Paul Papatzacos
Stavanger University
Last updated: August 17, 2005
Contents
Continuous media
CHAPTER 1
After introducing the concept of ’a continuum’ this chapter will conclude with
two theorems: the Reynolds transport theorem and the Du BoisReymond lemma.
making the model applicable to a number of fields: the design of airplanes, cars,
buildings, etc.
Question two: in view of the fact that the real fluid consists of molecules, can
a model of a fluid as a continuum be at all valid?
Answer to question two: we can not know before we have tried, but it is
worth building a continuum model because it is reasonnable to assume that it will
be valid in cases of flow around objects whose linear dimensions are extremely
large compared to the linear dimensions of molecules and to the distances be
tween molecules. Let L be a length characterizing the flow around an object. (In
the case of an airplane, one would choose L to be the thickness of the wing. In the
case of flow in a pipe, L is the diameter of the pipe.) For the simple fluids we are
considering, the average molecular distance ℓ is large as compared to the molec
ular “diameter”. We can thus express a first condition of validity as the following
inequality:
L ≫ ℓ. (1.1)
Note that ℓ can be obtained when one knows the chemical composition of the
fluid and its mass per unit volume, but a quick estimate follows from the fact that
a cubic centimetre of any gas, at the usuall conditions of everyday life, contains
about 1019 molecules. This gives a volume per molecule equal to 10−19 cm3 , and
taking twice the cube root of this one gets an average distance between molecules
of about 10−6 cm. In practice, we accept that equation (1.1) is satisfied when L is
larger than about hundred to a thousand times ℓ.
Question three: in view of the fact that the real fluid consists of molecules
in chaotic motion, in what way does the description of the continuum provide a
description of the real fluid?
Answer to question three. (We shall use considerable more space answering
this question than the previous ones.) It is essential, in order to answer the question,
to keep in mind the extremely large molecular density quoted above. In statistical
studies, the behavior of a population can usually be understood by looking at a
few quantities that are averages of individual quantities. We thus consider a real
fluid and define a density and a velocity at a point Q and at a time t by averaging
molecular masses and momenta over a large number of molecules. It may be
helpful to imagine that the averaging is done by an instrument, and to think of
such an instrument in general terms, as something that interacts with the fluid over
a certain region in space. We shall call this region the averaging region, and we
can think of it as approximately spherical or cubical, having a volume V and being
centered at the point Q. The size of the averaging region can then be characterized
by just one length which is of the order of V 1/3 . We introduce coordinate axes
and we call x the vector from the origin to Q. Then the realfluid density ρr f and
realfluid velocity vr f are defined as follows:
1 X
ρr f (x, t) = mi , (1.2)
V
V
1 1 X
vr f (x, t) = m i vi , (1.3)
ρr f (x, t) V
V
P
where m i is the mass of the i th molecule, vi its velocity and V means that we
sum the masses and momenta of all the molecules that are inside the averaging
region at time t.
A number of remarks are in order.
1.1. DEFINITION OF A CONTINUUM 5
• Equations (1.2) and (1.3) assume that molecules can have different mas
ses, so that the definitions apply to cases where we have a mixture of
different chemical components.
• Nothing has been stated yet about the size of V , although it is assumed
that it is in some sense “large enough” so that the averaging region con
tains a large number of molecules. A clarification of this most important
point will be given presently.
• Fluid velocity is defined indirectly, namely through momentum, and us
ing the definition of density. According to equation (1.2), the total mass
inside the averaging region is ρr f V . We define the velocity vr f (x, t)
by saying that the total momentum in the averaging region is ρr f V vr f .
Expressing
P the total momentum as the sum of the molecular momenta
m
V i i v we then get equation (1.3). The reason for such an indirect
definition is that there is a law regulating the change of momentum, not
the change of velocity. It is then important to have a definition of ve
locity that takes proper care of possible changes in momentum in the
averaging region. Note that such a subtle definition is only necessary if
we have a mixture of molecules with different masses. If all molecules
have the same mass, then equation (1.3) leads to vr f being equal to the
average of the molecular velocities.
We now turn to the size of V . It is reminded that the molecules of a fluid are in a
perpetual state of movement and mutual collisions. An important concept in this
context is the mean free path λ. It is the average distance travelled by a molecule
between two successive collisions. If we can approximate the collisions between
molecules by the collision between spheres of diameter d then an approximate
formula for λ is [18]
1
λ= √ ,
2πnd 2
where n is the number density. Taking the atmosphere as an example, then one
can use d ≈ 3 × 10−10 m, while n depends on the height above sea level. Typical
values are λ ≈ 6 × 10−8 m at sea level and 20◦ C, and λ ≈ 0.1 m at an altitude of
about 100 km.
The linear dimension V 1/3 of the averaging region must be much larger than
the mean free path to ensure that most molecules undergo a large number of colli
sions so that their momenta are effectively randomized:
V 1/3 ≫ λ. (1.4)
(For a further discussion of randomization, see the answer to question four below.)
Inequality (1.4) gives a lower bound for V 1/3 . There is an obvious upper bound:
the averaging region must be much smaller that the solid objects around which the
flow takes place. Somewhat more precisely, the linear dimension of the averaging
region must be much smaller than the length L introduced in the answer to question
two:
V 1/3 ≤ L. (1.5)
We see that inequalities (1.4) and (1.5) are both satisfied if and only if
L ≫ λ. (1.6)
We can now complete the answer to question three. The description of the con
tinuum provides a description of the real fluid which is such that the details of the
chaotic molecular motion are eliminated by the averaging procedures of equations
(1.2) and (1.3).
Question four: are there any criteria that one can use to judge the applicability
of the model in a given situation involving a real fluid?
6 1. INTRODUCTION TO CONTINUOUS MEDIA
Answer to question four: there are two criteria, inequalities (1.1) and (1.6).
The first inequality makes sure that the averaging volume contains a large number
of molecules, so that averaging is statistically meaningful. The second inequality,
inequality (1.6) is more subtle. It originates from inequality (1.4), which is justi
fied by the necessity to randomize. This necessity itself comes from the fact that
we are going to make a field theoretical model. This is, by definition, a model
where the quantities characterizing it (density, velocity, . . . , in the present case)
are determined locally, in both space and time. This means that, for example, the
density is calculated at x and t, as a function of x and t exclusively: in particular,
ρ(x, t) does not depend on what happened at earlier times. One usually expresses
this by saying that the system has no memory. Randomization is essential in eras
ing memory as the following example shows. Immediately after reflecting off a
wall, a molecule has a velocity pointing away from the wall, so it can be said to
“remember” the position of the wall: it is behind it. After colliding four or five
times with other molecules, its velocity points in any direction with a probabilty
that is almost independent of the direction, and the memory of the position of the
wall is lost.
explicitness we want to achieve, and on the space we have available on the page.
The most compact way to indicate this dependence is
v = v(x, t).
The most detailed is
v1 = v1 (x 1 , x 2 , x 3 , t)
v2 = v2 (x 1 , x 2 , x 3 , t)
v3 = v3 (x 1 , x 2 , x 3 , t).
We return to indexes and their uses in section 1.4. Symbols are introduced and
defined in these lecture notes as the need arises, and we shall try to keep to the
conventions exemplified above.
1.2.2. Particles in a continuum. According to the presentation in section
1.1, we shall make a model where the real fluid is idealized as continuous matter,
and we shall concentrate on a field theoretical description. The reason for a field
theory is that it is the easiest to obtain and that it answers directly most questions
that are asked about the fluid in practical applications. We shall now look at one
question, the answer to which is mostly useful to our intuition, but which is not
directly answered by the model.
Suppose we perform a thought experiment where we put a tiny amount of
color in a small neighborhood around a point in the continuum (say inside a radius
of 0.1 mm). We would like to follow this colored matter in time. To be more
specific, we assume that we have a continuum model, that we can simulate the
coloring of a small part of the continuum around some point at time zero, and that
we can solve the model and thus obtain density and velocity as a function of space
and for all times larger than zero. Can we say where the colored matter is at some
time larger than zero? The answer is no, not directly. That is because we have a
field theoretical description and we only know what value the velocity has at each
point and each time. In other words, we know how the matter moves, but not where
it moves.
To answer the question of where matter moves we have to perform additional
calculations on the results given by the model. Suppose then that we know v(x, t)
for all relevant x and t. To follow the center of the colored speck in time we have
to introduce a set of timedependent coordinates for this point. We denote them
x 1 (t), x 2 (t), x 3 (t). The velocity of the point is then a vector with components
d x 1 /dt, d x 2 /dt, d x 3/dt. But the velocity is also given by v1 , v2 , v3 . We can then
obtain the movement of the center of the colored speck by solving the following
set of coupled first order differential equations:
d x1
= v1 (x 1 , x 2 , x 3 , t)
dt
d x2
= v2 (x 1 , x 2 , x 3 , t) (1.7)
dt
d x3
= v3 (x 1 , x 2 , x 3 , t),
dt
with
x 1 (0) = ξ1
x 2 (0) = ξ2 (1.8)
x 3 (0) = ξ3 ,
giving the position of the center of the speck at t = 0. Assuming that equations
(1.7) and (1.8) have a solution, we can visualize this solution as a curve in space,
8 1. INTRODUCTION TO CONTINUOUS MEDIA
parametrized by the values of time (see figure 1.2). We can then interpret this
curve as the path of a material point particle.
In fact, we can define a material particle in a continuum as the point whose
path is given by the solution of equations (1.7) and (1.8). Some important details
must be checked, ensuring that the particle we have defined in this manner has the
properties that a classical material particle should have. Most important among
these is that its path is continuous and that it is uniquely determined by the initial
position. We shall not go into this subject here but refer the reader to the literature
on systems of differential equations (and to the literature on dynamical systems).
See for example Braun [7], where it is shown that the desired properies exist if the
Figure 1.2: Particle path. functions v1 , v2 , v3 are differentiable.
1.3.2. Volume forces. Consider that part of the fluid which, at time t, is
within a closed surface S and has volume V . There exist forces, such as grav
ity, which originate outside the fluid itself and which are of long range. These
forces act, therefore, at all points in the fluid and are called volume forces. We
will use the most common volume force, that is gravity, to derive a generalR expres
sion. Referring to figure 1.3 we can see that the fluid Rwithin S has mass V ρ d V .
Consequently, the force acting on this volume is −i3 g V ρ d V . For a large volume
(a part of the atmosphere, for example) we must take into account that gR is depen
dent on position so that a more correct expression for the force is −i3 V ρg d V .
By denoting the components of the force as Fi and by introducing the vector g
with components
g1 = 0, g2 = 0, g3 = −g, (1.9)
we can write Z Figure 1.3: Gravity as an example of volume
Fi = ρgi d V. (1.10) force.
V
We see that ρgi is the force of gravity per unit volume. The resulting volume force
can be written in the general form
Z
Fi = fi d V, (1.11)
V
where fi is force per unit volume. The Coriolis force and electromagnetic forces
are other examples of volume forces. See exercise 4.12.
1.3.3. Surface forces. We are now going to look at the internal forces in
a fluid, that is forces caused by interactions within the fluid itself. We will be
looking at their origins and properties.
1.3.3.1. Stress in a fluid. We introduce a small auxiliary surface d S and ob
serve how the fluid on the one side of d S interacts with the fluid on the other side.
We find two different types of interaction:
• One type of interaction is due to intermolecular forces. Two electrically
neutral and spherically symmetrical molecules attract each other with a
force which acts along the line between the centers of mass and which
has a very short range.2
• Another type of interaction is due to the transfer of momentum, caused
by molecules crossing the surface d S. The resulting forces are also of
short range.
We will call both forces described above particle forces. Both have short range,
and Newton’s third law applies to both of them.3
Regarding the mathematical modelling of the force resulting from the interac
tion of the fluid on the one side of d S with the fluid on the other side, one adopts
the following approach. Let P be a point in the middle of d S (see figure 1.4) and
let n be a unit normal to d S at P. Let D1 denote the fluid in the vicinity of P, on Figure 1.4: Notations used in the definition
that side of d S to which n points, and let D2 denote the fluid on the other side. of surface forces.
D1 exerts a force dK on D2 equal to the resultant of the particle forces around
d S. Since the particle forces have a very short range, consider an ideal situation
and assume that the range equals zero. It follows that the resultant dK involves
2This force varies proportionally to r −7 , where r is the distance between the centers of mass, as
long as r is somewhat greater than the molecular diameter. When the distance between the centers of
mass decreases the force will become repellent and vary like r −13 . Intermolecular forces of this kind
are often called van der Waals forces. They are due to the electric charges of the electrons and occur
when the electrically neutral molecules come close to each other and act as electric dipoles.
3We remind the reader that Newton’s third law states that k = −k where k is the force
ab ba ab
acting on particle b from particle a, and kba is the force on particle a from particle b.
10 1. INTRODUCTION TO CONTINUOUS MEDIA
where k1 and k2 only depend on the shapes of V and S (they are in other words
independent of L). The lefthand side of (1.14) is therefore proportional to L 3 as
is the first term on the righthand side, while the second term on the righthand
side is proportional to L 2 . Dividing both sides by L 2 and letting L → 0 gives
Z
1
lim ti d S = 0.
L→0 L 2 S
This equation shows that the surface forces are in local equilibrium at all times
since, less precisely, it states that
Z
ti d S = 0 when S is infinitesimally small. (1.15)
S
We are now going to look at the consequences that this local equilibrium has for
the stress t.
1.3.3.3. The stress tensor. Consider equation (1.15) written for a specific sur
face S, constructed in the following manner: At an arbitrary value of time, we
consider a point O in the fluid and introduce a Cartesian coordinate system with
origin at O. We choose the points A, B, and C on the axes so that the distances
O A, O B, and OC are infinitesimally small. The tetrahedron OABC (see figure
1.6) has an infinitely small characteristic length and we can write equation (1.15)
where S is the union of the four surfaces O BC, O AC, O AB, and ABC. Making
use of the fact that the spatial dimensions are infinitely small, we ignore t’s varia
tion from place to place within the tetrahedron. Since time is also a given constant,
t(n) is the only dependence we need to consider.
Consequently, we can say that the fluid outside the tetrahedron subjects the
fluid on the inside to the following stresses:
• t(−i1 ) across surface O BC,
• t(−i2 ) across surface O AC,
• t(−i3 ) across surface O AB, and
• t(n) across surface ABC.
Note that n is the unit normal to surface ABC, pointing out of the tetrahedron.
Denoting the areas O BC, O AC, O AB, and ABC as A1 , A2 , A3 , and A, and
using property (1.12), we can write equation (1.15):
t(n) = t1 i1 + t2 i2 + t3 i3 ,
can be expressed as
We have in other words arrived at the significant result that the stress in a medium,
across a surface element with unit normal n, is given by a linear transformation
of n. The following matrixform of equations (1.18) is perhaps a more familiar
illustration of the linear transformation in question:
σ11 σ12 σ13
t1 t2 t3 = n 1 n 2 n 3 σ21 σ22 σ23 . (1.19)
σ31 σ32 σ33
The quantities σi j are the components of the stress tensor σ . In the mathematical
literature equation (1.19) is often written
t = n · σ. (1.20)
We shall see in section 1.4 that another way to write equations (1.19) and (1.20) is
t j = n i σi j . (1.21)
where p is the pressure in the fluid. In such cases the stress t acts along the unit
normal n, since inserting (1.22) in (1.21) gives
t = − pn. (1.23)
Substances are today classified into two sets: the ”nonpolar” for which σi j = σ j i
and the ”polar” for which this symmetry does not apply (see also chapter 2, in the
section containing equation (2.9)). In chapter 4, we will be looking at important
examples of nonpolar fluid models and will then show how to derive σi j . Solids
have to be treated separately, for which we refer to books on the theory of elasticity
or mechanics of materials.
1.4. THE TENSOR NOTATION 13
The index which is summed over is called the dummy index. In nearly all calcu
lations involving tensors and vectors the dummy index appears twice in the same
term. The summation sign is therefore superfluous and can be omitted. Equation
(1.24) is thus written
a · b = ai bi .
This is the summation rule (sometimes called Einstein’s summation rule): a re
peated index indicates summation. This short formulation of the rule is often mis
understood and it should be modified to: an index indicates summation whenever
it is repeated in the same term4 or at the same letter. Some examples will clarify
this. Consider the following expressions:
a i + b i + ci = d i , (1.25)
b j k dk + a j = M j , (1.26)
Riilm + Tklm Bk + Ulm = Vlmi Wi . (1.27)
The index i in expression (1.25) does not indicate summation. Even if it appears
four times, it is not repeated in the same term. Actually, expression (1.25) states
that the indicated equality holds for all values of the index i (where it is supposed
to be known that i can take the values 1, 2, 3 only). So that expression (1.25) is a
shorthand version of
a 1 + b 1 + c1 = d 1 ,
a 2 + b 2 + c2 = d 2 ,
a 3 + b 3 + c3 = d 3 ,
Indexes such as i in expression (1.25), j in expression (1.26), and l and m in
expression (1.27), are called free indexes. As we have just seen with the case of
expression (1.25), free indexes must, if the expression where they appear is to make
sense, appear once and only once in each term of the expression; in that case they
indicate that the expression is true for all the allowed values of the index . This
also means that
ai + bi + c j = di
4To avoid further misunderstandings, let us define the word “term”. It is an identifiable group in
an equation or expression that participates in an addition or a subtraction with other terms. Expression
A + BC − E/F + (J K )2 − L(M + N ) has five terms. The last term consists of two factors, the second
of which consists of two terms.
14 1. INTRODUCTION TO CONTINUOUS MEDIA
The second step is to explicitly write the three equation resulting from the free
index j taking the value j = 1, j = 2, j = 3 in succession:
where S1 (t) and S2 (t) are the parts of S(t) lying inside and outside S(t + 1t) ,
respectively, (see figure 1.8). With reference to equation (1.36) we can now see
that
Z Z
1
lim φ(x, t + 1t) d V − φ(x, t + 1t) d V
1t →0 1t III I
Z Z
= φ(x, t) (v · n) d S + φ(x, t) (v · n) d S
S (t ) S2 (t )
Z 1
= φ(x, t) (v · n) d S
S(t )
Z
= ∇ · (φv) d V,
V (t )
where the last equality results from the application of the divergence theorem.
Equation (1.35) is thereby proved.
End of proof
In chapter 3 (section 3.2.4) we will be looking at a situation where formula
(1.35) cannot be used directly because φ is not continuous.
Problems
Problem 1.1 In a continuous medium it is given that
x
v= ,
1+t
where v is the particle velocity, and that x = ξ when t = 0. Find the particle paths.
Problem 1.2 M is the mass of the earth and R its radius. G is the gravitational
constant. Find the acceleration which a particle is subjected to due to gravity,
5Those interested in the history of science will search in vain for two French scientists named
Du Bois and Reymond: Du BoisReymond is the name of one (and only one) German mathematician
(1831–1889).
PROBLEMS 17
2.1. Introduction
In this chapter we will use the laws of physics to construct equations between
the various quantities which characterize a continuous medium. The physical laws
we shall use are primarily the conservation laws and it is important to note that
we shall restrict ourselves to classical physics. In particular, we shall not consider
the relativistic effects arising from the equivalence of mass and energy which are
significant at high speeds. Consequently, we are looking at media in which speeds
are low relative to the speed of light. It is also assumed that the medium carries no
electrical charge.
In the following sections we shall investigate a continuous medium in motion
and apply the laws of physics to a limited part of the medium, more precisely that
part contained within a closed surface S(t) with volume V (t), where S(t) follows
the flow (see figure 1.7). By applying the laws which express the conservation
of mass, momentum and energy, we will arrive at a set of equations with quite a
broad area of validity. In a later chapter these equations will be used to construct
models for gases and liquids.
This is the differential equation for the law of conservation of momentum. Note
that we have, formally speaking, the same type of equation as in (2.3) and we can
interpret the quantities as follows:
ρvi = momentum density,
ρvi v j − σ j i = flow of momentum density,
f i = source of momentum density.
Note that the flow of momentum density consists of two elements of which only
one is convective: momentum ρvi is transported at velocity v j . The second el
ement consists of the stress tensor σi j , which can thus be regarded as a non
convective flow of momentum density.
It is also possible to write a conservation equation for angular momentum.
One can show that this equation results in
σi j = σ j i , (2.9)
if one assumes that changes in angular momentum can be attributed solely to the
momentum of volume and surface forces (see problem 2.1). This assumption ap
plies for socalled ”nonpolar” media and we will be looking at some examples of
such media in a later chapter. Polar media are not covered in this course.
The Stokes operator. The Stokes operator or the substantial derivative for a
medium in motion with velocity v(x, t) is defined as:
D ∂
= + v · ∇, (2.10)
Dt ∂t
or, with the symbols (1.33) and (1.34):
D
= ∂t + vi ∂i .
Dt
In this chapter we have used the spatial description (see section 1.1) and we can
easily demonstrate that operator (2.10) occurs when we differentiate with respect
to t along the path of a particle. Let E(x, t) (for the sake of simplicity index E
is omitted) be a space and time dependent property, and let us assume that we are
measuring the property along the path of a particle x = x(t). The time derivative
with respect to E along the path is
d ∂E ∂E d x i
E(x(t), t) = +
dt ∂t ∂ x i dt
∂E ∂E DE
= + vi = .
∂t ∂ xi Dt
We are now going to look at some of the operator’s properties. The proofs are left
to the reader.
• If ϕ(x, t) and ψ(x, t) are two arbitrary functions:
Dϕψ Dψ Dϕ
=ϕ +ψ . (2.11)
Dt Dt Dt
• If ϕ(x, t) is an arbitrary function and if ρ(x, t) satisfies the equation (2.2)
(no source term):
Dϕ
∂t (ϕρ) + ∂i (ϕρvi ) = ρ . (2.12)
Dt
The law of conservation of momentum can then be written
Dvi
ρ = fi + ∂ j σ j i . (2.13)
Dt
22 2. THE CONSERVATION LAWS
∂t ρ + ∂ j (ρv j ) = 0, (2.23)
Dvi
ρ = fi + ∂ j σ j i , (2.24)
Dt
DE
ρ = σ j i ∂ j vi − ∂ j q j . (2.25)
Dt
Remember that the conservation of angular momentum gives σi j = σ j i . Given f i ,
σi j , and qi , we then have five equations for the five unknowns ρ, E, and vi . The
volume force f is usually known while σi j and qi are model dependent. Experi
ence shows that in the most realistic liquid and gas models the σi j depend on the
pressure p and the velocity components vi , while the qi depend on temperature
T . (Explicit expressions for σi j and qi using p, vi , and T are called constitu
tive relations.) This means that (2.23), (2.24), and (2.25) generally contain seven
unknowns, p, ρ, T , E, and vi , so we need two more equations. These are the
socalled equations of state
f ( p, ρ, T ) = 0, (2.26)
g(E, ρ, T ) = 0, (2.27)
Let S be a closed control surface and let V be the volume contained within it.
we use equation (2.3) for mass conservation, and integrate it over V :
Z Z Z
∂t ρ d V + ∂i (ρvi ) d V = r d V.
V V V
Since
R V does not depend on time, the first term on the lefthand side can be written
d
dt V ρ d V while the second term can be rewritten using the divergence theorem.
This gives Z Z Z
d
ρ dV + ρv · n d S = r d V, (2.28)
dt V S V
where n is the unit vector of S, which points out of the volume. Similarly, inte
grating the equation for the conservation of momentum gives:
Z Z Z Z
d
ρvi d V + ρvi v · n d S = fi d V + ti d S, (2.29)
dt V S V S
where (see section 1.3.3.3) ti = n j σ j i .
Equations (2.28) and (2.29) are equivalent to equations (2.3) and (2.8) but they
are more useful together with certain types of approximation. This is illustrated in
example 2.1 below and in problems 2.3–2.5. In order R to interpret these equations
let us first look at the lefthand side terms of type S J · n d S. In equation (2.28),
J is a flow of mass density, in equation (2.29), J is a flow of momentum density.
These elements represent socalled fluxes, that is, they give the quantity of mass
or momentum density which crosses surface S (per unit time). Note that, since
surface S is virtual, the flow enters through certain parts of the surface (namely
where J points in towards V ) while the flow exits through the other parts of the
surface (where J points out of V ). Since n always points out of V , J · n is positive
when the flow is out of V and negative when the flow is into V . It follows that the
last two equations above can be interpreted in the following way:
Time derivative Flow of mass Flow of mass
of the mass in + out of the − into the =
the control volume control volume control volume
Mass added
per unit time to (2.30)
the control volume
for the conservation of momentum. Note that the law of conservation of momen
tum is a vector equation which must be expressed along specified axes.
Many applications look at socalled steadystate flows. These are types of
flow where the quantities which describe the fluid (density, velocity, . . . ) are in
dependent of time. The derivatives with respect to time on the lefthand side of
equations (2.28)–(2.31) then drop out. The following example shows how these
equations can be applied.
E XAMPLE 2.1: Consider the steadystate flow of a liquid in a curved pipe
between crosssections a and b (see figure 2.2). The control surface is
represented in the figure by the broken line. The axis of the pipe (XY
26 2. THE CONSERVATION LAWS
The force which the liquid exerts on the pipe is then −F.
Problems
Problem 2.1 Assume that the time derivative of the angular momentum in a
medium is equal to the momentum of the volume and surface forces exclusively.
Show that the stress tensor σi j is symmetrical.
Problem 2.2 Prove equations (2.11), (2.12), and (2.14).
Problem 2.3 A primary jet of water with area A p runs out into a secondary jet of
water in a pipe with uniform crosssection A (see figure 2.3). At crosssection b
the primary and secondary jets are completely mixed. Make the following assump
tions: (i) the stress t(n) (see section 1.3.3) is given by formula t = − pn, where a b
p is the water pressure (see chapter 4); (ii) at crosssection a the velocity of the
P vs i vb i
primary jet is equal to v p i where v p is a positive constant and i is a horizontal unit vp i
vector (see figure 2.3), while the velocity of the secondary jet is equal to vs i where
vs is a positive constant; (iii) at crosssection b the velocity is equal to vb i, where i
vb is a positive constant; (iv) the pressure is equal to a constant pa at crosssection S
a (in both jets), and a constant pb at crosssection b; (v) the density of the water ρ Figure 2.3: See problem 2.3.
is a constant; (vi) the weight of the water can be ignored.
Express vb and pb − pa as functions of A p , A, v p , vs , and ρ. Find numerical
values given that
A p = 5 × 10−3 m2 ,
A = 6 × 10−2 m2 ,
v p = 30 m/s,
vs = 3 m/s,
ρ = 103 kg/m3 .
Problem 2.4 During tests carried out on a jet motor the velocity of the air at the
crosssection of the inlet is equal to va i where i is a horizontal unit vector (see
figure 2.4). The velocity of the gases at the crosssection of the outlet is equal to
vb i. Assume that va and vb are constant and that vb > va . Fuel is introduced so
that the mass of fuel per unit time, m, is a fraction ǫ of the mass of the incoming
airflow. The areas at the motor’s inlet and outlet are both equal to A. Assume that:
(i) the stress t(n) (see section 1.3.3) is given by formula t = − pn, both in the air
at the inlet and in the gases at the outlet, where p is the pressure (see chapter 4);
(ii) the pressure is equal to a constant pa at the inlet and to a constant pb at the
outlet, and pa = pb ≡ p; (iii) the density of the air at the motor’s inlet is equal to
a constant ρa ; (iv) the weight of the air and of the gases can be ignored.
Find the force F which the arm supporting the motor must be able to with
stand by using the control volume enclosed by the broken line in figure 2.4. (The
”insides” of the motor are not shown in the figure. They consist of parts which
ensure a transfer of forces from the gas to the motor and vice versa.) Hint: Di
vide
R the surface S of the control volume into three parts: Sa , Sb and Sr , and put
Sr i d S = Fi . Find the numerical value of F given that:
t
va = 150 m/s, Figure 2.4: See problem 2.4.
vb = 1000 m/s,
ǫ = 0.02,
A = 0.2 m2 ,
ρa = 1.0 kg/m3 .
28 2. THE CONSERVATION LAWS
Problem 2.5 A water reservoir is drained into a canal of uniform width b (see
figure 2.5; the width of the canal, at right angles to the plane of the figure, is not
shown). A region of still water can be observed just behind the fall of water, with
height H . Calculate H by using the control volume as shown in figure 2.5 and by
making the following assumptions: (i) the flow of water in the canal has height
h and velocity V i, where V is constant and i is a horizontal unit vector (see the
figure); (ii) the density of the water is constant and equal to ρ; (iii) the stress t(n)
(see section 1.3.3) is given by formula t = − pn, where p is the pressure (see
chapter 4); (iv) the air pressure at the surface of the water, both in the region of
still water and in the canal, is equal to constant p0 , and the water pressure at a
depth z from the surface is equal to p0 + ρgz, where g is the acceleration due to
Figure 2.5: See problem 2.5. gravity; (v) the fall of water from the reservoir is vertical.
CHAPTER 3
29
30 3. APPLICATION: SOME ELEMENTARY TRAFFIC PROBLEMS
Then we demonstrate necessity (by direct proof, see section 13.4.1): we as
sume that equation (3.13) is true and show that equation (3.14) follows. We intro
duce two new independent variables y1 and y2 by letting
y1 = x 1 + x 2 x 1 = (y1 + y2 )/2
⇐⇒
y2 = x 1 − x 2 x 2 = (y1 − y2 )/2.
In principle φ is now a function of y1 and y2 . In order to show that equation
(3.14) follows from equation (3.13) we only need to show that equation (3.13)
implies that φ is a function of y1 only, that is, that ∂φ/∂y2 = 0. We calculate
this partial derivative by representing the dependence of φ on y1 and y2 by φ =
φ(x 1 (y1 , y2 ), x 2 (y1 , y2 )) and by using the chain rule:
∂φ ∂φ ∂ x 1 ∂φ ∂ x 2
= +
∂y2 ∂ x 1 ∂y2 ∂ x 2 ∂y2
∂φ 1 ∂φ 1
= + −
∂ x1 2 ∂ x2 2
= 0,
so that (3.14) is true.
End of proof
Let us now use the theorem to solve the initial value problem expressed in r f(x) f(xc0t)
equations (3.11) and (3.12).
By substituting f(X)
f(xc0t)
x1 = x
x 2 = −c0 t,
it is clear that equation (3.11) can be written X X+c0t
∂ρ ∂ρ xc0t x
= ,
∂ x1 ∂ x2 Figure 3.2: Graphical representation of the
and, according to the theorem above, ρ is an arbitrary continuous and differentiable solution to the initial value problem ex
function of x 1 + x 2 , that is, pressed in equations (3.11) and (3.12), for
c0 > 0 and for an arbitrary t > 0. The arrow
ρ(x, t) = ψ(x − c0 t).
has length c0 t.
The function ψ can now be determined in terms of the initial condition, equation
(3.12):
ρ(x, 0) = ψ(x) = f (x).
So the solution of the initial value problem specified by equations (3.11) and (3.12)
is
ρ(x, t) = f (x − c0 t). (3.15)
When c0 > 0, ρ plotted against x for different values of t > 0 is as shown in figure
3.2: the f (x − c0 t) curve is obtained by a translation of the f (x) curve parallel
to the xaxis and to the right, where the translation vector (shown as a bold line in
the figure) has magnitude c0 t.
3.2.2. The quasilinear first order wave equation. We are now going to
look at the initial value problem of the quasilinear first order wave equation (3.8):
∂ρ ∂ρ
+ c(ρ) = 0, (3.16)
∂t ∂x
ρ(x, 0) = f (x), (3.17)
where c and f are differentiable functions.
It is useful to introduce a threedimensional set of axes where the coordinates
are (t, x, ρ), as shown in figure 3.3 (top). The solution of the initial value problem
32 3. APPLICATION: SOME ELEMENTARY TRAFFIC PROBLEMS
will then be a surface in this set of axes. For the time being, all we know about
this surface is its curve of intersection with the (t = 0)plane since this curve
represents the given initial value, equation (3.17). At an arbitrary time t1 , ρ as a
function of x is a curve in the (t = t1 )plane. This curve is unknown at present.
r We are now going to solve equation (3.16) by using the following trick. Let
r(x,0)=f(x)
K1 be a curve2 x = x(t) in the (t, x)plane with the property
x=X+C(X)t1 dx
= c(ρ). (3.18)
P r=f(X) dt
Along this curve (3.16) can be written
f(X)
K ∂ρ d x ∂ρ dρ
0 + ≡ = 0.
X X+C(X)t1 x ∂t dt ∂ x dt
Q
K1 In other words ρ is constant along K1 . It is important to establish the value of
f(X) this constant, and this can be done as follows. In general, K1 will intersect the x
axis, and we call X the abscissa of the point of intersection (see figure 3.3 (top));
t1
the vertical line through this point intersects the curve ρ(x, 0) at point P, and the
R height of P is the required value of the constant, namely ρ(X, 0) = f (X). Since
t ρ is constant along K1 c(ρ) is also constant along K1 and from equation (3.18) it
x=X+C(X)t1
r=f(X) follows that K1 is a straight line with equation
r x = X + c(ρ(X, 0)) t. (3.19)
r(x,0)=f(x)
Let us set
c(ρ(X, 0)) = c( f (X)) ≡ C(X). (3.20)
f(X)
Note that C(X) is known since both f and c are known functions. Equation (3.19)
can therefore be written
x = X + C(X) t. (3.21)
X X+C(X)t1 x
For a given X this is the equation of a straight line. This line will generally intersect
Figure 3.3: Construction of the solution to the (t = t1 )plane at a point, point R in figure 3.3. Since ρ is constant along K,
the initial value problem (3.16) and (3.17). ρ = f (X) at R. The point Q on the vertical through R, at a height equal to f (X)
The twodimensional representation (at the above the plane, is then such that RQ gives the value of ρ at x = X + C(X)t1 and
bottom) results from the projection of the t = t1 . In other words, we have arrived at the solution of the initial value problem
(t = t1 )plane on to the (t = 0)plane, par in parametric form:
allel to the taxis. The arrow (at the bottom) x = X + C(X)t
is of a length equal to C(X)t1 .
(3.22)
ρ = f (X),
where the parameter is X. This is so because the curve can be drawn for any given
value of t. Proving that this is the only solution, however, is not within the scope
of this course. See for example reference [45, chapter 5].
The above exposition is relatively abstract. It is therefore useful to carry out
a control calculation which shows that equations (3.22) really do provide the so
lution of the problem expressed in equations (3.16) and (3.17). Such a calculation
has the added advantage, as we shall see, of showing that c and f have to be
differentiable, which is not made clear in the exposition above.
We start by showing that (3.22) satisfies (3.17). The representation (3.22)
becomes
x=X
ρ = f (X),
when t = 0. This is equivalent to ρ = f (x) (t = 0), which is the same as (3.17).
Let us now show that (3.22) satisfies (3.16). In order to calculate the required
partial derivatives of equation (3.16) we first find d x and dρ from equations (3.22):
d x = (1 + C ′ (X)t)d X + C(X)dt
dρ = f ′ (X)d X,
which makes it clear that C ′ and f ′ , the derivatives of C and f , must exist for all
values of X relevant to the problem. The first equation then gives
d x − C(X)dt
dX = .
1 + C ′ (X)t
Using this in the equation for dρ gives
f ′ (X) f ′ (X)C(X)
dρ = ′
dx − dt
1 + C (X)t 1 + C ′ (X)t
and thus
∂ρ f ′ (X) ∂ρ f ′ (X)C(X)
= , =− .
∂x 1 + C ′ (X)t ∂t 1 + C ′ (X)t
Finally we arrive at
∂ρ ∂ρ f ′ (X)C(X) c( f (X)) f ′ (X)
+ c(ρ) =− + ,
∂t ∂x 1 + C ′ (X)t 1 + C ′ (X)t
where the right hand side is exactly equal to zero since c( f (X)) = C(X).
1
Turning to the physical significance of solution (3.22), a geometrical interpre 0
tation of the solution is shown in figure 3.3. The bottom part of the figure makes t=
0.8
it clear that the construction is a generalization of the simple translation we saw
in the linear case. Instead of all points on the initial value curve moving at the 0.6 .5
same speed c0 , each point has its own speed c(ρ), where ρ is equal to the point’s t=0
ordinate. Let us look at some examples. 0.4
t=1
E XAMPLE 3.1: Solve the initial value problem
0.2
∂y ∂y
+ c(y) = 0,
∂t ∂x (3.23) 0 0.2 0.4 0.6 0.8 1
y(x, 0) = f (x),
√ Figure 3.4: Solution of the initial value prob
where c(y) = y and f (x) = x. lem in example 3.1.
Taking into account that the dependent variable is denoted by y, we
can see from equations (3.16), (3.17), and (3.22) that the solution can be
written √
x = X + Xt
y = X,
Figure 3.4 shows y(x, t) plotted against x for three values of t.
E XAMPLE 3.2: Solve the initial value problem 1
5
t=0.5
t=
0.2
1.0 0
t=
t=
∂y ∂y
+ c(y) = 0, 0.5
∂t ∂x (3.24)
y(x, 0) = f (x),
where c(y) = 1 − 2y and f (x) = kx where k is an arbitrary constant. 1 0.5 0.5 1
x
As in example 3.1, the solution can be written
0.5
x = X + (1 − 2k X)t
y = X, 1
Since x and y are linearly dependent of X, we can easily arrive at the
Figure 3.5: Solution of the the initial value
Cartesian representation of the solution by eliminating X. This gives
problem in example 3.2.
k
y(x, t) = (x − t). (3.25)
1 − 2kt
34 3. APPLICATION: SOME ELEMENTARY TRAFFIC PROBLEMS
+1
(x, t) coordinates are on one of the three lines4 shown in figure 3.8. This
x
t=
t=
means that neither ∂y/∂t, ∂y/∂ x, nor the differential equation itself in

x
1
(3.24) exists on these lines.
1
Even so, the answer to the question is yes, but, unfortunately, a full
x
explanation is not within the scope of this course. Suffice it to say that a t=
noncontinuous and/or nonsmooth function is a solution of a differential 1 0 1 x
equation if it is a solution of an integral equation which can be derived
from the differential equation. It is then called a weak or generalized
1
solution. The reader is referred to the mathematical literature, for exam
ple [44, 45]. An introduction to weak solutions, although with respect to
a different differential equation than the one in this chapter, is given in
section 12.4 of this compendium. Figure 3.8: In the initial value problem (3.29),
with initial value given by (3.30), the differen
3.2.3. Shock front. We will now look at the effect illustrated in example 3.4, tial equation is not defined on the three lines
namely the fact that an ambiguity occurs in the solution because c is a function shown.
of the dependent variable. With reference to the traffic flow problem we denote
the dependent variable ρ and assume that c is a decreasing function of ρ. The
conclusions we arrive at can easily be transformed to other types of variation.
When c is a decreasing function of ρ high values of ρ will travel more slowly
than low values of ρ so that after a sufficiently long period of time such effects as
shown in figure 3.9 will occur. The curve (b) is unphysical since it gives several ρ
values for one single value of x.
Since it is not very likely that the model is wrong, the ambiguity has to be
eliminated in a way which makes sense physically. Figure 3.7 in example 3.4 gives
us an indication of the physical event that takes place: namely that a discontinuity
occurs at t = 0.5. A discontinuity is usually interpreted as a shock front, which
enables us to say that the ambiguity in curve b means that such a front has arisen
or, in other words, that ρ in reality is discontinuous and that curve b has to be
interpreted as shown in figure 3.10. The curve abcdefg has to be replaced by abfg.
a b Let us digress slightly to answer a question which may have arisen in the
r
reader’s mind: since the model indicates the occurrence of a shock front, why
is this not expressed directly, in other words, why does the model not produce a
discontinuous function? The answer is that an initial value problem consisting of
equations (3.16) and (3.17) with continuous c and f functions can not produce
discontinuities since it presupposes that ρ is such that equation (3.16) is defined,
that is ∂ρ/∂ x and ∂ρ/∂t are defined, and consequently, that ρ is continuous and
differentiable. (A further question: what about the discontinuous derivatives in
x
example 3.4? Answer: those discontinuities were imposed on the solution through
Figure 3.9: Ambiguous solution (curve b) as a nonsmooth f . This resulted in a need to redefine the solution.)
the result of a decreasing c(ρ). Curve a In order for the interpretation shown in figure 3.10 to be valid there has to
shows ρ(x, 0). For the shaded areas, see be a physically meaningful way to determine the position of the vertical line bf.
the text following equation (3.31). Let us first, with reference to figure 3.9, note that if the acurve has equation ρ =
f (x) and the bcurve is given by equations (3.22), then the shaded areas are equal
(assuming that equation 3.20 applies, namely that C(X) = c( f (X))): R .. proving this
is relatively simple, see problem 3.2. Let us use the notation . ρ d x for these
areas, using suitably selected integration boundaries.
With reference to the traffic flow model we know that the “area”
Z +∞
ρ(x, t) d x = B, (3.31)
−∞
is equal to the number of vehicles. Remember that it is not possible for vehicles
to drive on or off so that B is independent of time. Equation (3.31) therefore
applies both to the acurve and the bcurve, with the same value of B. The physical
stipulation that the number of vehicles is the same at all points in time forces us to
choose bf in figure 3.10 so that the two shaded areas in the figure are equal. The
r discontinuous ρ function constructed in this way then satisfies equation (3.31).
f
The expression “shock front” implies that the discontinuity itself moves. In
e section 3.2.4 we will confirm this by deriving a general expression for the velocity
of a shock front. In section 3.3.2, we will look at an example of shock formation
d g and shock displacement in a flow of traffic.
c
b 3.2.4. The velocity of a shock front. In this section we are going to find the
a velocity of a shock front as a simple expression involving the values of density and
x1 s x2 x velocity immediately before and after the front.
Consider a medium in onedimensional space and assume that the medium
Figure 3.10: The interpretation of the un
is between the coordinates x 1 and x 2 > x 1 . The medium is in motion, so that
physical bcurve in figure 3.9 using a shock
x 1 and x 2 depend on time. Assume that the medium’s density ρ has one (and
front. The physically correct curve is drawn
only one) discontinuity at x = s and that this discontinuity moves in such a way
with a thick line.
that x 1 (t) < s(t) < x 2 (t). The abfgcurve in figure 3.10 is an example of the
representation of ρ as a function of x for a given t.
Equation
Z x2 (t )
d
ρ(x, t) d x = 0, (3.32)
dt x1 (t )
3.3. TWO APPLICATIONS OF THE TRAFFIC FLOW MODEL 37
expresses the fact that the mass of the medium between x 1 and x 2 is conserved.
We can apply this equation of conservation to derive the velocity of the shock
front. We cannot use Reynolds’ transport theorem directly since ρ is discontinuous
within the bounds of integration. We therefore write
Z x2 (t ) Z s(t ) Z x2 (t )
d d d
ρ(x, t) d x = ρ(x, t) d x + ρ(x, t) d x.
dt x1 (t ) dt x1 (t ) dt s(t )
where ρ is now continuous within each region of integration on the right hand side,
so that the transport theorem can be applied. We know (see problem 1.7) that, in a
onedimensional space, the transport theorem is equivalent to theorem 13.1. This
enables us to write
Z s(t ) Z s(t )
d ∂ρ ds d x1
ρ(x, t) d x = d x + ρ(s(t), t) − ρ(x 1 (t), t) . (3.33)
dt x1 (t ) x 1 (t ) ∂t dt dt
We see that in this formula ρ(s(t), t) is the density immediately before the shock
front (point b in figure 3.10), and we put ρ(s(t), t) = ρ− . We also see that
d x 1 /dt = v1 , the velocity of the medium at x 1 . By using the notation ṡ for the
derivative of s with respect to time, and by simplifying ρ(x 1 (t), t) to ρ1 , equation
(3.33) can be written
Z s(t ) Z s(t )
d ∂ρ
ρ(x, t) d x = d x + ρ− ṡ − ρ1 v1 . (3.34)
dt x1 (t ) x 1 (t ) ∂t
We are going to solve the initial value problem represented by equations (3.16)
r(x,0)
rM and (3.17) with an initial condition which, according to figure 3.11 (top) can be
written
ρ M , x ≤ 0,
ρ(x, 0) = f (x) = (3.38)
0, x > 0.
a 0 x Let us use equations (3.22) where C(X) is given by equation (3.20) and c is given
by equation (3.10). For all X ≤ 0 we get f (X) = ρ M and C(X) = c(ρ M ) = −V0 ,
Figure 3.12: The “starting at a green light”
so that the whole horizontal plateau which ρ(X, 0) consists of for X ≤ 0 has
problem. Continuous variants of the as
moved a distance V0 t to the left after time t. We easily find that the horizontal
sumed traffic density at t = 0: the avalue
plateau of ρ(X, 0) for X > 0 has moved a distance V0 t to the right after time t.
of the broken curve is less than the avalue
This means that ρ(x, t), plotted against x for t > 0, is as shown in figure 3.11
of the solid curve.
(bottom).
We see that the density is not determined in the interval −V0 t < x < V0 t.
This is not due to a serious defect in the solution, but is a result of careless applica
tion: In section 3.2.2 it was specified that formulas (3.22) apply to differentiable f
functions, which is not the case for function (3.38). To avoid the problem we need
to make a smooth function f , for example as shown in figure 3.12. The smooth
transition can be achieved in many ways, for example by using a sine function
enabling us to replace equation (3.38) with
ρM , x ≤ −a,
C ρ(x, 0) = f (x) = ρ M sin2 π2ax , −a < x ≤ 0, (3.39)
0, x > 0.
r The problem with the smooth transition is that it introduces a complication we
rM
would have liked to avoid: the idealized representation in figure 3.11 (top) is at
tractive in its simplicity and we would prefer to keep it. We note that a smaller
p0 d q0 avalue gives an f which is still everywhere differentiable, while the resulting
function (shown with a broken line in figure 3.12) resembles more the idealized
a 0 x version. This leads us to introduce the continuous curve C shown by the thick line
Figure 3.13: The initial condition for the in figure 3.13, and which consists of three straight lines: the two horizontal lines
“starting at a green light” problem. A smooth making up the discontinuous function f and an additional vertical line. Note that
function f (broken line) and curve C (solid the distance δ between a point p0 , chosen on the smooth function f , and the point
line). q0 on the vertical part of C and at the same height as p0 , can be made as small as
we like by choosing a suitably small a.
Consequently it is reasonable to assume that the simplest way to formulate the
“Starting at a green light” problem is: solve the set of equations (3.16) and (3.17)
where c is given by equation (3.10) and f is given as the curve C. The solution is
r then relatively simple to construct, bearing in mind examples 3.2 and 3.3 above.
rM Since C consists of straight lines, ρ(x, t) plotted as a function of x will also consist
of straight lines. It is easy to see that the traffic density at time t is as given in figure
3.14. (Note that the solution is a socalled weak or generalized solution: see the
last paragraph in example 3.4.)
b V0t 0 V0t x A series of questions can be answered using this model. One of the simplest
is the following: A vehicle is at x = −b in the queue at a traffic light when
Figure 3.14: The “starting at a green light” the light changes to green. How long does the driver have to wait before he can
problem. The traffic density at time t, corre drive? The answer can easily be obtained by looking at figure 3.14, because we
sponding to a density at t = 0 given by curve know, according to equation (3.4), that the vehicle’s velocity is equal to 0 as long
C in figure 3.13. as the density is equal to ρ M , and this, according to figure 3.14, lasts as long as
V0 t < b. Therefore, the driver has to wait a time t = b/V0 before he can drive.
With V0 = 50 km/t ≈ 14 m/s we can see that, if we are 100 m away from the
traffic light, we have to wait approximately 7 s after the light has changed to green,
before we can drive.
PROBLEMS 39
M
)t x
it is at the middle of the interval [−V0 t, V0 (1 − 2ρi /ρ M )t]:
ρi r(x,t)
s(t) = − V0 t. (3.40)
ρM
rM
See figure 3.16 (bottom). Before proceeding, let us check that the answer agrees
with formula (3.37):
j (ρ M ) − j (ρi ) −ρi V0 (1 − ρi /ρ M ) ri
ṡ = =
ρ M − ρi ρ M − ρi s 0 x
−ρi
= V0 , Figure 3.16: Traffic density (t > 0) for the
ρM “stopping at a red light” problem (section
which agrees with formula (3.40). 3.3.2).
In other words, our first result is an obvious one, namely that a region will
form behind the traffic light with maximum density ρ M . The model shows further
that the horizontal extension of this area increases linearly with time, and that the
rearmost boundary of the area is a shock front travelling at a velocity equal to a b
−(ρi /ρ M )V0 .
Most of the problems below apply the traffic flow model to simple situations.
In addition, in problem 3.7, the initial value problem consisting of equations l1(r) l2(r)
r
(3.16) and (3.17) is applied to a flow type which has important applications in
porous media, namely the BuckleyLeverett flow.
Problems x
Problem 3.1 Function y(x, t) satisfies Figure 3.17: See problem 3.2.
∂y √ ∂y
+ y = 0,
∂t ∂x
40 3. APPLICATION: SOME ELEMENTARY TRAFFIC PROBLEMS
with
sin(π x), 0 ≤ x ≤ 1,
y(x, 0) =
0, otherwise.
u 1 = given constant at x = 0, Sb
(3.48)
u 2 = another given constant at x = 0.
The problem contains five unknowns, namely v1 , v2 , S1 , S2 and p. These are
unknown functions of x and t. In what follows, we will focus our attention on
saturation S1 .
(1) Using equations (3.43), (3.44), and (3.45) show that
Sa
∂u
= 0, (3.49)
∂x
in other words that u is independent of x. tc1(Sa) tc1(Sb) x
(2) Show that it follows from (3.48) that u is independent of t.
(3) By eliminating ∂ p/∂ x between equations (3.41) and (3.42), show that Figure 3.22: See problem 3.7, question 5.
u 1 = f 1 u, u 2 = f 2 u,
where
k1 /µ1
f1 = , f2 = 1 − f1 .
k1 /µ1 + k2 /µ2 S1
Note that f 1 and f2 are functions of S1 only.
Sb
(4) Show that it follows from equations (3.43) and (3.49) that
Sf
∂ S1 ∂ S1
+ c1 (S1 ) = 0, (3.50)
∂t ∂x
where
d F1
c1 (S1 ) = ,
d S1 Sa
and
u
F1 (S1 ) = f 1 (S1 ).
φ tc1(Sf) x
(5) Assume that S1 (x, 0), F1 (S1 ) and c1 (S1 ) are given by figures 3.19, 3.20, and
Figure 3.23: See problem 3.7, question 6.
3.21, and show that it follows from equation (3.50) that S1 (x, t) is given by
figure 3.22.
42 3. APPLICATION: SOME ELEMENTARY TRAFFIC PROBLEMS
(6) A shock front occurs. We position the shock front as shown in figure 3.23
F1(S1) where the two shaded areas are equal. In this way we make the area bounded
to the left by x = 0, at the top and to the right by the thick line, and below by
the line S1 = Sa , has the same area as the shaded region in figure 3.22: We
want the two areas to be equal because they represent the amount of liquid
characterized by Sa ≤ S ≤ Sb that has passed x = 0 over time t.
(a) Show that S f in figure 3.23 is such that
F1 (S f ) − F1 (Sa )
F1′ (S f ) = ,
S f − Sa
where F1′ = d F1 /d S1 . Hint: The equality of the areas in figure 3.23
implies that
Sa Sf Z Sf
S1
c1 (S1 ) d S1 = c1 (S f )(S f − Sa ).
Figure 3.24: See problem 3.7, question 6b. Sa
(b) Show that S f can be obtained graphically as shown in figure 3.24.
(c) Find the velocity of the shock front. Draw a sketch of the shock front,
1t and 21t later than the time t which applies for figure 3.23. Hint:
the velocity of the shock front is constant.
Problem 3.8 A plane shock front travels through a fluid at velocity vs i where i
Shock front is the unit normal of the shock front. The densities and velocities within the fluid
before and after the shock front are ρ1 , v1 i and ρ2 , v2 i respectively (see figure
r1 r2 3.25). The broken line in the figure indicates the control volume to be used in the
v1i v2i calculations below. It is assumed that ρ1 , ρ2 , v1 , and v2 are constant within this
Area Area
A vsi A control volume.
(1) Find the mass M inside the control volume using the quantities indicated in
i the figure.
(2) Show that
ds ρ2 v2 − ρ1 v1
x1 s x2 x =
dt ρ2 − ρ1
Figure 3.25: See problem 3.8. using equation (2.28).
CHAPTER 4
Fluid models
where v(x, t) is the fluid’s velocity and v0 (x, t) is the surface velocity at point x
and time t. When the body is stationary in the chosen system of coordinates the
condition above is v · n = 0.
and specify that σi′j must vanish when the velocity gradients vanish, so that we
recover the simple model from the previous section.
It is easy to see that, if σi′j is to account for the stresses due to friction, it can
only depend on the velocity gradients. Figure 4.1 shows two fluid particles close to
each other, with different velocities, v1 and v2 . Simplifying the physical picture a
little, imagine that two layers of fluid are in contact with each other, one layer with
velocity v1 , the other with velocity v2 . It is only when the two velocities differ that
friction along the common surface and hence a stress in d S will occur (d S and its
unit normal are shown in grey in the figure).
Consequently, σi′j is a function of the gradients ∂m vn , which is zero when the
gradients are zero. The simplest model we can set up is, of course, linear, where we
assume that σi′j is a linear combination of the velocity gradients. Even with this
simplification the expression for σi′j is quite complicated unless we also assume
that the fluid is isotropic, that is that the fluid properties do not depend on any
Figure 4.1: Two fluid particles close to each specific direction. It can be shown, using theorems of tensor analysis, that isotropy
other, with different velocities. The solid lines implies that
represent other particle paths. A small sur
∂vi ∂v j ∂vl
face and its normal are shown in grey. σi′j = a +b + cδi j , (4.9)
∂x j ∂ xi ∂ xl
where a, b, and c are constants which characterize the fluid. These must be de
termined experimentally. Formula (4.9) can be seen as the lowest order in the
McLaurin series of a function of the velocity gradients. The model we are in the
process of constructing can therefore be said to be of the first order in the velocity
gradients. The model for ideal fluids of the previous section is of zeroth order.
We can easily see that the constants a and b in (4.9) have to be equal, as
a consequence of the fact that σi j = σ j i (see equation (2.9) and the associated
comments). See problem 4.1 which also gives a physical interpretation of equation
a = b. Expression (4.9) then becomes:
′ ∂vi ∂v j ∂vl
σi j = a + + cδi j .
∂x j ∂ xi ∂ xl
4.2. VISCOUS FLUIDS – THE NAVIERSTOKES EQUATIONS 45
where v(x, t) is the fluid velocity and v0 (x, t) is the surface velocity at
point x and time t. This equation is used as a boundary condition in the
solution of equation (4.12) or (4.13).
(3) The viscosities µ and ζ have dimension (see chapter 5, especially section
5.2.3):
[µ] = [ζ ] = (Mass)(Length)−1 (Time)−1 ,
= (Pressure)(Time).
In SI units they are given in Pa s (Pascal second). A more commonly
used unit is Poise (P) (in honour of Poiseuille, see problem 4.3), where
1 P = 0.1 Pa s
The viscosity of water is approximately 0.001 Pa s or 0.01 P.
(4) Equation (4.12) or equation (4.13) can easily be written in Cartesian
coordinates (see (4.11)). A transformation to other coordinate systems
is not so easy and the methods used to do this are out of the scope of this
course. See references [25] and [19]. See also the problems at the end
of this chapter.
4.2.3. The law of conservation of energy. In addition to equation (4.8), with
σi′j given by (4.10), Fourier’s law of heat conduction is used:
q = −k∇T, (4.14)
where T is temperature and k thermal conductivity. Equation (2.25) then becomes
DE
ρ = − p∇ · v + ∇ · (k∇T ) + 8, (4.15)
Dt
where the ”dissipation function” 8 is given by
∂vi
8 = σ j′ i . (4.16)
∂x j
As mentioned above, equations (4.12), (4.15), and the equation for the conserva
tion of mass have to be supplemented by the equations of state (2.26) and (2.27).
is the Boltzmann constant (the units are Joules per Kelvin, see chapter 5). For most
gases
d ≈ (from 0.5 to 1.0)10−9m.
A good approximation of the mass m can be obtained by multiplying the proton
mass
m p = 1.67 × 10−27 kg,
by the number of nucleons (protons and neutrons) per molecule.
Using the notation
ei j = 12 (∂i v j + ∂ j vi ),
1 = eii = ∂m vm ,
we can write the conservation equations as follows:
∂t ρ + ∂i (ρvi ) = 0,
Dvi
ρ = f i − ∂i p + ∂ j [2µ(ei j − 13 1δi j )],
Dt
DE
ρ = − p1 + 2µ(ei j ei j − 31 12 ) + ∂i (k∂i T ).
Dt
The equations of state are
p = (k B /m)ρT, E = 32 (k B /m)T.
The factor 3/2 in the expression for E is replaced by 5/2 if the gas molecules have
two atoms, or by 3 if they have more than two atoms. The reason for this is that
gases like N2 and CO2 can behave like perfect gases even though the assumption
of spherical molecules does not hold.
Problems
Problem 4.1 Use equations (4.8), (2.9), and the symmetry of the Kronecker delta
to show that σi′j = σ j′ i . Then show that constants a and b in equation (4.9) are
equal.
Now show that σi′j is identical to zero (that is, that the viscosity effects dis
appear) when it is assumed that the fluid rotates like a solid body with constant
angular velocity. Hint: let v = ω × x (see chapter 5 in [15]).
Problem 4.2 The Bernoulli and Torricelli theorems.
(1) Write the law of conservation of kinetic energy for an ideal fluid.
(2) Assume that the fluid has constant density ρ0 , and show that
D v2
ρ0 = vi f i − vi ∂i p.
Dt 2
(3) Assume that f i is due to gravity and show that
f i = −ρ0 ∂i 9, 9 = gx 3 .
(4) Now assume that ∂ p/∂t = 0 (steadystate flow) and show that
v2
ρ0+ p + ρ0 gx 3 = constant
2
along a particle path. This is Bernoulli’s1 theorem (1738).
(5) A container with an open tap (see figure 4.2) is being refilled so that the height
h is constant. Apply Bernoulli’s theorem to show that the velocity at B is
p
v = 2gh
(This is Torricelli’s theorem (1643). It has, incidentally, been derived a long
Figure 4.2: See problem 4.2. time before Bernoulli’s theorem). Hint: consider a particle moving from A to
B (figure 4.2) and assume that p A = p B .
Problem 4.3 Poiseuille flow.
A liquid is flowing through a horizontal cylindrical pipe with circular cross
section (radius R). We are going to use the simplified model (section 4.2.5) with
isothermal and incompressible flow and with constant viscosity. That is, we are
going to use equations (4.17) and (4.18) where v, as usual, is the velocity, p the
pressure and µ the viscosity.
Due to the problem’s geometry it is necessary to introduce cylindrical coor
dinates (figure 4.3), with the z axis along the axis of the pipe. The components
of v along ur , uθ and uz are denoted by vr , vθ and vz . The following additional
assumptions are made:
• gravity is negligible,
• the flow is stationary (∂v/∂t = 0),
• v is along the z axis (vr = vθ = 0),
• vz does not depend on θ ,
• vz is equal to zero at the pipe wall.
These assumptions lead to a description of the flow which agrees with reality as
Figure 4.3: Cylindrical coordinates (r, θ, z).
long as the Reynolds number (see chapter 6, and question 6 below) is less than
ur , uθ and uz are orthogonal unit vectors.
approximately 2000.
(1) Use the additional assumptions above to show that equation (4.17) implies
that vz is a function of r only. Hint:
1 ∂ 1 ∂vθ ∂vz
∇·v= (r vr ) + + ,
r ∂r r ∂θ ∂z
1Daniel Bernoulli (1700–1782), son of Johann Bernoulli. For information about the latter, see
footnote 1 on page 119.
PROBLEMS 49
in cylindrical coordinates.
(2) In cylindrical coordinates, vector equation (4.18) gives the following:
!
∂vr ∂vr vθ ∂vr ∂vr vθ2
ρ + vr + + vz − =
∂t ∂r r ∂θ ∂z r
∂p 1 ∂ ∂ vr 1 ∂ 2 vr ∂ 2 vr 2 ∂vθ
− +µ 2 r3 + 2 + − ,
∂r r ∂r ∂r r r ∂θ 2 ∂z 2 r 2 ∂θ
∂vθ ∂vθ vθ ∂vθ ∂vθ vr vθ
ρ + vr + + vz + =
∂t ∂r r ∂θ ∂z r
v
1 ∂p 1 ∂ 3 ∂ θ 1 ∂ 2 vθ ∂ 2 vθ 2 ∂vr
− +µ 2 r + 2 + + 2 ,
r ∂θ r ∂r ∂r r r ∂θ 2 ∂z 2 r ∂θ
∂vz ∂vz vθ ∂vz ∂vz
ρ + vr + + vz =
∂t ∂r r ∂θ ∂z
∂p 1 ∂ ∂vz 1 ∂ 2 vz ∂ 2 vz
− +µ r + 2 + .
∂z r ∂r ∂r r ∂θ 2 ∂z 2
Use the additional assumptions to simplify these equations.
(3) Find vz . Hint: from F(r ) = G(z) it follows that F and G are both equal to
an arbitrary constant.
(4) Find the mean value of vz using the definition v̄z = Q/(π R 2 ρ) where Q is
the mass of liquid passing an arbitrary cross section of the pipe per unit time.
Answer:
p A − p B R2 − r 2 p A − p B πρ R 4 p A − p B R2
vz = , Q= , v̄z = .
l 4µ l 8µ l 8µ
where p A and p B are the pressure values at cross sections A and B, and l is
the distance between these cross sections.
(5) Find the z component Fz of the frictional force which the liquid exerts on a
unit length of pipe. Hint: the stress t at an area d S of the pipe is given by the
equation ti = n j σ j i where n j are the components of the unit normal to d S
pointing towards the liquid. The stress tensor in cylindrical coordinates is
∂vr
σ11 = − p + 2µ ,
∂r
1 ∂vθ vr
σ22 = − p + 2µ + ,
r ∂θ r
∂vz
σ33 = − p + 2µ ,
∂z
1 ∂vr ∂vθ vθ
σ12 = σ21 = µ + − ,
r ∂θ ∂r r
∂vθ 1 ∂vz
σ23 = σ32 = µ + ,
∂z r ∂θ
∂vz ∂vr
σ31 = σ13 = µ + ,
∂r ∂z
where the directions along the unit vectors ur , uθ and uz are denoted by 1,2
and 3, respectively.
Answer: Fz = ( p A − p B )π R 2 .
(6) Generally, a body in contact with a fluid will be subjected to a force F (for
example air resistance on a plane). A standard notation is F = 21 ρV 2 SC,
where ρ and V are representative quantities for the fluid density and the rel
ative velocity between the body and the fluid, S is a representative area for
50 4. FLUID MODELS
(2) Calculate the moment of force acting on the outer cylinder and derive the
formula for µ above.
It is given that the stress component along uθ is
∂ vθ 1 ∂vr
σ = −µ r + .
∂r r r ∂θ
The formula gives the stress which the fluid inside the cylinder with radius r
exerts on the medium outside.
Problem 4.5 Consider a liquid flowing down an inclined plane. The plane forms
an angle α with the horizontal and the liquid is of constant thickness h (see figure
4.5, which also shows the position of the axes, except the x 2 axis which is normal
to the plane of the figure and points into the paper). The liquid is assumed to be
unlimited along the x 2 axis. We are going to use the simplified model in section
4.2.5: that is, temperature, density and viscosity are constant and the liquid is
described by equations (4.17)–(4.19) where vi are the velocity components, p is
the pressure, ρ the density, and µ the viscosity. In equation (4.18) we substitute
f = ρg where g has the components
g1 = g sin α, g2 = 0, g3 = −g cos α,
and g is the acceleration of gravity.
(1) Assume that vi = (v(x 3 ), 0, 0) and that p = p(x 3 ). Show that v satisfies Figure 4.5: See problem 4.5.
equation (4.17). Show that p and v satisfy
∂ 2v ρg sin α
=− ,
∂ x 32 µ
∂p
= −ρg cos α.
∂ x3
(2) Find a boundary condition for p and find p.
(3) Given that the viscous stress acting on the (x 3 = h) plane is equal to zero,
show that
∂v
= 0 when x 3 = h.
∂ x3
(4) Given that the liquid velocity is equal to zero in the (x 3 = 0) plane, find v(x 3 ).
Problem 4.6 In order to facilitate the measurement of the volume of water per
unit time Q flowing in a canal, an underwater barrier is constructed. The thickness
of the water d is measured at an arbitrary point near the barrier and we record the
difference h in the height of the water surface at the point of measurement and a
point further up the canal where velocity is approximately equal to zero (see figure
4.6). One then uses the formula
p
Q = Ld 2gh
where L is the width of the canal and g is the acceleration due to gravity. Show
that the formula is correct by assuming that:
• The water velocity V at the point of measurement is a constant (that is, inde
pendent of y and z).
• V can be found by applying Bernoulli’s theorem (see problem 4.2) to a parti
cle path along the surface of the water.
Hint: The control volume method is not applicable. The first assumption makes Figure 4.6: See problem 4.6.
it possible to write Q in terms of L, d, and V . The second assumption makes it
possible to find V .
Problem 4.7 A liquid flows between two coaxial pipes of circular crosssection.
The radii are R1 and R2 (R1 < R2 , see figure 4.7). We apply the simplified
model of section 4.2.5: temperature, density and viscosity are constants and we
52 4. FLUID MODELS
use equations (4.17) and (4.18) where v is the velocity, p the pressure and µ the
viscosity. Assuming that gravity can be ignored, that the flow is steadystate and
that the velocity is along the axis of the pipe and dependent only on its distance
from the axis of the pipe,
(1) show that the components of the velocity along the axis are
" #
pA − pB 2 2 R22 − R12 r
R2 − r + ln ,
4µl ln(R2 /R1 ) R2
where p A and p B represent the pressure at two points A and B, and l the
distance between these points. Hint: equations (4.17) and (4.18) in cylindrical
Figure 4.7: See problem 4.7. coordinates are given in problem 4.3.
(2) Find the mean value of the velocity along the axis of the pipe by defining it as
Q/(π R22 ρ − π R12 ρ) where Q is the mass of liquid passing an arbitrary cross
section per unit time.
(3) Find the component along the axis of the pipe of the frictional force the liquid
exerts on a unit length of the two coaxial pipes. Hint: the components of the
stress tensor in cylindrical coordinates are given in problem 4.3.
Problem 4.8 A pipe filled with a liquid rotates about its own axis with velocity
of rotation ω. The pipe is cylindrical with a circular cross section and is closed
at the bottom. The cylinder axis is vertical. We assume that the liquid itself has
a rotating motion. The purpose of the problem is to see what kind of rotating
motion the simplified model in section 4.2.5 leads to when additional assumptions
are introduced into equations (4.17) and (4.18).
We want to find a solution which describes a liquid in timeindependent rota
tion and assume therefore that
• ∂v/∂t = 0,
• vz = vr = 0,
• vθ and p are independent of θ ,
• vθ is independent of z.
We use the same notation as in problem 4.3. The notation for the cylindrical coor
dinates is shown in figure 4.3.
(1) Show that equation (4.17) is satisfied. Hint:
1 ∂ 1 ∂vθ ∂vz
∇·v= (r vr ) + + ,
r ∂r r ∂θ ∂z
in cylindrical coordinates.
(2) Equations (4.18) (the NavierStokes equations) are given in cylindrical co
ordinates in problem 4.3 for the case where gravity can be ignored. Here,
however, we do not ignore gravity, but if we assume that it acts along the z
axis we can still use the first two equations in problem 4.3 as they are, while
the third becomes
∂vz ∂vz vθ ∂vz ∂vz
ρ + vr + + vz =
∂t ∂r r ∂θ ∂z
∂p 1 ∂ ∂vz 1 ∂ 2 vz ∂ 2 vz
− ρg − +µ r + 2 + ,
∂z r ∂r ∂r r ∂θ 2 ∂z 2
where g represents acceleration due to gravity.
Use the assumptions above to simplify the NavierStokes equations.
(3) Show that vθ = ωr . What significance does this have for the liquid?
(4) Find the pressure p in the liquid, given that p = p0 when r = 0, z = h.
(5) Assume that the upper part of the pipe is open to the atmosphere, that p = p0
on the surface of the liquid, and that the surface goes through point r = 0, z =
h. What is the form of the surface?
PROBLEMS 53
vr = 0, vθ = ωr, vz = 0, when z = h,
vr = 0, vθ = 0, vz = 0, when z = 0.
Assume that
• The flow is independent of time.
• The flow is layered, that is
vr = 0, vθ = r f (z), vz = 0,
where f (z) is an unknown function.
• The pressure p is independent of θ .
(1) Show that equation (4.17) is satisfied.
(2) Give the boundary conditions for f , that is, the values of f (0) and f (h).
Look at the second NavierStokes equation and use the assumptions above to
54 4. FLUID MODELS
Formula (4.20) assumes that the system of basis vectors (i1 , i2 , i3 ) is inertial.
In order to describe flows where the rotation of the earth is assumed to be signifi
cant it is necessary, instead, to assume that the system (i1 , i2 , i3 ) is fixed in relation
to a point on the earth’s surface and therefore rotates with an angular velocity ω
(see figure 4.12). It can then be shown [15] that the expression for f must be written
f = ρ g − ω × (ω × x) − 2ω × v , (4.21)
where g is the same vector as in equation (4.20) (right) and x = x 1 i1 + x 2 i2 + x 3 i3 .
The first term between the parentheses on the right hand side is due to gravitation,
the second term is a centrifugal acceleration, and the third term is the Coriolis
acceleration. Figure 4.12 shows ω and the basis vectors i1 , i2 , and i3 . From the
figure we can see that
ω = ω sin φ i2 + ω cos φ i3 , where ω = ω.
(1) Show that f can be written
f = ρ∇ g · x + 21 ω × x2 − 2ρω × v, Figure 4.12: See problem 4.12. Movable co
ordinate system at latitude φ; i3 is along the
and that equation (4.18) can therefore be written radius pointing outwards; i1 is the tangent to
the local latitude circle and points east; i2 is
Dv
ρ = −∇ P − 2ρω × v + µ∇ 2 v. (4.22) the tangent to the local longitude circle and
Dt points north.
where
P = p − ρg · x − 21 ρω × x2
(P is called generalized pressure).
(2) A relatively large ocean, at latitude φ < π/2 is affected by a wind towards
the east, that is, according to figure 4.12, along i1 . Assume that the extension
of the ocean is small enough for us to consider its surface to be flat so that
we can use Cartesian coordinates with an origin on the ocean’s surface. The
surface itself defines the horizontal plane x 3 = 0 and the ocean defines the
area x 3 < 0.
Assume also that the pressure and the velocity field can be described by equa
tions (4.17), (4.19), and (4.22) with the following additional assumptions.
• The generalized pressure P is independent of x 1 and x 2 .
• There is a timeindependent solution.
• The velocity vector in the ocean is horizontal and depends only on
depth:
v1 = v1 (x 3 ), v2 = v2 (x 3 ), v3 = 0.
(a) Show that equation (4.17) is identically satisfied and that the compo
nents along i1 and i2 of equation (4.22) give
v1′′ = −2αv2 , v2′′ = 2αv1 , (4.23)
where (′ ) denotes derivation with respect to x 3 and
α = ρω cos φ/µ.
(b) Show that the stress t on a horizontal surface, which the fluid above the
surface exerts on the fluid beneath the surface, has horizontal compo
nents t1 and t2 given by the formulas
t1 = µv1′ , t2 = µv2′ .
56 4. FLUID MODELS
(c) As mentioned, a wind blows along i1 and it is assumed that the wind
produces a stress on the surface of the water, given by
t1 = µS, t2 = 0,
where S is a positive constant. Find the conditions which v1 and v2
must satisfy when x 3 = 0.
(d) Solve equations (4.23). Hints: (i) the boundary conditions from item 2c
are not sufficient to determine all the integration constants. Use an extra
√ on physical considerations; (ii) substitute V = v1 +i v2
condition based
where i = −1; (iii) the result is
S √ √ π
v1 = √ e αx3 cos( αx 3 − ),
2α 4
S √ √ π
v2 = √ e αx3 sin( αx 3 − ).
2α 4
(e) Draw, in the horizontal plane, the vector v1 i1 + v2 i2 . In which direction
is the velocity pointing on the surface? At which depth√ is the velocity
pointing southward? Westward? Hint: Substitute X 3 = αx 3 and give
depth in X 3 values.
2
(The Ekman layer√ is the uppermost layer of water, with√ a thickness of
approximately π/ α. Note that, at depth x 3 = −π/ α, the velocity
is pointing in the opposite direction to the direction on the surface, and
the magnitude of the velocity vector is reduced in relation to its value
on the surface by a factor of exp(−π) ≈ 0.04. The velocity vector’s
rotation with increasing depth is called the Ekman spiral.)
Many of the formulations in this chapter are from Bridgman’s book [8].
We begin by looking at units, those physical quantities that are necessary to
carry out measurements.
• The second was formerly defined as 1/86 400 of the mean solar day
(average period of rotation of the Earth around its axis). In 1956 it was
redefined as 1/315 569 259 747 of the length of the tropical year 1900.
It was further redefined in 1968 as the duration of 9 192 631 770 periods
of the radiation corresponding to the transition between two hyperfine
levels of the ground state of the cesium 133 atom.
• The kilogram, originally defined in 1799, was supposed to be the mass
of a litre of water at the temperature of its maximum density. The mass
of the present standard was intended to be equal but turned out to be
slightly less than the old standard. It is the mass of a platinumiridium
cylinder. The cylinder is kept at the International Bureau of Weights and
Measures laboratory at Sèvres, near Paris.
• The ampere is the constant current which, if maintained in two straight
parallel conductors of infinite length and negligible circular cross section
and placed one metre apart in a vacuum, would produce between these
conductors a force equal to 2 × 10−7 newton per metre of length. See
also section 5.3.2.1.
• The kelvin is the fraction 1/273.16 of the thermodynamic temperature of
the triple point of water. The definition was adopted in 1968, and it was
decided at the same time that the name of the unit is kelvin, symbol K
(not degree kelvin, symbol ◦ K): thus the temperature of the triple point
of water is 273.16 K. See also section 5.3.2.2.
• The mole is the amount of mater of a system which contains as many
elementary entities as there are atoms in 0.012 kg of carbon 12. The el
ementary entities must be specified and may be molecules, atoms, ions,
electrons, or other particles or groups of particles. One mole of any
substance is the same for all substances, about 6.0221367 × 1023 (Avo
gadro’s number).
• The candela is the intensity of light in a given direction of a source which
emits monochromatic radiation of frequency 540 × 1012 hertz (corre
sponding to a wavelength of about 550 × 10−9 m) and whose radiant en
ergy in that direction is 1/683 watt per steradian. Note that the word light
above is used in its technical sense of visible electromagnetic radiation,
i.e., electromagnetic radiation with a wavelength between 360 × 10−9 m
and 830 × 10−9 m. See also section 5.3.2.3.
Any physical quantity not appearing in table 5.1 is, in the SI system, a secondary
quantity in the sense that it is measured in secondary units. A few of the most
usual secondary units are listed below.
The unit of surface is the surface of a flat square region whose side is 1 m: it
is called the square metre and written m2 .
The unit of velocity is the velocity of a point moving on a straight line a
distance of 1 m in 1 s: it is denoted m/s. Correspondingly, the unit of acceleration
is the acceleration of a point whose velocity increases by 1 m/s per second: it
is denoted m/s2 . These definitions are in accordance with the usual formulas for
velocity and acceleration found in physics textbooks:
dx dv
v= , a= . (5.1)
dt dt
The velocity v and the acceleration a are written here in terms of the displacement
x along a straight line, t being time. For a constant velocity the equation on the
left is equivalent to
x2 − x1
v= , (5.2)
t2 − t1
62 5. MEASUREMENTS, UNITS, DIMENSIONS
Since p1′ , . . . , pr′ , p1′′ , . . . , pr′′ are arbitrary this equation implies that
p1 ∂
f ( p1 , . . . , pr ) = a1 ,
f ( p1 , . . . , pr ) ∂ p1
where a1 is some constant. This equation can easily be integrated, and one finds
f ( p1 , . . . , pr ) = p1a1 g( p2 , . . . , pr ). (5.12)
When we use this expression for f in equation (5.11) we get:
g( p2′ , . . . , pr′ )
g(α2 p2′ , . . . , αr pr′ ) = g(α2 p2′′ , . . . , αr pr′′ ) .
g( p2′′ , . . . , pr′′ )
Thus g must satisfy the same kind of equation as f . It follows that
g( p2 , . . . , pr ) = p2a2 h( p3 , . . . , pr ),
where a2 is some constant, and that
f ( p1 , . . . , pr ) = p1a1 p2a2 h( p3 , . . . , pr ).
It is now obvious that
f ( p1 , . . . , pr ) = C p1a1 . . . prar ,
so that, referring to equation (5.8), we have proved that the formula for calculating
a
the measure of a secondary quantity can only be of the type C p11 . . . prar , and we
have proved the theorem.
The constant C in equation (5.7) is usually set equal to 1, except in the cases
where we need to introduce socalled “practical” secondary units. Some examples
of the flexibility allowed by this constant are given in section 5.2.2.1.
The set of exponents {a1 , . . . , ar } characterizes a secondary quantity of a
given kind: quantities of the same kind have identical sets, while quantities of
different kinds have sets that differ by at least one member. We shall return to
these sets of exponents in section 5.2.3.
5.2.2. The units of secondary quantities.
5.2.2.1. Coherent and noncoherent systems. We have seen in section 5.2.1
that the formula for the calculation of a secondary quantity must be of the form
(5.7). We rewrite this formula below for the sake of convenience:
s = C p1a1 . . . prar , (5.13)
and ask the question “what is the unit of the secondary quantity s?”
We shall look at the two cases C = 1 and C 6= 1 separately.
We begin with the case C = 1.
Let us begin with the example of velocity. It is defined in mechanics as
1x
v= , (5.14)
1t
where 1x is an interval of length and 1t an interval of time. We restrict ourselves
to onedimensional motion to avoid the complication of having to deal with vector
components. In addition, we assume that we have a system of units where length
and time are primary quantities, while velocity is a secondary quantity.
Note that formula (5.14), is a particular case of (5.13) where, say,
p1 = 1x, p2 = 1t, a1 = 1, a2 = −1, a3 = . . . = ar = 0, C = 1.
To answer our question about the unit of velocity we find the condition for v =
1. Obviously, we must have 1x = 1t. Taking the simple case of 1x and 1t
respectively being equal to one unit of length and one unit of time, we see that the
unit of velocity is the velocity of an object moving one unit of length in one unit
of time. By convention, we express this unit as a fraction where the numerator is
5.2. CONCERNING SECONDARY QUANTITIES 65
the name of the unit of length, and the denominator is the name of the unit of time.
Calling the unit of length ul and the unit of time ut we write the unit of velocity
ul/ut or ul ut−1 . In SI units for example, we write the unit of velocity as m/s or
m s−1 .
We can obviously generalize the procedure: if the formula for calculating the
measure s a secondary quantity S in terms of the r primary quantities is
s = p1a1 . . . prar , (5.15)
then
units of length and time are the metre and the second, gives velocities in kilometres
per hour, which is practical in some situations. The same formula, used in a system
where the units of length and time are the foot and the second, gives velocities in
kilofeet per hour. This is a legitimate unit, but it is doubtful whether somebody
will find it practical.
It must be mentioned that there is a definite disadvantage in the use of dimen
sionless conversion factors. This becomes evident when manipulating equations,
since we then have to think about the proper conversion factors, and write them
when necessary. This can be illustrated by the elementary example of a particle in
free fall near the surface of the earth. Let us assume that we are using the system
of units mentioned above, where metre and second are the units of length and time,
and where kilometer/hour is the unit of velocity. In addition we must choose the
unit of acceleration. We shall assume here that metre/(second)2 is a convenient
unit. Let now x(t) be the position of the particle at time t, with the xaxis pointing
downwards, and let x 0 and v0 be the particle position and velocity at t = 0. If g is
the acceleration due to gravity, then
d2x
= g.
dt 2
Integrating once we get
dx
= gt + C, (5.22)
dt
where C is a constant. Putting t = 0 we get
d x v0
= = C. (5.23)
dt t =0 3.6
Note the use of equation (5.19). Equation (5.22) is now
dx v0
= gt + . (5.24)
dt 3.6
Integrating, we get
1 2 v0
x= gt + t + x0. (5.25)
2 3.6
Note that, due to equation (5.19), we do not obtain the velocity of the particle as
the derivative of x with respect to time. We have already used this in equation
(5.23) for the velocity at time zero. To get the velocity at time t we use equation
(5.24) and get
v = 3.6 gt + v0 . (5.26)
Most people working with theories and models try to avoid dimensionless
conversion factors, even when that implies using inconvenient units. One reason
is that one often has to make up one’s mind as to how many decimals to write:
in equation (5.25), for example, one is tempted to divide 1 by 3.6, but that gives
0.277 . . .. Another reason is that writing numerical constants is particularly boring
and a constant source of errors. Still another reason is that numerical constants
can be characterized as “visual noise” or “clutter”, which attract the attention of
the reader away from the important quantities in the equations where they appear.
A system of units is called coherent if all the secondary units of the system are
expressed as products of powers of primary units, with the proportionality factor
equal to 1. Referring to equations (5.15) and (5.16), this means that, in a coherent
system, C = 1 for any secondary quantity S.
68 5. MEASUREMENTS, UNITS, DIMENSIONS
5.2.2.2. Changing units. We here return to the formula for the calculation of
a secondary quantity, established in theorem 5.1. Recall that we found there that
s = C p1a1 . . . prar . (5.27)
In this formula, p1 , . . . , pr are the measures of the primary quantities that are found
while measuring the secondary quantity. They are expressed in the corresponding
primary units.
Assume that that we change the sizes of the primary units according to the
rule (5.5). The measures of the primary quantities change according to equations
(5.6). The measure of the secondary quantity S changes also. We denote it s̄ and
look for a fomula linking s̄ to s. We can write, according to equation (5.27),
s̄ = C p̄1a1 . . . p̄rar .
and, combining formulas (5.31) and (5.32), we get the formula that we found by
looking up the SI units of force, namely (5.30).
Note that the dimensional formula of a quantity is, in a sense, a rewriting of
its unit, but in a manner that is slightly more general since it is independent of the
sizes of the primary units.
We say that a quantity is dimensionless if the exponents a1 , . . . , ar are all
equal to zero. The dimensional formula of a dimensionless quantity Q is thus
[Q] = 1.
We meet the very important concept of dimensionlessness many times in what
follows.
550 nm in the definition of the candella. Further, since the power emitted by a
source can vary with the direction of emission, one imagines a device measuring
the power emitted in a given direction. The device is placed at a distance r from the
source and admits light through an opening with area S. The power measured, P,
is thus the power emitted inside the solid angle equal to S/r 2 , approximately3.
To eliminate the dependence on the device size and distance one then defines the
power per solid angle P/. The unit for this quantity is W/sr. To obtain the
power in candela (cd) one multiplies by a constant k = 683. This numerical value
is chosen so that the candela is as close as possible to the unit of light intensity
introduced in the nineteenth century, the flame of a candle.
Note that the SIunit candela is introduced as a primary unit so that k has units
cd sr W−1 .
When we now write equation (5.34) for the Earth and with the new units above we
get r
2π 1
1= √ ,
G 1
so that the gravitational constant is, in these units,
G = 4π 2 AUM−1 AU3 AUT−2 .
Kepler’s third law, equation (5.34), takes on the very simple form
T = a 3/2. (5.38)
This formula, and others written in astronomical units, give access to properties of
the solar system through elememtary calculations, where the numerical values of
G and M⊕ are not needed. It is, for example, well known that Halley’s comet has
a period of about 76 years. (This period has irregularly varied from about 74 years
to about 80 years, due to perturbations of the comet’s orbit by the “giant planets”
Jupiter and Saturn). Equation (5.38) gives a ≈ 18 AU. An upper bound for the
maximum distance of the comet from the sun is then 2a ≈ 36 AU. (This assumes
that the eccentricity is close to 1, which is not unreasonable since the comet is only
seen throughout a short interval of time.) The planet farthest from the sun, Pluto,
has an orbital semimajor axis of about 40 AU, so that Comet Halley moves inside
the solar system. (The values for Comet Halley published on the web in 2005 are
as folows: the eccentricity is 0.967, the farthest distance from the sun is 35 AU,
the inclination of the orbit relative to the ecliptic is about 18◦ .)
For some more applications of astronomical units, see problem 5.2.
5.4.2. A system of units for relativistic quantum mechanics. It was men
tioned at the end of section 5.2.2.1 that people doing calculations in models and
theories avoid using systems of units where dimensionless conversion factors are
necessary. Perhaps the most important reason for doing so is the wish to keep
equations free from clutter. We shall now look at an example where a system of
units is introduced with the specific purpose of eliminating universal constants, the
presence of which is perceived as distracting clutter.
There are two universal constants in relativistic quantum mechanics, the ve
locity of light c and Planck’s constant h (or h̄ = h/(2π)) which is an angular
momentum. Almost all equations written in this theory contain these two con
stants, each raised at some power, in almost every term. To simplify the writing
of such equations one then introduces a system of units where h̄ and c are both
dimensionless and equal to 1.
We shall now construct such a system. We do not know, at this stage, what
the primary quantities are, so that we symbolize length, mass, and time by L, M,
and T , and assume that they are secondary quantities. Their dimensional formulas,
denoted by [L], [M], and [T ] (see section 5.2.3) are unknown. Now, since c is a
velocity, and h̄ is an angular momentum, we can write
[c] = [L] [T ]−1 ,
[h̄] = [M] [L]2 [T ]−1 .
Since we want c and h̄ to be dimensionless, the above formulas tell us that the
dimensional formulas of M, L, and T must be related by
[L] [T ]−1 = 1, and [M] [L]2 [T ]−1 = 1,
which implies that
[L] = [T ] = [M]−1 . (5.39)
74 5. MEASUREMENTS, UNITS, DIMENSIONS
We can now chose one of the three quantities, L, M, T , to be primary. The other
two will then be secondary, their dimensional formulas being given by equations
(5.39).
The most frequent choice, especially in experimental work, is to use mass
(or, equivalently4, energy) as the primary quantity. According to the notational
convention of section 5.2.3, we write
[M] = M,
[L] = M−1 ,
[T ] = M−1 .
We mention for the sake of completeness, that the unit of energy (or mass) used
in recent years is the electron volt (abbreviated eV) and its multiples, the mega
electron volt (MeV = 106 eV) and the giga electro volt (GeV = 109 eV). The def
inition of the eV is as follows: it is the energy given to an electron by accelerating
it through a potential difference of 1 volt. By using the formula E = q V giving
the energy E in terms of the charge q and the potential difference V , one finds
1 ev = 1.60218 × 10−19 J. (5.40)
See problem 5.3 to clarify the meaning of a length given as 1 eV−1 , or of a time
interval given in the same way.
Problems
Problem 5.1 Use equation (4.10) to find the dimensions of the viscosities µ and
ζ . For water, µ = 0.001 SI units. Find the value of µ in CGS units (cm, g, s).
Problem 5.2 Find the unit of velocity in astronomical units, its equivalent in m/s
and km/h. Look at Halley’s comet.
Problem 5.3 Consider the system of units introduced in section 5.4.2. What is a
velocity of 0.62 in m/s. What is a mass of 1 eV in kg. What is a length of 1 eV−1
in m. What is a time of 1 eV−1 in s.
Problem 5.4 The volume V of a cube whose side has length l is defined in text
books on calculus as
V = l 3.
It is implied (but unfortunately very seldom explicitly stated) that the unit of vol
ume is a cube whose side is equal to one unit of length. For example, if the metre
is the unit of length, then the unit of volume is a cube whose side is 1 m. Now
there are areas of application where one wants the unit of length to be the metre
but the unit of volume to be a cube whose side is one foot, the foot (abbreviated ft)
being 0.3048 m. In that case, a dimensionless conversion factor is introduced, and
the formula for volume becomes
Ṽ = C l 3 .
Find C.
4Since c is dimensionless and equal to 1 in this system of units, the relation E = mc2 reduces to
E = m, so that mass and energy are expressed with the same unit.
APPENDIX: DERIVED SI UNITS WITH SPECIAL NAMES 75
Derived SI unit
Quantity Name Symbol Expressed in terms Expressed
of primary in terms of
units other
SI units
angle radian rad m m−1
solid angle steradian sr m2 m−2
frequency hertz Hz s−1
force newton N m kg s−2 J/m
pressure pascal Pa m−1 kg s−2 N/m2
energy joule J m2 kg s−2 Nm
power watt W m2 kg s−3 J/s
el. charge coulomb C sA As
el. potential volt V m2 kg s−3 A−1 W/A
capacitance farad F m−2 kg−1 s4 A2 C/V
el. resistance ohm m2 kg s−3 A−2 V/A
conductivity siemens S m−2 kg−1 s3 A2 A/V
magn. flux weber Wb m2 kg s−2 A−1 Vs
magn. flux density tesla T kg s−2 A−1 Wb/m2
inductance henry H m2 kg s−2 A−2 Wb/A
luminous flux lumen lm cd sr
illumination lux lx m−2 cd sr
activity becquerel Bq s−1
absorbed dose gray Gy m2 s−2 J/kg
CHAPTER 6
The Pitheorem
First remark: the property of being unitfree means roughly that the form of the
equation does not change (for the exact meaning of this see below) when we
change units of measurement. It is important to keep in mind that the unit changes
we are considering are restricted to changes in sizes: we are not changing the set
of primary quantities.
Second remark: the invariance of an equation under unit change has the following
meaning. Assume that the equation is
f (Q 1 , . . . , Q n ) = 0, (6.1)
where f is some known expression that could, incidentally, involve derivatives
or partial derivatives of some quantities with respect to some others. With the
notation introduced at the beginning of section 5.2.1 we use overbars to indicate
values expressed in the new units. The equation is invariant under the considered
change of units if it can be written
f (Q 1 , . . . , Q n ) = 0, (6.2)
where the expression f is the same in all details as in (6.2), so that the only differ
ence between (6.1) and (6.2) is the presence of the overbars in the second.
system of units where length and time are primary quantities and where
velocity and acceleration are secondary quantities. Then
[x] = [x 0 ] = L, [t] = T, [v0 ] = LT−1 , [g] = LT−2 . (6.4)
We use the notation introduced at the beginning of section 5.2.1. We
assume that we introduce a new unit of length and a new unit of time
with sizes equal to, respectively, 1/α L and 1/αT times the sizes of the
old units. Using overbars to indicate values expressed with the new units,
we obtain
x̄ = α L x,
x̄ 0 = α L x 0 ,
t¯ = αT t,
v̄0 = α L αT−1 v0 , (6.5)
ḡ = α L αT−2 ,
where we have used equations (5.6) and (5.28), together with equations
(6.4). The form of equation (6.3) in the new units now follows:
1 −1 2
α −1 −1 ¯ 2 −1 −1 ¯ −1
L x̄ = (α L αT ḡ)(αT t ) + (α L αT v̄0 )(αT t ) + α L x̄ 0 ,
2
which simplifies to
1 2
x̄ = ḡ t¯ + v̄0 t¯ + x̄ 0 .
2
Comparing with equation (6.3) we see that the form is conserved under
the change of unit sizes so that the equation is unitfree according to the
definition.
E XAMPLE 6.2: Bridgman [8] considers the following example. Suppose
we have observed the tides in a given port, using a foot rule to measures
heights and a clock graduated in hours to measure times. After many
measurements we conclude that the height of water may be represented
by
h = 5 sin(0.5066 t). (6.6)
Obviously, this equation is to be used with t given in hours and h in
feet, so that it is not unitfree. We can check that this is indeed the case
by changing units as was done in example 6.1. We assume that we use
a system of units where length and time are primary quantities, then
introduce a new unit of length, equal to 1/α L times the foot, and a new
unit of time, equal to 1/αT times the hour. Using overbars to indicate
values expressed with the new units, we get
h̄ = α L h,
t¯ = αT t.
It follows that equation (6.6) becomes, in the new units,
h̄ t¯
= 5 sin 0.5066 .
αL αT
The constants α L and αT do not cancel, and we do not end up with the
same form as equation (6.6), which means, as expected, that it is not
unitfree.
The reader can easily check, by the method used in this example and
in example 6.1, that equation (5.38) is not unitfree.
6.1. UNITFREE EQUATIONS 79
Rb
P2 : a f (x) d x = 0 for all a and b.
C: f (x) = 0 for all x.
We will now look at two completely different methods of proving this theorem,
namely direct proof and proof by contradiction.
13.4.1. Direct proof. A direct proof of Theorem T is based on the belief that
a good strategy consists in starting with the premises of the theorem and to work
towards a goal which is the conclusion of the theorem:
Start: P1 , P2 ,. . . , Pn . Goal: K .
Let us prove Theorem 13.5 by applying the direct proof method. The P1 premise
enables us to define F(x) by
dF
= f (x).
dx
The set of functions satisfying this equation is infinite, and it is known that the
difference between two such functions is a constant [36]. Let F be an arbitrary
member of the set. There is a theorem which guarantees that F is continuous [36].
Another known theorem enables us to write
Z b
f (x) d x = F(b) − F(a).
a
The P2 premise now implies that F(b) = F(a) for all a and b. This means that
F is constant, giving d F/d x = 0 for all x. But d F/d x = f (x), which means that
we have proved that f (x) = 0 for all x.
13.4.2. Proof by contradiction. A proof by contradiction is based on the
following logical statement:
A⇒B ⇐⇒ A ∧ ¬B ⇒ σ,
where σ is a contradiction (a statement which is always false). This gives an
alternative strategy for proving Theorem T: assume that K is false and then proceed
to demonstrate that this results in a contradiction. This method of proof can be
expressed as follows:
Start: P1 , P2 ,. . . , Pn , and ¬K . Goal: Contradiction.
Thus ¬K is now one of the assumptions. When our goal is reached, that is, when
we have arrived at a contradiction, we conclude our argumentation as follows:
Since we have a contradiction, and since we assume that all P1 , . . . , Pn are true,
then ¬K must be false. Consequently, K must be true.
Note that, in this strategy, an expression for ¬K must be found, given K . This
is not always straightforward 1 and reference to literature on Discrete Mathematics,
for example[38], is recommended. In theorem 13.5 K is the statement " f (x) = 0
for all x", which is of the type "∀x P(x)". It can be shown that
¬∀x P(x) ⇐⇒ ∃x ¬P(x),
so that ¬K in theorem 13.5 is the statement "There exists a value of x where
f (x) 6= 0"2.
Let us now prove theorem 13.5 by the method of proof by contradiction. We
introduce the premise P3 : there is a value of x, let us call it x 0 , such that f (x 0 ) 6= 0.
Then f (x 0 ) is either > 0 or < 0. Premise P1 implies that there is an interval
1For example the negation of “it is raining” is obvious. For most people, however, the negation
of “I hate all cats” is not easy to find.
2With reference to the previous footnote, the negation of “I hate all cats” is: “There exists a cat
which I do not hate”.
13.4. PROOF STRATEGIES 155
[a0 , b0 ] such that f (x) has the same sign as f (x 0 ) for all values of x in the interval.
This again implies that
Z b0
f (x) d x 6= 0,
a0
which contradicts the premise P2 . Since we assume premises P1 and P2 to be true,
P3 must be false. Consequently, f (x) must equal 0 for all x.
We can see that theorem 13.5 is just about as easy to prove by direct proof
as by proof by contradiction. However, the proof by contradiction is much to be
preferred because it can easily be applied to a generalization of the theorem to
more than one dimension. An example of such a generalization is as follows:
T HEOREM 13.6. The premises (P1 and P2 ) and the conclusion (K ) are:
P1 : Rf (x, y) is defined and continuous for all real values of x and y.
P2 : D f (x, y) d x d y = 0 where D is an arbitrary region in the plane.
K : f (x, y) = 0 for all x and y.
(We recognize the Du BoisReymond lemma for two dimensions, see section 1.6.)
An attempt at direct proof runs into major complications while the proof by con
tradiction works without problems.
Bibliography
157
158 BIBLIOGRAPHY