) Y 0. (d) t = 95.I I I i 0 1 2 3 4 5 6 7 8 9 x Figure 6. Lond.0 - -0.652 for the flow with 3 = 7r. Despite this. II Ig I. .194. This is not the case here since we only have an approximation to a steady wave.jstor. however.558 D.1 I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I 0 1 2 3 4 5 6 7 8 9 0. Figure 10 is a magnified figure of the aforementioned surface tension flow with a = 0. 28 Jun 2016 08:17:56 UTC All use subject to http://about.7.4. Peregrine 0. the surface profile to be a streamline. H. The contours are.508.III.76. .05.org/terms .1-\ /. . the streamlines meet the surface approximately tangentially along most of the surface.0 - .1 -( (b) ? (c) Y 0. assuming a phase velocity v = 0. 0 1 2 3 4 5 6 7 8 9 0. R.0- -. IIIIIIIIII IIIIIIIIIIIIIII.IIIIIII. (b) t = 68. where the two profiles are taken at a time interval of 1 assuming a phase velocity of 0.

. 8..08. 8. 7. Figure 12 shows the development of a wave of wave number 0.. 4.194. I . A (1996) This content downloaded from 193. This behaviour is very similar to the 'rolling' type of motion that occurs as a wetting front descends down a dry non-wetting surface. the Cauchy integral representation is less accurate for long waves.3 1 I 1 I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I.. R.3 - Y 0- -0.5 on Tue.3 Y 0 -0.47 using N = 40..86. 28 Jun 2016 08:17:56 UTC All use subject to http://about.3 i i i i i i i i i i i i i i i i i I i i i i i i i i i i i i i i i i i i i i i i i i 0 1 2 3 4 5 6 7 8 9 0.33.3 . I I I I I j I I I I I I I I I I I I I I I I 0 1 2 3 4 5 6 7 8 9 0. However. To counteract this we use N = 80. (e) Long waves Finally we consider the motion of a longer wave of period 107r.3 - Y 0- -0 .76. 6. more realistic. The intention is simply to illustrate how the wave number can affect the development of waves of the same amplitude.46.0. Soc. Numerical simulation of Stokes flow down an inclined plane 559 0.. 0 1 2 3 4 5 6 7 8 9 0. 7. waves which would require more substantial computations.3 - -0.. .01. The Runge-Kutta scheme for the 'large' amplitude flow (am = 0.3 -0. which clearly Proc.1.jstor. By showing one example of the development of a long wave we do not claim it to be typical of long wave flow for the particular amplitude chosen. 0 1 2 3 4 5 6 7 8 9 x Figure 7.21..51. 3.. These 'drop-like' examples are unlikely to be physically realistic because of their short wavelength. 7.2 with initial sinusoidal profile with amplitude 0.3) down the vertical wall with a = 1 at t = 0.3 - Y 0- -0. tides rotate clockwise around this point.3 . This is a feature that can be important in assessing heat or mass transfer. Lond.98.3 I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I 0 1 2 3 4 5 6 7 8 9 0.org/terms . 2. it is likely that such drop-like behaviour can develop for longer. As explained before.

0 1.5 2. 4.5 3.0 0.5 on Tue. For this reason we do not follow the long wave development any further although we believe our model to be accurate enough to cope.0 1.0 =I y -0. 7.42. .16.194.0 1.5 0 ). I -U.5 5 1.0 2.O 0.1 - y 0- -0. Rh.5 2.15 compared to the linear long-wave theory value of 40 (phase speed is twice the unperturbed surface velocity).76.jstor. and the point discretization to enable high-order approximations involving many points rather than discrete elements of more limited geometry. 4.5 . The effect of surface tension on such waves is found to generate almost steady waves in some Proc. there is no tendency towards a time-periodic solution. .98.0 1.55. . .49. Development of a short wave (a = 3) down a vertical wall with am = 0. . .1 .5 1. 5.5 3.5 2.. .5 1. .41.0 0. Soc.0 2.55. 5. 5.0 ' -2 x Figure 8.63.35. . The method is found to be stable past the point of overturning for steep waves. . 5. 28 Jun 2016 08:17:56 UTC All use subject to http://about.1 .59. . .74 using a Runge-Kutta scheme with N= 80. 5. . 3. 2.org/terms . .1 I I ~ l II I I I I I I I I I I I I I I i ). makes the computation more expensive. . . 5. . 5.0 0.1- y 0- t. . . 5. .5 1. Peregrine y 0- -0. 0.1 at times t = 0. . ' ' '02. .5 3. Conclusion An accurate numerical method of modelling unsteady free-surface Stokes flow using a BIE method is described. Its major feature is the use of a Cauchy integral for two harmonic functions.31. I I I I i I I . 5.0 ' I '3.5 3. Each wave seems to be developing a solitary nature.1 Y 0 -0.0 2.0 2. . II 0. A (1996) This content downloaded from 193.5 2. H.0 0. . Unlike the flow of spatial period 27r.5 2. 5.0 0.I I I 0. Lond.0. R.0 1. At t = 40 the peak of the wave has travelled 40.67.0 0. Gwynllyw and D.54.I1 I I I I I 1 1 1 0.0 0.5 1. . .70.560 D. J---l 0.

These profiles are at a time interval of 1 from each other and assuming a phase velocity of 0.i.'~. . 0.0 1.5 1....org/terms ....0 ~ 2.47 using a Runge-Kutta scheme.76.5 on Tue.77..???1?? t~~?? 0.02.25 1.1 .75 x Figure 9.5 1.1 I .. 28 Jun 2016 08:17:56 UTC All use subject to http://about.1- :: .25 0..5 . 0.5 0..... .~ltf? ???? .1 ? .jstor. 12...0 x Figure 10..0 0.?.????.. This figure is with natural scaling and the dots represent actual fluid surface particles.. Development of a short wave (a = 5) down a vertical wall with am = 0.. :...." ..5 0. ?. *.1 at times t = 2. 13.. 0.. . 0..5 0..1 III 0. ...5 1.25 0.10. .5 1. The comparison of two profiles taken from a continuation of a steepening profile in figure 8 but now under the effect of a surface tension... The unbroken line. -0.. Further to this. y 0. Numerical simulation of Stokes flow down an inclined plane 561 O.75 1.05...5 ~ o . . Each profile is given by the particle points as in the discretization of the profile (N = 80).751.25 1.37.25 1.25 0. -0..o 0. (b). . 1.13.. .1- : .12.0 1. .. . R.69. a i.508...?? ?? ~~~~~~~~~~~~~~~~~~~~~~I t C .. ""-". ... giving a = 0.0 >. Lond..8.0 k .25 1.. y 0 ?-0. ??? .13.:: ....0 0.. represents the later profile while the dots in the former profile..75 -.25 0.....1 .1.5 0..5 0...49. .'. (a).30.10..94. y 0- -0. 0.5 6fs 1.75 1... .76. . .83. . represent actual free-surface discretization points. 2 3. ''...1 0. y C '???.11.25 1.1 .5 .iii..1.75 1..0 0.0 1....0 0. examples.75 1. a travelling wave with a time-periodic profile of moderate amplitude and spatial period is found.. Soc...194..25 0.. .13.25 -~~~.. A (1996) This content downloaded from 193. (a) (b) y 0.75 1..0 - -0. .0 1.13...0 1.....1.5..1/ l. 3y.0 1.75 . ..-"'::::'" ..???ts???? n .t i ..0 1.75 1.75 0..5 0..12.75 0.I 0. ....25 0... Proc.

174. Gwynllyw and D. The development of the long wave of period 107r.0 2.1 y 0. R.jstor. with am = 0. and contour step db = 2.0 -0.1.562 D. Soc.5 3. A (1996) This content downloaded from 193. Rh. H. The displayed streamlines correspond to the lowest 5% values of the streamfunction in the flow. This figure is with natural scaling. 28 Jun 2016 08:17:56 UTC All use subject to http://about.1 I y 0. at stagnation point ) = -3.0- --V.02 at equal time intervals of 1. Peregrine 0. The streamlines of the flow in a frame of reference with velocity of 0. The flow profile is the later profile in figure 10.I I I I I I I I I 0. down the vertical wall.1 0 5 10 15 20 25 30 35 40 45 0.5 1.org/terms .1 x Figure 12.0 -0.0.0 x 10-4.194.76.0 -0. y 0. . 0.0 1.38 (N = 80).0 Figure 11.0 0. At the streamline nearest the base =.9 x 10-4.1 0.0 -0.508. Lond.0 -0.1 y 0. The arrows represent the direction of flow.1 0. The scheme is accurate despite the large curvature variations found in some of the Proc.5 2.1 using Runge-Kutta up to t = 40.1 y 0.1 0.5 on Tue.

respectively. further. can be applied to non-plane wall geometries.3) is applied with _ = X and -.194.){ -{b0 0 OfR S) f (3 M4 X(n n ( ? ? ) ( (A 2) (^ )(^ -(^ .4 are fixed in time since they correspond to both I and ~' representing discretization points on the plane wall in (4. are not included in the free boundary condition and.76.X separately. Lond. both the plane wall variables appear in the relations due to the Cauchy integral. on the other hand. that satisfies the no-slip boundary conditions is possible by an approach similar to that described by Zeng & Weinbaum (1994). The form of the relationships are ( M M ) ((Q M3M4) b R (~S g)(~)~(~ Of ) ( A 1 ) (A1) ^ 3 M. A (1996) This content downloaded from 193.org/terms . using our near solutions as initial guesses. The matrices Mi E ReNbxNb for i = 1. None of the other matrices in (A 1) and (A2) are invariant in time since they are derived from either or both of J. Although we only present results for flows over plane walls. It would be of interest to find whether the trough develops into an air bubble or if points at the trough can be absorbed into the interior by cusp development in the absence of surface tension.5 on Tue.V ^ + (A2) P3 P3 P P4 a b 0OnTn 0 Of +T Xn U f Relations (A 1) and (A 2) are derived from (4. (bn and Xb.. is only applicable to flows over plane walls. Numerical simulation of Stokes flow down an inclined plane 563 profiles. we note that. *' being free-surface points. After the point of overturning.. Appendix A. However. although in their case only steady flow is considered.jstor. using only one harmonic function. Matrix M. A representation of the biharmonic function. Precise steady wave forms and time-periodic wave forms might be found explicitly by using iterative methods for the free surface. our numerical method.. This work was supported by SERC and private funding. Soc. however. given by \ M1 M2) M3 M4 Proc. the relation (4. as in Pozrikidis (1988). there is an asymmetrical 'rolling over' of the free surface which seems even more likely to lead to surface absorption. 28 Jun 2016 08:17:56 UTC All use subject to http://about.3) by taking ~ to be a wall point and free-surface point. In the case described here. Reducing the linear algebraic scheme The sparsity of G is due to the fact that the plane wall variables.8). might cause the adaptive Runge-Kutta scheme to terminate the program. The authors are grateful for the assistance of the referees. R.3). errors in the calculation of iK. .. This method. This numerical method is designed to follow the unsteady motion of Stokes flow. due to the boundary conditions at the wall (3. which involves third-order spatial derivatives. An analytical study of whether surface points are absorbed into the interior of a viscous fluid through a free-surface cusp has been made by Jeong & Moffatt (1992).

& Kelmanson. D. A. 1992 An efficient surface-integral algorithm applied to unsteady gravity waves. Phys.(f. Morton & M. Fluid Mech. G.5 on Tue. 1966 Long waves on liquid films. Baines). Springer Lecture Notes in Engineering 7 (ed. W. Gwynllyw and D. 150-155. Cooker. 1986 An efficient boundary-integral method for steep unsteady water waves. W. Peregrine. Ingham. J. 1978 Mechanics of wave induced forces on cylinders (ed. J.C. J. Fluid Mech. Shaw).. C.) ] = M -( )' + ( R nM( ?X? n ) j +-Fb(1) 0 )+ (o)l Xn( 7\7: b) \(A3) (A3) where M* is the inverse of a modified non-singular form of M and is independent of the free-surface profile. Meiron. is the value of Xb at the Nbth point on the wall and the vector 1 is the Nb-vector of ones. II. 22nd Int.76. B. 215. pp. 349-375. H. Peregrine is singular. H. Hopper. M _ 4N + 2 and S .E. M. (A 4) where Gr C ReMX. potential and biharmonic problems. Vidal. 1970 Occurrence of finite-amplitude surface waves on falling liquid films. Phys. L.org/terms . 214. for example. 28 Jun 2016 08:17:56 UTC All use subject to http://about. Fluid Mech. D. & Peregrine. C. W. Brebbia & S. 1. Fluid Mech. In Proc. Fluid Mech. A (1996) This content downloaded from 193. 503-515. J. J. E. 164-176. 1990 Viscous sintering: the surface-tension-driven flow of a liquid form under the influence of curvature gradients at its surface. R. Lond. Benney. K. Jeong. & Moffatt. knowledge of its eigenvector corresponding to its zero eigenvalue enables us to generate a matrix. however. Conf. Math. T.. Berlin: Springer. & Dold. vol. Inserting (A 3) into (A 2) and combining the result with the free-surface boundary conditions gives us the reduced LAS Grsr br. 103. 287-301. Rh. & Peregrine. 1984 Boundary integral equation analyses of singular.-T. G. T. D. R. K. J. 241.564 D. (A 5) and br has the same non-zero elements as b but is of reduced size after having L . A. M. W. 1-22. pp. J.. D. 1990 Computations of violent motion due to waves breaking against a wall.194. 1982 Generalized vortex methods for free-surface flow problems. 477-501.S. S. 1990 The interaction between a solitary wave and a submerged circular cylinder. H. A. Physics Fluids 13. J. H. D. J. B. pp. 1-22. Oxford: Clarendon. Xb(Nb). Dold. R. J. J. Comp. Cokelet. Soc. New York: Academic. H. M. Cooker. M. D. Kuiken. Gjevik.jstor. 1977 Integral equation methods in potential theory and electro- statics. London: Pitman. D. X(N))T. I.M zero elements removed. Jaswon. Coastal Engng. H. Proc. 123. & Orszag. Delft. 1990 Plane Stokes flow driven by capillarity on a free surface J. fXf Xf x b(I). M* C Re2Nbx2Nb such that IX n +M* . J. References Baker. 213. 671-679. A. Dold.. 1918-1925. vol. 45. A. 90-115. & Symm. J. K. J. In Numerical methods for fluid dynamics (ed. 1992 Free-surface cusps associated with flow at low Reynolds number. Orszag). W. A.

Lond. 1-26.. Tanaka. 1987 Instability and breaking of a solitary wave. M. H.jstor. Physics Fluids 18. 1407-1412. A (1996) This content downloaded from 193. 451- 464. R. 207-226.76. J. Orchard. H. H. Lewy. Fluid Mech. Res. B. J. Teukolsky.5 on Tue. R. 1994 Stokes flow through periodic orifices in a channel. Proc. 47-70. W.194. Dold. 275-300. W. W. & Leal. Zeng. I. 1989 Relaxation and breakup of an initially extended drop in an otherwise quiescent fluid. J. Received 26 October 1993. A numerical method of computation. S. Pozrikidis. A. C. Fluid Mech. E. Press. S. A. 235-248. Cambridge University Press. 399-427. 28 Jun 2016 08:17:56 UTC All use subject to http://about. 1975 Long Waves on thin fluid layer flowing down an inclined plane. P. & Weinbaum. revised 26 January 1995. A 350. Soc. 227. J.. & Lugt. Sci. W. J. C. 1962 On surface levelling in viscous liquids and gels. H. & Peregrine. S. Ohring. Fluid Mech. 263. 1986 Numerical recipes. Y. Fluid Mech. M. S. G. 1976 The deformation of steep surface waves on water. Fluid Mech. E. Flannery. T. D. M.org/terms . Soc. D. New York: Macmillan. & Cokelet. E. Longuet-Higgins. 188. 198. L.. J. A 11. 1988 Flow of a liquid film along a periodic wall. J. & Vetterling. Nakaya. 1964 Slow viscous flow. Numerical simulation of Stokes flow down an inclined plane 565 Langlois. Lond. Stone. 185. S. 1991 Interaction of a viscous vortex pair with a free surface. Appl. accepted 13 February 1995 Proc..

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