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Original Title: Principal Component Analysis on a LES of a Squared Ribbed Channel

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Principal Component Analysis on a LES of a Squared Ribbed Channel

Principal Component Analysis on a LES
of a Squared Ribbed Channel

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1

School of Aeronautics, Universidad Politécnica de Madrid, Spain

soledad.leclainche@upm.es

2

Department of Environmental and Applied Fluid Dynamics,

von Karman Institute for Fluid Dynamics, Belgium

benocci@vki.ac.be

3

Service d’Aéro-Thermo-Mécanique, Université Libre de Bruxelles, Belgium

Alessandro.Parente@ulb.ac.be

Component Analysis (PCA) on the ﬂow and thermal ﬁelds generated by

the large-eddy simulation (LES) of a square ribbed duct heated by a con-

stant heat ﬂux applied over the bottom surface of the duct. PCA allows

to understand the complexity of the resulting turbulent heat transfer

process, identifying the ﬂow and thermal quantities which are most rele-

vant to the process. Diﬀerent algorithms have been employed to perform

this analysis, showing high correlation between turbulent coherent struc-

tures, identiﬁed by Q − criterion, and the heat transfer quantiﬁed by the

non-dimensional magnitude Enhancement Factor (EF ), both identiﬁed

as Principal Variables (PV) of the process.

Component Analysis, Flow topology.

1 Introduction

Most physical and engineering processes depend on the interaction of a high

number of diﬀerent physical parameters. A such example is represented by the in-

ternal cooling of turbines blades. The turbine eﬃciency of a jet engine can be im-

proved increasing the turbine inlet temperature. However, temperatures higher

than the melting point temperature of the blade material could be reached, as

they would cause catastrophic failure. Thus, an eﬃcient blade cooling must be

introduced to avoid overheating and internal ducts, transporting a cooling ﬂuid,

are typically employed within blades. The eﬃciency of the cooling process can

be improved by means of turbulence generators, which increase the turbulent

mixing and turbulent heat transfer. A typical generator is a set of ribs installed

on the walls of the cooling ducts. The obvious drawback associated with the use

of ribs is the increase of pressure drop; therefore, the advantages and shortcom-

ings of this approach must be accurately assessed. A deeper discussion about

the topic can be found in [1], which provides an overview of heat transfer in gas

turbines.

Advances in Intelligent Systems and Computing 239,

DOI: 10.1007/978-3-319-01854-6_27, c Springer International Publishing Switzerland 2014

260 S. Le Clainche Martı́nez, C. Benocci, and A. Parente

The number of parameters that can potentially aﬀect the heat transfer pro-

cess is very high and it is therefore very complex to identify the most relevant

ones. In the present work, Principal Component Analysis (PCA) is applied to

the matrix containing all the parameters potentially inﬂuencing the process, to

identify the Principal Variables (PV) and quantify their eﬀect on the system

quantify of interest, i.e. the heat removal rate. PCA is a well-known statistical

technique that transforms a set of correlated variables into a smaller number

of uncorrelated variables, called Principal Components (PCs) [3,9]. The PC are

determined to successively maximize the amount of variance contained in the

original data sample. The approach performs a rotation within the original data

space to reveal the internal structure of the sample and to maximize the amount

of information accounted for by a smaller number of parameters. The PCs are,

by deﬁnition, linear combinations of all variables available. However, in some

applications, it can be useful working in terms of the original variables, to help

the physical interpretation of the results. Therefore, the PCA analysis of the

thermo-ﬂuid dynamic state is completed with the determination of the Principal

Variables [3].

The present paper presents the application of PCA to the numerical simula-

tions carried out in [8], with the main objective of identifying the parameters

which control the heat transfer process in proximity of the rib and clarifying

the eﬀect of the rib on heat transfer enhancement. Additionally, the study aims

to investigate the relevance of turbulent coherent structure on the heat trans-

fer process, as recent studies [6] pointed out how heat transfer enhancement

always occurs in regions of the ﬂow characterized by the existence of presence

of organized turbulent ﬂow structures.

The investigated case is presented in Fig. 1. It represents conjugate heat transfer

in a squared cross-section ribbed duct with ﬁve consecutive ribs [8]. The ribs

are characterized by a squared cross section positioned perpendicularly to the

channel axis. The rib hydraulic diameter is D = 0.075 m, the rib height is

h/D = 0.3, the pitch length, p/h = 10 and the thickness of the coupled solid

domain is s/h = 1.1. The Reynolds number based on the hydraulic diameter

and bulk velocity Ub is 4 · 104 and the Prandtl number is equal to 0.7. The

simulations were solved using the Large Eddy Simulations (LES) module of the

commercial software FLUENT 6.3. Numerical results have been validated with

some experimental measurements carried out at von Karman Institute employing

Particle Image Velocimetry (PIV) and Infrared thermography (ICR). In all cases,

a satisfactory agreement between simulations and experimental data was found.

Fig. 2 presents an overview of the high complexity ﬂuid dynamic problem,

showing how the ﬂow is dominated by regions of separated ﬂow. Fig. 2a shows

the the vortex structures around the 4th rib, on the symmetry plane (up) and the

thermal ﬁeld in the ﬂuid and solid part of the channel on the same plane (down).

Principal Component Analysis on a LES of a Squared Ribbed Channel 261

transfer ﬂux (up), deﬁned as the non-dimensional magnitude Enhancement Fac-

tor (EF) and coherent structures (down) deﬁned with the Q − criterion. The

presence of coherent structures enhances the heat transfer ﬂux on the bottom

surface.

(a) (b)

Fig. 2. Left: (up) Vortex structures and (down) thermal ﬁeld on the mid plane around

the 4thrib. Right: (up) Enhancenment Factor and (down) Coherent Structures iso-

surfaces (Q/(Ub2 /h2 ) = 24) on the 4th rib. Legend: blue colors: negative value, green

colors: zero value, red colors: positive value.

3 Theory

3.1 Coherent Structures

Coherent structures (CS) are large and strongly organized turbulent structures

associated with the process of production of turbulent kinetic energy. Within

the present context, the role of CS with respect to the heat transfer mechanism

is of interest. A common criterion for the detection of coherent structures in a

turbulent ﬂow is the so-called Q-criterion [2], Q = 12 (Ωij Ωij − Sij Sij ), where

Sij is the strain tensor and Ωij is the rotation tensor. When rotational eﬀects

are dominant over strain eﬀects (Q > 0), a coherent structure identiﬁed by Q

exists. Fig. 2b down shows the iso-surface of Q/(Ub2 /h2 ) = 24, where Ub is the

bulk velocity and h is the height of the rib.

262 S. Le Clainche Martı́nez, C. Benocci, and A. Parente

The eﬀect of the rib on heat transfer is assessed by means of the so-called

Enhancement Factor (EF ), which represents the ratio of the Nusselt num-

ber along the actual (ribbed) duct, N u, and that on a smooth surface, N u0 ,

EF = N u/N u0 = h · Dh /kair · N u0 , where h is the heat transfer coeﬃcient, Dh

is the hydraulic diameter, kair is the air thermal conductivity, Re and P r are

the Reynolds and Prandtl number, respectively. Fig. 2b, shows in the upper part

the EF distribution on the bottom solid surface of the body.

lated variables into a smaller number of uncorrelated variables, called Principal

Components (PCs) [3,9]. For a multivariate data set, PCA is usually employed

for detecting the directions that carry most of the data variability, thus pro-

viding an optimal low-dimensional projection of the system. For a data set, X,

consisting of n observations of p variables, the sample covariance matrix, S, can

be deﬁned as S = 1/(n − 1)XT X. Recalling the eigenvector decomposition of

a symmetric, non singular matrix, S can be decomposed as S = ALAT , where

A is the (p x p) matrix whose columns are the eigenvectors of S, and L is

a (p x p) diagonal matrix containing the eigenvalues of S in descending order,

l1 > l2 > . . . > lp . Once the decomposition of the covariance matrix is performed,

the Principal Components (PC), Z, are deﬁned by the projection of the original

data onto the eigenvectors, A, of S, Z = XA. Then, the original variables can

be stated as a function of the PC as X = ZAT . The main objective of PCA is to

replace the p elements of X with a much smaller number, q, of PC, preserving

at the same time the amount of information originally contained in the data. If

a subset of size q << p is used, the truncated subset of PC is Zq = XAq . This

relation can be inverted to obtain an approximation of the original state space,

X q = Zq ATq . A representation of the PCA reduction process is shown in Fig. 3.

forward as they are in principle linear combination of all the original variables.

Principal Component Analysis on a LES of a Squared Ribbed Channel 263

weights can be redeﬁned to attain a simple structure for Aq , so that weights on

a PC are either close to unity or close to zero and, thus, variables have large

weights on only few or (ideally) one PC. The most common orthogonal rotation

is based on the maximization of the VARIMAX criterion [4]. When rotation

is applied, the total variance within the rotated q-dimensional subspace is re-

distributed amongst the rotated components more evenly than before rotation;

however it remains the maximum that can be achieved.

Principal variable (PV) represents a further attempt to help the physical

understanding of Principal Components. Diﬀerently from PC rotation, PV al-

gorithms try to link the PC back to a subset of the original variables, which

satisfy one or more optimal properties of PCA. A number of methods exist for

selecting a subset of m original variables. Within the present investigation, the

M2 method by Krzanowski [5] and the approaches proposed by McCabe [7] were

selected. In the M2 method, PCA is performed on the original data matrix and

the scores Zq are then then evaluated. Assuming that q is the true data dimen-

sionality, the approximation, Z q , of Zq obtained by keeping only q variables of

the original data set is evaluated, to ﬁnd the subset of variables yealding the

least diﬀerence between Zq and Z q . The approaches by McCabe [7], MC1-MC3,

originates from the observation that the principal components satisfy a certain

number of optimality criteria, i.e. maximal variance and minimum reconstruc-

tion error. Therefore, a subset of the original variables optimizing one of these

criteria deﬁnes a set of principal variables.

4 Results

PCA analysis has been performed in order to determine the most relevant quan-

tities for the heat transfer process. The variables selected for the analysis are the

mean stream-wise (U ), chord-wise (V ) and span-wise (W ) velocities and their

variances, the mean temperature (T ) and its variance, the turbulent kinetic en-

ergy (k), the mean vorticity (Ω) and mean strain (S) tensors, the enhancement

factor (EF ), the mean heat ﬂux (q) and the mean velocity and temperature

correlations U V , U W , V W , U T , V T , W T . The matrix to be processed with

PCA is built collecting data on diﬀerent planes in the computational domain.

In particular, the heat transfer related quantities (heat ﬂux, EF , T ) are taken

at the ﬁrst grid point above the ribbed wall and around the rib itself. On the

other hand, the ﬂow-related quantities (velocities, strain, vorticity, Q) are more

meaningful at a certain distance from the wall. Fig. 4a clearly indicates that the

coherent structures are present at a certain distance from the wall, they interact

with the bottom surface, leading to a reduction of temperature, and then they

mix back with the bulk ﬂow. Fig. 4b shows the diﬀerent sampling planes em-

ployed for the PCA analysis. Since the computational grid is unstructured, the

data extracted for the PCA analysis were interpolated over a structured grid.

Two diﬀerent data set have been analyzed. The resulting data set for PCA

and PV analysis, indicated as CHT1, consists of 20 state variables and about

264 S. Le Clainche Martı́nez, C. Benocci, and A. Parente

(a) (b)

sampling planes for the application of PCA and PV (b)

6000 observations. The second data set, indicated as CHT2, is then built to focus

the statistical analysis on the observations corresponding to positive values of

Q, to remove the eﬀect of strain dominated regions on the results and point

out the role of coherent structures on the heat transfer process. The number of

observations for the reduced CHT2 data set is about 2000.

Fig. 5 shows the magnitude of the eigenvalues associated with the PCA reduction

(left), and the contribution of the largest eigenvalues to the amount of variance

explained by the new basis vectors for the CHT1 (a) and CHT2 (b) data sets.

The ﬁrst ﬁve eingenvalues (representing 25% of the total number of variables)

account for more than 75% and 80% of the total variance in the original CHT1

and CHT2 data sets, respectively. On the other hand, the last six smallest eigen-

values contain no useful information and only explain linear dependencies among

the original variables. Therefore, a non-negligible size reduction can be accom-

plished with PCA, through the identiﬁcation of the most active directions in the

data. Table 1 shows a selection of the correlation matrix, built for the extrac-

tion of the PC and PV, showing the correlations between k, EF and Q and a

subset of variables, for the CHT1 and CHT2 data sets. For CHT1, it is observed

that Q is mostly correlated to T , V , and the correlations U V and V T (beside

the obvious correlation with strain and vorticity). This is in agreement with the

qualitative observation (Fig. 4a) that the vortex structures present in the ﬂow

are driven by the temperature gradient determined by the heat exchange pro-

cess. Their movement is mostly perpendicular to the rib plane (thus explaining

the V component of velocity), allowing the structures to reach the ribbed surface

and to mix back into the ﬂow bulk. On the other hand, EF is negatively corre-

lated with T (EF is larger when the temperature decreases) and it shows large

positive correlations with T and V T , conﬁrming the interaction between coher-

ent structures and the heat transfer process. As far as turbulent kinetic energy

is concerned, k shows a positive correlation with the variables representing the

heat transfer process, indicating that an increase in turbulence levels could be

eﬀectively used to reduce rib temperatures (if compatible with pressure drops).

The same analysis for the CHT2 data set conﬁrms the correlations pointed out

for CHT1 and supports the phenomenological explanation provided above, with

Principal Component Analysis on a LES of a Squared Ribbed Channel 265

(a) (b)

Fig. 5. Scree-graph showing the main contribution to the original data variance for the

CHT1 (a) and CHT2 (b) data sets

and Q and the variables deﬁning the CHT1 and CHT2 data sets

k EF U V W T U V W UV

k 1.00 0.26 -0.33 -0.26 -0.02 -0.28 0.93 0.73 0.80 -0.54

CHT1 EF 0.26 1.00 -0.20 0.08 0.02 -0.74 0.34 -0.18 0.35 0.17

Q 0.07 0.21 0.13 0.58 -0.01 -0.19 0.03 -0.14 0.26 0.63

k 1 -0.08 0.15 -0.39 0.03 0.21 0.87 0.59 0.64 -0.48

CHT2 EF -0.08 1 -0.09 0.13 0.07 -0.78 0.06 -0.59 0.29 0.47

Q -0.14 0.35 0.32 0.80 0.00 -0.30 -0.18 -0.35 0.27 0.83

UW V W T UT V T W T Ω S Q q

k -0.10 0.06 0.19 0.20 0.27 -0.08 0.06 0.03 0.03 0.25

CHT1 EF -0.05 0.08 0.72 0.35 0.73 -0.05 0.19 0.20 0.21 0.91

Q 0.01 -0.10 0.42 -0.27 0.45 -0.02 0.84 0.74 1.00 0.17

k 0.00 0.09 -0.19 0.02 -0.18 0.00 -0.23 -0.25 -0.14 -0.05

CHT2 EF -0.03 0.18 0.76 0.18 0.80 -0.01 0.32 0.30 0.35 0.91

Q 0.05 -0.04 0.62 -0.50 0.69 0.00 0.94 0.88 1 0.31

Table 1 for CHT2 indicate almost zero correlations between k and the heat

transfer related variables, EF and q. Such result can be explained considering

that the CHT2 data set is built by assembling all those observations correspond-

ing to positive values of Q. Therefore, the values listed in Table 1 only indicate

that in the range of k compatible with the existence of CS, the heat ﬂux span

an almost uniform range of values, leading to correlations close to zero.

Fig. 6 shows histograms of the structure of the ﬁrst four rotated eigenvectors

of S, for the CHT1 and CHT2 data sets, respectively. The analysis of Fig. 6

clearly shows that the main eigenvector structure of the covariance matrix does

not signiﬁcantly change switching from the CHT1 to the CHT2 data sets. It can

be observed that the ﬁrst component is characterized by very large weights on V

and U V , and on Ω, S and Q, for both data sets. Such component can be then in-

terpreted as an indicator of organized coherent structures; moreover, it conﬁrms

the relation between the latter and the vertical ﬂow motion from the bulk to the

266 S. Le Clainche Martı́nez, C. Benocci, and A. Parente

wall and vice versa (V , U V ). Only a few diﬀerences can be emphasized when

comparing the two data sets. The CHT2 data set shows, in fact, non-negligible

weights for the correlations V W and W T , suggesting a non-negligible inﬂuence

of three-dimensional eﬀects on the heat transfer process. The second rotated PC

is dominated by heat transfer related variables, EF and q (showing a correlation

of about 91%, Table 1), T and T , and the correlation V T , conﬁrming the role

of the vertical velocity component on the heat transfer mechanism. Likewise the

ﬁrst component, a major relevance of correlations related to three-dimensional

eﬀects is observed when analyzing the CHT2 data set. As far as the third and

Fig. 6. Scree graph showing the main contribution to the original data variance

fourth PCs are concerned, these can be regarded as representative of the cor-

relation (U T ) between mean ﬂow (U ) and the heat transfer from the wall to

the bulk (T ), and of turbulent kinetic energy (k). It is interesting to have a

closer look at the third component and particularly at the relative weights of

the original variables. In fact, the sign of the coeﬃcients within a PC speciﬁes its

orientation in the original multidimensional space, thus clarifying the relation

between the original variables of the sample. Given this remark, it becomes clear

how the variance on this component is directed towards concordant (positive or

negative) values EF , U T , but discordant values of EF and Q, or EF and T .

This is in agreement with the observation that the coherent structures in the

bulk ﬂow (large values of Q) dissipate at the wall (small values of Q), leading to

an increase of EF and heat exchange (U T ) and a local decrease of temperature.

Fig. 7 shows the distribution of the ﬁrst four unrotated PCs over the fourth rib

(a-d) and the corresponding distribution of the state variables showing highest

Principal Component Analysis on a LES of a Squared Ribbed Channel 267

Fig. 7. Distribution of the principal component modes (a-d) and of the variables show-

ing the largest weights on the rotated components (Fig. 6) over the fourth rib. From

up to down: vorticity, EF , U T , k.

contribution with the PCs (e-h). It can be clearly observed that the selected

variables very well mimic the PC behaviour, indicating that VARIMAX rotation

is an eﬀective method to disclose the physical meaning of the PC.

The analysis presented in the previous sections is completed with PV analysis,

carried out on the CHT2 data sets, applying PV methods M2 and MC2-MC3.

All the employed methods indicate the following variables as PVs: k, T , W ,

Q and EF . Therefore, PV analysis conﬁrms the results provided by PCA and,

in particular, by the rotation of the PCs using the VARIMAX criterion, being

the selected variables coincident or highly correlated to the ones dominating the

rotated principal components.

5 Conclusions

PCA and PV analysis have been applied to the ﬂow and thermal ﬁelds of a ribbed

square duct, heated through the ribbed wall. The analysis has shown that most

of the information contained in the original thermo-ﬂuid-dynamic ﬁeld, deﬁned

by twenty state variables, can be represented by the ﬁrst ﬁve eigenvectors of the

sample covariance matrix, deﬁning the problem principal components. The ap-

plication of the VARIMAX rotation criterion to the set of principal components

allowed isolating the diﬀerent groups of physical parameters controlling the over-

all process and to identify the most relevant variables within the initial set of

twenty state variables. Importantly, the role of the rotation-dominated regions

268 S. Le Clainche Martı́nez, C. Benocci, and A. Parente

(coherent structures) in the heat transfer mechanism from the heated wall to

the ﬂuid bulk has been highlighted. The PCA analysis has been completed with

the application of PV algorithms for the extraction of the most relevant physical

quantities driving the process. The outcome of PV analysis fully supported PCA

ﬁndings, demonstrating the suitability of PCA and PV for the investigation of

complex physical processes, characterized by a very large number of potentially

relevant physical parameters.

Air Force Oﬃce of Scientiﬁc Research (AFOSR), Contract Number: FA8655-

08-1-3048, supervised by Dr. S. Surampudi and Dr. G. Abate of the European

Oﬃce of Aerospace Research and Development.

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Taylor & Frances (2000)

2. Hunt, J.C.R., Wray, A.A., Moin, P.: Eddies, stream, and convergence zones in

turbulent ﬂows. Center for Turbulence Research Report, p. 193 (1988)

3. Jolliﬀe, I.T.: Principal component analysis. Springer, New York (1986)

4. Kaiser, H.F.: The varimax criterion for analytic rotation in factor analysis. Psy-

chometrika 23, 187–200 (1958)

5. Krzanowski, W.: Selection of variables to preserve multivariate structure, using prin-

cipal components. Applied Statistics 36, 22–33 (1987)

6. Lohász, M.M., Rambaud, P., Benocci, C.: Flow features in a fully developed ribbed

duct ﬂow as a result of les. Journal of Flow, Turbulence and Combustion 77, 59–76

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7. McCabe, G.P.: Principal variables. Technometrics 26, 137–144 (1984)

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