Guido Visconti

Paolo Ruggieri

Fluid Dynamics
Fundamentals and Applications
Fluid Dynamics
Guido Visconti Paolo Ruggieri
•

Fluid Dynamics
Fundamentals and Applications

123
Guido Visconti Paolo Ruggieri
Scienze Fisiche e Chimiche Department of Physics and Astronomy
Università dell'Aquila University of Bologna
Coppito, AQ, Italy Bologna, Italy
Centro Euro-Mediterraneo
sui Cambiamenti Climatici
Bologna, Italy

ISBN 978-3-030-49561-9 ISBN 978-3-030-49562-6 (eBook)

https://doi.org/10.1007/978-3-030-49562-6
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Preface

Overview

As happens in almost all the physics sectors today, there are plenty of books and
online material and whatever on fluid dynamics. As hinted in the subtitle of the
Eckert’s book The dawn of fluid dynamics, this discipline is between science and
technology and in this textbook, we decided to combine science with a proper
emphasis on the applications. As a matter of fact, the book draws heavily on a
course that one of us taught for a few years at an undergraduate level. The
preparation of the lectures required a quite important commitment, in particular, to
find insightful examples that could raise the students’ interest. Hence, we provide
all along examples and applications from various fields such as aerodynamics,
geophysics, life sciences, sports and so on, but often related also to everyday life.
Some of us learned physics on the Feynman Lectures books and we were partic-
ularly impressed by the chapters dealing with the flow of dry water and the flow of
wet water. The present book will start out from those chapters to provide the basic
knowledge and we will show that even with such elements, it is possible to find
some interesting applications. We very much endorse T. E. Faber’s statement in the
preface of his book on Fluid Dynamics: The notion that the only way to arouse the
enthusiasm of physicists is to teach them about quarks and black holes is in my view
a myth.

Organization

The book is organized in nine chapters and each of them has an appendix where
more detailed calculations are reported (if needed) or specific examples are illus-
trated. The Chaps. 1–3 deal with introductory materials and, therefore, they start
from hydrostatics, then continue with the most fundamental equations in fluid
dynamics and end up with viscous flow. These first rudiments are enough to

vii
viii Preface

illustrate theories on the shape of the Earth and its internal structure or some most
elementary model of the stellar structure. In the second chapter, we introduce some
of the most important equations of fluid dynamics. These are enough not only to
discuss some elementary concepts of atmospheric dynamics but also to mention the
hidden relations between fluid dynamics and quantum mechanics. Viscosity
requires the introduction of the Navier–Stokes equation and this is a good chance to
illustrate and explain the Benard convection or the intensification of the westward
current in the ocean.
Starting from Chap. 4, we introduce aerodynamics and all its connections. So we
deal with elementary potential flow and introduce the interactions of solid bodies
with a fluid and the different theories about lift. The appendix not only reports the
interesting applications to sports (golf, sailing and frisbee) but we also found some
insights of the potential flows for the Great Red Spot on Jupiter.
Waves (Chap. 5) have a very important role in fluid dynamics, thus we illustrate
gravity waves, capillary waves up to ship waves with the associated drag. Solitons
have also been mentioned. The appendix has to deal with waves in the atmosphere
and the oceans with a quick look at the physics of Tsunamis.
Instabilities are another fundamental topic and they are treated in Chap. 6. After
discussing the most important instabilities (gravitational, Rayleigh–Taylor, Kelvin–
Helmholtz), we add details in the appendix with the long list of atmospheric
instabilities. We also report some applications of the Rayleigh Taylor instability to
the problem of supernova remnants and to some features of the solid Earth.
Chapter 7 studies non-linearities, randomness and chaos, and presents a short
introduction to the stochastic physics giving a few examples. The same thing is
done to introduce chaos and related concepts. Then we give some applications for
the loop oscillator, the Malkus waterwheel and the ENSO phenomenon.
Somewhat related to this chapter is the next one on turbulence where again there
is an introduction to the statistical description before discussing Kolmogorov
classical approach. Here, the appendix gives mostly details on what is done in the
chapter and application to the atmospheric boundary layer.
We close with Chap. 9 on magnetohydrodynamics where the main interest is the
generation of planetary magnetic fields with didactic tools like the Faraday
self-excited dynamos and their variation (Rikitake). We also illustrate some ele-
mentary concepts on magnetic confinement of hot plasma.
Our main target is to tickle the interest of the student, giving him the awareness
that complex problems can be at hand even in an introductory course.
Preface ix

Acknowledgements

The text is based on a course taught to third-year undergraduate physics students

(one of the authors was among them) so we acknowledge their interests and
stimulating interactions. A very helpful and illuminating contribution to Chap. 7
came from Prof. Raffaele D’Ambrosio of the Department of Information
Engineering and Computer Science and Mathematics at the University of L’Aquila.

L’Aquila, Italy Guido Visconti

Bologna, Italy Paolo Ruggieri
Contents

1 Fundamentals 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Hydrostatics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Some Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2.1 Atmospheric Pressure . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2.2 A First Glimpse at Stability . . . . . . . . . . . . . . . . . . . . . . . 3
1.2.3 Archimedes’ Law . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2.4 Models of Earth’s Interior . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2.5 Shape of the Earth . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.3 Pressure Distribution in Rigid Body Motion . . . . . . . . . . . . . . . . . 10
Appendix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2 Fundamentals 2 . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.1 The Continuity Equation . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.2 The Equations of Motion . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . 22
2.3 The Bernoulli Theorem . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . 23
2.4 Simple Applications . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2.4.1 Flow from a Tank . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2.4.2 The Pitot Tube . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.5 Thrust for a Propeller . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.6 Circulation and Vorticity . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . 31
2.6.1 Kelvin Circulation Theorem . . . . . . . . . . . . . . . . . . . . . . . 34
Appendix . . . . . . . . . . . . . . . . ........ . . . . . . . . . . . . . . . . . . . . . . 35
References . . . . . . . . . . . . . . . ........ . . . . . . . . . . . . . . . . . . . . . . 45
3 Fundamentals 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
3.1 Viscosity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
3.2 The Equation of Navier Stokes . . . . . . . . . . . . . . . . . . . . . . . . . . 50
3.2.1 The Diffusion Equation . . . . . . . . . . . . . . . . . . . . . . . . . . 51

xi
xii Contents

3.3 The Reynolds Number . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... 53

3.3.1 The Blasius Boundary Layer . . . . . . . . . . . . . . . . . . . ... 56
3.4 Plane Poiseuille Flow and Pipe Flow: A Plumber Application
of Navier Stokes Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
3.5 Flow Past a Sphere at Low Reynolds Number . . . . . . . . . . . . . . . 60
3.6 Life at Low Reynolds Number . . . . . . . . . . . . . . . . . . . . . . . . . . 64
Appendix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
4 Aerodynamics and All That . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
4.1 Velocity Potential . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
4.2 Elementary Potential Flows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
4.2.1 Source and Sink of a Fluid . . . . . . . . . . . . . . . . . . . . . . . . 86
4.2.2 Line Vortex . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
4.2.3 Plane Doublet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
4.2.4 Non-lifting Flow over a Circular Cylinder . . . . . . . . . . . . . 89
4.2.5 Lifting Flow over a Rotating Circular Cylinder . . . . . . . . . 91
4.2.6 The Kutta-Zhukhovsky Lift Theorem . . . . . . . . . . . . . . . . 92
4.2.7 Lift from the Deflection of Air Stream . . . . . . . . . . . . . . . 95
Appendix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
5 Waves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
5.1 Sound Waves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
5.2 Supersonic Flow Past Thin Plates . . . . . . . . . . . . . . . . . . . . . . . . 119
5.3 Wave Velocities and Energy . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
5.3.1 Energy and Intensity of an Acoustic Wave . . . . . . . . . . . . 123
5.4 Gravity Waves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
5.4.1 Deep Water Waves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
5.4.2 Shallow Water Waves . . . . . . . . . . . . . . . . . . . . . . . . . . . 128
5.4.3 Capillary Waves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128
5.5 Energy Flux in Water Gravity Waves . . . . . . . . . . . . . . . . . . . . . 130
5.6 Ship Waves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
5.7 Wave Drag on Ships . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
5.8 Non-linear Shallow Water Waves: Solitons . . . . . . . . . . . . . . . . . 137
Appendix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
6 Instabilities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
6.1 Stability, Instability and Bifurcations . . . . . . . . . . . . . . . . . . . . . . 163
6.2 Gravitational (Jeans) Instability . . . . . . . . . . . . . . . . . . . . . . . . . . 166
6.3 Instability of Shear Flows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 168
6.3.1 Rayleigh–Taylor Instability . . . . . . . . . . . . . . . . . . . . . . . 170
6.3.2 Kelvin–Helmholtz Instability . . . . . . . . . . . . . . . . . . . . . . 172
Contents xiii

6.4 Stratified Shear Flows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174

6.4.1 The Richardson Number . . . . . . . . . . . . . . . . . . . . . . . . . 175
6.4.2 A Useful Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177
Appendix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 203
7 Non-linearities, Randomness and Chaos . . . . . . . . . . . . . . . . . . . . . . 205
7.1 Non-linear Behaviour and Navier–Stokes Equation . . . . . . . . . . . . 205
7.2 Stochastic Behaviour . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
7.2.1 White or Gaussian Noise . . . . . . . . . . . . . . . . . . . . . . . . . 208
7.3 A Couple of Examples of Randomness . . . . . . . . . . . . . . . . . . . . 210
7.3.1 The Brownian Motion . . . . . . . . . . . . . . . . . . . . . . . . . . . 210
7.3.2 Climate Variability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213
7.4 Chaotic Behaviour . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 216
7.4.1 Generating Chaos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 216
7.4.2 Lyapunov Exponents . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218
7.4.3 Visualization of Chaos: Attractors, Poincarè Sections
and Fractals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 219
7.5 Chaos in a Fluid: The Loop Oscillator . . . . . . . . . . . . . . . . . . . . . 222
7.6 The Lorenz System . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 227
7.7 ENSO: A Very Complex System . . . . . . . . . . . . . . . . . . . . . . . . . 231
Appendix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 236
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 250
8 Turbulence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 253
8.1 Some General Matter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 253
8.2 Statistical Description of Turbulence . . . . . . . . . . . . . . . . . . . . . . 255
8.2.1 Examples of Probability Distribution . . . . . . . . . . . . . . . . . 258
8.3 Smoke Plumes as an Application of Pdf . . . . . . . . . . . . . . . . . . . 260
8.4 The Atmospheric Boundary Layer: The Mixing Length . . . . . . . . 263
8.5 Two-Dimensional Turbulence . . . . . . . . . . . . . . . . . . . . . . . . . . . 266
8.5.1 Energy and Enstrophy Transfer . . . . . . . . . . . . . . . . . . . . 270
Appendix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 273
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 286
9 Magnetohydrodynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 287
9.1 Some Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 287
9.1.1 Particles Motion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 288
9.1.2 Plasma Oscillations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 288
9.1.3 Debye Length . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 289
9.2 The MHD Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 291
9.3 Vorticity and Magnetic Field . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293
9.4 The Frozen Field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 294
9.5 The Planetary Dynamos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 297
9.5.1 The Faraday Self-Excited Dynamo . . . . . . . . . . . . . . . . . . 298
xiv Contents

9.6 The Turbulent Dynamo . . . . . . . . . . . ....... . . . . . . . . . . . . . . 300

9.7 Magnetohydrodynamic Waves . . . . . . ....... . . . . . . . . . . . . . . 304
9.7.1 Dispersion Relations for MHD Waves . . . . . . . . . . . . . . . 306
Appendix . . . . . . . . . . . . . . . . . . . . . . . . . ....... . . . . . . . . . . . . . . 308
References . . . . . . . . . . . . . . . . . . . . . . . . ....... . . . . . . . . . . . . . . 322

Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 323
Nomenclature

a Specific volume, seismic velocity (P waves)

b Seismic velocity (S waves), Coriolis parameter gradient
C, Cd Lapse rate
k Wavelength
l Coefficient of viscosity
m Kinematic viscosity
x,X Angular velocity, vorticity, wave frequency
/ Potential, velocity potential
w Streamfunction, wave function
q Density
r Surface tension, growth rate, standard deviation
s Stress
h Potential temperature
n, f Relative vorticity
cp Specific heat at constant pressure
cv Specific heat at constant volume
lm Mixing length
Ri Richardson number
Si;j Stress tensor
VA Alfven wave velocity
vg ,vp Group and phase velocities
A Moment of inertia
a Radius of the Earth
B Magnetic field, probability density
Bf Bernoulli function
C Moment of inertia, circulation
CD Drag coefficient
CL Lift coefficient
D Diffusion coefficient
E Energy, electric field

xv
xvi Nomenclature

f Oblateness, Coriolis parameter

Fr Froude number
G Gravitational constant
g Acceleration of gravity
j Current density
K Compressibility modulus, kinetic energy
k Kolmogorov wave number
k Wave vector
L Monin–Obukhov length
M Mach number
N Buoyancy frequency
P Palinstrophy
p Pressure
Pr Prandtl number
Q Source strength
R Autocorrelation function
R Gas constant
Ra Rayleigh number
Re Reynolds number
S Spectral density, salinity
s Entropy
T Temperature
U Potential energy
W Wave energy
Z Enstrophy
z Altitude
Chapter 1
Fundamentals 1

1.1 Hydrostatics

The main property of a fluid with respect to a solid is that the former cannot maintain
a shear stress. As a result, the fluid will move under the stress with thicker fluid (like
honey) moving more slowly due to the higher viscosity. For the moment, we will
neglect the viscosity to respect the dry water approximation but we will talk about it
extensively later.
The simplest approach to study fluids is to consider the properties of a fluid at rest
which correspond to the hydrostatics. In the hydrostatic approximation, the stress is
always perpendicular to any surface inside the fluid and the normal force per unit
area is called pressure. It is easy to show (see Appendix) that if there are no shears
in the fluid, then pressure should be the same in any direction. This could be another
way to state what is known as Pascal’s principle. The pressure within a fluid may
change from place to place and we may consider a small portion of the fluid (an
elementary parallelepiped) as in Fig. 1.1. Then we can evaluate the net force in the y
direction as difference between forces on opposite faces
 
∂p
pxz − p + y xz
∂y

and the net force in the y direction is then −(∂ p/∂ y)yxz. If we work out in the
same way the net force on the remaining faces of the cube, we get that the net force
per unit volume simply must equal ∇ p.
Consider now the fluid to be in a gravitational field with potential φ, then the force
per unit volume is just −ρ∇φ. At equilibrium, this force added to the pressure force
must give zero
− ∇ p − ρ∇φ = 0 (1.1)

Equation 1.1 is the hydrostatic equation that can be solved only if the density is
constant. If ρ is not constant the equation cannot be solved because while the pressure

© Springer Nature Switzerland AG 2020 1

G. Visconti and P. Ruggieri, Fluid Dynamics,
https://doi.org/10.1007/978-3-030-49562-6_1
2 1 Fundamentals 1

term is a pure gradient, the other gradient (∇φ) is a function of ρ and p. In this case,
a convection current will arise. For constant density, the solution is simply

p + ρφ = const (1.2)

In the specific case of the gravitational potential for a stratified fluid, we have

p = p0 − ρgz

where g is the gravity acceleration and p0 is the pressure at z = 0. This relation

signifies the fact that pressure at a reference height in a hydrostatic fluid is determined
by the weight per unit surface of the fluid above it.
Taking the curl of Eq. 1.1, using the rule ∇ × ( f A) = f ∇ × A + ∇f × A and
remembering that the curl of the gradient is zero, we have

∇ρ × ∇φ = 0 (1.3)

This means that the gradients of ρ and φ are parallel and their level surfaces coincide
at the equilibrium. In particular if ρ is only a function of pressure, the pressure
surfaces (isobars) are parallel to the density surfaces and in this case the fluid is
called barotropic. In meteorology, this is a quite simplifying assumption. The most
general case is when the two surfaces are not parallel, and the fluid in this case is
called baroclinic.

1.2 Some Applications

1.2.1 Atmospheric Pressure

We can formulate an insightful example using the differential form of the hydrostatic
balance (Eq. 1.1)
∂p
= −ρg (1.4)
∂z

if we consider a planetary atmosphere where the density is determined by the local

temperature, and we assume that temperature changes linearly with height according
to a law
T = T0 − z

where  = −∂ T /∂z is the temperature gradient. For the case of an ideal gas, the
density can be expressed as a function of temperature and pressure

ρ = pM/RT
1.2 Some Applications 3

where M is the molecular mass and R, the gas constant. Substituting in Eq. 1.4 and
integrating, we get
   β
p T
= (1.5)
p0 T0

where β = Mg/R. It can be easily shown that for the case of constant temperature,
the pressure will change according to the relation

p = p0 e−z/H = RT /Mg

where H is the so-called scale height and gives an indication on how rapidly the
pressure changes with height. The above example gives a clear idea of the importance
of thermodynamics in determining the properties of the dynamics of a fluid. We will
see more examples of this aspect in the chapters ahead.

1.2.2 A First Glimpse at Stability

We have mentioned pressure and density and noticed that temperature can be obtained
from them. A case of special relevance is the so-called stratified fluid in which density
is independent of the horizontal coordinates if the fluid is stable. Temperature dif-
ferences at the same height would produce a pressure difference and consequently
horizontal motions. We will have many occasions to talk about that, and limiting
ourselves to the vertical coordinate we could consider convective motions. These
originate when there is a negative temperature gradient. Suppose we have a temper-
ature profile T (z) and consider a parcel of air which is moved adiabatically from z to
z + dz. By definition of adiabatic motion, the parcel will conserve its entropy s(z)
but it will adjust to the new pressure p  = p(z + dz) with a new density ρ(s, p  ).
In order for the parcel to be stable, this density must be higher than that of the
surrounding air with entropy s  = s(z + dz). The condition for stability is then
 
∂ρ ds
ρ( p  , s) > ρ( p  , s  ) ⇒ <0
∂s p dz

At this point, we need to make a slight detour on atmospheric entropy, and we start
by writing the first law of thermodynamics as

Ḣ dt = cv dt + pdα (1.6)

where Ḣ is the rate of addition of external heat and α the specific volume. Applying
the equation of state to (1.6) and remembering that c p = cv + R, we have

ds = c p dT − αdp (1.7)
4 1 Fundamentals 1

Entropy increases under expansion (∂ρ/∂s) p < 0 and for stability, we must have
ds/dz > 0 that is    
ds ∂s dT ∂s dp
= + (1.8)
dz ∂ T p dz ∂ p T dz

This equation using (1.7) reduces to

ds dT dp
= cp −α
dz dz dz

Now for the hydrostatic balance αdp/dz = −g, and consequently a criterion for
stability is  
dT g
− < (1.9)
dz cp

For the Earth’s atmosphere c p ≈= 103 J Kg−1 K−1 so that the convection starts at a
gradient larger that 10 K/km. We will see later how to treat, in a more general fashion,
convective instability in a fluid but this gives just an idea how thermodynamics is
important in fluid dynamics.

1.2.3 Archimedes’ Law

Another application of the hydrostatic equilibrium has to do with what we know

as Archimedes’ law. Consider a floating body completely submerged as in Fig. 1.1
where Fv (1) and Fv (2) are the net forces on the upper surface (1) and lower surface
(2), respectively. The net force on the body (buoyancy) will be

Fb = Fv (2) − Fv (1) (1.10)

where Fv (1) is determined by the weight of the fluid above (1) and Fv (2) is the weight
of the fluid above (2). The two forces can be expressed as an integral

Fig. 1.1 Pressure forces on

a fluid element

Δz
Δ

Δx
Δy
1.2 Some Applications 5
 
Fb = ( p2 − p1 )d A = −ρg (z 2 − z 1 )d A (1.11)

The integral represents the volume of the body so that the right-hand side is just
the weight of the body if it would be filled with the fluid in which it is submerged.
Equation 1.6 is one of the Archimedes’ law: A body immersed in fluid experiences
a vertical buoyant force equal to the weight of the fluid it displaces. The buoyant
force is applied to the centre of volume of the displaced body and is called centre of
buoyancy. If our body is a ship, we know that only part of it is submerged such that
the buoyant force must balance the entire weight of the ship (Fig. 1.2).
An interesting application of the Archimedes’ law is found in geophysics. Think
about a mountain chain as a block of continental crust immersed in the mantle.
The crust has a density around 2800 kg m−3 while the mantle has a density around
3300 kg m−3 . Hydrostatic equilibrium requires that (see Fig. 1.3 left).

ρc h = ρm b (1.12)

so that the mountain block will emerge by a height

 
ρc
h−b = 1− (1.13)
ρm

Using a crust thickness of 35 km, the mountain will emerge by 5.3 km. The appli-
cation of the hydrostatic equilibrium to the continental crust is known as isostasy
and is treated in some more detail in the examples at the end of the chapter. We can
introduce what is the effect of the ocean on the continental crust following Fig. 1.3.
In this case, the continental crust has thickness h cc with density ρcc . Its upper surface
is at sea level and it is covered with water of depth h w and density ρw . The oceanic
crust has thickness h oc and density ρoc and the mantle density as ρm . Application of
hydrostatic equilibrium at the base of the continental crust gives

ρcc h cc = ρw h w + ρoc h oc + ρm (h cc − h w − h oc ) (1.14)

The depth of the ocean basin relative to the continent is given by

(ρw − ρcc ) (ρm − ρoc )

hw = h cc − h oc (1.15)
(ρm − ρw ) (ρm − ρw )

Using h cc = 35 km, h oc = 6 km, ρm = 3300 Kg m−3 , ρw = 1000 Kg m−3 , ρoc =

2900 kg m−3 and ρcc = 2800 Kg m−3 , we find h w = 6.6 km. If the continental crust
thins with respect to its previous value, the hydrostatic equilibrium will require the
crust to sink below the sea level creating a sedimentary basin.
6 1 Fundamentals 1

p1 dA

CG
z1-z2
B
displaced
volume

p2

Fig. 1.2 The pressure forces on a submerged body (left), the centre of gravity (CG) and the buoyancy
centre (right) for a ship. This situation corresponds in principle to an unstable case

Continental crust
ρc h Ocean hw, ρw
b Continental crust
Oceanic crust hoc, ρoc
ρcc hcc
Mantle ρm

Mantle ρm

Fig. 1.3 Archimedes’ law applied to the floating of Earth’s crust in the mantle (left) and the mantle
under the oceanic crust (right)

1.2.4 Models of Earth’s Interior

The hydrostatic equilibrium can be applied to find the density change at the Earth’
interior. We will anticipate now some information on the elastic waves that we will
treat later. In particular, we will concentrate on the propagation velocities of seismic
waves: P waves (longitudinal) with a velocity of α and S waves (transverse) with a
velocity of β. These velocities are

K + 23 μ
α= (1.16)
ρ

μ
β= (1.17)
ρ

where μ is a Lamé constant and K is the compressibility modulus. Then is easy to

show that
K
= α 2 − 43 β 2 (1.18)
ρ
1.2 Some Applications 7

Now we consider a spherical shell of thickness dr with density ρ(r ) at the radius r.
For this layer, the hydrostatic equilibrium requires

dP
= −g(r )ρ(r ) (1.19)
dr

where g(r ) is the local acceleration of gravity given by

G M(r )
g(r ) = (1.20)
r2
where M(r ) is the mass within the radius r . The density of the Earth will change
with depth using (1.20)

dρ dp dρ G M(r )ρ(r ) dρ
= =− (1.21)
dr dr dp r2 dp

On the other hand, the bulk modulus can be expressed as

dp
K =ρ (1.22)
dρ

Equation (1.21) can then be written as

dρ G M(r )ρ(r )2
=− (1.23)
dr r2K
And substituting (1.18), we have

dρ G M(r )ρ(r )
=− 2 2 4 2 (1.24)
dr r (α − 3 β )

This is known as Adams Williamson equation and, in principle, it could be used

to determine the density of the Earth if the profile of seismic velocity is known.
The method is to start from the surface and to work inwards, applying the equation
iteratively to shells of uniform composition. If M E is the mass of the Earth, the mass
M(r ) within radius r is given by
 R
ρ(r  )r  dr 
2
Mr = M E − (1.25)
r

The profile of seismic waves can be obtained with rather ingenious inversion methods
based on the analysis of signals generated during earthquakes (see Chapter on waves).
8 1 Fundamentals 1

Fig. 1.4 Forces acting on a Ω

point P on a rotating planet
with co-latitude θ
P
acf
θ r

1.2.5 Shape of the Earth

Planets with an appreciable rotation rate (like the Earth) experience a centrifugal
acceleration so that the total force acting on a body results from the sum of the
gravitational force and the centrifugal force. If the θ is the co-latitude of the point P
(Fig. 1.4) in terms of centrifugal potential we have

1
Vc f = −
2 r 2 sin2 θ (1.26)
2
where
is the angular velocity. The total potential is then

GM
Vtotal (r, θ ) = − + Vc f (r, θ ) (1.27)
r
At equilibrium, the surface must be perpendicular to the sum of the gravitational and
centrifugal acceleration vectors. If the deviation of the ocean surface δr (θ ) is small,
we can write
rocean = a + δr (θ ) (1.28)

where a is the equatorial radius. The potential describing the surface is then

GM GM 1
Vsur f ace (r, θ ) = − + 2 δr −
2 a 2 sin2 θ −
2 a sin2 θ δr (1.29)
a a 2

In the Earth’s case,

2 a  G M/a 2 so that we can neglect the last term. Setting the
equipotential surface to zero, we have

2 a 4
δr ≈ a + sin2 θ (1.30)
2G M
this would give putting θ = π/2 and θ = 0
1.2 Some Applications 9

2 a 4
requ = a + r pol = a (1.31)
2G M
with the flattening or oblateness defined as

requ − r pol
2 a 3
f = = (1.32)
requ 2G M

Now the potential theory shows that the external gravitational potential of any body
with an axis of symmetry can be written as
  2  4 
GM a a
Vgrav (r, θ ) = − 1 − J2 P2 (cosθ ) − J4 P4 (cosθ ).... (1.33)
r r r

where Jn are dimensionless constants related to the inertia moments and Pn is the
Legendre polynomial of degree n. In our case, it can be shown that

C−A
J2 ≈ (1.34)
Ma 2
where C is the moment of inertia around the rotation axis and A = B, the moments of
inertia around the remaining orthogonal axis. If we now express Eq. (1.26) in terms
of Legendre polynomials, we have as total potential
 
GM G Ma 2 1 2 2
Vtot (r, θ ) = + J2 +
r P2 (cosθ ) (1.35)
r r3 3

We have neglected higher order terms like J4 , J6 and so on while for a symmetric
body, the odd terms are zero. The reason is that it can be shown that if the flattening is
small, the higher order terms go like Jn ∝ f n/2 . Again if we consider small deviations
from a, r = a + δr and assume that the corresponding potential to be zero, use of
(1.35) gives  
1
2 a 3
δr = constant − J2 + a P2 (θ ) (1.36)
3 GM

Again we can use the definition for the flattening to obtain

3 1
2 r 3
f = J2 + (1.37)
2 2 GM
This means that if the planet is deformed due to the hydrostatic adjustment, the
flattening is increased by 3J2 /2. The developed theory is accurate enough when
we compare the observed value of the flattening (0.003353) with the calculated one
(0.003349). If we consider the flattening without deformation Eq. (1.32), we have
f = 0.0017306, that is, a much smaller value. This corresponds to a planet, not in
10 1 Fundamentals 1

hydrostatic equilibrium. In terms of distance, a flattening of this kind corresponds

to a difference between the equatorial and polar radius of roughly 21 Km. These
numbers could be guessed with a simpler argument. The difference in centrifugal
potential between the equator and the poles is simply
2 requ 2
/2, and the difference
in gravitational potential is g(requ − r pol ) so these differences must compensate and
we have

2 R 2
requ − r pol = (1.38)
2g

This difference should be of the same order of magnitude of the tallest mountain
≈10 km because higher deformation could not be supported by the strain of rocks.
If we substitute for
2 ≈ 5.3 × 10−9 s−2 and R 2 ≈ 4.2 × 1013 m2 , we obtain a dif-
ference of 11 Km roughly half the observed value. In part, this difference is due to
the fact we have assumed implicitly a spherical Earth while the centrifugal force
produces an additional flattening.

1.3 Pressure Distribution in Rigid Body Motion

For a fluid, we intend rigid body motion when there is no relative motion between
the particles that constitute the fluid. We will see later that this implies absence of
viscosity effect so that Eq. (1.1) can be generalized to include particle acceleration

∇ p = ρ(g − a) (1.39)

The pressure gradient has the same direction as the vector g − a so that the free
surfaces are perpendicular to the same vector. It is quite obvious that we need to
talk about a fluid that is confined, for example, in a tank and also, in this case, this
discussion, it is rather academic because you need to consider that the tank moves
with constant acceleration so that its velocity could become quite high.
As the first example consider the case of a fluid that moves with constant accel-
eration a in the positive direction x as in Fig. 1.5a. The difference g − a results in a
vector that makes an angle θ with the horizontal such that
ax
tan θ = (1.40)
g

A little bit more complex is the case of a rotating fluid shown in Fig. 1.5b. In this
case, we need to write the radial (r ) and vertical component (z) of the equation such
that
∂p ∂p
= ρr
2 = −ρg (1.41)
∂r ∂z

where the first equation equates the horizontal gradient to the centrifugal acceleration
and the second just fixes the hydrostatic equilibrium. The pressure p will be a function
1.3 Pressure Distribution in Rigid Body Motion 11

z
(a) (b)

Fluid
at rest
-ax
Ω
θ
g

R R
x

Fig. 1.5 In a, we show a fluid subject to a horizontal acceleration while in (b), a rotating fluid is
shown

of both z and r but the first equation can be integrated with respect to r and gives

1 2 2
p= ρr
+ f (z) (1.42)
2
where f (z) has to be determined. Substituting this solution in the second (1.41), we
have
∂p ∂f
= = −ρg
∂z ∂z

so that Eq. (1.42) becomes

1
p = p0 − ρgz + ρr 2
2 (1.43)
2
with the requirement that pressure being p = p0 at (z, r ) = (0, 0). To find the shape
of an isobaric surface at pressure p1 , we obtain from (1.43)

p0 − p1 r 2
2
z= + (1.44)
ρg 2g

The surfaces are paraboloids of revolution concave upward with the minimum on
the axis of rotation. If h is the depth of the fluid, we have from (1.44)

ω2 R 2
h=
2g

where R is the radius of the containing vessel. The volume of the concavity is just
π R 2 h/2 so that the still water level is halfway between the high and low points of
the free surface, that is h/2.
12 1 Fundamentals 1

Fig. 1.6 The pressure forces z

on an element of submerged
fluid
p1
D E
ps
p2 p3

O C y

A B
x p4

Appendix

Why Pressure Does Not Depend on Direction

Consider an elementary volume as depicted in Fig. 1.6. The element must be at rest
in the hydrostatic approximation such that the sum of all forces on it must be zero.
In the y direction
1
xz( p2 − p3 ) = 0 (1.45)
2
which implies p2 = p3 . In the z direction, we have

ps yl cos α = p4 yx = 0 (1.46)

because l cos α = x. The same happens for the x direction

ps yl sin α = p4 yz = 0 (1.47)

where, in this case l sin α = z. We conclude then

ps = p1 = p2 = p3 = p4 (1.48)
Appendix 13

More on Isostasy

We have considered isostasy before and made the case of a single block of crust
floating on the molten mantle. However, the real situation is quite different because
a mountain chain can be composed of several blocks with different densities. In
that case, the problems can be reduced to a series of blocks with the same density
(Fig. 1.6) and this corresponds to the so-called Airy model. On the other hand, the
blocks can be of different densities and that corresponds to Pratt’s model (Fig. 1.7b).
In the first case, the calculation, if we define the topography with respect to the sea
level as b, we have
ρcr ust h
b= (1.49)
ρm − ρcr ust

While in case of negative topography (below the sea level), we have

 
ρcr ust − ρw
b= h (1.50)
ρm − ρcr ust

In the case of the Pratt model, the blocks have different densities and the hypothesis
is that they will float in such a way that they have a common base level. Referring to
Fig. 1.7b, the variable density ρ p is related to the elevation above the sea level by
 
W
ρ p = ρ0 (1.51)
W +h

where ρ0 is the reference density corresponding to zero elevation while W is called

the depth of compensation. For topography below the sea level (h negative), the
variable density is given by
ρ0 W + ρw h
ρp = (1.52)
W +h

These anomalies in density can be used to interpret the gravitational anomalies

(Fig. 1.7).

Stellar Structure and Lane–Emden Equation

The same equations we have used to determine the structure of a planet could be used
to find how pressure changes within a star. We consider the equation of continuity

dM
= 4πr 2 ρ(r ) (1.53)
dr
and the hydrostatic equation
14 1 Fundamentals 1

(a) (b)

sea h sea
h level level
ρw ρw

ρcrust ρ0 ρp

W
b

ρm ρm

Fig. 1.7 The pressure forces on an element of submerged fluid

dp G M(r )ρ(r )
=− (1.54)
dr r2
Using these two equations, we can eliminate d M/dr to get
 
1 d r 2 dp
= −4π Gρ (1.55)
r 2 dr ρ dr

We assume the pressure to change according to a polytrope p = Kρ γ . Notice that

the general expression for a polytrope is pV n = C that coincides with an isothermal
for n = 1 and an adiabatic for n = c p /cv . To be more general, we assume that γ =
(n + 1)/n so that (1.55) becomes
 
1 d r 2 K γ −1 dρ
γρ = −4π Gρ (1.56)
r 2 dr ρ dr

We now introduce a new variable α such that r = αξ where

 1/2
n+1
α= Kρc(1−n)/n (1.57)
4π G

we then assume ρ(r ) = ρc θ n (ξ ). This substitution assures that at the centre of the
star where ξ = 0, θ (0) = 1. Also considering that dp/dr goes to zero at the centre,
we need dθ/dr = 0 for ξ = 0. These are the boundary conditions for the solution.
With these substitutions, we have what is called the Lane–Emden equation
 
1 d dθ
ξ2 = −θ n (1.58)
ξ 2 dξ dξ
Appendix 15

Analytic Solution for n = 1

Substituting in Eq. (1.58) n = 1, we have

 
d 2 dθ
ξ = −ξ 2 θ (1.59)
dξ dξ

We now introduce another variable χ such that χ = ξ θ so that

 
dθ d χ ξχ − χ
= = (1.60)
dχ dξ ξ ξ2

Substitution in Eq. (1.59) gives

χ  + χ = 0 (1.61)

The general solution reads

sinξ cos ξ
θ (ξ ) = A sin ξ + Bcosξ ⇒ θ (ξ ) = A +B (1.62)
ξ ξ

Using the boundary conditions

cos ξ
θ (0) = 1 ⇒ B = 0, because lim =∞ (1.63)
ξ →0 ξ

The same condition gives

θ (0) = 1 ⇒ A = 1, because lim (sin ξ/ξ ) = 1

ξ →0

The solution of the equation is then

sinξ
θ (ξ ) = (1.64)
ξ

At this point we can make some practical case. We can evaluate the mean density ρ̄
inside a certain radius r
M(ξ )
ρ̄ = 4 3 3 (1.65)
3
πα ξ

where the mass is obtained from

 αξ  ξ
M(ξ ) = 4πρr 2 dr = 4π α 3 ρc ξ 2 θ dξ (1.66)
0 0

That is
16 1 Fundamentals 1

dθ
M(ξ ) = −4π α 3 ρc ξ 2 (1.67)
dξ

The mean density can be expressed by

3 dθ
ρ̄ = −ρc (1.68)
ξ dξ ξ =ξ1

using the solution (1.68) and considering that ξ1 = π , we get

ρ̄
= 0.29499 (1.69)
ρc

The radius of the star according to (1.65) is then

 1/2
K
R= π (1.70)
2π G

The central pressure according to the initial polytrope

pc = Kρc2 (1.71)

We can easily find the pressure at the centre

G M2
pc = (1.72)
8R 4
It is interesting to use these relations for a gaseous giant like Jupiter or Saturn that
are mostly made up of a mixture of hydrogen and helium in solar proportion. Jupiter
has a mass of 2 × 1027 kg and a radius of 7 × 104 m and its average density can be
easily found to be 1.39 × 103 kg/m3 . The average density is related to the central
density by Eq. (1.69). For a polytrope with n = 1, the central density will be ρc =
4.57 × 103 Kg/m3 . We can find a relationship between M and R using (1.67) and
(1.71) to get
 3
R 1 M
= (1.73)
π 4π ρc ξ dθ/dξ
2

This relation can be used to find the radius of another gaseous planet like Saturn once
the mass is known. For Saturn the mass is 6 × 1026 kg and using the same value for
ρc found for Jupiter (it only depends according to (1.73) on the average density), we
obtain R S = 4.7 × 104 km. This is quite different from the observed, 5.2 × 104 km.
The difference could be attributed to the assumption of the same average density.
References 17

References

Textbooks

Chandrasekhar S (1967) An introduction to the study of stellar structure. Dover Publications, New
York
Eckert M (2003) The dawn of fluid dynamics. Wiley-VCH, New York
Feynman RP, Leighton R, Sands M (2011) Lectures on physics, vols 1, 2. Basic Books, New York
Fowler CRM (2004) The solid earth: an introduction to global geophysics. Cambridge University
Press, Cambridge
Murray CD, Dermott SF (2008) Solar system dynamics. Cambridge University Press, Cambridge
Thorne KS, Blandford RD (2017) Modern classical physics: optics, fluids, plasmas, elasticity,
relativity, and statistical physics. Princeton University Press, Princeton
Turcotte DL, Schubert G (2002) Geodynamics. Cambridge University Press, Cambridge
White FM (2015) Fluid mechanics. Mc Graw Hill, New York
Chapter 2
Fundamentals 2

In the previous chapter, we considered the fluid at rest, in what we termed hydro-
statics, and the fluid in motion as a whole with the example of a rotating planet. In
this chapter, we treat what happens when the particles within the fluid move, and for
the time being we will consider the absence of viscous forces. This corresponds to
what John von Neumann called the dry water (as reported by Richard Feynman) to
stress the fact that this is a rather impossible idealization. We will see later that we
pretend to apply the Bernoulli equation (valid in the above approximation) also to a
very complicated problem like the calculation of the lift for an airfoil. The same ideal
fluid approximation predicts that a symmetric body placed in fluid flowing past it
does not experience any drag (D’Alembert paradox) contrary to the experiment. We
know that this terminology may not be appropriate because it gives the impression
that viscosity is related to some kind of wetting process which is not (consider that
viscosity exists also for a gas). On the other hand, we would like to maintain a light
approach.

2.1 The Continuity Equation

Consider an elementary fluid volume as depicted in Fig. 2.1 submerged in a fluid in

motions with an assigned vector velocity V with components u, v, w along the three
directions x, y, z. The net flux entering the volume element must be equal to the
accumulation of mass within the volume. The inflow rate per unit area through the
left-hand side face is given by
 
∂ δy
ρv − (ρv)
∂y 2

while the rate of outflow per unit area through the right-hand side face is
© Springer Nature Switzerland AG 2020 19
G. Visconti and P. Ruggieri, Fluid Dynamics,
https://doi.org/10.1007/978-3-030-49562-6_2
20 2 Fundamentals 2

Fig. 2.1 The calculation of

the mass flux for an
elementary volume
δz

6 (ρv) δy δy
ρ ρ + 6 (ρv)
2
6y 2 6y

δx
δy

 
∂ δy
ρv + (ρv)
∂y 2

The net inflow in the y direction is then the difference

∂
− (ρv)δxδyδz
∂y

Similar expressions are found for the x and z directions so that the net rate of mass
inflow
 
∂ ∂ ∂
− (ρu) + (ρv) + (ρw) δxδyδz
∂x ∂y ∂z

The net mass inflow per unit volume is just −∇ · (ρV) and this must be equal to the
net change of mass per unit volume that corresponds to the density change ∂ρ/∂t.
We get
∂ρ
+ ∇ · (ρV) = 0 (2.1)
∂t
This is the mass divergence form of the continuity equation. An alternative form of
this equation could be found using the vector identity

∇ · (ρV) = ρ∇ · V + V · ∇ρ

if we substitute in (2.1), we have

∂ρ
+ ρ∇ · V + V · ∇ρ = 0
∂t
We define substantial derivative or Lagrangian derivative as the operator

d ∂
= +V·∇ (2.2)
dt ∂t
2.1 The Continuity Equation 21

COLD T COLD T

T+ΔT T+ΔT

...... ......

T+3ΔT T+3ΔT

WARM WARM

Fig. 2.2 The advection of warm air (left figure) and cold air (right figure)

There are several ways to derive (2.2) but it is rather interesting to give it a physical
interpretation. A possible way is to think of a balloon that is transported by the wind
in the atmosphere. A thermometer inside the balloon will register the local change of
the temperature as contributed by the local change ∂ T /∂t and the convective change
V · ∇T . The convective term has a simple interpretation if we refer to Fig. 2.2 where
we have drawn the isotherms (lines connecting points at the same temperature) and
the generic wind direction. The local change of temperature based on (2.2) is given
by
∂T dT
= − V · ∇T
∂t dt
If the wind is parallel to the temperature gradient, cold air will be advected towards
warm air that will tend to be cool. Vice versa, if the wind is opposite to the gradient,
warm air will be advected towards cold air that will tend to be warm. In the first case,
we will talk about cold advection while in the second case we will talk about warm
advection. For this reason advection is defined with the minus sign −V · ∇T . The
mass divergent form (2.1) is another way to interpret the divergence if we remember
the divergence theorem that relates the flux of a vector A to the volume integral of
the divergence  
A · nd S = ∇ · Ad V
S V

The integral of the divergence of the flux is just the rate of change of the mass inside
the volume. Again Eq. (2.1) is simply another way to write the conservation law (in
this case for the mass) as it is illustrated at length in the appendix. Notice also that
if the fluid is incompressible, then dρ/dt = 0 and the divergence of the velocity is
zero, ∇ · v = 0.
22 2 Fundamentals 2

2.2 The Equations of Motion

The Lagrangian derivative can be also applied to calculate the acceleration of a fluid
particle
dv ∂v
= + (v · ∇)v (2.3)
dt ∂t
The acceleration is determined by the forces per unit mass so we get

∂v ∇p
+ (v · ∇)v = − − ∇φ (2.4)
∂t ρ

As you may notice, we have not considered the viscous forces because we are still
in the dry water approximation. Equation (2.4) can be rearranged using the vector
identity
(v · ∇)v = (∇ × v) × v + 21 ∇(v · v)

We now define a new vector

=∇ ×v (2.5)

that we will treat later as vorticity, and the equation of motion becomes

∂v ∇p
+  × v + 21 ∇(v · v) = − − ∇φ (2.6)
∂t ρ

The vorticity can be easily related to the circulation defined as


circulation = v · dl

And using the Stokes’ theorem, we have

  
(∇ × v) · nd S =  · nd S = v · dl
S S

so that the vorticity is the circulation per unit area. This means that if we put a little
piece of dirt in the fluid with vorticity , it will have a circulation C = 2π vr and
a vorticity  = C/πr 2 = 2v/r and so will rotate with an angular velocity /2.
Equation (2.6) can be further simplified if we are only interested in the velocity field.
We take the curl of both sides of (2.6) and remember that the curl of the gradient is
zero. We have
∂
+ ∇ × ( × v) = 0 (2.7)
∂t
This equation together with the equations
2.2 The Equations of Motion 23

=∇ ×v (2.8)

and
∇ ·v =0 (2.9)

describes completely the velocity field v. The situation is somewhat similar to the
magnetism when we have the equation ∇ · B = 0 and the magnetic field is determined
by the current density j, ∇ × B = μ0 j. In this case if we know the current, we can
determine the magnetic field. In the same fashion if we know , we can determine
v. Then when v is known using (2.7), we can determine how  changes in time and
so we may know the field at any other time.

2.3 The Bernoulli Theorem

It is time to define what intends for streamlines. These are lines drawn always tangent
to the velocity of the fluid as shown in Fig. 2.3a. These lines again are analogous to
the “field lines” of an electric or magnetic field that we have known also as “lines of
force”. If the streamlines are fixed in space, we call the flow steady. This does not
mean that nothing is happening in the fluid but rather that the fluid particles move
always on the “trajectories” so that ∂v/∂t = 0. Then if we multiply Eq. (2.6) by v
considering that v · (∇ × ) = 0, we obtain
 
p 1 2
v·∇ +φ+ v =0 (2.10)
ρ 2

This equation tells that for small displacements in the direction of the fluid veloc-
ity, the quantity inside the bracket does not change. Because in steady flow all the
movements are along the streamlines, for all the points along the same streamline
we have
p 1
+ φ + v2 = cost (streamline) (2.11)
ρ 2

v2Δt
V2

ΔM
v1Δt
v1
A2

ΔM

A1
(a) (b) (c)

Fig. 2.3 The streamlines (a), a flow tube (b) and the conservation of mass (c)
24 2 Fundamentals 2

The constant is different for different streamlines while if the motion is irrotational,
that is  = 0, then Eq. (2.6) gives for steady flow
 
p 1 2
∇ +φ+ v =0
ρ 2

so that
p 1
+ φ + v2 = cost (everywhere) (2.12)
ρ 2

This looks similar to (2.11) but now the constant is the same everywhere.
The Bernoulli theorem has been derived formally using the equation of motion but
there is a more simple and intuitive way to arrive at the same conclusions. Consider
now what we call a stream tube that is a tube formed by adjacent streamlines as
shown in Fig. 2.3b. Consider now two sections at some distance where the velocities
are v1 and v2 while the cross-section areas are A1 and A2 . At the same points, we
assign the densities ρ1 , ρ2 and the potential φ1 , φ2 . After a short interval t, the
fluid at the two extremities has moved the distances v1 t and v2 t, respectively
(Fig. 2.3c) and the continuity requires that the mass entering A1 is the same as the
mass leaving A2
M = ρ1 A1 v1 t = ρ2 A2 v2 t

so that
ρ1 A1 v1 = ρ2 A2 v2

As expected, if the density stays the same, the velocity will change inversely with
the area of the stream tube. Now we calculate the work done by the pressure forces
in the fluid. This can be easily calculated to be

p1 A1 v1 t − p2 A2 v2 t

This difference must be equal to the gain of energy going from A1 to A2

p1 A1 v1 t − p2 A2 v2 t = M(E 2 − E 1 ) (2.13)

The energy per unit mass of the fluid can be written as

1 2
E= v +φ +U
2
where U is the internal energy of the fluid like the thermal energy if the fluid is
compressible, or the chemical energy. From (2.13), we have

p1 A1 v1 t p2 A2 v2 t 1 1
− = v2 2 + φ2 + U2 − v1 2 + φ1 + U1
M M 2 2
2.3 The Bernoulli Theorem 25

And we get
p1 1 p2 1
+ v1 2 + φ1 + U1 = + v2 2 + φ2 + U2 (2.14)
ρ1 2 ρ2 2

which is the Bernoulli theorem with the additional term of the internal energy that
is zero in the case of incompressible fluid.

2.4 Simple Applications

In this paragraph, we will report not only some of the most simple applications of
the Bernoulli theorem but also some less-known and more interesting applications
like those dealing with a simple helicopter or the propeller thrust.

2.4.1 Flow from a Tank

Suppose we have a tank where the water level is maintained at a height H above
some orifice as shown in Fig. 2.4a. The atmospheric pressure is pa and is the same
at the top of the tank and near the hole. If we apply the Bernoulli theorem at the
streamline shown in the figure and assume that the velocity of the fluid is negligible
at the top, we have
pa = pa + 21 ρvout 2 − ρg H

vout = 2g H (2.15)

If we look carefully at the shape of the jet from the hole, we noticed that it contracts
until all the streamlines are parallel. The area of the jet at this point is less than the

pa ps = pa Vs=0

H Stream Line H

pa pa

vout

Fig. 2.4 Flow from a tank. The figure on the right shows the Borda mouthpiece and the velocity
26 2 Fundamentals 2

area of the hole (the so-called vena contracta), and the ratio of these two areas is what
is called efflux coefficient. It is very instructive to proceed to calculate this coefficient
for the special case of the Borda mouthpiece. This is a cylinder that actually goes
inside the tank as shown in Fig. 2.4b. We have used just the conservation of energy to
calculate the efflux velocity but the jet leaving the tank has some kind of momentum
and we need to consider also the momentum conservation. We call αc the area of the
vena contracta, α the area of the mouthpiece and V the flow velocity. To evaluate the
rate of changing for the momentum (i.e. the force), we simply observe that the force
is the mass flowing per unit time times the change in velocity, that is

rate of change of momentum = αc ρV × V

This force must be equal to the pressure and we have

ρα H = αc ρV 2

We now assume that the efflux velocity is proportional to the velocity (2.15), V =
Cv vout so we get
αc 1
= (2.16)
α 2Cv 2

In the case Cv = 1, the efflux coefficient is just 0.5. Now the scope of the Borda
mouthpiece is to increase the efflux and this happens because as shown in Fig. 2.4b,
the jet first contracts and then expands before exiting from the tube. We indicate Vs
and ps as velocity and pressure at point S and p0 the pressure at point 0. We have

ps Vs 2 p0 V2
+H+ = + + losses
ρ 2g ρ 2g

where the losses are due to the decrease in the exiting velocity

losses = (Vc − V )2 /2g

where Vc is the velocity at the contraction. Considering that ps = p0 and Vs = 0, we

have  2
V2 V 2 Vc
H= + −1
2g 2g V

The ratio Vc /V can be easily obtained from continuity Vc α = V α so we have V /Vc =

0.5 and consequently H = V 2 /g, and from the definition of coefficient of velocity

Cv2 2g H √
H= → Cv = 1/ 2 = 0.707 (2.17)
g
2.4 Simple Applications 27

static
Pressure pressure
gage
A
C

Fig. 2.5 The Pitot tube. The inset shows the detail of the static pressure hole

2.4.2 The Pitot Tube

Most of the examples you see on the Pitot tube are very general and do not refer
to the real measurement on an aircraft. Figure 2.5 gives a more precise idea of how
a Pitot tube works. The tube immersed in the flow has two openings: one in front
(point A) and the other just on the surface of the tube (point B). The tube is closed
on one end (point C) where a gauge measures the pressure. While point A registers
just the static pressure p0 , the gauge in C registers the dynamic pressure because the
tube is rapidly filled with air. At point B, the velocity of the fluid is zero and this is
called stagnation point. The Bernoulli equation applied to points A and B reads

1 1
p A + ρV A 2 = p B + ρVB 2
2 2
Considering that we have p A = p0 , V A = V , VB = 0 and p B = p, we get for the
velocity of the fluid V
2( p − p0 )
V = (2.18)
ρ

The Pitot tube depicted in Fig. 2.5 is called Pitot static probe and reads both the
total pressure p and the static pressure p0 .

2.5 Thrust for a Propeller

We associate the thrust that equips an aircraft to a turbojet engine but actually, the
more classical propeller can also be seen in terms of thrust. The propeller blades
28 2 Fundamentals 2

can be regarded as wings (we will talk extensively about them in the book) and
each blade as it rotates will produce a decrease in pressure ahead of the propeller
and an overpressure behind. The velocity of the air on the other hand will increase
continuously going from well ahead of the plane to the back. This is shown in Fig. 2.6
where according to the Bernoulli Equation, the pressure decreases from the value p0
well ahead of the plane to some value p1 at the propeller. Far away and behind the
plane, the pressure will be again p0 while at the propeller, there will be a pressure
increase of p. The simple picture shown in Fig. 2.6 corresponds to what is called
the actuator disc model and assumes that the propeller role is just to create a pressure
increase. We also call V0 the velocity far away ahead of the plane and u the velocity
at the propeller site. In the same fashion, Ve is the velocity far away behind the plane.
We apply the Bernoulli equation to the points p0 and p1 and to p1 and p0 behind the
propeller. We have
1 1
p0 + ρV0 2 = p1 + ρu 2
2 2
1 1
( p1 + p) + ρu 2 = p0 + ρVe 2
2 2
We can eliminate u between these two equations and obtain

1
2 
p = ρ Ve − V0 2
2
At this point, we argue that the thrust T must not only be the product of the mass flux
ṁ times the change in velocity Ve − V0 but also the product of the pressure difference
times the area. So we have with ṁ = ρu A

1
T = p A = ρu A(Ve − V0 ) → u = (Ve + V0 ) (2.19)
2
We can also evaluate the power as

1
P= ṁ(Ve − V0 )2 (2.20)
2
As possible numbers, we could mention that one of the last propeller-driven fighter
(the Grumman F8F Bearcat) with an engine of 2000 CV produced a thrust of roughly
70 kN.
We can reverse the propeller problem and treat the works of a windmill (or as it
is called today wind generator) but in a somewhat simpler way. The windmill will
slow down the entrant air that initially has velocity U and invests an area C A smaller
than the area A of the blade so that C < 1. The current behind the blades will have
velocity f U smaller than the entrant velocity so that the area involved will be larger,
C A/ f . The thrust of the windmill can be evaluated from the pressure drop across
the blade
2.5 Thrust for a Propeller 29

(a)

V0 Ve
p1 p1+Δp
u
p0
p0
actuator
disk
velocity

Ve
V0 (b)
pressure

p1+Δp
p0 (c)
p0
p1

A
B

(d)

Fig. 2.6 The propeller problem. The top drawing shows the flux tube with the actuator disc. In the
middle, qualitative graphs are shown for the velocity and pressure inside the tube. At the bottom,
the helicopter situation is shown
30 2 Fundamentals 2

1 1 1
ρU 2 + p0 = f U 2 + p0 + p → p = ρU 2 (1 − f 2 )
2 2 2
The thrust on the windmill will be Ap, that is

1
T = ρ AU 2 (1 − f 2 )
2
The constant C can now be evaluated from the thrust expressed as the change of
momentum
T = ṁU (1 − f ) = ρU 2 C A(1 − f )

So we obtain for C
1
C= (1 + f )
2
The kinetic energy removed from the air per unit time can be obtained by multiplying
the thrust by the velocity U

1 1
ρU 3 C A(1 − f 2 ) = ρU 3 A(1 − f 2 )(1 + f )
2 4

The optimal value for f can be obtained by maximizing the quantity (1 − f 2 )(1 + f )
and that turns out to be 1/3. The maximum power generated must be

8ρ AU 3 /27

Actually, there is a very simple argument to show that the power extracted by a
windmill is proportional to the cubic power of wind. The kinetic energy density is
simply ρu 2 /2 and the volume spanned by the wind around the blades is Aut with
A, the area of the blades and t the time interval. Then the power is

1 2 1
ρu Au = ρu 3 A
2 2
T. E. Faber in his textbook gives an example for the rotor of a helicopter as shown
in Fig. 2.6d. The volume is divided above the rotor (point A) and below the rotor
(point B). The action of the rotor is such that it decreases the pressure at point A
with respect to the pressure at point B while the pressure at the rotor level is the
atmospheric pressure pa . Neglecting the change in pa due to the altitude changes we
have applying Bernoulli
1
p A + ρu A 2 = pa
2
The same equation applied between B and a point R in the vena contracta gives
2.5 Thrust for a Propeller 31

1 1 1
p B + ρu B 2 = p B + ρu A 2 = pa + ρu R 2
2 2 2
where it is assumed that velocity does not change between A and B. The pressure
difference is
1
p B − p A = ρu R 2
2
The upward thrust is then

1
( p B − p A )A = ρ Au R 2 = ρu R 2 C A
2
where the last term is the downward momentum per unit time.

2.6 Circulation and Vorticity

We have already defined both circulation and vorticity. However, there is a quite
instructive way to define vorticity that emphasizes how it is related to the fluid
behaviour. Consider a portion of fluid as in Fig. 2.7 where the initial perpendicu-
lar lines AB and BC after some time dt deform into A B  and B  C  . These lines
have apparently rotated to an angle dα with respect to the x-axis and of dβ with
respect to the y-axis. We define the angular velocity component ωz along the z-axis
perpendicular to x − y as the average rate of counter clockwise turning of the two
lines  
1 dα dβ
ωz = − (2.21)
2 dt dt

We can approximate in the limit of small dt

∂v ∂u
dα ≈ dt dβ ≈ dt
∂x ∂y

substituted in the (2.21) give the z component of the vorticity

 
1 ∂v ∂u
ωz = − (2.22)
2 ∂x ∂y

In the same way, we can determine the other two components

   
1 ∂w ∂v 1 ∂u ∂w
ωx = − ωy = − (2.23)
2 ∂y ∂z 2 ∂z ∂x
32 2 Fundamentals 2

du
dy dt
dy
A A’

Time t Time t + Δt
dβ

C’

dv
dx dt
dα dx
B C B’

Fig. 2.7 The deformation of two linear elements of fluid to calculate the rotation and the z com-
ponent of the vorticity

The vector is just the curl of the velocity ω = 21 ∇ × v. To make this consistent with
our previous definition of vorticity, we just note that  = 2ω. We now summarizes
the three Eqs. (2.7–2.8) written in the inverse order

∇·v =0

=∇×v

∂ω
+ ∇ × (ω × v) = 0
∂t
The first two of these equations simply say that the fluid is incompressible (velocity
divergence is zero) and that the so-called vortex lines are always closed lines like the
magnetic induction B. This statement is more evident if we notice that a vortex line
has the same direction of ω and has a density proportional to the magnitude of ω.
At this point, we need to show that the vortex lines move with the fluid that is as if
they were frozen in the fluid. To this end, consider an infinitesimal line element δl
as shown in Fig. 2.8 that at time t + t is at a different position as δl + δl. The rate
of change following the motion

dδl 1
= [δl(t + δt) − δl(t)] (2.24)
dt δt
where we can write
δl(t + δt) = δl + δvδt

Substituting this into (2.24) and noting that δv = (δl · ∇)v, we have
2.6 Circulation and Vorticity 33

Fig. 2.8 The calculation of

the incremental change to the
element l moving with
velocity v

dδl
= δv = (δl · ∇)v (2.25)
dt
We can now identify δl as a vortex line element δl = Aω with A as constant. The
total derivative
d dω dδl
(ω × δl) = × δl − ×ω (2.26)
dt dt dt
Substituting for
dω dδl
= (ω · ∇)v = (δl · ∇)v
dt dt
we have that the left-hand side of (2.26) is zero so that the vortex line continues to
behave as a material line.
We can go back to the interpretation of the second and third equations summarized
at the beginning of the paragraph. Once v is assigned, the vorticity ω can be calculated
while the third equation can be used to evaluate a new value of the same ω at some
later time and so on. The classical example is to consider a small cylinder whose
axis is parallel to the vortex lines as in Fig. 2.9. At some time later, the same fluid
element will occupy a different position in space while its diameter and length may
have changed or, for example, if the cylinder has decreased its diameter, its length
must have increased because we have assumed an incompressible fluid such that its
volume must remain constant. The third equation however tells us that the vortex
lines stick with the fluid so in this shrinking process, their density must have increased
and so its vorticity. In practice, the product of the vorticity ω and the area A of the
cylinder must be constant. That means

ω2 A2 = ω1 A1 (2.27)

This equation is just another way to express the conservation of angular momentum.
As a matter of fact, if the fluid is with no viscosity, the pressure forces are always
perpendicular to the surfaces. In this case, there are no tangential forces that are
needed to change the angular momentum that in turn must be conserved. The angular
momentum for a cylinder is just the product of the moment of inertia (I = M R 2 )
times the angular velocity of the fluid that we may assume proportional to the vorticity.
34 2 Fundamentals 2

Area A2

Area A2
time t
ω1
ω2 time t’ > t

Fig. 2.9 The elementary vortex tube with vorticity ω1 evolving in a vortex tube with vorticity ω2

Then we have
(M1 R1 2 )1 = (M2 R2 2 )2

where M1 = M2 and the area are proportional to R 2 and so we get essentially the
previous equality. The vortex ring has been used in the Feynman book to show that
to generate vorticity from an initial state where the same vorticity is zero, you “need”
a viscous fluid. We will work out this problem later on.

2.6.1 Kelvin Circulation Theorem

Now we can show more formally that in certain circumstances also, the circulation
is conserved “moving with the flow”. The conditions are that the forces on the fluid
are conservative (derived from a potential) and the fluid must be barotropic, that is
ρ = ρ( p). We start by calculating the material derivative to the circulation defined
in paragraph (2.2) for a curve that follows the flow (often called a material curve)
   
dC d dv
= v · dr = · dr + v · dv (2.28)
dt dt dt

We substitute Eq. (2.4) to obtain

   
dC 1
= − ∇ p − ∇φ · dr + v · dv
dt ρ

Now the circulation of the ∇φ is zero while the term v · dv can be written as the
differential 21 d(v · v) and again the circulation is zero. We are left with

dC 1
= − ∇ p · dr (2.29)
dt ρ
2.6 Circulation and Vorticity 35

This integral is zero if the density is constant or if the density is just a function of p.
To see this we just apply the Stokes’ theorem
    
1 ∇p ∇ρ × ∇p
∇ p · dr = ∇× · dS = − · dS
ρ S ρ S ρ2

Now if p is a function of ρ alone, the gradients in the last integral are parallel and
the integral is zero, and the final result reads for a barotropic fluid

d
v · dr = 0 (2.30)
dt

If we again apply the Stokes’ theorem, we obtain (see paragraph 2)

 
d d
v · dr =  · dS = 0 (2.31)
dt dt S

This last property could be obtained by considering an elementary volume δV =

δlδ A that is of area δ A and length δl. The vorticity crossing the area is proportional
to the length of the segment (if the element shrinks, the length increases as the
vorticity) so we have
δV ∝ ωδ A

The volume of the element remains constant so that the product on the right-hand
side remains constant. When the element is stretched, the vortex lines get closer
together so that the product ωδ A remains constant conserving the circulation.

Appendix

Quantum Mechanics and Hydrodynamics

The behaviour of atomic particles is described by the Schrödinger equation

∂ψ(r, t) 2 2
i =− ∇ ψ(r, t) + V (r)ψ(r, t) (2.32)
∂t 2m
We can show that this equation is equivalent to the conservation of mass and momen-
tum for a fluid. We write the wave function ψ as
√
ψ= A exp iφ/ (2.33)

So we simply have decomposed a complex function in its absolute value A and its
phase ϕ. We insert Eq. (2.33) in (2.32) and separate the result into real and imaginary
36 2 Fundamentals 2
√
parts after dividing by A exp iφ/. We obtain
 
∂A A
+∇ · ∇ϕ =0 (2.34)
∂t m
 
∂ϕ 1 2 1 2 2
+ | ∇ϕ |2 + | ∇ A | − ∇ A = −V
2
(2.35)
∂t 2m 8m A2 A

We now define as velocity the quantity

∇ϕ
v= (2.36)
m
that substituted in (2.34) gives the continuity equation for the amplitude A

∂A
+ ∇ · (Av) = 0 (2.37)
∂t
Now to see that Eq. (2.35) is equivalent to the momentum equation (i.e. Newton’s
second law), we remember that for a fluid we have

dv ∂v
ρ =ρ + ρv · ∇v = F
dt ∂t
And using the continuity equation, we arrive at what is called the Euler equation

∂(ρv)
+ ∇ · (ρvv) = F (2.38)
∂t

which is the equivalent of the continuity equation for the momentum (ρv). To get
something equivalent to this from (2.35), we derive it with respect to xi , then remem-
bering (2.36) and that for a conservative force F = −∇V we obtain
    
∂vi 1  ∂(v j v j ) 2 ∂ 1 ∂ 1 2 1
+ + | ∇ A | 2
− 2 ∇ A = Fi
∂t 2 j ∂ xi 8m ∂ xi A2 ∂ xi A m
(2.39)
Now it is evident that if the velocity can be obtained as a gradient of a scalar field
(as in (2.36)), we have
1 ∂  ∂
(v j v j ) = (v j vi )
j
2 ∂x j j
∂x j

At this point, we introduce the quantity

Appendix 37
    
1 ∂ 1 ∂ 1 2
Qi = − | ∇ A | 2
− 2 ∇ A (2.40)
8 ∂ xi A2 ∂ xi A

Equation (2.39) could be written as

∂(Av) A

+ ∇ · (Avv) = F + 2 Q (2.41)
∂t m

It is evident that such equation is equivalent to (2.38) and in the limit of  → 0

coincides with the Euler equation for a fluid. We conclude then that the Schrödinger
equation is equivalent to the continuity equation (2.37) and Eq. (2.41), and this led in
the 30s to the hydrodynamic formulation of quantum mechanics which is illustrated
in a very clear paper on Physical Review by David Bohm in 1952.

Some Applications to the Atmospheric Dynamics

Baroclinic Flow

We have shown how the circulation vanishes if the fluid is barotropic but then what
happens when the pressure is also a function of temperature? In this case, the pres-
sure gradient and the density gradient are no longer parallel and Eq. (2.29) must be
reconsidered. We just express ρ as the inverse of the specific volume α to get
 
dC dp ∇p
=− =− · dl (2.42)
dt ρ ρ

Using the Stokes’ theorem the integral becomes, remembering the rule
 
∇p 1 1
∇× = (∇ × ∇ p) + ∇ p × ∇ (2.43)
ρ ρ ρ

we obtain 
dC ∇ p × ∇ρ
=− · dS (2.44)
dt S ρ2

This equation tells us that circulation can be generated in a baroclinic fluid and we
can consider a very illuminating example in the sea breeze problem. In Fig. 2.10,
we show a simplified vertical section above the boundary sea land. During the day,
the land is warmer than the sea and we assume that the column of air above the
land is isothermal at temperature T2 while above the sea the temperature is T1 with
T2 > T1 . The gradients for pressure and density are shown in the figure and according
to (2.33) the circulation is anticlockwise: We can estimate the wind intensity if we
rewrite (2.32) as
38 2 Fundamentals 2

p-2Δp
Δ p-Δp
Δ p
ρ p

Fig. 2.10 The breeze circulation produced by the temperature difference above land and water.
During the day the land heats up more rapidly than the seaside


dC
=− RT d ln p
dt

where R is the gas constant divided by the molecular weight of air (≈29).
Solving the integral along the path shown in the figure, we have
 
dC p
= R ln (T2 − T1 )
dt p0

Assuming an average velocity v, we have

dv R ln( p/ p0 )
= (T2 − T1 )
dt 2(h + L)

Holton derives this formula and uses values like p0 = 1000 hPa, p1 = 900 hPa, T2 −
T1 = 10 C, L = 20 km and h = 1 km to find an acceleration dv/dt ≈ 0.685 cm s−2
that is quite unrealistic. What is missing among other things is the frictional drag.

Geostrophic Motion

If we want to apply some of the concepts we have illustrated so far to the Earth’
atmosphere, we need to talk a little about the reference system. The Earth rotates
with an angular velocity of  E so that the absolute velocity of any object on the
surface of the planet is given by

Va = V +  E × r (2.45)

where r is the vectorial distance. The absolute acceleration is then

dVa dr Va
= +  E × Va (2.46)
dt dt
Appendix 39

where the subscript r indicating the derivative is performed in the relative system.
Substituting the value for Va from (2.34), we have

dVa dr
= (V +  E × r ) +  E × (V +  E × r)
dt dt
dr V
= + 2 E × V − 2E R (2.47)
dt
where R is the vector perpendicular to the rotation axis. The second term on the
extreme right represents the Coriolis acceleration while the last term is the centrifugal
acceleration. The absolute acceleration must be zero so we have
dV 1
= −2 E × V − − ∇ p + g + F (2.48)
dt ρ

where the centrifugal term has been included in the generalization of the acceleration
of gravity and F includes all the other forces. At this point, we make a scale analysis of
the above equation where we compare the order of magnitude of the acceleration with
the Coriolis term. We assume a characteristic length L and a characteristic velocity
U so that we have a reference time T = L/U . The ratio between the acceleration
dV/dt and the Coriolis acceleration is then

dV
≈ O(U 2 /L) 2 E × V ≈ O(Ω E U )
dt  
U
R0 ≈ O (2.49)
E L

The ratio Ro is called Rossby number and is a very important parameter in the atmo-
spheric circulation theory. At this point if R O  1, we can neglect the acceleration
term and establish the balance between the pressure and Coriolis term in the hori-
zontal plane
1 ∂p
− (2 E sin φ)v = − f v = − (2.50)
ρ ∂x

1 ∂p
+ (2 E sin φ)u = + f u = − (2.51)
ρ ∂y

The quantity f = 2 E sin φ is the component of the vector product on the horizontal
plane and it is called Coriolis parameter while φ is the latitude. Notice that  E sin φ
is the local vertical component of the angular velocity. u and v are the horizontal
velocity components along x and y, respectively.
Equations (2.39–2.40) represent the so-called geostrophic approximation which
can be used when the Rossby number is much less than 1. For example, in the case
of the Earth, we have f ≈ 10−4 s−1 , L ≈ 106 m and U ≈ 10 ms−1 so that R O =
U/ f L ≈ 0.1. The Rossby number can be small either if the rotation is rapid (like
40 2 Fundamentals 2

Fp
Fco
v H

Fp L

v
Fco

Fig. 2.11 Geostrophic circulation around a high-pressure centre (H) and low-pressure centre (L).
Also indicated are the pressure force F p , Coriolis, FC O and the geostrophic velocity, v

Earth, Mars, Jupiter) or if the velocities are small. For example, for the Earth’s ocean,
U ≈ 0.1 ms−1 and Ro is even smaller than the value of the atmosphere.
Equations (2.39–2.40) have a very simple interpretation as it is illustrated in
Fig. 2.11. The Coriolis acceleration according to the vector product rule is always to
the right of the velocity. The general rule is then that the wind is counterclockwise
around a high-pressure centre and clockwise around low pressure.

Streamlines and Stream Function

This is the right place where we introduce the concept of streamlines and stream
function. Streamline is an imaginary line within the fluid that connects all the tan-
gents to the local velocity vector. This requirement implies in the most simple two-
dimensional case that
dy v
= (2.52)
dx u
where again u and v are the velocity components along x and y, respectively. In
general, the streamline can be found by solving the differential equation for each
time t0
dx dy dz
= = (2.53)
u (r, t0 ) v (r, t0 ) w (r, t0 )

Streamlines cannot cross because if they did, the velocity at the intersection point
would have multiple values. Streamlines extend to infinity or are closed loops. We
will see, talking extensively on kinematics, that there are exceptions to this rule.
An immediate example of a streamline can be obtained from the geostrophic
motion. As a matter of fact, Eqs. (2.39–2.40) can be written synthetically
Appendix 41

1
Vg = k × ∇p (2.54)
ρf

so that the geostrophic vector is always perpendicular to the pressure gradient as

already shown in Fig. 2.11.
Another important concept to be introduced is the so-called stream function. If
we consider a non-divergent fluid, that is

∂u ∂v
+ =0
∂x ∂y

then we can argue that the velocity components u and v could be obtained from the
stream function ψ
∂ψ ∂ψ
u=− v= (2.55)
∂y ∂x

so that the divergence is zero. It is obvious that the geostrophic motion given by
Eqs. (2.39)–(2.40) has zero divergence and in this case, the stream function can be
easily found to be, with the assumption that ρ = cost and f do not change with
latitude,
1 ∂p ∂ψ p
u=− = ⇒ψ = (2.56)
ρ f ∂y ∂y ρf

The dimensions of the stream function are m2 s−1 and this suggests another meaning
to it. Consider as in Fig. 2.12 a two-dimensional fluid, and we want to calculate the
flow between point A and B. We can use two virtual “doors”, the first along x which
goes from A to C and the other along y going from C to B. The net flow is then

v AC − uC B = vx − uy

Substituting for the velocities

∂ψ ∂ψ
x + y
∂x ∂y

and the elementary flux is then


∂ψ ∂ψ B
dψ = dx + dy ⇒ dψ = ψ(B) − ψ(A) (2.57)
∂x ∂y A

The stream function gives directly the flux between two points in a two-dimensional
fluid. If ψ is multiplied by ρ, it gives the mass flux directly in kg m−1 s−1 .
42 2 Fundamentals 2

Fig. 2.12 Calculation of the B

flow between point A and B.
Two “bulkheads” are chosen
oriented along AC and C A u
that intercept fluid moving Δy
upward and along the x
direction
v
A C

Δx

The Taylor Proudman Theorem

Again consider the geostrophic motion described by Eqs. (2.39–2.40) and derive
them with respect to the altitude z. We have

∂v 1 ∂ ∂p g ∂ρ
= = =0 (2.58)
∂z fρ ∂ x ∂z fρ ∂ x

where we have substituted the hydrostatic equilibrium and assumed that the density
does not change with x. The result is that the geostrophic wind is constant with
altitude. This result is valid for any rapidly rotating fluid. In this case “rapidly”
means that the Rossby number is small. For such a fluid the equation to be used is
(2.46). The equation can be simplified if we assume (a) there are not viscous forces;
(b) the density is constant (incompressible). When the Rossby number is small the
acceleration can be neglected and we have

1
0 = −2 × V − − ∇ p + ∇
ρ

If we take the curl of this equation and consider that the curl of the gradients are
zero, we have
∇ × ( × V) = 0 (2.59)

We now apply the rule

∇ × ( × V) = (V · ∇) − V(∇ · ) − ( · ∇)V + (∇ · V ) (2.60)

Because of the incompressibility (∇ · V) = 0) and the constancy of , we have

( · ∇)V (2.61)

This the Taylor–Proudman theorem that states that the velocity does not change in
the direction parallel to the rotation axis. Equation (2.50) can be split into the vertical
Appendix 43

Ω Ω

Fig. 2.13 The Taylor–Proudman theorem states that the circulation stays constant in the direction
parallel to the angular velocity (left). An obstacle at the bottom (the dashed cylinder) creates a
vertical column (right)

and horizontal components to read

∂w
 =0 (2.62)
∂z

∂Vh
 =0 (2.63)
∂z

which implies that if w is zero at the bottom, it must be zero everywhere. As for the
horizontal components, their value does not change with altitude. For example, if
there is an obstacle at the bottom of the fluid which deforms the flow, this deformation
will be conserved at all altitudes. It is as if the rapid rotation imparts some degree
of rigidity of the flow (see Fig. 2.13). The result is that the fluid moves in coherent
vertical columns. An example of such columns may be found in the ocean while the
most spectacular example could be the “Red Spot” on Jupiter. This may originate
deeply in the atmosphere of the planet.

Vorticity Equation

We have defined earlier vorticity and now we could find a connection with the equa-
tion of motion (2.17). Again we write the horizontal component not neglecting the
acceleration so we have
du 1 ∂p
− fv = − (2.64)
dt ρ ∂x

dv 1 ∂p
+ fu = − (2.65)
dt ρ ∂y
44 2 Fundamentals 2

Then we derive the first with respect to y and the second with respect to x and subtract
the first from the second: we get
      
d ∂v ∂u ∂v ∂u ∂v ∂u ∂f
− + f + − + +v =0
dt ∂x ∂y ∂x ∂y ∂x ∂y ∂y

The first parenthesis contains the vertical (∇ × v)z component of the relative vorticity
ζ and the last term represents the derivative of f with respect to time d f /dt =
∂ f /∂t + v∂ f /∂ y. Notice that f is a function of latitude. Then our equation becomes
 
d (ζ + f ) ∂u ∂v
= −( f + ζ) + (2.66)
dt ∂x ∂y

In writing this equation, we have neglected higher order terms involving pressure
derivative and also the vertical velocity w. The quantity f is known as planetary
vorticity and as we have seen earlier, it is just twice the local angular velocity
f = 2 sin φ. The quantity ζ is known as relative vorticity and together with f ,
it makes up the absolute vorticity. Equation (2.66) is the simplest form of the vor-
ticity equation and is the equivalent of the conservation of angular momentum for a
fluid. Imagine a very thin disc rotating with angular velocity 2 sin φ and having a
positive divergence: this means that the disc is expanding in its radial dimension. In
this case, the absolute vorticity tends to decrease (d(ζ + f )/dt < 0). Vice versa, if
the disc contracts with negative divergence, the absolute vorticity will increase. In
average atmospheric conditions ζ  f so that it can be neglected in (2.66) and when
the divergence is zero (as in the geostrophic approximation), the equation reduces to

d

ζg + f = 0 (2.67)
dt
That represents the conservation of vorticity. In Eq. (2.67), ζg indicates the geostrophic
relative vorticity defined as
∂vg ∂u g
ζg = − (2.68)
∂x ∂y

where u g and vg are given by (2.54). When we introduce the stream function ψg , we
have
∂ψg ∂ψg
ug = − vg =
∂y ∂x

And the geostrophic vorticity is just

ζg = ∇ 2 ψg (2.69)

This is a very interesting conclusion because now we can relate the stream function
to a quantity very much used in meteorology and that is the geopotential  defined
as  = gz where z is the altitude of a pressure surface and g the acceleration of
Appendix 45

z1 vg ζ>0 vg

z2 > z1 ζ< 0 vg ζ< 0

Fig. 2.14 The geostrophic vorticity ζg around low- pressure and high-pressure centre. The
geostrophic wind (vg ) follows the geopotential contours z 1 and z 2

gravity. It is very easy to show that d = −dp/ρ so that according to (2.64) and
(2.65) and with f constant

 1 2
ψ= ⇒ ζg = ∇ 2 ψg = ∇  (2.70)
f f

Now we know from analysis that a maximum value of the Laplacian ∇ 2 ψg corre-
sponds to a minimum in the function ψg and then . A positive value for the vorticity
corresponds to a counterclockwise movement and that happens around low-pressure
centre and vice versa. This is schematically illustrated in Fig. 2.14. The consequences
of this will be seen later when we explore how the vorticity conservation gives rise
to the Rossby atmospheric waves.

References

Textbooks

Anderson J (2012) Fundamentals of aerodynamics. Mc Graw Hill, New York

Faber T (2010) Fluid dynamics for physicist. Cambridge University Press, Cambridge
Feynman RP, Leighton R, Sands M (2011) Lectures on physics, vols 1, 2. Basic Books, New York
Holton JR (2012) An introduction to dynamic meteorology. Academic Press, New York
Hoskins BJ, James IN (2014) Fluid dynamics of midlatitude atmosphere. Wiley Blackwell, New
York
Snieder R (2001) Mathematical methods for the physical sciences. Cambridge University Press,
Cambridge
Chapter 3
Fundamentals 3

We have stressed several times that all the previous matters are about a somewhat
ideal fluid that does not know viscosity. But we all know from everyday life that
viscosity is alive and, well, everywhere from social life (bureaucracy) or when we
fill out the oil tank of our car. In fluid mechanics, viscosity complicates, a little,
all the equations and requires the introduction of a new interesting subject. In most
cases, things get really interesting when we consider heat transport within the fluid.
Again, for our car, the oil that looks so “viscous” at the gas station looks much more
“watery” with the rising temperature inside the engine. Besides heat conduction and
transport, viscosity is not a familiar subject among students. In this chapter, we will
illustrate most of these matters.

3.1 Viscosity

We have not very much treated the interaction of an ideal fluid with the wall of a pipe
or a tank. When we have done that (efflux from a tank), it was assumed that the fluid
in contact with the wall has a velocity determined, for example, by the height of the
fluid. Actually, experimentally it can be seen that the velocity of the fluid near the
wall is zero. The assumption we made that a shearing stress in a point of the fluid
would disappear must be revised if we take into account viscosity. We can devise a
simple experiment as shown in Fig. 3.1; a viscous fluid is comprised between two
flat plates at some distance d. The upper plate is put in motion with a force F until
the plate moves with a constant velocity v0 . Then the fluid in contact with such a
plate will move with the same velocity v0 and we can determine experimentally the
force needed to maintain the uniform motion. It results to be
F v0
=μ (3.1)
A d
© Springer Nature Switzerland AG 2020 47
G. Visconti and P. Ruggieri, Fluid Dynamics,
https://doi.org/10.1007/978-3-030-49562-6_3
48 3 Fundamentals 3

v0
F vx+Δvx

Δy
d vx

(a)
(b)

Fig. 3.1 In (a, left), the viscous drag between two parallel plates. In (b, right), the viscous stress
within the fluid

where A is the area of the plate and μ is what is called coefficient of viscosity. Notice
that the ratio F/A has the dimension of a pressure so that we call it shear stress
because it is the pressure we have to exert to move one layer of the fluid with respect
to the other. As a matter of fact we can go inside the fluid (Fig. 3.1b) and a portion
of thickness y with velocity that changes from vx + v to vx so that we have

F vx ∂vx
=μ =μ (3.2)
A y ∂y

We could name this shear stress with S yx with the index indicating that is the pressure
we have to exert in the direction x to produce the gradient of the velocity in the y
direction. However, in order to avoid rotations, the stress is most properly defined as
 
∂v y ∂vx
Sx y = μ + (3.3)
∂x ∂y

As a matter of fact for a rotation, we should have ∂vx /∂ y = −∂v y /∂ x so that the
stress is zero. In the same way, we can define
   
∂vz ∂vx ∂vz ∂v y
Sx z =μ + S yz =μ + (3.4)
∂x ∂z ∂y ∂z

In general, we have  
∂vi ∂v J
Si j = μ + (3.5)
∂x j ∂ xi

with the consequence that

∂vx ∂v y ∂vz
Sx x = 2μ , S yy = 2μ , Szz = 2μ , Si j = S ji (3.6)
∂x ∂y ∂z
3.1 Viscosity 49

6Szx
( Szy + ) ΔxΔy
6z Δz

z 6Syy
Syy ΔxΔz ( Syy + ) ΔxΔz
Sxy 6y

y
Δx
6Sxy
( Sxy + ) ΔxΔy Δy
x 6x Szy ΔxΔy

Fig. 3.2 The viscous stresses in a fluid element

In the most general case of a compressible fluid, we have to add another term to
Eq. (3.5) so that the complete expression reads
 
∂vi ∂v J
Si j = μ + + μ δi j (∇ · v) (3.7)
∂x j ∂ xi

In this equation, δi j is the Kronecker symbol that is δi j = 0 for i = j so that this

term contributes only to the diagonal terms. Also, the additional term goes to zero
for incompressible fluid (∇ · v = 0). We see that we need two constants to describe
the viscous fluid, μ, that is, the “ordinary” coefficient of viscosity and μ that we
will call second coefficient of viscosity.
Now we are ready to calculate the viscous force per unit volume Fvisc by referring
to the elementary volume shown in Fig. 3.2 where we have also represented the
stresses on the different faces. Consider now the opposite faces normal to the y
direction. The elements that contribute to the net force in the y direction are the
stresses tangent to the faces d x − dy, dy − dz and normal to the face d x − dz. For
the faces d x − dy, we have as the net force
 
∂ Szy ∂ Szy
Szy + dz d xd y − Szy d xd y = d xd ydz
∂z ∂z

and a similar expression for the faces dy − dz

∂ Sx y
d xd ydz
∂x
50 3 Fundamentals 3

while for the faces x, z

 
∂ S yy ∂ S yy
S yy + dy d xdz − S yy d xdz = d xd ydz
∂y ∂y

The net viscous force per unit volume in the y direction is then

∂ Sx y ∂ S yy ∂ Szy
(Fvisc ) y = + + (3.8)
∂x ∂y ∂z

Similar expressions exist for the other components and, in general, we can write for
the ith component


3 3   
∂ Si j ∂ ∂vi ∂v j ∂
(Fvisc )i = = μ + + (μ ∇ · v) (3.9)
j=1
∂ xi j=1
∂ x i ∂ x j ∂ x i ∂ x i

In vectorial form this is equivalent to

Fvisc = μ∇ 2 + (μ + μ )∇(∇ · v) (3.10)

In the incompressible case ∇ · v = 0 and the viscous force is just μ∇ 2 v, but we will
mostly use the simplest case.

3.2 The Equation of Navier Stokes

We now have an expression for the viscous force that we can add to the equation of
motion (2.4) to read
 
∂v
ρ − (v · ∇)v = −∇ p − ρ∇φ + μ∇ 2 v (3.11)
∂t

This is known as equation of Navier–Stokes and it is one of the most popular equations
in physics that we will see has many different applications. Of particular interest for
what we will study in a while is the introduction of the vorticity vector ω = ∇ × v
so that we get (compare with Eq. (2.6))
 
∂v 1
ρ + ω × v + ∇v2 = −∇ p − ρ∇φ + μ∇ 2 v (3.12)
∂t 2

Now apply the curl to this equation to have

∂ω μ
+ ∇ × (ω × v) = ∇ 2 ω (3.13)
∂t ρ
3.2 The Equation of Navier Stokes 51

This equation is particularly interesting because without the term proportional to

∇ 2 ω, we are back to the “frozen” vorticity while taking the curl to be zero, we are
left with what is known as the diffusion equation for the vorticity

∂ω μ
= ∇2ω (3.14)
∂t ρ

And this means that the vorticity “diffuses” into the fluid or it could dissipate it in
case there is a source for the vorticity. We will make some examples on that but now
we can justify in general, the diffusion equation.

3.2.1 The Diffusion Equation

Consider an element of fluid as depicted in Fig. 3.3 and imagine that the element is
invested by some heat flux measured in watt m−2 . The heat entering face 1 at the
coordinate x is q(x, y, z)xz (in watts) while the flux leaving the face parallel but
at distance [x is [q y (x, y, z) + (∂q/∂ y)y]xz so that the power remaining (or
leaving) the elementary cube is given by
 
∂qx ∂q y ∂qz
− + + xyz = −∇ · qV (3.15)
∂x ∂y ∂z

where V is the elementary volume. If the thermal capacity of the fluid is C in joule
kg−1 K−1 , the rate of temperature change will be

z 6qy
( qy + ) ΔxΔz
qy ΔxΔz Δz 6y

y
Δx

x Δy

Fig. 3.3 The calculation of the heat fluxes through an elementary volume
52 3 Fundamentals 3

∂T V 1
C = ∇·q=− ∇·q (3.16)
∂t m ρ

where m is the mass of the elementary volume while ρ is the density. We only
need at this point, to express the heat flux in terms of the temperature. For a diffusive
flux, such relation is of the type q = −κ∇T where k is the thermal conductivity in
w K−1 m−1 . Substituting in (3.15), we have

∂T κ 2
= ∇ T = D∇ 2 T (3.17)
∂t ρC

The quantity D = κ/ρC is the diffusion coefficient and it is measured in m2 s−1 .

Equation (3.17) is known as diffusion equation and is very popular not only in
physics. This equation is a good excuse to make some dimensional analysis. If T is
a typical temperature difference and L is a typical length, we can evaluate a diffusion
time as TD ≈ L 2 /D. Now we all know molecular diffusion from earlier physics and,
for example, for air the corresponding molecular diffusion coefficient is of the order
of 1 cm2 s−1 that is 10−4 m2 s−1 so if molecular diffusion should be responsible for
the heat transport in a room of let’s say 5 m, it will take 25/10−4 ≈ 2.5 days to
heat up the room. The reason why the heating is much faster is that the convection
mechanism sets in when the air above the radiator warms up and triggers a circulation
within the room that is much more efficient in transporting heat. In this case we need
to generalize (3.17) by writing

∂T
+ v · ∇T = D∇ 2 T (3.18)
∂t
where we have added the advection term v · ∇T . However, the situation is more com-
plicated than that because the advection implies a change in the diffusion mechanism
and we will talk about that later.
The diffusion is not limited to scalar quantities like temperature. As a matter of
fact, we can propose two interesting examples that will be discussed at length later.
One has to do with the magnetic diffusion and the other we have already seen with
the diffusion of vorticity. The first example is obtained from the Maxwell equations
that relate the magnetic induction B, the electric field E and the current density j.
We have the equations

∇ × B = μ0 j ∇·B=0 (3.19)

∂B
∇×E=− j = σ (E + u × B) (3.20)
∂t
where μ0 is the magnetic permeability and σ is the conductivity.We now obtain E
from the second of (3.20) and then take the curl, we have
3.2 The Equation of Navier Stokes 53

∇×j ∂B
∇×E= − ∇ × (u × B) = −
σ ∂t
Then substituting for j from the first of (3.19) and remembering the rule ∇ × (∇ ×
B) = ∇(∇ · B) − ∇ 2 B, we have

∂B 1
= ∇ × (u × B) + ∇2 B (3.21)
∂t μ0 σ

The generation of the magnetic field is due to a quite complicated term (the first on the
right-hand side) while the same field is dissipated by a diffusion term (the second on
the right) from which we can estimate the lifetime of the magnetic field. It is possible
to think that the Earth’s magnetic field originates in the nucleus of the planet where
the conductivity is estimated to be 3 × 105 ohm−1 m−1 while the permeability can
be assumed to be 4π 10−7 N A−2 . The quantity 1/μ0 σ is the equivalent of a diffusion
coefficient so that the diffusion time is of the order

Td ≈ μσ Rn2 ≈ 1.5 × 104 year s (3.22)

where with Rn , we have indicated the radius of the nucleus. This simple approach
means that the planetary magnetic field could not be the remnant of a “permanent”
magnetic field but instead it must be generated by the same mechanism (the term
∇ × (u × B) that generically is indicated as dynamo mechanism). We will talk about
this later in the book in the magnetohydrodynamic section. As for the diffusion of
vorticity as described by Eq. (3.24), we have an equivalent diffusion coefficient of
the or μ/ρ. This could have an interesting application for the mantle of the Earth.

3.3 The Reynolds Number

We start by rewriting the equation of Navier Stokes in a slightly different form

 
∂v 1 μ
+ (v · ∇)v = − ∇ p − g + ∇ 2 v (3.23)
∂t ρ ρ

The quantity ν = μ/ρ is called specific viscosity or kinematic viscosity and has
the dimension of a diffusion coefficient. Now it is very common in fluid dynamics
(for reasons that will be more evident later) to normalize or make dimensionless the
equations. In the case of Navier–Stokes, we just decide to measure the length with
L ∗ , the velocity with U ∗ and the pressure with some P ∗ . The unit for the time is
simply T ∗ = L ∗ /U ∗ . Based on these units the new variables will be

x  = x/L ∗ y  = y/L ∗ z  = z/L ∗ v = v/U ∗ t  = t/T ∗ p  = p/P ∗

54 3 Fundamentals 3

The derivative and the operators will be

∂ 1 ∂ ∂ 1 ∂ 1  1 2
= ∗  = ∗  ∇= ∇ ∇2 = ∇
∂t T ∂t ∂x L ∂x L∗ L ∗2

Also we make the position P ∗ = ρU ∗ 2 . Once we make the substitution and simplify,
we obtain   
∂v      gL ∗ ν
+ (v · ∇ )v = −∇ p − + ∗ ∗ ∇ 2 v (3.24)
∂t  U ∗ 2 U L

This equation is now dimensionless and that means that its solution does not depend
on the dimension of the object we are studying, for example, the flux around a boat
or an airplane. This is true as long as two numbers appearing in the same equation
are the same. These numbers are the following:

U ∗ L∗
Re = Reynolds number = (3.25)
ν

U∗
Fr = Froude number = √ ∗ (3.26)
gL

We will talk later, in detail, of the Froude number but for the moment, it is sufficient
to say that is the ratio between a typical velocity of the fluid U ∗ and something related
to a “gravitational speed” that a fluid would acquire after falling from a height L ∗ .
The Reynolds number can be obtained as the ratio between the inertial term (v · ∇v )
and the viscous term (ν∇ 2 v ) with the results

U ∗2
L∗ U ∗ L∗
Re = νU ∗
= (3.27)
ν
L∗2

Considering these simplifications and dropping the primes, now Eq. (3.24) can be
written as  
∂v 1 1 2
+ (v · ∇)v = −∇ p − + ∇ v (3.28)
∂t Fr Re

Objects with the same Reynolds number will produce a similar flow. This result is
used to obtain from models of the characteristics of large objects like boats or aircraft.
The simplest case is referred to a sphere of diameter d, and for it we can introduce a
drag coefficient, C D , defined as the ratio of the viscous (drag) force experienced in
the fluid and the quantity 21 ρu 2 A. This is called dynamic pressure. Remember that
pressure has the dimension of energy density.

f or ce
CD = (3.29)
1
2
ρu 2 A
3.3 The Reynolds Number 55

where u is the velocity of the fluid and A is the section of the sphere π d 2 /4. The
drag coefficient is a complicated function of the Reynolds number (as we will see
in a while) and helps to determine different fluid regimes. At this point, we could
only say that small Reynolds number (≈10−2 ) corresponds to a regular flow around
the sphere while as the Reynolds number increases (above 20), the flow gets very
complicated. We need to learn some more to discuss the case but we can say that also
the drag force depends on the Reynolds number. For viscous flow (low Reynolds
number), the drag turns out to be according to the definition of stress (remember A
goes as the square of d

f or ce 1
μ= ⇒ D R AG = μdu = ρu 2 A (3.30)
Lu Re

while at high Reynolds number, the drag does not depend any longer on Re and
can be taken as ≈ ρu 2 A. We can now make a couple of examples to explain a little
better this point. Suppose, we have two circular cylinders, one having four times the
diameter of the other. The flow over the smaller cylinder has a free stream density,
velocity and temperature given by ρ1 , v1 and T1 . If we assume that the viscosity μ is
proportional to the square root of the temperature, we can calculate the density and
velocity around the larger cylinder in order to have the same Reynolds number. We
have
μ2 T2
=
μ1 T1

and the two Reynolds numbers

ρ1 v1 d1 ρ2 v2 d2 ρ2 v2 d2 T1
Re1 = Re2 = =
μ1 μ2 μ1 T2

Then a possible choice to make the numbers equal is T2 = 4T1 , V2 = 2V1 , ρ2 = ρ1 /4.
Another example (as the previous one taken from the Andersen’s book) bears more
closely the similarity used to evaluate the characteristic of the flow. The example
takes into consideration a Boeing 747 flying at a pressure of 200 hPa (about 12.000
m) at a temperature of 215 K and a speed of 880 km/h. We would like to test a model
plane (in scale 1/50) on a wind tunnel at the temperature of 240 K in such a way
that the drag and lift coefficient are the same for the full plane and its model. Again,
we assume that both μ and the sound speed are proportional to the square root of
temperature. The lift coefficient C L is a proportionality factor between lift L and the
kinetic energy
L = 21 C L ρV 2 A (3.31)

where A is the wing area and V the velocity. The index 1 and 2 refer to the free-flight
and the model, respectively. We must be assured that the Mach number is the same.
56 3 Fundamentals 3

The Mach number M is the ratio between the velocity of the plane and the local
sound velocity. We must have

V1 V1 V2 V1 V2
M1 = ∝√ M2 ∝ √ ⇒ √ = √
s1 T1 T2 T1 T2

From this we can get V2 = 924 Km/h. From the equality of the two Reynolds number,
we have
ρ1 V1 l1 ρ2 V2 l2
=
μ1 μ2

Because of the equality of the Mach numbers, we have

V1 T1 ρ2 l2
= ⇒ = = 50
V2 T2 ρ1 l1

And from the gas equation p = ρ RT , we have

 
p2 ρ2 T2 240
= = 50 = 55.1
p1 ρ1 T1 215

So the wind tunnel should be pressurized at about 11 atm.

It is worth mentioning at this time that the Rayleigh number is related to the
occurrence of turbulence (something that we will explore later). The number should
exceed 106 and we can see that this is quite common. For example, if we consider a
sailboat, we find easily that both the boat and the sail are in this regime. The viscosity
of water is about 10−3 N sm−2 so that considering the density of water 103 kg m−3
we have a kinematic viscosity of 10−6 m2 s−1 , so even a boat moving at 5 knots (2.6
ms−1 ) will have a Reynolds number greater than 106 even for a dimension of the
order of a meter. The sail will be in a turbulent regime as well, even if the dynamic
viscosity of air is much smaller than water (1.8 × 10−5 N sm−2 ) which corresponds
to a kinematic value of 1.5 × 10−5 ms−2 .

3.3.1 The Blasius Boundary Layer

There is another interpretation of the Rayleigh number that gives some further insight
into its significance. Consider a uniform steady flow past a thin flat plate as shown in
Fig. 3.4. In the upstream of the plate, the flow is uniform with a velocity U parallel
to the x-axis. At the surface of the plate, the molecules of the fluid “stick” to the
surface so that their velocity is zero (no-slip condition). If we consider a streamline
at distance X from the leading edge and at distance δ above the surface, such that
just above it the velocity is U . The average acceleration term will be
3.3 The Reynolds Number 57

Fig. 3.4 The Blasius boundary layer produced on a plate in a moving viscous fluid

 
U2
u · ∇u O
X

At the equilibrium, this acceleration is balanced by the viscous stress assuming that
the flux changes from U to 0 over the distance δ
 
νU
ν∇ u O2
δ2

Balancing these two terms, we have for the depth of the boundary layer
 1/2
νX
δ≈ (3.32)
U

So the boundary thickness increases with the distance and reaches the maximum
after a length L at the trailing edge of the plate
 1/2
νL L 1/2
δ≈ = (3.33)
U Re

The velocity changes from 0 to U and this implies the generation of vorticity of
magnitude
   1/2
U U L
ξ ≈ ∓ = Re1/2 (3.34)
δ L X

where the minus sign refers to the top of the plate. Notice that the vorticity is infinite
at the leading edge and becomes Re1/2 (U/L) at the end of the plate. The vorticity
created in this way is shed into the wake behind the plate. The most interesting
conclusion of this situation (also called Blasius boundary layer) is that there are two
scales of motions, L and δ, and their ratio is just the Reynolds number.
58 3 Fundamentals 3
 2
L
Re = (3.35)
δ

Notice, however, that viscous stresses do not generate vorticity but rather their effect
is to diffuse vorticity as can be clearly seen in the diffusion term of Eq. (3.23).
Equation (3.24) tells us that vorticity increases with increasing Reynolds number. In
the boundary layer of the Earth’s atmosphere Re ≈ 109 and this guarantees a fully
developed turbulence that we need to examine later.
The boundary layer model gives another possible interpretation of the Reynolds
number. In the boundary, the change in velocity produces vortices that are either
advected by the flow with characteristic time ta = L/U (with L typical length and
U typical velocity) or are diffused in the flow with characteristic time td = L 2 /ν.
The flow will be regular (we will call it differently later) when ta  td because in
this case the vortices may diffuse in the surrounding medium. This will happen when
Re  1 and so in case of viscous flow.

3.4 Plane Poiseuille Flow and Pipe Flow: A Plumber

Application of Navier Stokes Equation

The simplest case is to study the flow of a fluid between two parallel plates at distance
h with the flow parallel to the plates in the x direction. We assume that there are no
components of the velocity in the y direction and at the same time, the existence of a
pressure gradient p along the x direction across some distance L (see Fig. 3.5). We
also require steady state conditions so that Eq. (3.21) reduces only to the x component
 
∂u 1 ∂p ∂ 2u ∂ 2u
u =− +ν + (3.36)
∂x ρ ∂x ∂x2 ∂ y2

z
p1 p2 h
x
z

L
Fig. 3.5 The Poiseuille flow between plates
3.4 Plane Poiseuille Flow and Pipe Flow: A Plumber Application … 59

The velocity u does not depend on x and so the above equation simplifies to

∂ 2u 1 ∂p
=
∂y 2 μ ∂x

Substitute now the pressure gradient with p/L and the equation can be easily
integrated with the boundary conditions that u(0) = u(h) = 0

1 p
u(y) = y(y − h) (3.37)
2μ L

The velocity assumes a parabolic behaviour as depicted in Fig. 3.5.

A more interesting case is when the flow happens in a pipe. In this case, it is
convenient to introduce a cylindrical coordinate system with the axis oriented in the
x direction. In this system, we can write the continuity and the momentum equation
along x and in the radial direction. We have

∂u 1 ∂
+ (r v) = 0 (3.38)
∂x r ∂r
   2  
∂u ∂u ∂p ∂ u 1 ∂ ∂u
ρ u +v =− +μ + r (3.39)
∂x ∂r ∂x ∂x2 r ∂r ∂r
   2  
∂v ∂v ∂p ∂ v 1 ∂ ∂v
ρ u +v =− +μ + r (3.40)
∂x ∂r ∂r ∂x2 r ∂r ∂r

where u is the component along the cylinder axis and v is along the radius. The
assumption of fully developed flow implies the constancy of the axial velocity
(∂u/∂ x = 0) while v = 0. Equations (3.38–3.40) simplify as

∂u
=0 (3.41)
∂x
 
μ ∂ ∂u ∂p
r = (3.42)
r ∂r ∂r ∂x

∂p
=0 (3.43)
∂r
To solve these equations, we assume that pressure varies linearly along x so that
∂ p/∂ x = p/L. Also, we require the no-slip condition u(R) = 0 where R is the
radius of the pipe. Knowing what we expect for the solution (the velocity should
have a maximum at the axis of the pipe), we also require ∂u/∂r = 0 at r = 0.
We can then integrate (3.42) and obtain
60 3 Fundamentals 3

p 2
u(r ) = r +C (3.44)
4μL

where the constant is determined by the no-slip condition.


r 2 
p 2 p R 2
u(r ) = (r − R ) =
2
1− (3.45)
4μL 4μL R

Once the velocity is determined, the total flow Q can be evaluated using the integral
 R
π R 4 p S 2 p
Q = 2π r u(r )dr = = (3.46)
0 8μL 8π μL

This is known as Poiseuille formula and at this point, we may introduce a hydraulic
resistance as the ratio between p and Q so that

p 8π μL
R= = (3.47)
Q S2

This equation is useful for plumbers to evaluate the loss along hydraulic pipes.

3.5 Flow Past a Sphere at Low Reynolds Number

At very low Reynolds number in Eq. (3.28), the viscous term will be the most impor-
tant and the inertial term (i.e. the acceleration) will be negligible so that the relevant
equations for the fluid will be
∇·v =0 (3.48)

∇p
− + ν∇ 2 v = 0 (3.49)
ρ

Now we assume to have a little sphere of radius a in the flow directed upward along
the z-axis (see Fig. 3.6). The flux velocity field will have only the upward component
W while the flux perturbed by the presence of the sphere will have components

v = [vr (r, θ ), vθ (r.θ ), 0] (3.50)

Axial symmetry requires that ∂/∂φ = 0. In polar coordinates, the equation of

continuity becomes
1 ∂ 2 1 ∂
(r vr ) + (vθ sin θ ) = 0 (3.51)
r 2 ∂r r ∂θ
As for the case of rectangular coordinates, we can define a stream function ψ satis-
fying identically (3.51)
3.5 Flow Past a Sphere at Low Reynolds Number 61

w
z

vθ vr

θ
r
y
φ

Fig. 3.6 The flow past a sphere (left). On the right is the spherical coordinate system used

1 ∂ψ 1 ∂ψ
vr = vθ = − (3.52)
r2 sin θ ∂θ r sin θ ∂r
We can now write the components for the curl of the velocity as show in the appendix.
We have  
1
∇ × v = 0, 0, − Qψ (3.53)
r sin θ

where Q is the differential operator

 
∂2 sin θ ∂ 1 ∂
Q= 2+ 2
∂r r ∂θ sin θ ∂θ

At this point, we remember that ∇ 2 v = −∇ × (∇ × v) so that Eq. (3.37) becomes

∇ p = −μ∇ × (∇ × v)

we get the components for the pressure gradient

∂p μ ∂(Qψ)
= 2 (3.54)
∂r r sin θ ∂θ

1 ∂p μ ∂(Qψ)
=− (3.55)
r ∂θ r sin θ ∂r
By cross differentiation, we can eliminate the pressure and obtain
  2
∂2 sin θ ∂ 1 ∂
+ 2 ψ =0 (3.56)
∂r 2 r ∂θ sinθ ∂θ
62 3 Fundamentals 3

On the surface of the sphere (r = a) the velocity is zero so we have as boundary

condition
∂ψ 1 ∂ψ
= =0 (3.57)
∂r r ∂θ
The condition as r → ∞ is that the velocity must coincide with W so we have

vr ≈ W cos θ vθ ≈ −W sin θ

and this corresponds to a stream function ψ ≈ 21 W r 2 sin2 θ which suggests, in gen-

eral, a stream function of the form

ψ = f (r ) sin2 θ

Substituted in Eq. (3.56), we have a 4th order ODE of the standard Euler form

r 4 f  − 4r 2 f  + 8r f − 8 f = 0

This equation has solutions of the form f (r ) ∝ r n . It is easy to verify that n =

−1, 1, 2, 4 so that the solution looks like
 
A A
f (r ) = + Br + Cr + Dr ⇒ ψ = sin θ
2 4 2
+ Br + Cr + Dr
2 4
r r

To satisfy the conditions (3.57) and the stream function at infinity, we must have

D=0 C = W/2

W A B A B
vr = + 3 + = 0, vθ = W − 2
+ =0
2 a a a a
so that
1 3
A= W a3, B = − Wa
4 4
and the stream function
 
W a3 3ar
ψ= r3 + − sin2 θ (3.58)
2 2r 2

To obtain the drag D on the sphere, we need to find the stresses normal and tangent
to the surface of the sphere. The normal stress is given by the pressure that could be
found using (3.54) and then integrating from a to infinity. We get

3 μW a
p = p∞ − cos θ (3.59)
2 r2
3.5 Flow Past a Sphere at Low Reynolds Number 63

This is the normal stress while the shear stress has the form
  
∂
vθ  1 ∂vr
tr θ = −μ r + (3.60)
∂r r r ∂θ

We have then the force in the z direction due to the normal stress with θ angle between
the z-axis and r
 π
D pr ess = 2πa 2 p sin θ cos θ dθ = 2πaμW
0

while the drag due to the shear stress

 π
Dshear = 2πa 2
tr θ sin2 θ dθ = 4πaμW
0

And the total is just the Stokes famous result

Dstokes = 6πaμW (3.61)

One of the first encounters of the student with the Stokes law is when discussing
the Millikan experiment to measure the charge of the electron. The falling of the oil
drops in the electric field is determined by the gravity and the Stokes drag. So we
have
4
πρ p a 3 g = 6πaμW
3
where ρ p is the density of the oil. The radius of the drops can be determined as

μW
a=3
2gρ p

Another relation is obtained for the charge when the falling of the drops is balanced
with an electric field V /d determined by the voltage V across the distance d of the
condenser plates.
V 4
q = πa 3 gρ
d 3
It is easy to obtain the charge q as a function of known quantities

18π d μ3 W 3
q=
V 2ρg

Today, there are other ways to measure the charge of the electrons, not to mention
the fact that Millikan did cut some corners in reporting his experiment.
64 3 Fundamentals 3

Before leaving this topic, we would like to calculate the so-called drag coefficient,
that is the ratio between the drag force D and the force due to the dynamic pressure
1
2
ρv2
2D 12π μav 12μ 24
CD = = = = (3.62)
Aρv2 πa 2 ρv2 aρv Re

where A is the cross section of the sphere and Reynolds number is defined as Re =
2aρv/μ. We can see that the drag coefficient decrease as Re increases. Actually, this
happens only up to Re ≈ 20 but then the behaviour is quite different. We will find
some initial remedy in a while because the real solution must wait for a theory based
on turbulence.

3.6 Life at Low Reynolds Number

In 1977, the Nobel Prize winner Edward Purcell published a paper on the American
Journal of Physics with the same title of this paragraph. Actually, the paper came
out of a Symposium dedicated to Victor Weisskopf who, among other things, wrote
another paper on Science explaining why mountains on Earth cannot be higher than
10 km.
Purcell noted that when the viscosity increases and the Reynolds number gets
low, the motion of the familiar objects of everyday life is in trouble. Think about
a swimmer in a pool of water that has a kinematic viscosity of roughly ν ≈ 1 ×
10−6 m2 s−1 , even the faster one (100 m in 1 min) will have a Reynolds number of
3 × 106 so he can swim with no problems. Reynolds number can get low not only by
increasing viscosity but also by decreasing dimension. For example, if you consider
a goldfish, its Reynolds number will get down to about 102 , and if you consider a
bacterium with dimensions of 1µm, its Reynolds number can be as low as 10−4 .
Purcell introduced a very useful concept that can be obtained from the Stokes drag
law D = 6π μva. If we consider the sphere moving in such a way that the Reynolds
number is 1/6π , we have va = ν/6π so that D = μν = μ2 /ρ where ρ is the density.
Purcell concluded that for a Reynolds number of the order of 1, the force μν will
tow anything, even a submarine, because for water this force is roughly 10−9 N. If
one is interested in low Reynolds number, he/she is also interested in small forces.
The other way around works for the Earth’s mantle with a viscosity of 1022 that gives
you a force of 1040 N so that it is clear why the movements of solid Earth are so slow.
Now suppose you have a swimmer in a pool filled with corn syrup that has a density
of 103 kg m−3 and a dynamic viscosity of 5 Pa s. The requirement for low Reynolds
number would be not to move faster than 1 cm/min and he will not be able to move
at all.
Another problem at low Reynolds number is the negligible role of inertia. If you
consider a “bug” in water with a dimension of 1µm moving at 30µs−1 , it is possible
to evaluate the time it takes to stop it by considering the acceleration given by the
Navier Stokes equation
Appendix 65

dV V
≈ ν∇ 2 v ≈ ν 2
dt L

So it will take about L 2 /ν to stop which corresponds roughly to 1μs and a deceleration
◦
of 30 ms−2 that will bring it to a complete stop in about 0.15 A. The reason why
inertia plays no role at low Reynolds number is that the dominant term in Eq. (3.28)
is just the right-hand term, so we have what it is called Stokes or creeping flow

∇ p = μ∇ 2 v (3.63)

This equation together with the continuity ∇ · v = 0 has some interesting conse-
quences. Take the curl of (3.63) and obtain (with ω the vorticity)

∇2 ω = 0 (3.64)

Then again take to divergence of the same equation

∇2 p = 0 (3.65)

Now we know that if ψ is the stream function ω = −∇ 2 ψ, that substituted in (3.64)

gives
∇4 ψ = 0 (3.66)

This is exactly the same as Eq. (3.56) that was solved in that case in spherical coor-
dinates.
The absence of time in the creeping flow means, among other things, that such a
motion is reversible in terms of t (change t in −t). Now, this has some very important
implications for the movements of microorganisms in a fluid. As we have seen, the
dimensions and velocity of small “bugs” is compatible with very low Reynolds
number. These microorganisms use a complicated way of moving using flagella or
cilia. Purcell invented for such movements the so-called scallop theorem that sounds
like this. Suppose that a small swimming body in an infinite fluid is observed to
execute a periodic cycle of configurations, relative to a coordinate system moving
with constant velocity U relative to the fluid. Suppose that the fluid dynamics is that
of the creeping flow. If the sequence of configurations is indistinguishable from the
time of reversed sequence, then U = 0 and the body does not locomote. As a matter
of fact, consider a scallop as shown in Fig. 3.7. When the scallop opens its valves,
(a) it pushes the fluid to the right and so moves to the left. When completing the
cycle by closing the valves (b) it moves the fluid to the left and goes back to the
initial position with the results of not moving at all. This logically derives from the
fact the time reversal would lead to a motion with velocity −U but since the motion
is indistinguishable, then U = −U = 0. Such problems are discussed at length in
the very nice book by Childress, which suggests the forms shown in Fig. 3.7. Which
ones will move?
66 3 Fundamentals 3

Fluid
Motion

Fluid
Motion

Fig. 3.7 The scallop theorem. On the left is shown the complete cycle of a scallop while on the
right are two possible propulsion techniques

Appendix

Curl in Spherical Coordinate

Write the elementary distance ds in Cartesian coordinates and spherical coordinates

(Fig. 3.8)
ds 2 = d x 2 + dy 2 + dz 2 = dρ 2 + ρ 2 sin2 θ dϕ 2 + ρ 2 dθ 2 (3.67)

So we can establish that

d x = dρ dy = ρ sin θ dϕ dz = ρdθ (3.68)

The components of the gradient will be

∂ψ 1 ∂ψ 1 ∂ψ
∇ψ(ρ, ϕ, z) = ρ 0 + θ0 + ϕ0 (3.69)
∂ρ ρ ∂θ ρ sin θ ∂ϕ

3
ρ sinθ dφ
4
dρ ρdθ
q2
ds ds3=h3dq3
(q2,q3 )
θ 1 2
ρ ds2=h2dq2
q3

Fig. 3.8 The calculation of the curl in spherical coordinates. On the left is the elementary volume
in spherical coordinates while on the right a surface element with q1 = cost is shown
Appendix 67

where ρ 0 , ϕ 0 and θ 0 are the unit vectors in the respective directions. It is useful
to define the so-called scale factors between the coordinate system x, y, z and, in
general, q1 , q2 , q3 (in our case ρ, ϕ, θ ) is such a way that

ds1 = h 1 dq1 (d x = dρ) ds2 = h 2 dq2 (dy = ρdθ ) ds3 = h 3 dq3 (dz = ρ sin θdϕ)
(3.70)
In the present case then h 1 = h ρ = 1, h 2 = h θ = ρ, h 3 = h ϕ = ρ sin θ . To evaluate
the curl, we just invoke the Stokes theorem applied to a generic vector A

∇ × A · dσ = A · dλ (3.71)
S

Working on one component at a time, we consider an elementary surface (Fig. 3.8)

on the surface q1 = cost to get

∇ × A|1 h2 h3 dq2 dq3 = A · dλ (3.72)

The integral on the right-hand side reads (considering the direction of integration)
 
∂
A · dλ = A2 h2 dq2 − A2 h2 + (A2 h2 )dq3 dq2
∂q3
   
∂ ∂ ∂
+ A3 h 3 + (A3 h 3 )dq2 dq3 − A3 h 3 dq3 = (h 3 A3 ) − (h 2 A2 )
∂q2 ∂q2 ∂q3

Comparing with (3.72), one gets

 
1 ∂ ∂
∇ × A|1 = (h 3 A3 ) − (h 2 A2 ) (3.73)
h2h3 ∂q2 ∂q3

The remaining components are obtained by rotating the index and the general expres-
sion will be ⎡ ⎤
a1 h 1 a2 h 2 a3 h 3
⎢ ⎥
1 ⎢ ⎢ ∂ ∂ ∂
⎥
⎥
∇×A=
h1h2h3 ⎢⎣
∂q1 ∂q2 ∂q3 ⎥
⎦
h 1 A1 h 2 A2 h 3 A3

And we get the curl in spherical coordinate

   
ρ0 ∂ ∂ Aθ θ ∂ Aρ ∂
∇×A= (Aϕ sin θ ) − + − sin θ (ρ Aρ ) +
ρ sin θ ∂θ ∂ϕ ρ sin θ ∂ϕ ∂ρ
 
ϕ ∂ ∂ Aρ
(ρ Aθ ) −
ρ ∂ρ ∂θ
(3.74)
68 3 Fundamentals 3

The Oseen Correction to the Stokes Drag and the Stokes

Paradox

Carl Oseen observed that far away from the sphere, the advection term in the Navier
Stokes equation cannot be neglected. As noted by Kundo and Cohen, the viscous
force per unit volume is given by
μU a
r3
To evaluate the advection terms, we need the velocity components along r, u r and
along θ, u θ that can be calculated from the stream function
 
1 ∂ψ 3a a3
ur = = U cos θ 1 − + (3.75)
r 2 sin θ ∂θ 2r 2r 3
 
1 ∂ψ 3a a3
uθ = = −U sin θ 1 − − 3 (3.76)
r sin θ ∂r 4r 4r

where a is the radius of the sphere. Then the largest inertial term is given by

∂u θ ρU 2 a
ρu r ≈
∂r r2
Then the ratio of the inertial term to the viscous term is
ρU a r r
= Re
μ a a

This means that when r/a is of the order of 1/Re , the viscous term is no longer
negligible. As a matter of fact, if we consider x̃ = x/Re then

∂ ∂
= Re
∂ x̃ ∂x

And Re (u · ∇u) ≈ Re ∂u/∂ x so we have Re ∂/∂ x ≈ Re 2 ∂/∂ x̃. And the viscous term
   
∂2 ∂2 ∂2 ∂2 ∂2 ∂2
+ + u≈ Re2 + + ũ
∂x2 ∂ y2 ∂z 2 ∂ x̃ 2 ∂ ỹ 2 ∂ z̃ 2

At this point ,the advection term can no longer be neglected and the solution is found
as a perturbation to the basic velocity U . Our velocity fields becomes

u = U + u, v = v , w = w (3.77)

and the advective term becomes for the x component

Appendix 69
 
∂u ∂u ∂u ∂u  ∂u  ∂u  ∂u 
u +v +w =U + u + u + w (3.78)
∂x ∂y ∂z ∂x ∂x ∂y ∂z

Neglecting the quadratic terms, the equation of motion becomes

∂u i ∂p
ρU =− + μ∇ 2 u i (3.79)
∂x ∂ xi

In this equation u i represents U  , v or w . The boundary conditions for a moving

sphere are
u  = v = w = 0, at infinity

u  = −U, v = w = 0, at the surface of the sphere

The solution found for the stream function is

 2    
ψ r a 3 Re r
= + sin 2
θ − (1 + cos θ ) − exp − (1 − cos θ )
U a2 2a 2 4r Re 4 a
(3.80)
where in this case Re = 2aU/ν is the Reynolds number based on dynamics. The
drag coefficient calculated in this case
 
24 3
CD = 1+ Re (3.81)
Re 16

Actually, this formula could include other terms, for example, the next would be
19Re2 (ln Re )/160 and so on. Even this term, however, would diverge for Re > 3
so that the idea of expanding the Stokes drag in terms of power of Re does not
seem successful. Following White Fluid Viscous Flow, in Fig. 3.9 we compare some
solutions to the Stokes drag with the empirical formula reported in that book in
Fig. 3.B.1 that reads

24 6
CD = + √ + 0.4 0 ≤ Re ≤ 2 × 105 (3.82)
Re 1 + Re

Above the upper limit, the boundary layer on the sphere becomes turbulent.
Now Eq. (3.82) is somewhat related to the Stokes paradox. We have obtained the
drag formula in the hypothesis that inertia effects can be neglected. If this is true,
then the force must depend only on the velocity U , the fluid viscosity μ and the
dimension L so that the force per unit length would be

F
F = force per unit length = f (U, μ, L) ⇒ = const
μU

The paradox is that the force is independent on the size of the object and this suggests
the idea that there must be a dependence on density, that is
70 3 Fundamentals 3

Fig. 3.9 The drag

Equation (3.62)
coefficient as a function of 100
the Reynolds number for Equation (3.87)
three different Equation (3.81)
approximations. Equation
10
(3.87) reproduces well the CD
experimental data up to
Re ≈ 105
1

10-1 1 101 10 2 10 3 104 105

Numero di Reynolds

 
F ρU L
F = f (ρ, U, μ, L) ⇒ = f
μU μ

That means that drag depends on the Reynolds number.

The Valley Wind

In a valley due to the solar heating during the day, a mountain slope may be warmer
than the surrounding atmosphere (Fig. 3.10). The air so heated may have some posi-
tive buoyancy that generates wind with a diurnal behaviour. There are very complex
models (numerical) but a quite old theory due to the pioneeristic work of Ludwig
Prandtl is still valid and can be constructed from the few things we have learned so
far.

z z
n n
T1,ρ1 gΔρ/ρ T2,ρ2 T1,ρ1 T2,ρ2

DAY NIGHT
s s
1 6p
−
ρ 6x
1 6p
α −
ρ 6x x α x

gΔρ/ρ

Fig. 3.10 The forces acting on an air parcel on a mountain slope. On the left, the day situation is
shown with the buoyancy force much larger than the pressure force. On the right, the night situation
is shown. The grey arrow indicates the direction of motion
Appendix 71

We assume a coordinate system with the axis s along the slope direction and the
other axis n perpendicular to the slope. The usual coordinate system x, z (horizontal
and vertical) is such that the relation between the two is the following:

z = s sin α + n cos α (3.83)

We also assume that temperature changes with altitude with gradient  = −dT /dz.
Then if the deviation from the basic temperature is T  along the slope, we have
the equilibrium between the buoyant acceleration and the viscous term. Notice that
during the day, the temperature down the slope is higher than the temperature up the
slope (T1 > T2 ) while at night the opposite happens. At the equilibrium, we have

T ∂ 2u
g sin α + ν 2 = 0 (3.84)
T ∂n
Notice that we have neglected the acceleration due to the pressure gradient that as
shown in Fig. 3.10 is negligible. A similar thermal equilibrium can be established
between the advection term u(∂ T  /∂s) and the conduction (diffusion) of heat

∂2T 
u sin α − D =0 (3.85)
∂n 2
where D is the coefficient of diffusion of air. Deriving two terms of Eq. (3.84) and
substituting (3.85), we obtain
 
∂ 4u g sin2 α
+ u=0 (3.86)
∂n 4 T Dν

And a similar equation for T 

 
∂4T  g sin2 α
+ T = 0 (3.87)
∂n 4 T Dν

We now let
4T Dν
l4 = and n = lη (3.88)
g sin2 α

so that
∂ 4u ∂4T 
+ 4u = 0 and + 4T  = 0 (3.89)
∂η4 ∂η4

The solution of these equations should depend on four constants. However, they
must be finite for n → ∞ while the no-slip condition requires u = 0 for n = 0. The
solution for u is then
u = U e−η sin η (3.90)
72 3 Fundamentals 3

while for the temperature, it is

T  = T e−η cos η (3.91)

In these equations, U gives the amplitude of the velocity perturbation while T is

the difference between the air temperature and the slope temperature. You notice that
l has dimension of length and so may be the order of the thickness of the boundary
layer.
The constant could be obtained by rewriting Eq. (3.85)

T −η
U e−η sin α sin η = 2D e sin η
l2
So we get
  21
g D
U = T (3.92)
νT

It is quite simple to evaluate the total mass flux rate

  
∞
D ∞
 D ∂ T  
M= ρudn = ρTnn dn ≈ ρ0 (3.93)
0  sin α 0  sin α ∂n n=0

Now T is the temperature difference between the slope and the atmosphere and
the first derivative of T  calculated at n = 0 is just T /l. During the night, the
temperature of the slope will be higher than the atmosphere (T > 0) and the air
will move down the slope. The opposite will happen during the day.
In Fig. 3.11, the qualitative profiles of temperature and velocity are shown. A last
point of the Prandtl theory concerns the amplitude of the temperature difference.
This can be found if we know the sensible heat H leaving (or entering) the surface.
Assuming the usual Fourier law, we have

200

160
Altitude (m)

120

80

40

0
-0.5 0 1.0 2.0 3.0 -1 0 1 2 3 4 5
Wind velocity (m/s) Temperature (C)

Fig. 3.11 On the left, the qualitative profiles for the wind and temperature as a function of height
are shown. On the right, the motions along the valley are illustrated during the day (top) and the
night (bottom)
Appendix 73

∂ T  
H = −k T (3.94)
∂n n=0

where k T is the thermal conductivity W m−1 K−1 . Again substituting for the deriva-
tive, we have
T = l H/k T (3.95)

It is worth mentioning that with T = 288 K, D = ν = 1 m2 s−1 ,  = 6.5 × 10−3

Km−1 , we get l ≈ 30 m. The calculation for (3.95) would need some more complex
explanation.

The Bénard Convection

Consider a fluid between two infinite flat plates kept at fixed temperatures T1 and T2
(see Fig. 3.12) with the lower plate at higher temperature. The heated fluid will rise
towards the upper plate where it will cool and descend towards the lower plate. The
resulting motion will be organized in cells (known as convection or Bénard cells).
The problem in two-dimensional convection can be reduced to the transport of two
quantities, heat and vorticity. The generation of vorticity can be traced to the positive
buoyancy acquired by the fluid particles that produce an acceleration given by
 
δρ
a= g = αgδT (3.96)
ρ

where ρ is the density, g is the acceleration of gravity, α is the coefficient of thermal

expansion and T the temperature. The vorticity δζ produced across a distance D will
be given by

5
10

T2
Critical Rayleigh number

10 4

3
10

T1
2
10
0 1 2 3 4 5 6 7 8
q

Fig. 3.12 The Bénard convection. Periodic convection cells are produced between two flat plates
kept at fixed temperatures (T1 > T2 ) (left). On the right, the critical Rayleigh number as a function
of q is shown
74 3 Fundamentals 3

δζ 1 δv gαδT
≈ ≈ (3.97)
δt D δt D
where we have assumed that the acceleration will produce in time δt, a change in
velocity aδt. We assume a coordinate system with the horizontal axis x so that the
temperature gradient δT /D ≈ ∂ T /∂ x. This term will be the source of vorticity that
will be dissipated by the diffusion. Our equation will be

∂ζ ∂T
= ν∇ 2 ζ + gα (3.98)
∂t ∂x
A similar equation could be found for the temperature where the advection is balanced
by the diffusion
∂T T
+v = k∇ 2 T (3.99)
∂t D
where v is the horizontal velocity and k the diffusion coefficient. Notice that we
assumed a constant velocity v along the cell. In terms of the stream function

∂ 2 ∂T
∇ ψ = ν∇ 4 ψ + gα (3.100)
∂t ∂x
∂T ∂ψ T
+ = k∇ 2 T (3.101)
∂t ∂x D
As we did before, we normalize the variables in Eqs. (3.98–3.99) according to

D2 kν
t ⇒ t , x ⇒ x  D, ψ ⇒ ψ  k, θ⇒T
k αg D 3

where the “prime” are non dimensional. The two equations now become
 
1 ∂ 2 ∂θ
∇ ψ = ∇ 4ψ + (3.102)
Pr ∂t ∂x

∂θ ∂ψ
+ Ra = ∇2θ (3.103)
∂t ∂x
In these equations, we have dropped the prime and have introduced two more fluid
dynamics numbers. The Prandtl number Pr = ν/k as the ratio between kinematic
viscosity and diffusion coefficient, and the Rayleigh number Ra = (ρgα D 3 /μk)T .
We will explore at length the significance of these two numbers and for the time being
we just assume they are useful to simplify the equations. Solutions to (3.102–3.103)
are sought in the form

ψ(x, z, t) = ψ1 (t)cos(π z) sin(q x) (3.104)

Appendix 75

θ (x, z, t) = θ1 (t)cos(π z) cos(q x) (3.105)

These equations satisfy the conditions that vertical velocity is zero at the two plates
 
∂ψ
w= = qψ1 (t)cos(π z) cos(q x) = 0 (3.106)
∂x z±1/2

while the temperature must be zero for z = ±1/2. (Notice that we are talking about
perturbations of temperature). Substituting (3.104) and (3.105) in Eqs. (3.102–3.103)
gives
qθ1
Pr−1 ψ̇1 = 2 − (π 2 + q 2 )ψ1 (3.107)
(π + q 2

θ˙1 = q Ra ψ1 − (π 2 + q 2 )θ1 (3.108)

To simplify further the equation, we put

q q2
X= ψ1 , Y = θ1 , t  = (π 2 + q 2 )t (3.109)
π 2 + q2 (π 2 + q 2 )3

so that the equation reduce to

Ẋ = Pr (Y − X ) (3.110)

Ẏ = r X − Y (3.111)

with
q2
r= Ra (3.112)
(q 2 + p 2 )3

An obvious equilibrium point of the system is X = Y = 0 but the interesting question

is to know if this is a stable point. To ascertain that we assume small perturbation
around this point of the form

δ X = δ X 0 exp(σ t), δY = δY0 exp(σ t)

when substituted in (3.110), (3.111), we obtain

(σ + Pr )δ X 0 + Pr δY0 = 0
(3.113)
r δ X 0 − (σ + 1)δY0 = 0

This system will admit a solution if

(σ + Pr )(σ + 1) − r Pr = 0 ⇒ σ 2 + (Pr + 1)σ + Pr (1 − r ) = 0

76 3 Fundamentals 3

One of the real roots of this equation becomes positive when r ≥ 1 so that from the
definition of r , we get
π 2 + q2
Racrit ≥ (3.114)
q2

When this condition is satisfied, an initial perturbation at the equilibrium will grow
with time establishing a convective regime. This is also known as Rayleigh–Bénard
instability and will be discussed at length in the chapter on instabilities. By the way,
studying this problem Edward Lorenz discovered deterministic chaos. It is interesting
to find the minimum Rayleigh number that gives convection that is found minimizing
(3.114) and we find that q 2 = π 2 /2, so that the minimum Rayleigh number that gives
convection is
Racrit = 27π 2 /4 = 657.5 (3.115)

Figure 3.12 shows the critical Rayleigh number as a function of the parameter q. Let
us see if this conclusion helps for the Earth’s case. First of all, we need to define a
Rayleigh number for the mantle situation that can be considered a layer heated from
within. Starting from the Fourier conduction law, if we have a source of heat H in
w kg−1 , the equilibrium between production and conduction requires

∂2T
KT = ρH (3.116)
∂z 2

where K T is the thermal conductivity in Wm−1 K−1 . Integrating this simple equation
twice over the thickness D, we have for the temperature difference T = ρ H/K T D 2
that substituted in the expression for the Rayleigh number Ra = (ρgα D 3 /μk)T
gives
ραg D 3 ρ 2 αg H D 5
Ra = T = (3.117)
μk K T μk

For the Earth’s mantle, we have μ = 1021 Pa s, K T = 4 w m−1 K−1 , k = 1 mm s−2 ,

α = 3 × 10−5 K−1 , ρ = 4000 kg m−3 and H = 9 × 10−12 w kg−1 . For the upper
mantle D = 700 km and the Rayleigh number would be 2 × 105 well above the
critical number.

Vorticity and Friction in the Boundary Layer

In the atmospheric boundary layer, the turbulence is such that the friction between the
atmosphere and the surface cannot be neglected. This friction will have an important
influence over the geostrophic equilibrium we have seen before. Figure 3.13 exempli-
fies such difference. On the left (a), we see the geostrophic equilibrium with the wind
velocity along the isobars. In the same figure, the situation within the boundary layer
is quite different. In this case, the geostrophic wind is decreased by the friction and
Appendix 77

(c)
(a)
H L
Fp V L

Fco
p

(d)
Δp

Vg
p+

H
Fp
Fco
(b)

Fig. 3.13 The effect of friction on the geostrophic equilibrium (a) determines a secondary circu-
lation between high pressure and low pressure (b) and (c). In d, the secondary circulation in a cup
of tea is shown

the diminished Coriolis acceleration could balance only part of the pressure gradient.
As a result, the wind will be oriented towards the low-pressure border. Figure 3.13b
represents the possible situation of a high-pressure centre near a low-pressure centre.
The deviation will generate a mass flux in the boundary layer between the high pres-
sure and low pressure and this mass exchange will be responsible for a secondary
circulation that will result in the rapid destruction of the pressure differences.
This secondary circulation is similar to what happens (or happened) in a cup of tea.
Many years ago, you did not have tea bags and people did use directly the tea leaves
that were filtered out of when the tea was poured into the cup. Then after stirring, it was
noticed that leaves would gather at the centre of the cup. Something similar happens
in a cup of coffee with cream or foam. A possible explanation was given nothing
less than Albert Einstein in a 1926 paper published on Die Naturwissenschaften. The
paper had to explain how the erosion in the river bends changes the profile of the
river bed. He noted that when you stir tea in a cup at the bottom, the friction slows
down the fluid rotation in such a way that the centrifugal force no longer equilibrates
the pressure of the fluid so that a secondary circulation is produced (see Fig. 3.13d)
so that fluid with high angular momentum is transported to a region with low angular
momentum (at the centre), and the rotation is rapidly destroyed. Noticing that friction
does not slow down directly the rotation, but it is rather does through this secondary
circulation. A very nice treatment of this problem is given in Baker (1968).
To apply the same argument to the atmospheric boundary layer, we need to find
how the wind changes with altitude. To simplify things, we assume a basic flow in
the x direction and include it in the momentum equation. We have

∂ 2u
ν + f v = 0,
∂z 2
(3.118)
∂ 2v 1 ∂p
ν 2 + fu = −
∂z ρ ∂y

There is a simple justification for the first left-hand terms. We imagine that the
geostrophic wind at the top of the boundary layer forces the lower layers so that there
78 3 Fundamentals 3

is transport of momentum from the top layer to the surface. The momentum flux being
diffusive can be assumed to be ν∂u/∂z and the acceleration is just proportional to
the derivative of that. Then we assume geostrophic equilibrium −∂ p/∂ y = ρ f u g , so
we get for the second
∂ 2v
ν 2 + f (u − u g ) = 0 (3.119)
∂z

We then define a complex variable U = u + iv and the system (3.118) reduces to

∂ 2U
ν − i f U = −i f Ug (3.120)
∂z 2

The boundary conditions are U = 0 for z = 0 and U → Ug = u g + i0 for z → ∞.

The solution is then
    
πz πz
u = u g 1 − exp cos ,
He He
    (3.121)
πz πz
v = u g exp sin
He He
√
where He = 2ν/ f is the thickness of the boundary layer. As a matter of fact, the v
component become zero when z/He = 1.
At this point, the basic flow only in the x direction generates a component of the
flow in the y direction (v = 0), and we can evaluate the flux in the y direction from
     
He He
πz πz
M= ρvdz = ρu g exp sin dz (3.122)
0 0 He He

Then the vertical velocity could be obtained from the continuity equation integrating
∂w/∂z from the ground to the top of the boundary layer to get
  
He
∂ ∂
ρwe = − (ρu) + (ρv) dz (3.123)
0 ∂x ∂y

where it is assumed that w = 0 for z = 0. Substituting (3.121), we notice that the

derivative with respect to x is zero and we remain with
    
∂ He
πz πz
ρwe = − ρu g exp sin dz (3.124)
∂y 0 He He

Comparing this equation with (3.122), we notice that vertical flux at the top of the
layer is equal to the horizontal convergence of mass in the boundary layer −∂ M/∂ y.
At this point, we notice that −∂u g /∂ y is just the geostrophic vorticity ζg so we have
Appendix 79

ν
we = ζg (3.125)
2f

Now it is possible to relate the vertical velocity to the rate of change of vorticity.
From the vorticity equation
 
d ∂u ∂v ∂w
(ζ + f ) = − f + = f
dt ∂x ∂y ∂z

Integrate this equation from the boundary layer to the top of the tropopause to obtain
 H  wH
dζ
dz = f dw (3.126)
He dt we

Assuming w = 0 for z = H and remembering that the geostrophic vorticity does not
depend on z, we get 
dζg we fν
=−f ≈ −ζg (3.127)
dt H − De 2H 2

where (3.125) has been used for we and H  He . The time it takes for the vortex to
spin down is simply
 
1 dζg −1 2
τe = =H (3.128)
ζg dt νf

Using H = 10 km, f = 10−4 s−1 , ν = 10 m2 s−1 , we have a spin down time of

roughly 4 days. This time can be compared with time it takes for viscous diffu-
sion of the order of H 2 /ν which is about 100 days. So the secondary circulation is
a very efficient way to destroy pressure dipoles.

Intensification of the Western Boundary Current

We all know about the Gulf Current that is supposed to make the climate in the North
Atlantic more bearable. However, a few may know the origin of such a current (or
similar phenomena) and even less know that mild winter in England may be due
to other causes. From the point of view of fluid dynamics, the Gulf Current is the
manifestation of what wind stresses can produce on the ocean and, in turn, how
stresses on the western boundaries may change the character of currents.
For simplicity, we will reduce the Atlantic Ocean to a rectangular basin as in
Fig. 3.14 of dimension L in the x direction and M in the y direction.
Over the southern part of this basin, the trade winds will blow from east to the
west (the so-called easterlies) while westerlies (from west to the east) will blow
in the mid-latitude sector. These winds will produce stresses on the surface of the
80 3 Fundamentals 3

wind stress = -1.0 wind stress = -1.0

frictional = +0.1 frictional = +0.1
planetary = -1.0 planetary = +1.0
Total = -1.9 Total = +0.1 wind Ekman
stress
drift

western eastern
side side
L Ekman suction Ekman pumping

Fig. 3.14 On the left side, the circulation induced in a rectangular basin by the winds’ stress is
shown. On each side of the basin, a rough budget for the vorticity is reported. On the right side, it
is shown how the torque associated with the stress can produce a vertical motion. The water below
the thermocline is dark grey

ocean that will drive a clockwise circulation as shown in the figure. The generation of
negative vorticity at the basin level must be balanced by an appropriate sink. Besides
this requirement, we must invoke the conservation of absolute vorticity ζ + f . On
the western side of the basin (i.e. the North American coast), the current has the south
to north direction so that the Coriolis parameter f will increase and consequently
ζ must decrease while the wind stress provides negative vorticity. On the eastern
side of the basin (the African coast), the current will move from north to south so
that f decreases, and ζ must increase while the input from the wind stress provides
negative vorticity. Using the data in the original paper by Henry Stommel, we assume
the contribution from the wind stress to be −1 so that the other components (friction
and planetary) are relative. The frictional stress assumes the current to be zero near
the coast and to increase to the “open sea” value so its contribution will be positive
on either side. The net balance of vorticity over the basin must be zero and in these
conditions, the western side will have an excess of negative vorticity while the eastern
side will be almost neutral. To have a better idea of what is going on, we need some
more information and may start from the momentum equations

∂u 1 ∂p 1 ∂τx
− fv = − + ,
∂t ρ ∂x ρ ∂z
(3.129)
∂v 1 ∂p 1 ∂τ y
+ fu = − +
∂t ρ ∂y ρ ∂z

where τx and τ y are the wind stresses in the x and y directions. We now assume that
the steady state is reached in (3.129) when the wind is made up of the geostrophic
terms that equilibrate the pressure gradients and some residual values that equilibrate
the stress term. Then (3.129) reduces to
Appendix 81

1 ∂τx
− f vE = − ,
ρ ∂z
(3.130)
1 ∂τ y
f uE = −
ρ ∂z

Integrating these equations over z from the bottom of the basin z = −h to the
surface z = 0, we have
 0
−f ρv E dz = τx (0) − τx (−h),
−h
 0 (3.131)
f ρu E dz = τ y (0) − τ y (−h)
−h

If we define the total mass flux vector

 0  0 
M = (Mx , My , 0) = ρudz, ρvdz, 0 (3.132)
−h −h

that could also be written as − f M = k × τ . Then taking the divergence of this

vector, we obtain
 0 
∂ρu ∂ρv
− f + dz + ρw(0) − ρw(−h) = ∇ · M + ρw(0) − ρw(−h) = 0
−h ∂x ∂y
(3.133)
And we can get the vertical velocity at the bottom assuming that w(0) = 0 and
 
1 τ
w(−h) = k · ∇ × (3.134)
ρ f

This formula has a very simple interpretation and corresponds to the Ekman pumping
or Ekman suction as shown in Fig. 3.14. On the right of the figure, the fluid column
rotates clockwise so the drift due to the Coriolis terms drives the fluid at the centre
generating a downward motion (Ekman pumping). On the left, the fluid column
rotates in anticlockwise fashion creating an upward motion Ekman suction. The result
is a deformation not only of the surface of the ocean but also of the first layer down to
the so-called thermocline (in dark grey in the figure). From these considerations, we
can obtain another important diagnostic tool for the oceans. Again at the equilibrium,
if we integrate Eq. (3.129) we obtain

∂p 0
− f My = − dz + τx (0),
−h x∂
 0 (3.135)
∂p
f Mx = − dz + τ y (0)
−h ∂ y
82 3 Fundamentals 3

We can eliminate the pressure from these by deriving the first with respect to y and
the second with x to obtain
β M y = k · (∇ × τ ) (3.136)

where β = ∂ f /∂ y = 2 cos φ/a. In this case,  is the angular velocity of the Earth,
a its radius and φ the latitude. Equation (3.136) is known as Sverdrup balance. It is
to notice that the meridional flux M y is proportional to the torque on the ocean water
produced by the wind stress. This can be understood if we refer to Fig. 3.14 where
we have a wind field that exemplifies the transition between the westerlies and the
trade winds. In the northern part, the westerlies produce an almost zonal current that
is deviated south by the Coriolis acceleration. At some point, this deviation is such
that it produces a meridional flux that may be further deviated until the motion in
inverted with respect to the initial motion. In the basin, we then have essentially a
meridional motion but continuity requires that somewhere water must return north
and this could happen only at the two boundaries at x = 0 or x = L. However, a return
on the eastern boundary would produce negative vorticity and could not dissipate
the vorticity created by the wind stress while a return to the western boundary could
produce positive vorticity with an appropriate shear. As mentioned before in 1948
Henry Stommel formulated a quite simple theory to explain why currents strengthen
on the western boundary.
The theory starts from Eq. (3.129) where we add a simple term due to what is
called Rayleigh friction, where the acceleration is proportional to the velocity of
the type Ru for the x direction and Rv for the y direction. Then we apply cross
differentiation to obtain
 
∂τx (0) ∂τ y (0) ∂ My ∂ Mx
− β My = − +R − (3.137)
∂y ∂x ∂x ∂y

Let us define a mass stream function  such that

∂ ∂
Mx = − , My = (3.138)
∂y ∂x

And (3.137) becomes

 
∂ ∂τx ∂τ y ∂ 2 ∂ 2
−β = − +R + (3.139)
∂x ∂y ∂x ∂x 2 ∂ y2

Provided the boundary condition of no mass flux at the boundary  = 0 at x = 0

and x = L. Following Stommel, we use a wind stress purely zonal given by

πy 
τ y = 0, τx = −T cos (3.140)
M
Appendix 83

We solve the equation by separating the variables

πy 
(x, y) = ψ(x) sin (3.141)
M
and get a differential equation in ψ

d 2ψ dψ
π 2 Tπ
R 2
+ β − R ψ =− (3.142)
dx dx M M
In the particular case of no friction (R = 0), we have the solution

Tπ
ψ(x) = (L − x) (3.143)
βM

that cannot be accepted as a solution because for x = 0, ψ(0) = 0. Then we consider

that the Coriolis parameter does not change with latitude β = 0. A solution in this
case is given by
 
TM sinh(π(L − x)/M) + sinh(π x/M)
ψ(x) = 1− (3.144)
Rπ sinh(π L/M)

This expression is symmetrical with respect to x = L/2 so that cannot provide the
western intensification. The complete solution could be found as
 
πy 
TM (1 − e D2 L )e D1 x − (1 − e D1 L )e D2 x
(x, y) = 1− sin (3.145)
Rπ e 1 −e 2
D L D L M

where  2
β β
π 2
D1 , D2 = − ± + (3.146)
2R 2R M

This solution is shown in Fig. 3.15 and shows a typical length scale on the western
boundary given by

R 10−6 s−1
δ≈ ≈ ≈ 50 km (3.147)
β 2 × 10−11 m−1 s−1

The solutions (3.144) and (3.145) are shown in Fig. 3.15. The Rayleigh friction
coefficient has been increased to R = 5 × 10−5 in order to make the streamlines
more distinct. Following the previous consideration on the Ekman pumping, we may
notice that the anticyclonic motion will produce a positive bulge at the surface of the
ocean and a depression of the thermocline.
84 3 Fundamentals 3

f = cost β=cost

Fig. 3.15 The intensification of the westward current. In the figure on the left, the solution (3.144)
is shown with the Coriolis parameter constant. On the right f , it changes linearly according to
f = f 0 + βy. The Rayleigh friction assumes R = 5 × 10−5 five times the values used in the text
to make more clear the figure

References

Textbooks

Childress S (1981) Mechanics of swimming and flying. Cambridge University Press, Cambridge
Feynman RP, Leighton R, Sands M (2011) Lectures on physics, vol 2. Basic Books, New York
Kundu PK, Cohen IM (2015) Fluid mechanics. Academic Press, New York
White F (2011) Viscous fluid flow. Tata Mc Graw Hill, New York

Articles

Baker DJ (1968) Demonstrations of fluid flows in a rotating system II. The spin up problem. Am J
Phys 36:980
Baker DJ (1966) Demonstrations of fluid flows in a rotating system. Am J Phys 34:647
Lauga E, Powers TR (2009) The hydrodynamics of swimming microorganisms. Rep Prog Phys
72:1
Purcell EM (1977) Life at low Reynolds number. Am J Phys 45:3
Stocker T (1996) The ocean in the climate system. In: Boutron CF (ed) Topics in atmospheric and
interstellar physics and chemistry, European research course on atmospheres, vol 2. France, Les
Editions de Physique, Les Ulis
Zardi D, Serafin S (2015) An analytic solution for time-periodic thermally driven slope flows. Q J
R Meteorol Soc 141:1968
Chapter 4
Aerodynamics and All That

What we have learned so far is enough to start dealing with practical matters and
nothing in fluid dynamics is more suitable than aerodynamics. Here we do not refer
only to the interaction of air with bodies but to more general phenomena including
the motion of boats or fishes. A major limitation of our approach is that viscosity
is neglected but we will see this simplification does not prevent a good qualitative
description of the phenomena. Plenty of books about flight and aerodynamics are
published and many of them written by engineers that will explain the concepts like
lift or drag that have numerous applications. In the title of the chapter, we have added
an “all that” which refers to a class of examples that refer to less practical issues that
are treated in this chapter. We will talk about the motion of a golf ball and we will
see how complicated the flight of a frisbee can be. We hope you will enjoy all that.

4.1 Velocity Potential

We will follow mostly the Kundu Cohen approach so that in two dimensional frame
we know that the continuity equation for an incompressible flow

∂u ∂v
+ =0 (4.1)
∂x ∂y

implies the existence of a stream function ψ such that the velocity component can
be obtained
∂ψ ∂ψ
u= v=− (4.2)
∂y ∂x

We now refer to an irrotational flow when the z component of the vorticity is zero

© Springer Nature Switzerland AG 2020 85

G. Visconti and P. Ruggieri, Fluid Dynamics,
https://doi.org/10.1007/978-3-030-49562-6_4
86 4 Aerodynamics and All that

∂v ∂u
− =0 (4.3)
∂x ∂y

In this case we can also introduce a scalar function φ called velocity potential such
that
∂φ ∂φ
u= v= (4.4)
∂x ∂y

It is easy to show that equipotential lines (where φ is constant) and streamlines are
orthogonal because
   
∂φ ∂φ ∂ψ ∂ψ ∂φ ∂ψ ∂φ ∂ψ
∇φ · ∇ψ = i +j · i +j = + =0 (4.5)
∂x ∂y ∂x ∂y ∂x ∂x ∂y ∂y

Based on the equalities

∂φ ∂ψ ∂φ ∂ψ
= =− (4.6)
∂x ∂y ∂y ∂x

These are called the Cauchy-Riemann equations in complex variable theory and
provided that the partial derivatives of (4.6) are continuous it follows that

w = φ + iψ (4.7)

is an analytic function of the complex variable z = x + i y and w(z) is called the

complex potential. Beside, the functions ψ and φ satisfy the Laplace equations

∇2φ = 0 ∇ 2 ψ = 0. (4.8)

4.2 Elementary Potential Flows

4.2.1 Source and Sink of a Fluid

We start by considering an axisymmetric potential φ ≡ φ(r ). From the Laplace

equation in polar coordinate we have
 
1 d dφ
∇ φ=
2
r =0 (4.9)
r dr dr

And a simple integration gives

dφ m
= ⇔ φ(r ) = m ln r + C (4.10)
dr r
4.2 Elementary Potential Flows 87

φ = const
t
ns
co
=
ψ

st
st

co n
con

ψ=
φ=

Plane Source Line Vortex

Plane Doublet

Fig. 4.1 Plane source (left), line vortex (center) and plane doublet (right). The velocity potential
φ and the stream function ψ are indicated

With m and C constants to be determined. The velocity component could be found

using the (4.4) and the result is only the radial component
m
u = ∇φ = r0 (4.11)
r
where r0 is the unit vector along r . m > 0 represents a source while m < 0 is a
sink of fluid of strength m. If Q is the flow rate it is found that in two dimensions
m = Q/2π . Notice that the two dimensional case is quite different from the spherical
case when the velocity is u = (m/r 2 )r0 . The different result is due to the fact that
in three dimensions ∇φ = m/r 2 . It is interesting to find in this case the potential ψ.
We use the relations (4.6) in plane polar coordinates

∂φ 1 ∂ψ 1 ∂φ ∂ψ
= =− (4.12)
∂r r ∂θ r ∂θ ∂r
From the first of these relation we get
m
ψ= θ (4.13)
2π
An example of a plane source is shown in Fig. 4.1.

4.2.2 Line Vortex

With a potential like φ(θ ) = kθ the solution of Laplace equation in plane polar
coordinate is
∂φ 1 ∂φ k
ur = =0 uθ = = (4.14)
∂r r ∂θ r
88 4 Aerodynamics and All that

This represents a rotating fluid around a line vortex with k = /2π if  is the
circulation of the flow. It is interesting to verify that the vorticity is zero in this case
and this can be done by evaluating the curl in cylindrical plane coordinates
     
1 ∂u z ∂u φ ∂u r ∂u z 1 ∂(r u φ ) 1 ∂u r
∇ × v = r0 − + φ0 − + z0 −
r ∂φ ∂z ∂z ∂r r ∂r r ∂φ
(4.15)
where the unit vector in the three directions are r0 , φ 0 and z0 . It is clear that ∇ × v =
0. Again it is easy to show, using (4.12) and (4.14), that the stream function for the
vortex is given by
1 ∂φ ∂ψ 
=− ⇔ψ =− log r (4.16)
r ∂θ ∂r 2π
The vortex it is shown in Fig. 4.1b.

4.2.3 Plane Doublet

We can use the potential for a source or sink to find the potential for a doublet consider-
ing that the Laplace equation is linear so that different solution can be superimposed.
We then consider a source at point y = δ/2 and a sink at point y = −δ/2. We have
for the fields
 2 1/2 m  2
φ = m log r = m log x 2 + (y − δ/2 = log x 2 + (y − δ/2 (4.17)
2
An the total field would be

2 
m  2   m x + (y − δ/2)2
φ= log x + (y − δ/2)2 − log x 2 + (y + δ/2)2 = log 2
2 2 x + (y + δ/2)2
(4.18)
The equipotential lines are similar to the field lines of an electric dipole. It can be
shown that in the limit δ → 0 with μ = mδ fixed we have
μ·r
φ=− = μ · ∇ ln r (4.19)
r2

In our case μ is oriented along y so we have φ = −μy/r 2 and using the first of (4.12)
we have μx
ψ =− 2 (4.20)
r
There is a more intuitive way to present the doublet. As a matter of fact we can obtain
a doublet by placing two point sources at distance d as shown in Fig. 4.2a. In this
case our stream function is
4.2 Elementary Potential Flows 89

Δθ m
dθ
2πc

θ1 θ2 a
source +m θ
sink -m
d

Fig. 4.2 The doublet constructed from a source and sink

m m
ψ= (θ1 − θ2 ) = − θ (4.21)
2π 2π
Now we want d to go to zero while keeping the strength of the doublet μ = md
fixed. As shown in Fig. 4.2b, when d decreases we have
 m
ψ = lim − dθ (4.22)
d→0 2π

dθ = d sin θ/(r − d cos θ )

And as consequence
μ sin θ
ψ =− (4.23)
2π r
The streamlines are obtained putting this expression to some constant value c so we
have μ
r =− sin θ (4.24)
2π c
In plane polar coordinate this represents a circle with radius μ/2π c with the center
above the origin. The streamlines for a doublet are then circles tangent to x axis for
different values of c as shown in Fig. 4.2c.

4.2.4 Non-lifting Flow over a Circular Cylinder

We now demonstrate that a combination of a uniform flow and a doublet produces a

flow over a circular cylinder. The uniform flow with velocity V∞ along the x direction
is simply
ψ = V∞ y = V∞r sin θ (4.25)
90 4 Aerodynamics and All that

A,B stagnation points Lifting flow over

a cilinder

A B PLUS EQUAL

Non lifting flow Vortex of

over a cilinder strength Γ

Fig. 4.3 The lifting flow over a rotating cylinder as a sum of the flow over a cylinder plus a vortex
of strength 

So that the combination with (4.23) gives

   
μ sin θ μ R2
ψ = V∞r sin θ − = V∞r sin θ 1 − = V∞r sin θ 1 − 2
2π r 2π V∞r 2 r
(4.26)
where we have put R 2 = μ/2π V∞ that actually represents the radius of the cylinder.
The velocity components are
 
1 ∂ψ R2
Vr = = 1 − 2 V∞ cos θ (4.27)
r ∂θ r
 
∂ψ R2
Vθ = − = − 1 + 2 V∞ sin θ (4.28)
∂r r

We now introduce the concept of stagnation point where the velocity is zero.
Putting to zero both Eqs. (4.27–4.28) we find that such point is located in (r, θ ) =
(R, 0) and (R, π ). These two points are indicated by A and B in Fig. 4.3. Inserting
these values in the equation for the stream function (4.26) we obtain ψ = 0 that
implies  
R2
V∞r sin θ 1 − 2 = 0 (4.29)
r

Which is satisfied for r = R that is the circle with center in the origin shown in
Fig. 4.3. The radius of the cylinder is related to the velocity of the flow and the
doublet strength μ. 
μ
R= (4.30)
2π V∞

Notice that the entire flow field is symmetrical about the vertical and horizontal axis,
so that the pressure fields are symmetrical and there is no net force on the cylinder.
Now it is easy to accept that there is no lift on the cylinder while it is harder to
recognize there is no drag. We all know that a body in moving fluid experiences a
4.2 Elementary Potential Flows 91

drag. This is also known as D’Alembert paradox and we know that at that time they
simply neglected the viscous effect as we have already studied for the Stokes drag.
On the other hand. there is a way to obtain the lift from a cylinder if you just make
it spinning around its axis: it is what is known as Magnus effect.

4.2.5 Lifting Flow over a Rotating Circular Cylinder

Consider now, as shown in Fig. 4.3, to add a non-lifting flow over a cylinder to a
vortex of strength . Just sum up the stream function (4.26) with the (4.16). We have
 
R2 
ψ = V∞r sin θ 1 − 2 + ln r + const (4.31)
r 2π

The constant derives from the integration of the vortex stream function and we
may choose it in such a way that ψ = 0 for r = R, that is const = −(/2π ) ln R
 
R2  r
ψ = V∞r sin θ 1 − 2 + ln (4.32)
r 2π R

From this we can obtain the velocity components

   
R2 R2 
Vr = V∞ 1 − 2 cos θ Vθ = −V∞ 1 + 2 sin θ − (4.33)
r r 2πr

We can find the stagnation point by imposing these to be zero at r = R. From the
second equation we have
 

θ = arcsin − = arcsin(B) (4.34)
4π V∞ R

where B = − (/2π V∞ R). We see that if B < 2 there are two solutions θ =
− arcsin(B/2) and as B increases the solution move around and coalesce for B = 2
and θ = 3π/2: When B > 2 there is only one stagnation point that lies outside the
surface of the cylinder at

r B B2 3π
= + −1 θ= (4.35)
R 2 4 2
These different cases are illustrated in Fig. 4.4 where we see that streamlines are no
longer symmetrical with respect the horizontal axis. The net force in the y direc-
tion results from the pressure on the surface of the cylinder that coincides with a
streamline. So we have from the Bernoulli theorem
92 4 Aerodynamics and All that

Γ Γ Γ
<2 =2 >2
2 π VR 2 π VR 2 π VR

Fig. 4.4 The stream function over a rotating cylinder as a function of the parameter B = /2π V R.
Notice the position of the stagnation points

p + 21 ρu 2 = const, on r = R (4.36)

therefore
 
V
p = ρ −2V 2 sin2 θ + sin θ + const on r = R (4.37)
πR

where V∞ is now simply V . As we have observed the stream function is symmetrical

to the y axis (changes θ in π − θ so that the net force must be perpendicular to the
horizontal axis. The elementary force on the cylinder is simply p Rdθ and the vertical
components is − p R sin θ dθ . The net force on the cylinder is then
 
2π
V
ρ −2V sin θ +
2 2
sin θ R sin θ dθ = −ρV  (4.38)
0 πR

This result shows that there is a positive lift if  < 0 (that is the cylinder rotates in
clockwise fashion), and there are obvious reasons for that. On top of the cylinder the
rotation velocity sums up with the incoming stream producing high speeds and low
pressures. Beneath the cylinder, the circulatory flow opposes the incoming stream
leading to lower velocity and higher pressure. This result is also called Magnus effect
and preludes to a what is called Kutta-Zhukovsky theorem that gives the formula for
the lift of a wing. To arrive to that we need to make some more progress.

4.2.6 The Kutta-Zhukhovsky Lift Theorem

In the previous paragraph we have shown that the drag on a circular cylinder is zero,
while the lift is −ρV . These results are valid for a cylinder of any section and this
is known as Blasius theorem that is the basis to obtain also the lift for a “cylindrical”
wing.
4.2 Elementary Potential Flows 93

Consider a cylinder with arbitrary section surrounded by a fluid. Let us call L the
lift and D the drag, as for an inviscid flow only the normal pressures are exerted, we
could write these two elementary forces as

d D = − pdy d L = pd x (4.39)

We can form the complex quantity

d D − id L = − pdy − i pd x = −i p(d x − idy) = i pdz ∗ (4.40)

with complex variable z ∗ = x − i x. The total force on the body is then


D − i L = −i pdz ∗ (4.41)
C

In this case C represents the contour that coincides with the section of the cylinder.
The pressure can be found from the Bernoulli equation

1
p∞ + ρV 2 = p + 21 ρ(u 2 + v2 ) = p + 21 ρ(u + iv)(u − iv) (4.42)
2
where now u and v are the velocity components along x and y. Substituting for the
pressure in (4.41), we have

 
D − i L = −i p∞ + 21 ρV 2 − 21 ρ(u + iv)(u − iv) dz ∗ (4.43)
C

Now the integral of constant terms is zero while the complex number u + iv can be
written as 
u + iv = u 2 + v2 eiθ dz =| dz | eiθ

Notice that this element dz is parallel to the contour and the quantity (u + iv)dz ∗
is real, so we can equate it to its complex conjugate (u + iv)dz ∗ = (u − iv)dz.
Equation (4.43), becomes
  2
i dw
D − iL = ρ dz (4.44)
2 C dz

where we have introduced the complex velocity dw/dz = u − iv. Equation (4.44),
constitutes the Blasius theorem and applies to any plane irrotational flow. We now
apply this theorem to a steady flow around the airfoil assimilated to a cylindrical body
with a clockwise circulation  with the velocity at infinity with magnitude V and
the flow parallel to the x direction. Then the flow can be considered a superposition
of a uniform stream and a set of singularities like vortex, doublet, source and sink.
Taking the contour C at large distance from the body all the singularities seem to be
94 4 Aerodynamics and All that

dθ
V θ
(b)
dz
θ p dy

v
p dx

(a)

Fig. 4.5 The Blasius theorem for a generic cylinder (a) and the calculation of the lift produced on
an airfoil (b)

located in the origin z = 0. We can now switch to the complex representation and
write the potential in the form

m i μ
w = Vz + ln z + ln z + + · · · (4.45)
2π 2π z

We recognize the uniform flow, the source, a clockwise vortex and a doublet. Because
the contour is closed the net mass efflux must be zero and so m = 0. Then applying
the Blasius theorem, we have

2
iρ i μ
D − iL = V+ ln z − 2 + · · · dz (4.46)
2 C 2π z

From the theory of complex variables the integral can be found to be (see Appendix)

 
iρ iV
D − iL = 2π (4.47)
2 pi

which implies
D=0 L = ρV  (4.48)

The same results could be obtained without recurring to the complex variables.
Consider then an airfoil as depicted in Fig. 4.5b, which generates a circulation 
when immersed in a fluid with density ρ and uniform flow V . Consider a circuit of
radius r large with respect to the dimension of the airfoil. The airfoil lift upward
must be equal to the sum of the pressure force on the whole periphery of the circuit.
For the moment we will neglect the reaction to the change of downward momentum
of the air that we will see in a while. Actually, given the dimension of r , large with
respect to the airfoil, this effect can be neglected. On the circular boundary, the local
pressure is p and the velocity is the sum of the free stream velocity (V ) and the
4.2 Elementary Potential Flows 95

one induced by the circulation v. So, if we apply the Bernoulli equation between the
location of the airfoil and the circular path, we have

1 1  
p0 + ρV 2 = ρ V 2 + v2 + 2V v sin θ
2 2

So that (neglecting v2 with respect to V 2 )

p = p0 − ρV v sin θ

On the element subtended by the angle δθ the pressure force is − pr sin θ δθ so that
substituting for p the total contribution to lift is given by
2π
L1 = − ( p0 − ρV v sin θ )r sin θ dθ = ρπ V vr
0

Now, we must take into account the contribution to the lift due to the increase of
the mass flow through the boundary. The mass flow is ρV r cos θ δθ and due to the
velocity increase v cos θ the rate of change of downward momentum is

−ρV r cos θ δθ (v cos θ ) = −ρV vr cos2 θ δθ

and the inertial contribution to the lift will be

2π
L2 = ρV vr cos2 θ dθ = ρπ V vr
0

so the total lift

L = L 1 + L 2 = 2ρπ V vr.

Substituting to the change of velocity expressed in terms of the circulation


v=
2πr
we get the result of (4.48).

4.2.7 Lift from the Deflection of Air Stream

There is a very simple argument to show that the deflection of the air stream produced
by the airfoil can produce lift. Consider the wing constituted by a simple thin plate
inclined of some angle α (as in Fig. 4.6), with respect to a uniform air stream. When
leaving the wing the flux is deviated by the same angle α and the lift equals the change
96 4 Aerodynamics and All that

D 2

L C
D V a 1
α
3
α
A 4

Fig. 4.6 The lifting from the deviation of the flow. On the left, the airfoil is reduced to a thin plate
inclined to an angle α. 

of momentum in the vertical direction L = dp/dt where p is the momentum. Now

consider a wing of span l in a stream of thickness a (Fig. 4.6b). The mass flow is
simply
dm
= alρV
dt
The vertical component of the velocity after leaving the wing is Vv = V sin α so that
the upward force is
dm
F= V sin α = alρV 2 sin α
dt
Referring now to Fig. 4.5 we can evaluate the circulation on the path shown, where
the only contribution is from path 3 that is equal to
a
V sin α ≈ V a sin α
cos α
and the circulation  ≈ V a sin α Substituting the circulation in the expression for
the force we have for the lift (remember is force per unit length)

F
L= = ρV  (4.49)
l
that is the Kutta-Zhukhovsky result. We now derive the same result in a more detailed
way. First of all, we consider the equation of motion in a steady condition and in
absence of body force, that is
ρ(v · ∇)v = ∇ p

Following Acheson, we write this equation in the form

 
∂u ∂u ∂p
ρ u +v =−
∂x ∂y ∂x

where u and v are the x and y components of the velocity. We now neglect ρ and
take the volume integral of this term
4.2 Elementary Potential Flows 97
   
∂u ∂u ∂(uu) ∂(uv)
u +v dV = + dV
V ∂x ∂y V ∂x ∂y

This equality can be easily verified considering that the ∇ · v = 0. The integrand on
the left is the divergence of the vector uv, and using the divergence theorem we have
 
∂(uu) ∂(uv)
+ d V = (v · n)ud S
V ∂x ∂y S

where n is the normal to the surface S enclosing the volume V . Therefore, we have

∂p
ρ(v · n)ud S = − dV = − ( pn x )d S
S V ∂x S

In vectorial form
( pn)d S = ρv(v · n)d S. (4.50)
S S

In the relation above ρu is the momentum per unit volume of the fluid element and
(u · n)d S is the volume rate at which the fluid is leaving a small portion d S of the
surface S. The equation states that the total force (integral on the left) on S is equal
to the rate at which the momentum is leaving S.

Appendix

Complex Variables

Integration

A complex number z is defined as

z = x + i y or in polar coordinates z = r eiθ (4.51)

where
r = (x 2 + y 2 )1/2 tan θ = y/x (4.52)

A function of complex variable f (z) can be written in terms of real and imaginary
parts
f (z) = g(x, y) + i h(x, y) (4.53)

And the derivative can be made in the x or y direction

98 4 Aerodynamics and All that

y y

C2

C2
C C1
Z0 Z0
C0

C1
Cn

x x
(a) (b) (c)

Fig. 4.7 The integration in a multiply connected region, (a). The region of Laurent series expansion,
(b) and (c) the integration of a function with singularities

df ∂g ∂h df ∂g ∂h
= +i = +i (4.54)
dz ∂x ∂x dz ∂y ∂y

Because the derivative must be independent of the direction of differentiation we

must have
∂g ∂h ∂g ∂h
= =− (4.55)
∂x ∂y ∂y ∂x

These equalities are called Cauchy-Riemann conditions, and guaranty the differen-
tiability of the complex function. The function is analytic if the real and imaginary
parts satisfy the Laplace’s equations. The points of a region where the f (z) is ana-
lytic are called regular or singular where the function is not. We now consider the
integral of complex function
B
f (z)dz
A

If the function f (z) is analytic the integral is the same independent of the path
connecting A to B. This implies that the integral on a closed path is zero. This is
known as Cauchy integral theorem. Consider now a curve C that surrounds n curves
C1 , C2 , . . . Cn ad in Fig. 4.7. The application of the Cauchy theorem to this region
for a function which is analytic inside C and outside the n curves gives the result
   
f (z) dz = f (z) dz + f (z) dz + · · · + f (z) dz (4.56)
C C1 C2 Cn

Consider now different cases. In the first one, the function is analytic at all points
within a circle C0 with center in z 0 , then the function can be represented by the Taylor
series
f n (z 0 )
f (z) = f (z 0 ) + f (z 0 )(z − z 0 ) + · · · + (z − z 0 )n (4.57)
n!
Appendix 99

Consider now as in Fig. 4.7b the circle C1 and C2 with center in z 0 and a function
f (z) analytic between these two circles. Then the function can be represented by the
Laurent series
∞

f (z) = An (z − z 0 )n (4.58)
−∞

Consider now the integration of a function f (z) with singularities. As shown in

Fig. 4.7c, the function is analytic inside C except for z 0 . Then surround the singularity
with a circle C0 and write the function as a Laurent power series. The integral around
C is then  
∞
f (z) dz = An (z − z 0 )n = 2πi A−1 (4.59)
C −∞ C0

where A−1 is the coefficient of the term (z − z 0 )−1 and is called the residue of the
function f (z) at the point z 0 . As generalization if f (z) is analytic inside C except
for a number of singularities N then (4.59) becomes
 
N
f (z) dz = 2πi A−1 z( j) (4.60)
C j=1

Conformal Mapping

Consider the function f (z) = x + ı y that generates a pair of values (u, v) in the w
plane. Then each value of f represents a point in the z plane and a corresponding value
in the w plane. The function f (z) then transforms points or curves from the z plane
to the w plane and when the function is analytic the mapping is called conformal,
and has interesting properties that can be illustrated with examples.
Consider for example the simplest case of the complex function

φ + ıψ = x + ı y

The function may represent a fluid flow ad shown in Fig. 4.8, with horizontal stream-
lines ψ = ı y and equipotential lines φ = x. We now apply a transformation that maps
√
the z plane in the w plane with the function w = u + ıv = z. The transformation
reads
(u + ıv)2 = x + ı y ⇒ u 2 − v2 = x = φ 2uv = y = ψ

So at each value of ψ corresponds the hyperbola uv = ψ/2 while for each value
of φ we have an hyperbola rotated of an angle π/4. Notice that the lines that were
perpendicular in the z plane remain as such in the w plane.
Another example refer to the properties of the Cauchy-Riemann relations (4.6).
We consider the complex potential
100 4 Aerodynamics and All that

1
1

0.8 0.8

0.6 0.6
ψ v
0.4 ψ=0.2
mapping 0.4
0.2
Φ=0

0 0.2
-1 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0
Φ
Z=x+iy PLANE 0 0.2 0.4 0.6 0.8 1.0
u

√
Fig. 4.8 The mapping of a uniform flow (left) to a right angle corner flow, w = z

1.8
w=z π/3
1.6

1.4

1.2

0.8

0.6

0.4

0.2

0
0 0.2 0.4 0.6 0.8 1.0

Fig. 4.9 Same as Fig. 4.8 for a different angle. The arrows indicate the direction of flow

φ + ıψ = Az π/α

where
φ = Ar π/α cos(π θ/α) ψ = Ar π/α sin(π θ/α) (4.61)

We can obtain the velocity components (real and imaginary) as

∂φ ∂ψ ∂φ ∂ψ
Vr = = Vi = =− (4.62)
∂x ∂y ∂y ∂x

As consequence the complex velocity

π (π−α)/α
W = Vr + i Vi = Az (4.63)
α
Appendix 101

From (4.61), we see that ψ = 0 for θ = 0 and θ = α and the stream function repre-
sents the flow in a corner of angle α as in Fig. 4.8b, drawn for α = π/3. Notice that
for y ≈ 0 the velocity is parallel to the horizontal axis and for θ = α the velocity is
again constant (Fig. 4.9).

Application to the Kutta-Zhukhovsky Lift

First of all we have to reformulate our potential flow theory in terms of the complex
variables and we have used this concept already when we have written the generalized
complex potential as F = φ + ıψ. So, we will start to generalize the potential of a
rotating cylinder in uniform flow with the center of the cylinder located at the point
z 0 . The potential will be

me−iα  z − z0
Fz = V e−iα (z − z 0 ) + +i (4.64)
z − z0 2π a

where the symbols are the same we have used for the paragraph (4.2.4), except for R
substituted by a. Now we have to require that the flow around the circle z − z 0 = aeıθ
to be zero, This implies that for z on the circle the imaginary part of F be zero and
from (4.64), we must have m = V a 2 . Then the velocity can be calculated

d Fz V a 2 e−iα  1
= V e−iα − +i (4.65)
dz (z − z 0 )2 2π z − z 0

This is our complex velocity in the z plane, and our plan is to map the cylinder in
this plane to an airfoil in the w plane (Fig. 4.10). The transformation is the following
known as Zhukhovsky transformation

zt

wt

Fig. 4.10 The mapping of a rotating cylinder into an airfoil. Notice the stagnation points on the
cylinder correspond to the leading and trailing edges of the airfoil
102 4 Aerodynamics and All that

b2
w=z+ (4.66)
z

Before discussing the implications of such transformation we need to define the so-
called Kutta condition that states that portions of fluid flowing above and below the
surface of an airfoil must meet at the trailing edge. This requirement has originated
a debate on the real cause of the lifting. If the Kutta condition is met then the fluid
flowing above must have a greater velocity than the fluid flowing below, so that for
the Bernoulli equation the pressure above the airfoil is less than the pressure below.
Then people ask how the first planes could fly having as wing just curved canvas or
how a plane can fly upside down.
Refer now to Fig. 4.10, and we see that the trailing edge wt on the airfoil will map
to the point z t on the cylinder and we have z t = z 0 + aeıβ with 0 < β < π/2. The
Kutta condition means that (4.65) be put to zero so we have

d Fz   iβ
 = V e−iα − V e−i(α+2β) + i e =0 (4.67)
dz zt 2πa

so that
2πaV  i(α+β) 
= e − e−i(α+β) = 4πaV sin(α + β) (4.68)
i
And following the Kutta-Zhukhovsky theorem the lift is given by

L = ρV = 4πρaV 2 sin(α + β) (4.69)

We now can derive the velocity in the mapped space. In the original z space we have
for the velocity
dF ∂φ ∂ψ
= +i = Vr − i Vi (4.70)
dz ∂x ∂x

In the same way we can obtain by chain rule

d Fw d Fw dz
=
dw dz dw

And in the case of the Kutta-Zhukhovsky transform becomes

d Fw Vz
=
dw (1 − b2 /z 2

Now go back to the transform (4.66) to make an example. We use the simplest form
in which b = 1, then we have
 
1 x y
u + ıv = x + ı y + =x+ 2 +ı y− 2 (4.71)
(x + ı y) (x + y 2 ) (x + y 2 )
Appendix 103

Separating real and imaginary parts we get

x y
u=x+ v=y− (4.72)
(x 2 + y2) (x 2 + y2)

Now the module | z |= 1 that implies x 2 + y 2 = 1 and the final results is

u = 2x v=0 (4.73)

So the circle is mapped into a flat plate on the real number line from −2 to 2.

The Physics of Sailing

Sailing is perhaps the oldest way of moving across long distances. Today, it is mainly
practiced for fun although in many places around the world is still used as transporta-
tion or fishing. We have now the basics to study sailing and we can start from the
examination of the forces acting on a boat. In Fig. 4.11, we see that in the atmosphere
the force developed from the sail Fs is summed to Fk that is the force developed under-
water by the keel. The resultant is the net force (Fn ) that propels the boat. When the
velocity is constant Fn is balanced by the drag, Fd . Both the sail and the keel work
on the same principle as the wing. The curved surface of the sail presents some kind
of attack angle with respect to wind while the keel is inclined with respect to the
water current. We can see that actually the boat moves “against” the wind and this is
quite different from what happened for the old sailing ships that were “pushed” by
the wind. Read the interesting paper by V. Radhakrishnan (1997) which discusses all
the details. About the drag, we will neglect for the moment all the problems created
by the waves generated by the motion of the boat. Following what we have learned
so far, we can write the expression for the lift (L) and the drag (D) as

L = 21 Cl ρVa2 A D = 21 Cd ρVa2 A (4.74)

where Va is the velocity of the boat and A is the projected area of the sail (or keel).
Cl or Cd are the lift and drag coefficients that are the proportionality constants with
respect to the dynamic pressure (1/2)ρV 2 .
To obtain the equation of motion, we have to define the apparent fluid velocity
Va , which is the velocity of the fluid in the boat rest frame. The other important
velocity components are the velocity of the boat (V) and the fluid velocity Vt which
is measured in the frame of reference attached to Earth. It is quite evident that

Vt = V + Va

Then we have to define a few more angles in the atmosphere and in the water. In the
atmosphere the angle between the apparent velocity Vaa is called θa while the angle
104 4 Aerodynamics and All that

direction
wind of motion Fn y γ
V
Vt Va,a
Fk β−γ
water
Fs
Fk π-(α−γ) V
a,a
Fs
Fd β
π/2-α Vt,a
V
γ x
β
α
Ls

y
y y
Va,a Va,a Vt,a

α
β β γ θsb
θa
Lh x
V
θcl x γ
Ls x
Dh V
θsb Da

Fig. 4.11 The top row: the composition of the forces acting on the sailboat, the angles and velocity
discussed in the text. The composition of the apparent velocity with the boat velocity. Bottom
row: the first two figures angles and forces discussed in the text, and finally the case worked out
analytically

of the sail boom θsb determines the angle θcl of the axis of the boat with respect our
x axis. Finally, β is the angle with respect to the same x axis with of the apparent
velocity. Referring to Fig. 4.11 we have

θa = β − θcl − θsb

The attack angle for the keel θh will be simply the difference between the angle of
the centerline θcl and the angle of the vector V with the x axis that we will call γ . so
that we have
θh = θcl − γ

To write down the equation of motion for the boat refer to Fig. 4.10a

d Vx
m = L s sin β − Ds cos β − L h sin γ − Dh cos γ (4.75)
dt
d Vy
m = L s cos β − Ds sin β + L h cos γ − Dh sin γ (4.76)
dt
Some simplification is possible, if we assume there are no currents in the water, so
that the fluid velocity that determines L h and Dh is just the negative of the boat
velocity that can be related to the “true” air speed Vta so that referring to Fig. 4.11,
Appendix 105

and using the law of sines we have

V = Vta sin(α − β)/sin(β − γ ) (4.77)

The forces L s and Ds depend on the apparent air velocity Vaa that can be expressed
as a function of Vta as

Vaa = Vta sin(α − γ )/sin(β − γ ) (4.78)

The equations of motion (4.75) and (4.76), can be solved analytically only in a very
simple case when the sail is normal to the wind. In this case, the problem becomes
one-dimensional and the equations reduce to just one in the direction of the wind.
We have
dV 1 1
m = Cds ρ As (V − Vta )2 − Cdh ρw Ah V 2 (4.79)
dt 2 2
where ρ and ρw are the densities of air and water, respectively, As and Ah are the
surface of the sail and of the immersed body, and Cds and Cdh the coefficient for the
sail and the boat. We put K a = 21 Cds ρ As /m and K h = 21 Cdh ρ Ah /m and solve the
equation.
dV
= K a (V − Vta )2 − K h V 2 (4.80)
dt
Which has the solution
 −1
V = Vta 1 + (K h /K a )1/2 coth(t/τ ) (4.81)

where τ −1 = (K h K a )1/2 Vta . As t → ∞ the velocity approaches the equilibrium

speed for the downwind situation
 −1
V (∞) = Vta 1 + (K h /K a )1/2

The conclusion is that if the hull drag is negligible (K h ≈ 0) the limit velocity
coincides with the wind velocity. The range of values for the ratio K h /K a can be
found from the definition
Kh ρw Cdh Ah
=
Ka ρa Cds Aa

Considering that ρw /ρa ≈ 1000, Cdh ≈ 0.01 − 0.1, Cds ≈ 1 we obtain

Ah Kh Ah
10 < < 100
Aa Ka Aa

The real value K h /K a ≈ 6 so the ratio V (∞)/Vta ≈ 0.3

106 4 Aerodynamics and All that

The Flight of Golf Balls

The physics of golf ball has been discussed more than a century ago (1893) on paper
by P.G. Tait on Nature. We present here a more simple treatment as an application
of the Magnus effect. We then consider that the golf ball is subjected to the force of
gravity, the air resistance (drag) and the Magnus force. The drag resistance follows
the usual expression
D = 21 C D ρ AV 2

where C D is the drag coefficient, ρ is the density of air, A is the surface area and V
the velocity. The real news, in this case, is how to express the Magnus force that we
could write as
FM = S(ω × V)

where ω is the angular velocity and S is a proportionality constant. As a consequence,

the components of the last force can be written as

FM x = S(ω y w − ωz v)
FM y = S(ωz u − ωx w) (4.82)
FM z = S(ωx v − ω y u)

where u, v, w are the components of the velocity in the three directions and the same
for the angular velocity. We assume z to be the vertical axis and x and y the horizontal
axis. The equations of motion in the tree directions are then

d2x S
= − (ω y w − ωz v)
dt 2 m
d2 y S
= − (ωz u − ωx w) (4.83)
dt 2 m
d2z S
2
= −g − (ωx v − ω y u)
dt m
These equations are easily integrated, if the orientation of ω is specified beside
the characteristic of the ball (radius and mass). Also, the angle of attack must be
specified, that is the angles the initial direction makes with the axes.
There is an additional variable specific for golf balls that influence the drag coef-
ficient. Golf ball has a dimpled surface, that is, the surface is not smooth but presents
some rounded small hollows. This feature makes the air surrounding the ball more
turbulent decreasing the low pressure that is generated behind a smooth ball. This
makes a stronger Magnus effect and decreases the drag coefficient. We have inte-
grated equations (4.83), in a number of circumstances, and the result is shown in
Fig. 4.12. All the cases must be compared with the ball flying in a medium where the
drag is negligible.
Appendix 107

80

no drag
50

60
40 Cd=0.15
“dimple” ball
40
30
z (m)
z(m)

40
30
20

20 2
v drag 10 Cd=0.25
20
10 0
0
0

150
0 20 40 60 80 100 -10
100
0 100 200 300 400 -20
Y (m) 50 X (m)
X (m)
-30 0

Fig. 4.12 On the left, the results of the integration are shown. The plot shows the no drag cases,
the cases with the dimple ball and the cases with the drag proportional to v 2 . Notice the different
scales for z and x. On the right, the case for the dimple ball is shown with a three-dimensional plot.
The initial angle was 60◦ and the ω components were different from zero only for ωx and ωz . The
trajectories for Cd = 0.15 and 0.25 are reported

Then we move to the case where a drag is introduced proportional to the square of
the velocity. Then we make the case when the Magnus effects is considered both on a
smooth and a dimple ball. We have considered a drag coefficient of 0.25 for a smooth
ball and 0.15 for a dimpled ball, while for S we have used a value of 5 × 10−5 kg.
The ball is a standard ball with m = 41 g and radius 21 mm.

The Flight of a Frisbee

The name “frisbee” originates from the pies shape of the Frisbee Pie Company of
Bransford, Connecticut in the late 1800. Possibly, the Cookie tin lids or Pie-tins were
the first prototypes for the frisbee. The invention of plastics in the 1940, was crucial
for the marketing of the frisbee whose detail was important for a successful flight of
the object. An essential feature for the flight of the frisbee is its rotation and its shape.
As shown in Fig. 4.12a, above the leading edge the trajectories of the air molecules
are curved and this develops some difference of pressure and then lift. In the absence
of rotation, the lift force is positioned ahead of the center of gravity and this would
cause a torque that would disrupt easily the flight. As shown in Fig. 4.12b, the rotation
introduces a gyroscope effect so that the “nose up” tendency implies a rotation of
the plane of the disc that would make it to bank to the left with respect to direction
of flight. The angular momentum of the frisbee is important and for this reason, the
rim of the disc is thicker in such a way to maximize the angular momentum when it
spins.
The motion of the frisbee is quite complex and should be assimilated to the motion
of a rigid body in three dimensions. The equations of motion are referred to a system
of axes (x1 , y1 , z 1 ) fixed with the Earth and the other (x2 , y2 , z 2 ) attached to the disc
(Fig. 4.13b). The two systems are related by a sequence of rotation defined by the
108 4 Aerodynamics and All that

(c)
Lift
Flow

bank left y2
cp x2
nose up cg

Φ Θ
Ω Ψ
x1

x y1
pitch, q
roll, p
(a) z2
yaw, r
y z
(b) z1

Fig. 4.13 In a we show the interaction of the frisbee with the air flow, In the b the torque produced
by the lift and the weight coupled with the rotation induces a roll movement to the left and a nose
up pitch. In c the references systems of the frisbee (x2 , y2 , z 2 ) and the fixed system (x1 , y1 , z 1 ) are
shown

Euler angles φ, θ and ψ. They correspond in this case to the standard aeronautical
angles of yaw, pitch and roll. We start by specifying the matrix of the moment of
inertia
 
 Ix 0 0 
 
 0 Iy 0  (4.84)
 
 0 0 Iz 

where Ix = I y and the component of the angular velocity

 
 0 −r q 
 
 r 0 − p (4.85)
 
−q p 0 

Figure 4.13b shows that with respect the direction of flight the component p corre-
sponds to the roll, q corresponds to the pitch and r to yaw. This is rather counter
intuitive but we like to maintain the convention used in the literature. The equation
of motions are those for a rigid body in the reference frame of the disc, that is for the
center of mass  
dv
F=m +ω×v (4.86)
dt

And the momentum

dω
M=I + ω × Iω (4.87)
dt

These equations derive from the fact that we go from an inertial system (x1 , y1 , z 1 )
to the one fixed with the disc. Equations (4.86–4.87) do not specify completely the
problem because we have to write equations that involves the angles θ , φ and ψ that
are function of the components of the angular velocity (4.85) and the momentum.
For the detailed treatment the papers by Potts and Crowther (2002) and Hummel and
Appendix 109

Hubbard (2000) are essential. We can illustrate a simple case to derive expression
for the disc roll and pitch rate as a function of the applied pitch and rolling moments.
We write Eq. (4.87), in the matrix form
⎡ ⎤ ⎡ ⎤ ⎡ ⎤
L Ix ṗ qr (Iz − I y )
⎣ M ⎦ = ⎣ I y q̇ ⎦ + ⎣ r p(Ix − Iz ) ⎦ (4.88)
N Iz ṙ pq(I y − Ix )

This equation simplifies when we remember that Ix = I y

L = Ix ṗ + qr (Iz − I y )
M = I y q̇ + r p(Ix − Iz )
N = Iz ṙ

In these equations, L is the rolling moment, M the pitching moment and N the yaw.
In a horizontal flight path the yawning moment can be neglected and the equations
reduce to
L = Ix ṗ + qr (Iz − I y )
(4.89)
M = I y q̇ + r p(Ix − Iz )

The two moments are given by

1 2 1 2
L= ρv cSC L , M= ρv cSC M (4.90)
2 2
where S is the surface of the disc, C L and C M are the coefficient for pitching and
rolling and c is the diameter. We now neglect the angular acceleration that is ṗ =
q̇ = ṙ = 0 and assume that the disc is thin and axisymmetric in such a way that
Ix = I y = 21 Iz and in that case the Eq. (4.89) reduce to

2L 2M
q= ; p= (4.91)
r Iz r Iz

This result express the fundamental effect of gyroscopic precession on the dynamics
of the disc. For a positive spin rate r , a positive rolling moment L causes a positive
pitch q, and a positive pitching moment M cause a roll-left p wing down. This
is shown in Fig. 4.13b. Since the aerodynamic rolling moment is very small the
precessional pitch rate is negligible.
To end up with this simplified treatment of the frisbee flight we can consider a
very unreal case in which the flight takes place in the z (vertical), x (horizontal)
plane. In this case, we need to take into account only the gravity g, the drag force
and the lift. The drag force is given by

1
D= C D ρ Sv2 (4.92)
2
110 4 Aerodynamics and All that

Fig. 4.14 The solutions for a 3

very simple two-dimensional
flight of the frisbee with α = 15°
different attack angles
2

z(m)
α = 10°

1
α = 5°

0 2 4 6 8 10 12
x (m)

where the drag coefficient C D is expressed as

C D = C D0 + C Dα (α − α0 )2 (4.93)

where C D0 is called form drag and C Dα is called induced drag and α is the angle of
attack while α0 is the angle that produces the minimum lift that is about −4◦ degrees.
The lift L is given by
1
L = C L ρ Sv2 (4.94)
2
where again C L is the lift coefficient.The equations of motions are then

d2x 1
=− C D ρ Sv2
dt 2 2m (4.95)
d2z 1
2
= −g + C L ρ Sv2
dt 2

With the initial conditions d x/dt = v0x = v0 cos(α) and dz/dt = v0z = v0 sin(α).
In Fig. 4.14 some results are shown for an initial velocity of 14 m/s and different
angles of attack.

Ground Effects

When a plane is landing we may have the impression of some floating of the aircraft
before touching the ground. This is much more evident for a glider or for the deadstick
landing of the space shuttle. The most obvious explanation would be that some kind
of “air cushion” develops below the plane which is responsible for the floating.
Actually, we will show that the effect is due to a decrease of the induced drag on
the wings of the plane. The same effect is responsible for some catastrophic crash at
Appendix 111

Di
V
αi L
streamlines
V

αeff
α
αi
V
w
αi local relative
wind

low pressure

high pressure
(a) (b) (c)

Fig. 4.15 In a the mechanism that produces the tip vortexes (b) it is shown. In c the quantification
of the downwash is illustrated

take-off especially for overweight planes. As soon as they take off the reduced drag
facilitates the ascent but then as soon as some altitude is gained the ground effect is
lost and the plane may crash. First, we need to explain what is the induced drag and
then we need to apply that to our problem.
We have seen that the lift of the wing is generated by the pressure difference
between the underside and the surface of the wing, and we determined that the velocity
around the wing may be related to circulation  by the relationship v = /2πr .
These considerations imply that vortexes will be generated around the boundary of
a finite wing as shown in Fig. 4.15. In particular, the tendency around the wing tip
will produce a velocity component toward the wing root of the upper side and the
opposite on the underside so that vortexes are generated from the wingtips. The
vortexes in large planes (like a 747) may generate enough disturbance of the flow to
affect seriously the flight of smaller planes. The vortexes tend to drag the surrounding
air producing a small downward component of the velocity that corresponds to the
downwash. If we indicate this component with w, we see that combined with the free
stream velocity V∞ , it will produce a relative velocity that has a different, smaller
inclination than the real angle of attack as shown in Fig. 4.15. In turn, this different
inclination will produce a horizontal component of the lift L, and thus what it is
called an induced drag.
To calculate this induced drag, we may refer to an example reported in the book
by Houghton, for a plane of weight W and span 2s flying near the ground at altitude h
and speed V . We recur to the method of images. In this case, the wing is assimilated
to a line with the associate vortexes on the tip (Fig. 4.16b).
The ground plane is simulated by placing a wing “below” the ground which is
symmetric with respect the real wing so that there are no vertical component of
velocity on the separation horizontal plane. From Fig. 4.16, we can evaluate the
change in downwash as

0 0
w = cosθ1 + cosθ2 (4.96)
4πr1 4πr2
112 4 Aerodynamics and All that

Γ θ1 θ2
Γ Γ Γ0 Γ0
wing
Γ y
h
Γ
ground plane ground plane
x
-Γ
h
-Γ θ2
θ1
- Γ0 - Γ0
y -Γ image
-Γ -Γ
s’ s’

Fig. 4.16 On the extreme left the three dimensional images are shown for a schematic horseshoe
vortex. At the center the front view is shown and on the extreme left the calculation of the downwash
is illustrated

Expressing the cosine as cos θ1 = (s + y)/r1 and cos θ2 = (s − y)/r2 we have

 
0 s + y s − y
w = 2
+ (4.97)
4π r1 r22

On an elementary span δy the changes in lift δl and in vortex drag dv will be

δl w ρV 0 δy w
δl = ρV 0 δy dv = = (4.98)
V V
The total change in drag Dv is obtained by integrating (4.98) over the wing span
s  
ρ02 s + y s − y
− Dv = 2 2
+ dy
0 4π r1 r22

From the geometry, r12 = 4h 2 + (s + y)2 and r22 = 4h 2 + (s − y)2 we obtain

 s
ρ02 4h 2 + (s + y)2 
− Dv = ln 2
4π 4h + (s − y)2 0
  2 
ρ0 s
= ln 1 +
4 pi h

And if we assume an elliptical distribution such that W = ρV 0 π s and s = (π/4)s

we get  
2W 2 π 2s2
Dv = ln 1 +
ρV 2 s 2 π 3 16h 2

Now we can imagine a plane with W = 2.2 × 105 N, h = 15.2 m, s = 13.7 m and
V = 45 ms−1 to obtain Dv = 1390 N that is around 0.6% of the weight.
Appendix 113

Notice that today the term ground effect is used also for competition cars but that
is another story related to the creation of low pressure below the car using a kind of
Venturi tube.

The Great Red Spot

The Great Red Spot is the most spectacular feature of the Jovian atmosphere. It is
assimilated to a giant storm observed the first time in the seventeenth century but
monitored regularly since the mid nineteenth century. It has radius around 16.000 km
and rotates in counterclockwise fashion like a low pressure center. Its explanation is
the object of speculations and among them (but good for our purpose) we like to talk
about the one formulated by Andrew Ingersoll in a 1969 paper on the Journal of the
Atmospheric Sciences.
The atmosphere in this model is reduced to a layer confined between two rotating
planes with an obstacle attached to the bottom plane. The flow it assumed undisturbed
away from the obstacle, so that if certain conditions are satisfied a Taylor column
is formed above the obstacle following the Taylor-Proudman theorem. We follow a
simple approach inspired to a similar problem solved by Kasahara (1966) in a paper
published some year earlier. We consider a channel in a x − y plane of width W
between the boundaries y = ±W/2. In the absence of an obstacle the solution for
the fluid with depth h are the following.

u = ū, v=0
∂ h̄ ∂ h̄
= 0, = − f ū/g
∂x ∂y

where ū is the average velocity and h̄ is the height of the free surface that can be
obtained integrating the last equation assuming f = cost

ū
ū(y) = h 0 − fy (4.99)
g

where h 0 is the value of h̄ at y = 0.

Now we put a cylinder of thickness H at the bottom of the channel and we invoke
the conservation of potential vorticity
 
D ζ+ f
=0 (4.100)
Dt h−H

Now we assume h = h + h̄ − H where h is the deviation from the average value

of h. Equation (4.100) can be rewritten as
114 4 Aerodynamics and All that

1 D ζ+ f D  
(ζ + f ) − h + h̄ − H = 0
h + h̄ − H Dt (h + h̄ − H ) Dt
2

We now put (ζ + f )/(h + h̄ − H ) = f 0 / h 0 and obtain

f0
(ζ + f ) − (h + h̄ − H ) = 0
h0

If ψ is the stream function we have ζ = ∇ 2 ψ so the equation becomes

f0 f0
∇2ψ + f − (h + h̄) = − H
h0 h0

The second and third term of the left hand side are roughly the same so we have

f0
∇2ψ = − H (4.101)
h0

That is the same equation of Kasahara when f = cost. Ingersoll in his paper has a
similar equation but it is normalized, The dimensions of (4.101) are s −1 so that we
may divide both sides by V /L with V a typical velocity and L a typical length. We
have then
L 2 f0 L H
∇ ψ =−
V V h0

The left hand side of the equation is simply normalize to a new ψ, while on the right
hand side we have the Rossby number Ro = V / f 0 L and the normalized thickness of
the obstacle H1 = H/ h 0 . The Eq. (4.101) boils down to

H1
∇2ψ = − (4.102)
Ro

Ingersoll introduces a coordinate system such that

r = (x 2 + y 2 )1/2  = tan−1 (y/x) (4.103)

Then he assume the velocity be unity at infinity and directed in the negative x direction
so that the boundary conditions are

ψ y = 1, ψx = 0, (r → ∞)
(4.104)
∇ψ = 0 (ψ = 0, closed portion)

Its is assumed that obstacle is a cylinder of radius r = 1 so that H1 (r ) = cost = h 1

for r < 1 and H1 (r ) = 0 for r > 1. The solution of (4.102) satisfying the boundary
conditions exist and it is given by
Appendix 115

y
H1/R0=1 H1/R0=2 H1/R0=4
2 2

1.5

w x
1 1

0.5

Y
0 0

-0.5

-1 -1

-1.5

-2
h -2 -1 0 1 2 -2 -1 0 1 2 -2 -1 0 1 2
H (a) (b) (c)
X

Fig. 4.17 The cylindrical obstacle of height H in a channel at the extreme left. The resulting
streamlines when the ratio H1 /R0 = 1, (a). The dashed circle is the top view of the obstacle. The
other two cases b and c refer to different boundary conditions (see text) and different ratios H1 /R0 ,
and the Taylor column is shaded in (c). The separation of the streamlines is 0.5 in (b) and 0.25 in
(b) and (c). Notice the similarities with Fig. 4.4

⎧ H
⎪
⎨− 2Ro ln r + r sin  − 1,
1
if r > 1.
ψ= (4.105)
⎪
⎩
− 4R
H1
o
(r 2 − 1) + r sin  − 1, if r < 1.

These solutions are very similar to the case of a cylinder in a uniform flow (Eq. (4.52)),
and depend essentially on the ratio between h − 1 and the Rossby number. When the
height of the obstacle is less than 2Ro , the streamline are distorted over the obstacle
but do not cross (Fig. 4.17a). There is clockwise circulation π H1 /Ro and a force in
the negative y direction π h 1 .
When the ratio H1 > 2Ro the last condition (4.105) is no longer satisfied, and we
have to recur to a different solution
⎧ H
r
⎪
⎨− 2Ro ln r + 2π ln rc + r sin  − 1,
1 K
if r > 1.
ψ= (4.106)
⎪
⎩ h1 2 r
− 4Ro (r − 1) + 2π ln rc + r sin  − 1, if r < 1, r > rc .
K

where rc is the radius of the Taylor column rc = 2Ro /H1 and the column is centered
at x = 0, y = 2Ro /H1 . r is the distance from its center to the point x = r cos , y =
r 1sin. The term π H1rc2 /Ro is the additional circulation necessary to satisfy the
boundary conditions. Examples of this solutions are plotted in Fig. 4.17b and c. This
Taylor column could be the base of the Great Red Spot.
116 4 Aerodynamics and All that

References

Textbooks

Acheson DJ (2005) Elementary fluid dynamics. Oxford University Press, Oxford

Anderson BD (2003) The physics of sailing explained. Sheridan House, New York
Anderson J (2012) Fundamentals of aerodynamics. Mc Graw Hill, New York
Anderson J (2003) Introduction to flight, Schaum. McGrawHill, New York
Eckert M (2003) The dawn of fluid dynamics. Wiley-VCH, New York
Houghton EL, Carpenter PW (2003) Aerodynamics for engineering students. Butterworth Heine-
mann, Oxford
Katz J, Plotkin A (2010) Low speed aerodynamics. Cambridge University Press, Cambridge
Kundu PK, Cohen IM (2015) Fluid mechanics. Academic Press, New York

Articles

Anderson BD (2008) The physics of sailing. Phys Today 61:38

Bloomfield LA (1999) The flight of Frisbee. Sci Am 280:132
Goldenbaum GC (1988) Equilibrium sailing velocities. Am J Phys 56:209
Hubbard H, Hummel SA (2000) Simulation of frisbee flight. In: Cohen G (ed) 5 Conference on
mathematics and computers in sport, University of Technology, Sydney, New South Wales, Aus-
tralia, 14–16 June 2000
Ingersoll A (1969) Inertial Taylor columns and Jupiter’s great red spot. J Atmos Sci 26:744
Kasahara A (1966) The dynamical influence of orography on the large scale motion of the atmo-
sphere. J Atmos Sci 23:259
Kharlamov A, Chara Z, Vlasak P (2007) Magnus and drag forces acting on a golf ball. In: Colloquium
fluid dynamics
Mehta RD (1985) Aerodynamics of sports balls. Ann Rev Fluid Mech 17:151
Potts JR, Crowther JW (2002) Frisbee aerodynamics. In: 20th AIAA applied aerodynamics
Rhadakrishnan V (1997) From square sails to wing sails: the physics of sailing craft. Curr Sci
73:503
Wilson RM. The Physics of Sailing, http://grizzly.colorado.edu/~rmw/files/papers/Physicsof
Sailing.pdf
Chapter 5
Waves

Waves may be the most familiar phenomena in the physics of fluid. We will find
waves everywhere, from the sea surface to the bathtub up to the atmosphere. To be
produced, waves need a restoring force and again the most common may be either
pressure or gravity. In the first case, we have sound waves that are quite common
in everyday experience, while in the second case, we have gravity waves not to be
confused with gravitational waves which are in realm of general relativity. Talking
about sound waves, we need to talk about object that moves faster than the speed of
sound and this is a good occasion to introduce the Mach Number. Waves transport is
characterized by phase and group velocity, and we will discover that the first is not
like a vector. Gravity waves have a lot of applications so we study in the appendix
“tsunamis” and a variety of waves that populate the atmosphere and the oceans.
Then, we will push the envelope a bit and talk about seismic waves and some of their
applications.

5.1 Sound Waves

We start with the continuity and momentum equations in the Eulerian form

∂ρ
+ ∇ · (ρu) = 0 (5.1)
∂t
∂u 1
+ u · ∇u = − ∇p (5.2)
∂t ρ

and consider small deviations (ρ1 , p1 , u1 ) from the unperturbed state of the fluid at
rest u = 0 with the variables at p0 , ρ0 that is

© Springer Nature Switzerland AG 2020 117

G. Visconti and P. Ruggieri, Fluid Dynamics,
https://doi.org/10.1007/978-3-030-49562-6_5
118 5 Waves

p = p0 + p1 (5.3)
ρ = ρ0 + ρ1 (5.4)
u = u1 (5.5)

Substituting in Eqs. (5.1)–(5.2) and retaining only the first order terms we get

∂ρ1
+ ρ0 ∇ · u1 = 0 (5.6)
∂t
∂u 1 1 dp ∇ρ1
= ∇ p1 = − (5.7)
∂t ρ0 dρ ρ0

In this latter equation we have assumed that p1 = (dp/dρ)ρ1 . Now just take the
divergence of Eq. (5.7) to obtain

∂
ρ0 ∇ · u1 = ∇ 2 p1
∂t
Then substituting for ∇ · u1 from (5.6) we have

∂ 2 ρ1
= ∇ 2 p1
∂t 2

With the final substitution p1 = (dp/dρ)ρ1 we have the classical wave equation

∂ 2 ρ1 dp 2
= ∇ ρ1 (5.8)
∂t 2 dρ

These waves are due to the compressibility of the fluid and they propagate with a
speed 
cs = dp/dρ (5.9)

This result can be demonstrated if one assumes a solution for (5.8) of the form

ρ1 = A exp{[i(kx − ωt)]} (5.10)

Substituting in the Eq. (5.8) we have ω2 /k 2 = dp/dρ. We will find in a while that
this is the so-called phase velocity of the wave. It is interesting to note that once we
have assumed a dependence like (5.10), this expression can be substituted in (5.6)
to obtain iωρ1 = ikρ0 u 1 , and we get a relation between perturbation velocity and
perturbation density  
ρ1 ω
u1 = (5.11)
ρ0 k

This relation tell us that perturbation velocity is in phase with density perturbation
(because their ratio is a real number) and because ρ1 << ρ0 the perturbation velocity
5.1 Sound Waves 119

is much less than phase velocity. This is actually another encounter of thermodynam-
ics and fluid dynamics, because we can express the propagation velocity in terms of
thermodynamics transformation of the fluids and the quantity dp/dρ appearing in
(5.8) will depend on it. If we consider the isothermal case for an ideal gas we have

RT
cs2 = (5.12)
M
where R is the gas constant and M is the molecular weight. On the other hand for
an adiabatic transformation, the relation between density and pressure is such that
pρ −γ = cost so we get
dp p RT
= γ ⇒ cs2 = γ (5.13)
dρ ρ M

And in the adiabatic case, the square of the velocity of sounds is γ times the velocity
of an isothermal. γ in this case is the ratio between specific heats at constant pressure
and constant volume. By the way, experimental data show that sound waves in air
√
behave much like adiabatic wave although their velocities differ by a factor γ
which is nearly one anyway.

5.2 Supersonic Flow Past Thin Plates

This is a good point to introduce supersonic flow and we can do that using the pertur-
bation approximation to Eqs. (5.1) and (5.2). We use the same approach expressed
by (5.3)–(5.5), except for the velocity u that is given by

u = U + u1, v = v1 , w=0 (5.14)

so that the perturbed linearized equation of (5.2) reads for the x and y components

∂u 1 ∂ p1
ρo U =−
∂x ∂x
(5.15)
∂v1 ∂ p1
ρo U =−
∂x ∂y

We can eliminate the pressure by cross differentiating and obtain

 
∂ ∂v1 ∂u 1
ρ0 U − =0
∂x ∂x ∂y

The vorticity is then independent of x but is zero far upstream and downstream where
the flow is uniform so it is zero everywhere. We introduce a potential function such
that
120 5 Waves

∂φ ∂φ
u1 = , v1 = (5.16)
∂x ∂y

So that substituting for u 1 in the first of (5.15) we have

∂φ
p1 = −ρ0 U (5.17)
∂x
Now we linearize the perturbed version of the continuity equation to get
 
∂u 1 ∂v1 ∂ρ1
ρ0 + +U =0
∂x ∂y ∂x

And substitute for u 1 and v1 from (5.16) and for ρ1 while for ρ1 we notice that
ρ1 = (dρ/dp) p1 = p1 /cs2 . The last equation then becomes
 
∂ 2φ ∂ 2φ U ∂ p1
ρ0 + + =0
∂x2 ∂ y2 cs2 ∂ x

Substituting for p1 from Eq. (5.17) we get

  ∂ 2φ ∂ 2φ
1 − M2 + 2 =0 (5.18)
∂x 2 ∂y

Where
M = U/cs (5.19)

is the Mach number of the flow. Notice that for M << 1 Eq. (5.18) reduces to the
Laplace equation (i.e. incompressible fluid) and it is interesting to find what the
streamlines look like in this case.
We consider the approach used by Houghton in his book on aerodynamics and
then rewrite (5.18) in the form

  ∂ 2φ ∂ 2φ
M2 − 1 − =0 (5.18a)
∂x2 ∂ y2

This looks more like a wave equation, where time is substituted by y, so that the
more general solution is of the form

φ = F(x − By) + G(x + By)

√
where B = M 2 − 1. By inspection the solution φ = F(x − By) allows constant
values of φ along the lines y = x/B − C, that is along the straight lines with an
inclination tan−1 (B −1 ) to the x axis as in Fig. 5.1. In a similar way the solution φ =
G(x + By) corresponds to constant value along the straight lines y = −x/B + C.
These lines are known as Mach lines. As a matter of fact, as shown in Fig. 5.1, if a
5.2 Supersonic Flow Past Thin Plates 121

B
B

μ
P A A
P

Fig. 5.1 Sound waves produced by a moving source. On the left the source is subsonic, while on
the right is supersonic. B correspond to the wave produced at the initial position A

source of sound moves with subsonic velocity u < cs then while the source moves
a distance ut the wave will propagate ahead and behind the source. However, when
the source moves at supersonic speed the waves from the successive position of the
source will accumulate as shown in Fig. 5.1, and the source will occupy the vertex
of a cone of angle μ such that
 
cs t 1 1
μ = sin−1 = sin−1 , μ = tan−1 ± √ (5.20)
ut M M2 − 1

The angle of the cone corresponds to the Mach lines. Once the potential is determined,
it is possible to find component of the perturbation velocities

∂φ ∂F
u1 = =
∂x ∂x
∂F  2
(5.21)
∂φ
v1 = =− M −1
∂y ∂x

The explicit form for F has to be determined yet and this can be done if the
function f (x) that define the profile is known. In that case, the velocity on the body
surface must be tangent to it so that

df
v1 /U ≈ f  (x), ⇒ v1 = U (5.22)
dx
Equating now (5.22) with the second of (5.21) it is possible to find u 1 on the surface

df U df
u1 = U = −√ (5.23)
dx M2 − 1 dx

We will explore more on the supersonic and compressible flow later on in the book.
122 5 Waves

5.3 Wave Velocities and Energy

The simplest way to introduce wave velocities is again in the Feynman book. He con-
siders the combination of two waves that differ slightly in wavelength and frequency
like
y1 = A cos (ωt − kx)
(5.24)
y2 = A cos (ω t − k  x)

where ω − ω = ω and k − k  = k. The sum of the two waves, following trigono-
metric rules, is
   
(ω + ω ) (k + k  ) (ω − ω ) (k − k  )
y1 + y2 = A cos t− x cos t− x
2 2 2 2

that corresponds approximately to

 
ω k
y1 + y2 = A cos t− x cos (ωt − kx) (5.25)
2 2

The result is a wave with basic frequency and wavelength ω and k, but it is modulated
at shorter frequency ω and longer wavelength k. A possible appearance of the
wave once the time is fixed is given in Fig. 5.2a. The long wave is the envelope of the
short wave and it moves at different speed with respect to the phase of local minima
and maxima (ω/k). It can be shown that x must be changed of an amount

ω2 − ω1
x = t
k2 − k1

in order to find again the same situation. We can introduce a group velocity vg

(a) (b)
Cr
es
ta
t ti
me
Δy t2

Cr
es
ta
t ti Δs
me
t1
TIME Δx
cos(ωt-kx)

cos 1 (Δωt-Δkx)
2

Fig. 5.2 In a the modulated wave obtained from the composition of two waves. In b the definition
of phase velocity
5.3 Wave Velocities and Energy 123

∂ω
vg = (5.26)
∂k
There is an intuitive argument such that this velocity is also the velocity of energy
propagation. As a matter of fact, the modulation is the only way to transmit a signal
and then energy.
On the other hand, the phase velocity is not a physical vector and this can be
shown by referring as in Fig. 5.2b, to a two wave crests propagating in a direction
specified by the wave vector k. The propagation speeds along the x and y directions
are
x ωt ω y ωt ω
cx = = = , cy = = = (5.27)
t k x t kx t k y t ky

While the phase speed is given by c = s/t = ω/k where

xy t
s =  =ω
x 2 + y 2 k

The results is that the sum cx2 + c2y is different from c2 = ω2 /k 2 where k 2 = k x2 + k 2y .
The concept of group velocity can be generalized for what it is called wave packet.
This concept is based on the combination of no just two waves as previously done
but by a large number of waves according to the Fourier integral
∞
y(x, t) = a(k)ei(kx−ωt) dk (5.28)
−∞

Now suppose a(k) is different from zero only around some value k0 , so that we can
write

dω

ω(k) = ω(k0 ) + (k − k0 )
= ω(k0 ) + (k − k0 )cg (5.29)
dk k=k0

When substituted in (5.28) we find

∞
y(x, t) = ei(k0 x−ω(k0 )t) a(k)ei(k−k0 )(x−cg t) dk (5.30)
−∞

This is a combination of a harmonic wave of wavenumber k0 and of a function that

depends on the quantity x − cg t. This means that the packet will move along with
velocity cg .

5.3.1 Energy and Intensity of an Acoustic Wave

The energy transported by a sound wave includes the kinetic energy whose density
(i.e. the kinetic energy per unit volume) is given by
124 5 Waves

1
ρ(u 2 + v2 + w2 ) (5.31)
2
While the net acoustic intensity is given by

I = p1 u (5.32)

We need also to consider the “potential energy” associated with the gas compressed
by the excess pressure p1 , that brings the density from the value ρ0 to ρ. This can be
written as energy per unit mass
 
dV 1 dρ
− p1 = p1 d = − p1 2 (5.33)
m ρ ρ

If we want to change per unit volume the last term must be multiplied by ρ while the
perturbation pressure p1 can be substituted by cs2 ρ1 . In that case the total potential
energy for a fluid compressed to density ρ is
ρ
ρ1 cs2 ρ0−1 dρ = 21 ρ12 cs2 ρ0−1 = 21 p12 cs−2 ρ0−1 (5.34)
ρ0

Now consider Eqs. (5.2) and (5.16) written in slight different form

∂u
ρ0 = −∇ p, u = ∇φ
∂t
Which implies that
∂φ
p1 = −ρ0 = −ρ0 cu (5.35)
∂t

Where we have substituted for φ the plane wave solution φ = f (x − ct). The inten-
sity (5.32) then becomes
I = ρ0 cu 2 (5.32a)

Using (5.34) the wave energy becomes

 2
1 1 ρ0 ∂φ
W = ρ0 u 2 + (5.36)
2 2 cs2 ∂t

We give now a more accurate form for the intensity I as the rate of transport of energy
in the direction defined by the unit vector n. As consequence we have

I = p1 u = −ρ0 (∂φ/∂t)∇φ (5.37)

It is interesting to verify the conservation of acoustic energy

5.3 Wave Velocities and Energy 125

∂ W/∂t + ∇ · I = 0 (5.38)

It can be easily verified that

 
∇ · I = ρ0 (∇φ) · ∇(∂φ/∂t) + (∂φ/∂t)∇ 2 φ , (5.39)

and  
∂W 1
= ρ0 (∇φ) · ∇(∂φ/∂t) + 2 (∂φ/∂t)(∂ φ/∂t ) ,
2 2
(5.40)
∂t cs

These two expression are equal if we notice that the wave equation can be written in
the form
∂ 2 φ/∂t 2 = cs2 ∇ 2 φ (5.41)

These conclusions are referred only to sound waves but we will see that similar
expressions will be found for other waves.

5.4 Gravity Waves

Gravity waves are quite familiar to us (even if most people do not know them as
such) because include waves in a pond up to large waves in the ocean. The restoring
force for these waves is gravity.
The simplest example may be a small amplitude wave that propagates on the
surface of a fluid of depth h 0 (Fig. 5.3). We assume the motion to be inviscid and
incompressible so that ∇ · u = 0. Also, the vorticity is assumed to be zero because
at rest the fluid is stratified. This guarantees that the velocity can be obtained from a
potential φ so that
u = ∇φ (5.42)

And because of incompressibility (zero divergence for the velocity) the potential

z
2π/k
ξ (x,t)
x

h0

Intermediate Deep Shallow

Fig. 5.3 Gravity waves. At the extreme left, a small surface perturbation is shown. Then trajectories
for intermediate, deep and shallow waves are shown. At last, the streamline for generic gravity waves
are shown
126 5 Waves

satisfies the Laplace equation

∇2φ = 0 (5.43)

We assume that the solution of such equation could be of the form

f (z) exp[i(kx − ωt)]

and once we substitute it in the Laplace equation we get

f  (z) − k 2 f = 0 (5.44)

That gives possible solutions in the form f (z) ∝ exp(±kz). The solution must be
compatible with the condition that the vertical velocity at the bottom must be zero
(w = ∂φ/∂z = 0 at z = −h 0 ) so that the only linear combination of the two solu-
tions that can satisfy the boundary condition is ∝ cosh[k(z + h 0 )] and the resulting
potential is
φ = φ0 cosh[k(z + h 0 )] exp [i(kx − ωt)] (5.45)

Such a solution, however, gives a horizontal velocity at the bottom different from
zero. We assume that this problem will be solved by a boundary layer at the bottom
and at the same time because our perturbations are small at the surface we just
neglect the problem. There is a more serious problem for the boundary condition at
the surface that can be obtained from a different version of the Bernoulli’s law for
irrotational flow (see appendix)

(u · u)/2 + H +  + dφ/dt = constant (5.46)

In this equation H is the enthalpy that is H = E i + p/ρ where E i is the internal

energy, p is the pressure,  is the gravitational potential. The first two terms in this
equation can be neglected because u is small (being a perturbation). The term h can
be taken as constant because both the internal energy and the pressure are constant
(except for the small perturbations at the surface). We are left with the perturbation
of the gravitational potential  = gη where η(x, t) is the vertical displacement of
the surface. The Bernoulli law simplifies then

∂φ
gη + =0 (5.47)
∂t
Where the vertical component at the surface w = ∂η/∂t is given in term of the
potential by w = ∂φ/∂z. Deriving with respect to time Eq. (5.47), we get

∂φ ∂ 2φ
g =− 2 (5.48)
∂z ∂t
5.4 Gravity Waves 127

Now we can find the condition for which Eq. (5.45) satisfy such equation. We get for
z=0
gk sinh[kh 0 ] = ω2 cosh[kh 0 ]

And the dispersion relation for ω

ω2 = gk tanh(kh 0 ) (5.49)

To understand how the particle will move in the fluid under such a wave, we may
find the component of the velocity

∂φ
u= = ikφ0 cosh[k(z + h 0 )] exp[i(kx − ωt)]
∂x (5.50)
∂φ
w= = kφ0 sinh[k(z + h 0 )] exp[i(kx − ωt)]
∂z

Taking the real part of the right hand side we easily find the trajectory of the particles

u2 w2
+ =1 (5.51)
{kφ0 cosh[k(z + h 0 )]}2 {kφ0 sinh[k(z + h 0 )]}2

This clearly corresponds to ellipses with major axis that change with depth. The
horizontal component lags of π/2 the vertical components so that a single point
rotates around its equilibrium position with frequency ω following an ellipse with
semi major axis that tends to be equal at large depth kh large. Near the surface the
vertical axis it is shorter than the horizontal as shown in Fig. 5.3.

5.4.1 Deep Water Waves

To the wave number k we associate the wavelength λ = 2π/k and we will distinguish
deep water waves in the above solution when kh 0 >> 1 that is when h 0 >> λ. In
this case (5.49) becomes 
ω = gk (5.52)

Deep water waves are dispersive waves with the group velocity vg = ∂ω/∂k =
1√ √
2
g/k that is half the phase velocity vφ = ω/k = g/k. It is interesting to note
that for this kind of waves, when solving (5.44) we can neglect the solution ∝ e−kz
that would explode for large negative z and then our solution looks like

f (z) = f 0 ekz (5.53)

Following the same method we used above we can find the velocity components
using a potential like
128 5 Waves

φ = f (z) exp [iω(t − x/c)] (5.54)

that implies

∂φ ∂φ
u= = −ik f 0 ekz exp [i(ωt − kx)] , w= = k f 0 ekz exp [i(ωt − kx)]
∂x ∂z

For a fixed depth (z) the amplitude of the two components is the same, that means
that the trajectories of motion are circular with the horizontal components lagging
by 90◦ the vertical components (i.e. the motion is clockwise as shown in Fig. 5.3).

5.4.2 Shallow Water Waves

Again consider (5.49), in the case kh 0 < 1 by expanding tanh(kh 0 ), we have

tanh(kh 0 ) = kh 0 − (kh 0 )3 /3 + · · · .

Then the dispersion relation becomes

 
 1
ω= gh 0 1 − k 2 h 20 k (5.55)
6

On the other hand, in the same approximation the velocities obtained from (5.45)
show the horizontal component to be much larger than the vertical component and are
essentially independent of depth h 0 . As a matter of fact the semi major axis defined
by (5.51) becomes in the case of kh 0 << 1
 
1
ah = kφ0 cosh[k(z + h 0 )] ≈ kφ0 1 + k 2 (z + h 0 )2 ≈ kφ0
2 (5.56)
av = kφ0 k(z + h 0 ) ≈ 0

Where ah and av are the horizontal and vertical axis of ellipse, and we see that the
motion is almost horizontal and independent of depth z.

5.4.3 Capillary Waves

When the wavelength of a gravity wave becomes small (we will see how much) the
effects of surface tension must be considered. We will follow Kundu–Cohen in this
case. Consider then the interface between air and a liquid as in Fig. 5.5 with the sep-
aration surface having a curvilinear shape with curvature radius r . The atmospheric
5.4 Gravity Waves 129

1.4
critical
1.2 wavelength

Phase velocity (m/s)

1.0 gravity + capillary

r ps ds σ 0.8

0.6

dθ 0.4
capillary waves
σ
0.2
pa ds gravity waves
0
0.05 0.1 0.15 0.20 0.25
Wavelength (m)

Fig. 5.4 On the left, it is shown the relation between surface curvature and surface tension. On the
left, the phase velocity of capillary wave is compared with the same quantity for a gravity wave

pressure is pa while the pressure inside the fluid is p then as shown in Fig. 5.4, the
equilibrium of the forces on the surface dictates that

− pa ds + pds + σ dθ

Where ds is the length of the element and σ the surface tension measured in N /m.
We obtain
dθ σ
pa − p = σ =
ds r
Where r is the radius of curvature. If we consider small slopes then ds ≈ d x so that

1 ∂ 2 η/∂ x 2 ∂ 2η
= 3/2 ≈ 2
r 1 + (∂η/∂ x)2 ∂x

Assuming the atmospheric pressure to be zero, we have

∂ 2η
p = −σ at z = η (5.57)
∂x2
At this point, Eq. (5.46) must be rewritten as

∂φ p
+ + gz = 0
∂t ρ

With the condition (5.57) we have at z = 0

130 5 Waves

∂φ σ ∂ 2η
= − gη (5.58)
∂t ρ ∂x2

This equation compared with (5.47) has an additional term that translates in an
increase in the vertical acceleration. For a solution of the form η = A exp[i(kx − ωt)]
we have  
∂φ σ k2
+η g+ =0 (5.59)
∂t ρ

Remembering that ω2 = gk we have

 1/2
σ k3 g σk
ω2 = gk + ⇒c= + (5.60)
ρ k ρ

A comparison between Eqs. (5.59) and (5.47), shows that the surface tension is neg-
ligible when σ k 2 /ρg
1 that means wavelength larger than

4π 2 σ
λ≈ (5.61)
ρg

That for water (σ = 7.28 × 10−2 N/m) correspond to about 1.7 cm. It is interesting
to compare the phase speed of capillary and gravity waves as it is done in Fig. 5.4.
We see that for smaller wavelength than the one just noted, we have

ω2 = σ k 3 /ρ, c= σ k/ρ, cg = 23 c (5.62)

In particular, the phase velocity increases rapidly with decreasing wavelength. The
effect can be seen if we compare the waves produced when raindrops fall in a pond.
The crests with shorter wavelength migrates faster than the longer wavelength so
there is a thickening of the crests on the periphery. The opposite happens when we
drop a large mass.

5.5 Energy Flux in Water Gravity Waves

First of all, we need to be a little bit more precise about the velocity potential for a
gravity wave. We need to satisfy the condition that at the surface (z = 0) the vertical
velocity (w = ∂φ/∂z) is given by (∂η/∂t). We assume then

η = A exp[i(kx − ωt)] (5.63)

To get
kφ0 sinh kh 0 = ω sin(kx − ωt)
5.5 Energy Flux in Water Gravity Waves 131

so that (5.45) is properly substituted by

ω cosh k(z + h 0 ) sin (kx − ωt)

φ=A (5.64)
k sinh kh 0

So that, now the horizontal and vertical components of velocities become

cosh k(z + h 0 )
u = Aω cos (kx − ωt)
sinh kh 0
(5.65)
sinh k(z + h 0 )
w = Aω sin (kx − ωt)
sinh kh 0

We can now evaluate the average kinetic and potential energy of the wave, averaged
over a wavelength defined as
  2π   d(kx)
... = ... (5.66)
0 2π

As a consequence cos2 (kx − ωt) = sin2 (kx − ωt) = 1/2. We can evaluate the
average value of the kinetic energy
 0
1   0
1 
K = ρV 2 dz = ρ(u 2 + w2 )dz (5.67)
−h 0 2 −h 0 2

Using (5.65) we get

1 0
cosh [2k(z + h 0 )] 1 ω2
K = ρ A2 ω2 dz = ρg A 2
(5.68)
4 −h 0 sinh2 (kh 0 ) 4 gk tanh(kh 0 )

Substituting ω2 with (5.49) we have

1
K = ρg A2 (5.69)
4
In the same fashion we can evaluate the potential energy
 η 
U= ρgzdz (5.70)
−h 0

Notice that now the integral is extended up to the perturbation height η that makes
the difference. We have
1   1
U= ρg η2 − h 20 + ρgη2 (5.71)
2 2
That given (5.63) reduces to
132 5 Waves

1
U= ρg A2 (5.72)
4
An the total energy becomes

1
E = K +U = ρg A2 (5.73)
2
We now turn to the calculation of the average energy flux which is given by
 0   0  0  0 
F= pudz = p  udz − ρgu zdz = p  udz (5.74)
−h 0 −h 0 −h 0 −h 0

Where the total pressure p is expressed as sum of the perturbation p  and the back-
ground −ρgz. The Bernoulli
To obtain p  we recur to the Bernoulli equation

∂φ p
+ + gz = 0
∂t ρ

Where p = p  − ρgz with p  perturbation pressure. Then the Bernoulli equation

becomes p  = ρ∂φ/∂t so that using (5.64) we have

ρ Aω2 cosh[k(z + h 0 )] cosh[k(z + h 0 )]

p = cos(kx − ωt) = ρg A cos(kx − ωt)
k sinh(kh 0 ) cosh(kh 0 )
(5.75)
Where we have used the dispersion relation for ω. Substituting in (5.74) we have
after some algebra   
1 ω 2kh 0
F = ρg A2 1+ (5.76)
2 2k sinh 2kh 0

In this equation ω/k is the phase velocity and is easy to show that for this gravity
wave (use the dispersion relation (5.45)) that
 
vg 1 2kh 0
= 1+ (5.77)
vp 2 sinh (2kh 0 )

So that (5.76) is written

1
F= ρg A2 vg = vg E (5.78)
2
A further proof that energy is transported with the group velocity.
5.6 Ship Waves 133

5.6 Ship Waves

As a ship moves in open water it can produce waves that propagate in any direction.
We will consider for the moment the ship as a point source of gravity waves. We
refer to Fig. 5.5 that shows a plane gravity wave generated on the water surface by a
moving ship. The ship is moving in the negative x direction with a constant velocity
V . Suppose that the ship initially at point A has moved to the point A in the time
interval t. The only gravity wave that is continuously excited by the passage of the
ship is the one that maintains a constant phase relationship with respect to its bow.
In the figure an oblique wavefront, C D is shown that has moved from the initial
position C  D  . The wavefront propagates with phase velocity v p and from the figure
is clear that the relation between V and v p is given by

v p = V sin β (5.79)

This relation is quite interesting because it shows that the velocity of the ship must
be larger than the phase velocity of the wave that is β = sin−1 (v√p /V ). For the case
of shallow water waves we have seen the √phase velocity is v p = gh 0 so that for this
kind of wave the condition is that V > gh 0 and there is only a value of β satisfying
(5.79). Then the situation is illustrated in Fig. 5.5 where there is only a strong wave
maximum B AC. As a matter of fact, the wave generated when the ship was in the
generic position A has travelled to B  and C  . The faster the ship goes the narrower
the angle β is. The energy produced by the ship is all concentrated in such a wave
because in this case there is no propagation of transverse waves considering√ that they
cannot keep up with the ship travelling faster than the critical velocity gh 0 .
Now
√ we turn to deep water waves, and in such case the phase velocity becomes
v p = g/k, so that (5.79) can be written as

y y
D D’ B

D’

vp t
β
β A β A’ x
A
Vt A’ x

C C’

Fig. 5.5 Oblique plane wave generated on the surface by a moving ship (left) and a shallow wave
generated by the same moving ship (right)
134 5 Waves

35°16’
D 4
divergent
C waves 3
transverse
waves 2

P 1

y/ λ0
v 19°28’
0
g t V β=π/2
β=0 -1
β -2
A B A’ -3
Vt -4
-2 0 2 4 6 8 10 12
x/ λ0
(a) (b)
(c)

Fig. 5.6 The formation of an interference maximum in a deep water wake (a). The locus of the
interference maximum with the different wave generated (b). The wake of a ship moving to the left
(c)


vp g
sin β = = (5.80)
V kV 2

In this case, the critical values are for the wavenumber that exceeds the value g/V 2 .
The motion of the ship excite a wide range of wave number and each one propagates
according to (5.80). The resulting wake is produced by the interference pattern due
to such waves that constitute actually a wave packet propagating with group velocity
vg . It is easy to show that vg = dω/dk = (1/2)v p .
Consider now a generic interference maximum A P D as shown in Fig. 5.6, with A
representing the instantaneous position of the ship. A point P of coordinates (x, y)
is part of the wavefront BC originated some time earlier t at point A . Because
the interference maxima propagate at the group velocity we have A P = vg t so that
referring to the figure, we have

x = V t − vg t sin β
(5.81)
y = vg t cos β

We also have
dy
= tan β (5.82)
dx
We can eliminate v p from (5.81) if we consider that v p = V sin β. Equations (5.81)
become  
x = X 1 − 21 sin2 β
(5.83)
y = 21 X sin β cos β

Where X = V t. The derivative of (5.82) implies

 
dX sin β cos β sin3 β X
tan β − − = (5.84)
dβ 2 2 cos β 2
5.6 Ship Waves 135

So that
dX
= X cot β (5.85)
dβ

This equation can be solved to give

X = X 0 sin β (5.86)

Where X 0 is a constant. The locus of the crest of the waves is given by the parametric
curves  
x = X 0 sin β 1 − 21 sin2 β
(5.87)
y = 21 X 0 sin2 β cos β

This function is shown in Fig. 5.6 with angle β going from −π/2 to π/2. In the
figure A is the instantaneous position of the ship with the curves AD and AB the
corresponding crests about θ = 0 that is with respect to the x axis. The cusp in D
has coordinates x/ X 0 = (2/3)3/2 and y/ X 0 = 3−3/2 so that the ratio y/x = 2−3/2
which corresponds to an angle of 19◦ 47 . We can now identify tree different waves.
For β = π/2 waves propagate in the same direction of the ship and can only exist for
y = 0. These are called transverse waves, For β = 0 we have waves propagating at
π/2 with respect the ship trajectory and these are called dispersive
√ waves while for
the maximum of the function that happens for β = sin−1 (1/ 3) ≈ 35◦ 16 we have
waves propagating at an angle of ≈35◦ 16 with respect to the ship track. Finally the
deep wave approximation
√ implies that k0 h 0 >> 1 and considering that V 2 = g/k0
means√ that V << gh 0 that is the speed of the ship must be much less than the critical
speed gh 0 and this explains why the wake contains transverse wave maxima.

5.7 Wave Drag on Ships

The transverse waves produced by a moving ship contains energy that will be dissi-
pated and then results as a drag on the ship. We consider a ship moving with constant
velocity V and the uniform wave train produced by the ship has width w. The rate at
which the energy of the train is increasing ahead of the ship is (1/2)ρga 2 wV where
ρ is the density of water, g the gravity acceleration and a the amplitude of the wave.
This is equivalent to the power dissipated by the drag force D given by DV and the
wave energy transported at the group velocity vg . It results

1 1
ρga 2 wV = ρga 2 wvg + DV (5.88)
2 2

For the deep water wave we have vg = 21 v p and the above expression v p = V so that
136 5 Waves

1
D= ρga 2 w (5.89)
4
This equation gives a drag independent of the velocity of the ship but is misleading
for various reasons.
√ First of all, we already mentioned that the velocity cannot exceed
the critical value gh 0 and as the ship approaches such velocity there is a rapid surge
in the drag force. This implies that a large power is required to reach this limiting
velocity. Another reason is that we have neglected the finite length of the ship. In
this case we need to consider two waves generated by the ship, one by the bow and
the other by the stern. The bow wave tends to have a positive vertical displacement
while the stern wave tends to have a negative vertical displacement. To have a rough
idea we may imagine a displacement of the form ζ (x) ∝ cos (π x/l) with l length
of the ship. In this way the bow (x = 0) show a positive displacement while the
stern (x = l) show a negative displacement. At fixed bow wave displacement, the
amplitude of the transverse gravity wave of wavenumber k = g/V 2 chosen to match
the phase velocity and the velocity of the ship is
 x  
1 l
1 sin(π − kl) sin(π + kl)
a∝ cos π cos kxd x = + (5.90)
l 0 l 2 π − kl π + kl

Using then (5.89), we find that the drag is given by

 
sin(π − kl) sin(π + kl)
D∝a ∝2
+
π − kl π + kl
√
And using the Froude number Fr = V / gl we have using (5.89) for the drag

Fig. 5.7 The wave drag on a 1.2

ship as a function of the
Froude number
1

0.8
Wave drag

0.6

0.4

0.2

0
0 0.2 0.4 0.6 0.8 1.0 1.2 1.4
Froude number
5.7 Wave Drag on Ships 137
 
sin(π − Fr−2 ) sin(π + Fr−2 )
D∝ + (5.91)
π − Fr−2 l π + Fr−2

The behaviour of the drag as a function of the Froude number is given in Fig. 5.7. It
is possible to see that the larger peak
√ corresponds to the argument of the first term
of (5.91) to be zero that is Fr = 1/ π = 0.56. In this case, it is easy to show that
the wavelength of the wave λ = 2π/k is twice the length of the ship and the bow
and stern wave interfere constructively giving rise to a large wave drag. The smaller
peaks correspond to the analogous situation. This critical
√ Froude number establishes
a limiting speed for the ship that must be of the order gl/π. This particular velocity
is called hull speed and goes like the square root of the ship’s length. That is one of
the reasons while the liners had a very large length.

5.8 Non-linear Shallow Water Waves: Solitons

Solitons or Solitary waves were discovered in 1834, by the Scottish naval engineer
John Scott Russell in a canal. The wave he observed wave of translation had pecu-
liar characteristics because apparently, it did move maintaining its shape, so that it
contradicts the hydrodynamic notions of the time. It was until 1895, that two dutch
mathematicians, Diederik Kortheweg and Gustav de Vries formulated a theory that
explained solitary waves.
The starting point is to consider the shallow water waves and the dispersion relation
(5.55) where the phase velocity can be written as
 
k 2 h 2o
v p = c0 1 − (5.92)
6
√
Where c0 = gh 0 . These waves are slightly dispersive with a group velocity different
from the phase velocity  
k 2 h 2o
vg = c0 1 − (5.93)
2

Consider now the one dimensional wave equation

∂ 2η 1 ∂ 2η
= 2 2
∂x 2 co ∂t

with the general solution

η = F(x − c0 t) + G(x + c0 t) (5.94)

The first term represent a wave moving in the positive direction, and we have
138 5 Waves

∂η ∂η ∂η ∂η
= −c0 F  (x − c0 t) = −c0 ⇒ + c0 =0 (5.95)
∂t ∂x ∂t ∂x

This can be easily proved assuming for F a function like cos(x − c0 t). This expres-
sion has to be modified to satisfy (5.92) ω = kv p so that we have

c0 h 2
−iω + c0 ik + (ik)3 = 0
6
These terms could be the results of applying the following derivative

∂η ∂η c0 h 20 ∂ 3 η
+ c0 + =0
∂t ∂x 6 ∂t 3

to the travelling function ex p[i(kx − ωx)]. The above equation does not contain
non-linear term yet and the most simple way to include it is to add a term in analogy
with u · ∇u that is
3 c0 ∂η
η
2 h0 ∂ x

That we add to the previous equation to find the Korteweg–de Vries (KdV) equation

∂η ∂η 3 c0 ∂η ∂ 3η
+ c0 + η +γ 3 =0 (5.96)
∂t ∂x 2 h0 ∂ x ∂t

Where γ = c0 h 20 /6. The arbitrariness in the inclusion of the non-linear term creates
different possible KdV equations (actually the reason is much deeper than that) a
valid alternative could be
  
∂η 3 g ∂η 2 ∂η h3 ∂ 3η
= η + + 0 3 (5.97)
∂t 2 h0 ∂x 3 ∂x 18 ∂ x

This equation can be simplified with the change of variables

 1   3
t = 2 3gt x =− x (5.98)
2h 0 h 30

h 30
Equation (5.97) becomes using the variable u = − 21 η − 9

∂u ∂u ∂ 3u
− 6u + 3 =0 or u t − 6uu x + u x x x = 0 (5.99)
∂t ∂x ∂x
We now look for solutions of the form

u = f (x − vt) = f (ξ ) where, ξ = x − vt (5.100)

5.8 Non-linear Shallow Water Waves: Solitons 139

and (5.99) becomes

(v + 6 f ) f  − f ξ ξ ξ = 0 (5.101)

And consider now the contribution of the different terms. This can be done by setting
the last term to zero to get
(v + 6 f ) f  = 0 (5.102)

This equation means that the amplitude of the wave is influenced by the velocity
or at least the amplitude and velocity are somewhat related. If we neglect now the
non-linear term, we have
f − fξ ξ ξ = 0 (5.103)

And considering a solution of the type f = ex p[i(kx − ωt)] we get the dispersion
relation
(−iω + ik 3 ) f = 0 ⇒ ω = k3

This implies a phase velocity ω/k = k 2 that increase with decreasing wavelength so
that the wave packet is impoverished of short wavelengths with time and tends to
spread out. The second term then narrows the packet while the third term will spread
it out. The two tendencies tend to balance out somehow.
To get the solution we integrate (5.101) with respect to f to get

A
(v + 3 f ) f  − f  =
2

Multiplying by f  and integrating

(v + 2 f ) f 2 − f 2 = A f + B

We require the solution to be finite at infinity, so the two constants A and B must be
zero so that the solution results

f 2 = f 2 (2 f + v)

and changing the variables

f
dy
ξ − x0 = ± √
y 2y + v

With the solution √ 

v v
u(x, t) = − sech 2 (x − vt + x0 ) (5.104)
2 2
140 5 Waves

This is known as single soliton

√ solution or bump soliton and it is possible to see that
the width of the soliton is 2/ v and depends on the velocity.
Now that we have developed a solution for the KdV equation we may try to
understand the physics behind that. We just consider the Eq. (5.92) that is the phase
velocity for shallow water waves and we see that shorter wavelength (large k) will
travel faster than longer ones. The velocity difference v p will be roughly

h 20
v p ≈ c0 (5.105)
2
where  ≈ 1/k is the spatial spreading of the wave packet. The steepening of the
wave front results from the fact that the crest of the wave has depth h 0 + h so that
the crest will move with a different velocity
 h
c0 = g(h 0 + h) ⇒ c0 − c0 ≈ c0 (5.106)
h0

The dispersion effect (5.105) and the non-linearity effect (5.106) cancel out if the
difference in velocity are the same that is when

h 20 h h 30
c0 ≈ c0 so that, h ≈ (5.107)
2 h0 2

It can be shown that for the exact solution the relation is quite similar h2 ≈
(4/3)h 30 .
The non-linear effect is exemplified in Fig. 5.8 where the solution for the KdV
equation u t + 6uu x + u x x x = 0 is shown. It is possible to see the asymmetric growth
of the wave that may lead to its destruction.
Another important characteristic of the solitons is that they do not mix. It is
possible to work out analytically the solution for two solitons (see Drazin and Johnson
p. 76). The results are shown in Fig. 5.9 where the two waves apparently merge at
time 0 and then separates symmetrically. This is not exactly true because if consider

t=0, 0.025 t=0.05 t=0.075

2.2

1.8

1.6

1.4

1.2

0.8
0 20 40 60 80 100 0 20 40 60 80 100 0 20 40 60 80 100

Fig. 5.8 The deformation of the solution for the KdV equation u t + 6uu x + u x x x = 0. The dotted
curve on the left image is the initial gaussian shape that evolves into the asymmetric shape, the
wiggling must be attributed to instabilities in the numerical scheme used to solve the equation
5.8 Non-linear Shallow Water Waves: Solitons 141

10
9
8 t = -0.5 t = -0.1
7
6
5
4
3

u
2
1 0
amplitude

0 1

0.8

0.6
10
9 t 0.4

8 t = 0.1 t = 0.5 0.2

8 10
4 6
7 0 2
-4 -2
-8 -6
6 x
5
4
3
2
1
0
-10 -6 -2 2 6 10 -10 -6 -2 2 6 10

distance (x)

Fig. 5.9 The two solitons solution of the KdV equation. The waves start at time t = −0.5 and leave
after t = 0.5. The dotted line is the single wave produced by the “melting” at time t = 0. On the
right, the 3D figure shows the phase shift between the crests of the slower wave before and after the
collision. A similar shift is observed for the faster wave

the 3D figure we see that the crests both the faster, taller wave and the slower wave
shown a phase shift.
As you may imagine you could write a book on that and not just a paragraph (see
for example the Drazin’s book).

Appendix

Bernoulli Theorem

We have expressed the Bernoulli theorem in Chap. 2 essentially as the conservation

of energy. It is necessary now to extend it to a steady flow for an ideal fluid. We start
out writing the Euler equation

dv 1
= ∇p +g
dt ρ

The derivative dv/dt is written in the familiar form ∂v/∂t + (v · ∇)v while g =
−∇ with  the gravitational potential. With the help of the vorticity ω = ∇ × v

1 2
v × ω = v × (∇ × v) = ∇v − (v · ∇)v (5.108)
2
We get  
∂v 1 2 ∇P
+∇ v + + −v×ω =0 (5.109)
∂t 2 ρ
142 5 Waves

We have obtained this equation using the Euler equation but actually it has some
important implications. Define a steady flow when dissipation due to viscosity and
heat flow can be neglected- For such a flow the entropy following the flow is conserved
so we have
ds ∂s
= + (v · ∇)s = 0 ⇒ (v · ∇)s = 0 (5.110)
dt ∂t
Because for a steady flow the partial derivative must be zero. We now define the
enthalpy H of the fluid as H = E + P V where E is the energy of the fluid. The
corresponding quantity per unit mass h = u + P/ρ. The first law of thermodynamics
tells that  
1
T ds = du + Pd
ρ

and substituting for du we get

dP
dh = T ds + (5.111)
ρ

Deriving with respect to time we obtain

dh ∂h 1 ∂P
= + (v · ∇)h = + (v · ∇)P ⇒ (v · ∇)P = ρ(v · ∇)h
dt ∂t ρ ∂t
(5.112)
Where we have put to zero the partial derivatives for the steady flow. We define now
the Bernoulli function, B f as

1 2
Bf = v +h+ (5.113)
2
If the flow is irrotational then ω = 0 and the velocity can be obtained from a potential
ψ so that
v = ∇ψ (5.114)

For an isentropic flow we have ∇h = T ∇s + (1/ρ)∇P so that ∇ P = ρ∇h and

Eq. (5.109) becomes  
∂ψ
∇ + Bf = 0 (5.115)
∂t
 
The quantity ∂ψ/∂t + B f is conserved in an isentropic fluid.
Appendix 143

Shallow Water Waves and Tsunamis

We all know that Tsunamis (the Japanese word for “harbour waves”) are very dan-
gerous waves that propagate sometimes for long distances and originate from deep
ocean earthquakes. The waves produced in such occasions have typical wavelengths
of the order of 100 km and with respect to the average ocean depth (≈4 km) can be
classified as shallow water waves. The simplest model for the tsunami could be the
one shown in Fig. 5.10 where we consider an ocean of basic depth h 0 perturbed by
a moving slide of thickness h s (x, t) so that the instantaneous depth is given by

h(x, y, t) = h 0 (x, y) − h s (x, y), (5.116)

The continuity equation can be obtained from the zero divergence

∂u ∂v ∂w
+ + =0
∂x ∂y ∂z

This can be integrated vertically from the lower boundary (z = 0) to the surface
to get
dh ∂h
w(h) = = + v · ∇ h h = −h∇ h · v
dt ∂t
Where ∇ h is the horizontal divergence. So we get the continuity equation

∂h
+ ∇ h · (hv) = 0 (5.117)
∂t

we now assume that h = H + η(x, y, t) where η it is just a small quantity with

respect to H so that Eq. (5.117) becomes

-0.15
x 1
0.03
5

-0.1
.0
-0

-0.1 9
0.
4

07

-0.1
.0

-0.0 8
0.02

0.
-0

-0.0 7 06
3
.0

-0.0 6
-0

0.0
2
Water elevation

-0.0 .0 5
0.01

-0 0.0
4
-0.05 -0.0
5
1
h0 h(x,t) -0.04
-0.03
-0
.0

-0.02 0.02
-0.01 0.01
0.0
0.01 -0.01
0.02 -0.02
0.03 -0.03
hs(x,t) 0.05 -0
.0
1 -0.04
-0.056
0.01

0.0
5 2 -0.0 7
0.0 .0 -0.0
-0
0.0 6 .0
3
0.02

-0 4 9
0.0 7 -0.0 .1
0.1 0. 8
0
.0
-0 05
-0 1
-0.1 2
0.03

0. 9 .
-0 06 -0.1 3
0. 1 -0.1 4
0.04

. -0.1 5
11 -0 .07 08 -0.1
-0 -0.

0.15
0 0.4 0.8 1.2 1.6 2
Froude number

Fig. 5.10 On the left the two-dimensional geometry of the basin it is shown while on the left the
stationary solution to the resonant case of Eq. (5.129) is represented. Notice the very large values
of the disturbances of the order of 1% of the basin depth
144 5 Waves

∂η ∂hs
+ ∇ h · (h 0 v) = (5.118)
∂t ∂t
The momentum equation can be obtained considering only the pressure force
−∇ P/ρ so that
∂v
+ g∇η = 0 (5.119)
∂t
The last two equations can be reduced to one deriving (5.118) with respect to time
and substituting from (5.119) we get the wave equation

∂ 2η ∂ 2hs
− ∇ h · (c02 ∇η) = (5.120)
∂t 2 ∂t 2
√
Where c0 = gh 0 (x, y)
Before discussing some specific cases we may examine the general properties of
(5.120) in the simplest case in which the forcing term (the right hand side) is zero.
In this case, the equation looks like

∂ 2η
− ∇ h · (c02 ∇η) = 0 (5.121)
∂t 2

We assume a solution of the form η = η0 exp[i(k · r − ωt)] where now k is the wave
vector. In this case the dispersion relation can be shown to be

∇h 0 k
ω = kc0 1 − i · (5.122)
h0 k2

If L is the horizontal scale of variation for h 0 then the imaginary term is of the order
of λ/L with λ = 2π/k and this ratio it is just negligible so that the dispersion relation
amounts to 
ω ≈ k gh 0 (x, y) (5.123)

We know from optics that the refractive index n is proportional

√ to k/ω so we have
an equivalent refractive index for this wave n ∝ 1/ h 0 . If the wave approaches a
beach, h 0 decreases (we are somehow neglecting the constant depth assumption)
and n increases so that the wave propagation direction becomes more and more
perpendicular to the beach (the refraction angle decreases as n increases). As for
the energy flux its conservation has important consequences. As we saw earlier the
energy flux is of the order of

∂η 1
F = −c02 ∇η ≈ c02 ωkη02 (5.124)
∂t 2
Appendix 145

the frequency ω of the

Again following the optics rules√ √wave does not change while
k changes
√ according to k = ω/ gh 0 so that k ∝ 1/ h 0 . As a consequence F ∝
−1/4
η02 h 0 . Now F is conserved and then η0 ∝ h 0 so that the amplitude of the wave
increase when approaches the coast. Just to have an idea we may assume that for
an ocean depth of 4 km when the wave is near the cost (depth ≈ 10 m) the ratio
between the depths is 4000/10 = 400 so that if the initial wave is 1 m the amplitude
will grow√up to 1 m × (400)1/4 ≈ 5 m. If the initial wavelength was 100 km it is now
100 km/ 400 ≈ 5 km. Once the forcing in Eq. (5.120) is specified it is possible to
work out solutions for a sudden change of h s due for example to an earthquake.
Pelinovsky et al. (2001) have used a similar equation to study the possibility of
exciting waves by atmospheric disturbances like storm. In this case, the forcing is
the changing atmospheric pressure pa (x, y, t) and the Eq. (5.120) becomes
 
∂ 2η h ∂ 2η h
− ∇ h · (c02 ∇η) = ∇ ∇ pa , ⇒ − c02 ∇ 2 η = ∇ 2 pa (5.125)
∂t 2 ρ ∂t 2 ρ

With the last equation obtained for a constant depth. The static response from this
equation implies that
hpa
η=− 2 (5.126)
ρc0

also known as “law of the inverse barometer”: to a positive change of pressure

corresponds a depression of the sea level. Of particular interest is the case where the
velocity of the disturbance approaches the phase velocity of the water wave. In such
case, the simplest equations are of the form

∂u ∂u ∂η 1 ∂ pa
+u +g =−
∂t ∂x ∂x ρ ∂x
(5.127)
∂η ∂
+ [(h + η)u] = 0
∂t ∂x

We seek solutions of the form f (x − V t) to obtain a system of non-linear equations

u 2 pa
(h + η)u = V η, gη = V u − . (5.128)
2 ρ

Defining a Froude number Fr = V 2 /gh and normalizing η as ζ = η/ h we obtain

for the pressure
2(Fr − 1)ζ + (Fr − 4)ζ 2 − 2ζ 3
p= (5.129)
2(1 + ζ )2

This is represented in Fig. 5.10 and show quite unrealistic results. A Froude number
of 1 with an average ocean depth of 4 km would give a velocity of 200 m/s and
the changes in sea level are of the order of several metres. It is clear that is only an
exercise.
146 5 Waves

Atmospheric Waves

Being only some kind of an exercise we do not pretend to treat all kinds of atmospheric
waves and we need to make a selection. Even with that limited programme, we need
to introduce some peculiar concepts like static stability and potential temperature
that we actually have already mentioned.

Some Typical Slang

Consider a perfect gas subjected to an adiabatic transformation. In this case, the first
law of thermodynamics can be written as

dT dp
δq = cv dT + pdα = c p −R (5.130)
T p

Where δq is the supplied heat, α is the specific volume, cv and c p the specific heat,
and R the gas constant. The above equation can be integrated with the limits that
T = θ when p = ps so that
θ = T ( ps / p) R/c p (5.131)

This is called potential temperature and has a very important property that can be
found by differentiating the logarithm of (5.131)

d ln θ d ln T d ln p 1 dq
cp = cp −R = (5.132)
dt dt dt T dt
Comparing (5.130) and (5.132) we obtain

d ln θ J ds
cp = = (5.133)
dt T dt

Where J , (dq/dt) is the rate of change of heating per unit mass and s is the entropy.
This equation says that a particle that conserves entropy must follow surfaces of
constant potential temperature. We can now obtain another quantity important for
the next topic. We just derive Eq. (5.131) with respect to altitude z to get

T ∂θ ∂T g
= + (5.134)
θ ∂z ∂z cp

Where we have used the hydrostatic equilibrium. If the potential temperature is

constant with height, we have

∂T g
− = = d (5.135)
∂z cp
Appendix 147

d corresponds to the adiabatic lapse rate that we found in Sect. 1.2.2. As conse-
quence, Eq. (5.134) can now be written as

T ∂θ
= d −  (5.136)
θ ∂z

From this equation we notice that if  < d the potential temperature increase with
height and an air parcel moved from its equilibrium level will be positively buoyant
when moved downward and negatively buoyant when moved upward. This condition
corresponds to static stability. In a stable atmosphere parcels will undergo oscillations
subject to an acceleration given by

dw d2 1 ∂p
= 2 (δz) = −g − (5.137)
dt dt ρ ∂z

With the help of the hydrostatic law dp = ρgdz this relation is equivalent to
 
d2 ρ − ρ0 θ
(δz) = g =g (5.138)
dt 2 ρ θ0

where θ0 corresponds to the reference level. Now we can write θ0 (δz) ≈ θ0 (0) +
(dθ0 /dz)δz so that θ (δz) = θ0 (0) + (dθ0 /dz)δz and Eq. (5.138) becomes

d2
(δz) + N 2 δz = 0 (5.139)
dt 2
where
d ln θ0
N2 = g (5.140)
dz

is called buoyancy frequency or Brunt Väisälä frequency. It clear that the solution to
Eq. (5.139) is of the form δz = A exp(i N t) so that if N 2 is positive the parcel will
oscillate around the equilibrium position while is N 2 is negative the particle will
move away from the equilibrium position and the atmosphere will be unstable.

Atmospheric Buoyancy Waves

We will start from the simplest and intuitive waves and will follow Richard Lindzen
heuristic theory. He assumes a corrugated surface that moves at the bottom of the
atmosphere as in Fig. 5.11. Such movement will produce waves whose lines of con-
stant phase make an angle  with the vertical and we indicate with δs the elementary
displacement along these lines. A similar displacement along z will be δz and the
acceleration will be
148 5 Waves

d 2 δs
= −N 2 cos2 δs (5.141)
dt 2
This relation comes about because the projection of the buoyancy acceleration
along the lines is −N 2 δz cos  and the relation with δz = δs cos . The frequency
of oscillation is then
ω2 = N 2 cos2  = k 2 c2 (5.142)

Where k is the horizontal wave number and c is the phase velocity. Now  is related
to the vertical and horizontal wavelength
 2
l 1 − cos2  N 2 − k 2 c2
tan  = L H /L V = l/k, tan2  = = =
k cos2  k 2 c2
(5.143)
Where l and k are the vertical and horizontal wave numbers. We get the dispersion
relation  2   2 
N N
l2 = − 1 k 2
= − 1 k2 (5.144)
k 2 c2 ω2

We see that vertical propagation requires ω2 < N 2 and when ω2 > N 2 the buoyancy
force is not enough to maintain oscillation and the perturbation decays with height.
We get the phase and group velocities using ω from (5.144)

Nk
ω = ±√ (5.145)
k2 + l2

So that the phase velocities

ω N ω Nk
c px = = ±√ , c pz = =± √ (5.146)
k k + l2
2 l l k2 + l2

And the group velocities

∂ω Nl 2 ∂ω −N kl
cgx = = ± , cgz = =±  (5.147)
∂k (k 2 + l 2 )3 ∂l l (k 2 + l 2 )3

We see that upward wave propagation (cgz > 0, minus sign in (5.147)) corresponds
to downward phase propagation (c pz < 0).
What we have done so far is just a “kinematic” description of a gravity wave, and
now we can treat an almost real case.
Appendix 149

Mountain Waves

We can treat the most simple example of internal buoyancy waves which are those
produced by an isolated sinusoidal mountain. We consider a two dimensional x, z
space and write the equation of motion, the continuity equation and the conservation
of entropy. The primed variables are perturbations

du 1 ∂ p
=− (5.148)
dt ρ̄ ∂ x
dw 1 ∂ p θ
=− +g (5.149)
dt ρ̄ ∂z θ
∂u ∂w
+ =0 (5.150)
∂x ∂z
dθ
=0 (5.151)
dt
We now can linearize these equations by assuming that each quantity can be
expressed as a basic state (¯) plus a perturbation ( ). We also assume a basic flow in
the x direction u 0 . We get

∂u  ∂u  1 ∂ p
+ u0 =−
∂t ∂x ρ̄ ∂ x
∂w ∂w 1 ∂ p θ
+ u0 =− +g
∂t ∂x ρ̄ ∂z θ0

∂u ∂w
+ =0
∂x ∂z
∂θ  ∂θ  dθ0
+ u0 = −w
∂t ∂x dz

Derive the first with respect to z and the second with respect to x and subtract we get
  
∂ ∂ ∂w ∂u  g ∂θ 
+ u0 − − =0 (5.152)
∂t ∂x ∂x ∂z θ0 ∂ x

With the help of the last two equations, u  and θ  can be eliminated from (5.152) to
get
   
∂ ∂ 2 ∂ 2 w ∂ 2 w 2 
2∂ θ
+ u0 + + N =0 (5.153)
∂t ∂x ∂x2 ∂z 2 ∂x2

We now assume a solution of the form

w = w̄ exp{i[(kx + lz − ωt)]} (5.154)

That substituted in (5.153) gives the dispersion relation

150 5 Waves

Θ u
k Cg,a
Lv
δs δz C g,s
Cp l

WEST EAST

L H L
LH = 2π/λ

Fig. 5.11 On the left we show the lines of constant phase resulting from a periodic forcing at
the bottom. On the right, the relation between phase velocities and group velocity is shown in a
similar situation. Notice the alternation of low-pressure zones (where the air is pushed upward) and
high-pressure zones


ω − u 0 k = ±N k/ k 2 + l 2 (5.155)

The minus sign represents westward phase propagation with respect to mean wind
while the positive sign is for eastward phase propagation. If k > 0 and l < 0 then lines
of constant phase tilt eastward with increasing height as shown in Fig. 5.11 because
for constant phase φ = kx + lz if x increase z must also increase. The positive root
in (5.155) corresponds to eastward and downward phase propagation. It is easy to
show that group velocities are the same as Eqs. (5.146) and (5.147) except that for
the x component the velocity.
We turn now to a lower boundary in the form of a sinusoidal profile that will
produce stationary waves that corresponds to put ω = 0 in (5.154) so that w will
depends only on x and z. The partial derivative with respect to time in (5.153) goes
to zero and the same equation simplifies to
 
∂ 2 w ∂ 2 w N2 
+ + w =0 (5.156)
∂x2 ∂z 2 u 20

Substituting (5.154) we get the dispersion relation

l 2 = N 2 /u 20 − k 2 (5.157)

So that vertical propagation is only possible if N 2 /u 2o > k 2 . If this does not happens
m is imaginary and the wave is attenuated with height. In the first case the form of
the wave is
w = w̄ exp{[i(kx + lz)]}

while the attenuated wave should be

w = w̄ exp{i(kx)} exp{(−μz)}
Appendix 151

Fig. 5.12 Streamlines for mountain wave forced by a periodic profile (in grey) at the bottom. On
the left, the non-attenuated wave is shown with the dashed line representing constant phase. On the
right, the same wave it is shown attenuated (see Eq. (5.158))

where μ = |l|. If the bottom topography is of the kind

h(x) = h M cos kx

Then the lower boundary condition should be

w (x, 0) = (dh/dt)z=0 ≈ u 0 ∂h/∂ x = −u 0 kh M sin kx

The solutions to (5.156) become


−u 0 h M ke−μz sin kx, if u 0 k > N .
w(x, z) = (5.158)
−u 0 h M k sin (kx + lz), if u 0 k < N .

These two solutions are shown in Fig. 5.12. There are other important waves in the
atmosphere and some of them are also present in the ocean so it may be useful to
talk about them in the next paragraph.

Waves in the Ocean

We have neglected so far the effects of rotation that corresponds on a large-scale

at considering the effects of the Coriolis acceleration. This will give rise to a quite
number of waves both in the ocean and atmosphere. We will consider this aspect
mainly in the ocean.
152 5 Waves

Kelvin Waves

We will start from the simplest example of what are called coastal Kelvin waves
that are found in coastal water and we will see why. As usual consider a basin
of unperturbed depth H whose surface is perturbed by an amount η. We have the
geostrophic equilibrium
∂u ∂η
− f v = −g ,
∂t ∂x
(5.159)
∂v ∂η
+ f u = −g
∂t ∂y

A simplified form of the continuity equation can be found considering that the hor-
izontal component of water flux are (H + η)u ≈ H u and (H + η)v ≈ H v so that
the rate of change of η is simply
 
∂ ∂η ∂u ∂v
(H + η) + ∇ · (H u) = +H + =0 (5.160)
∂t ∂t ∂x ∂y

To simplify further the problem we assume the basin is bounded on one side (x = 0)
by a rigid wall so that one of the component for the velocity is zero u = 0. This
assumption can be extended to all the basin and Eqs. (5.159) and (5.160) reduce to

∂η ∂v ∂η ∂η ∂v
fv = g , = −g , +H =0 (5.161)
∂x ∂t ∂y ∂t ∂y

Deriving the second with respect to y and the third with respect to time we get

∂ 2v ∂ 2v
= c2 2 (5.162)
∂t 2 ∂y
√
where c = g H . This equation will admit solution of the form

v = F1 (x, y + ct) + F2 (x, y − ct)

So we get from the previous equations

H
η= (F2 (x, y − ct) − F1 (x, y + ct)) (5.163)
g

To determine the form of F1 and F2 we recur to the simplified Eqs. (5.161) so that

∂ F1 f ∂ F2 f
= − F1 , = F2
∂x c ∂x c
Appendix 153

Coriolis

pressure

current
current pressure
Coriolis

Propagation direction

Fig. 5.13 Kelvin wave in the northern hemisphere. The orientation is such that the wave propagates
in the direction parallel to the upper wall. The currents shown are those required for the geostrophic
equilibrium to hold

That give the solutions

F1 = F10 (y + ct)e−x/R , F2 = F20 (y − ct)e x/R

Where R is the so called radius of deformation and it is defined as

√
gH
R= (5.164)
f

this corresponds to the distance travelled by a wave 2π c/ f over the period 2π/ f .
This could quite a number for deep basin and a few tens of km for shallow ones. Of
the two solution, only the one that decay over x is meaningful so the final result

u = 0,

v = g H F(y + ct)e−x/R , (5.165)
−x/R
η = −H F(y + ct)e

The general appearance of a Kelvin wave is given in Fig. Fig. 5.13. In this case the
F(y + ct) is a gaussian with the amplitude decaying over a scale R. Actually, this is
some what a controversial point because even shallow basin (≈40 m) would give a
quite large R at middle latitude (≈200 km) while the observed scale is of the order
of 30 m which is the value used in the figure. This show that our theory for such real
case is only qualitative.
154 5 Waves

Equatorial Waves

Equatorial waves have some peculiar characteristics because at the equator the Cori-
olis acceleration is zero and in the neighbourhood of it can be assumed to change
linearly with the coordinate y like f = βy with β = d f /dy = 2 cos φ/a with a
Earth’s, φ latitude and  the rotation rate. With this approximation Eqs. (5.159)
become
∂u ∂η
− βyv = −g ,
∂t ∂x
(5.166)
∂v ∂η
+ βyu = −g
∂t ∂y

while continuity stay the same. Now we assume propagation of the wave towards
the east (we will see there are reasons for that) along x while the meridional velocity
(along y) will be zero. The equations reduce to

∂u ∂η
= −g ,
∂t ∂x
∂η
βyu = −g , (5.167)
∂y
∂η ∂u
+H =0
∂t ∂x
The procedure now is the same as before and we get the same expressions for u and
η 
u = G(x − ct)F(y), η = H/gG(x − ct)F(y) (5.168)

F(y) is determined by satisfying the second Eq. (5.167) with the result F(y) =
ex p(−y 2 β/2c). The final solution is then

u = G(x − ct) exp{(−y 2 β/2c)} (5.169)

This is a wave propagating in the eastward

√ direction that decays along y with a scale
(2c/β)1/2 . If we assume for c = g H this scale could be quite large considering
that β ≈ 2.3 × 10−11 m−1 s−1 . We must consider that the dominant velocity is of
the order of 2 − 3 m s−1 so that the meridional scale is of the order of 500 km. It is
noteworthy that the Kelvin wave is trapped along the equator and that the current
under the crest is in the same direction of the wave propagation while the current
under the through is in the opposite direction. This can be understood referring to
Fig. 5.14 where a cross section across the crest is shown. The pressure forces tend
to flatten the bulge and the only way for the Coriolis forces to balance them is an
eastward current. On the other hand the same cross section across a through shows
that the tendency to fill out can only be balanced by a westward current.
Appendix 155

pressure
Coriolis
wave propagation

C H
eastward current

NORTH SOUTH

westward current
I F G
A B E Coriolis pressure

Fig. 5.14 The propagation of a gravity wave in the ocean (left). The dashed curve represents the
wave some time later with respect the black line. The currents at depth converge at I and diverge at
G in such way that current are in the propagation direction under the crest and opposite under the
trough. The currents are consistent with geostrophic equilibrium maintained within the wave for
the crest (upper right) and a trough (below right)

Similarly to the Kelvin wave along the cost the currents below the wave alternate
the direction between crests and troughs while the wave will propagate towards the
east. The equator is acting as a waveguide.
We turn now our attention to the most general case and to simplify the notation we
normalize
√ the system of √ Eqs. (5.159)–(5.160). The normalization uses the variables
T = (1/cβ), and L = c/β so that the new non dimensional variables are (primed)

u = cu  , v = cv , x = L X , y = L y, t = T t , η = φc2 /g (5.170)

The non dimensional equations result to be (dropping the prime)

∂u ∂φ
− yv + = 0,
∂t ∂x
∂v ∂φ
+ yu + = 0, (5.171)
∂t ∂y
∂φ ∂u ∂v
+ + =0
∂t ∂x ∂y

We now assume solutions of the form

u = ū(y) exp{i[(kx + ωt)]},

v = v̄(y) exp{i[(kx + ωt)]}, (5.172)
φ = φ̄(y) exp{i[(kx + ωt)]}

We can eliminate u by differentiating the first in (5.171) with respect to x and the
third with respect to t to obtain
156 5 Waves

∂ 2u ∂ 2u ∂v ∂ 2v
− = y + =0 (5.173)
∂t 2 ∂x2 ∂t ∂ y∂ x

A similar operation can be done with the second and third equation to get

∂ 2v ∂ 2v ∂u ∂ 2u
− 2 = −y + =0 (5.174)
∂t 2 ∂y ∂t ∂ y∂ x

Now we operate with (∂ 2 /∂t 2 − ∂ 2 /∂ x 2 ) to the last equation and integrating one
respect to time
∂ 3v ∂ 3v ∂v ∂v ∂ 3 v
− 2 + − y2 − 3 =0 (5.175)
∂ x ∂t
2 ∂ y ∂t ∂x ∂t ∂t

Assume now a solution of the form

v = exp{[i(kx − ωt)]}ψ(y) (5.176)

Substituting in Eq. (5.176) we have

 
∂ 2ψ k
+ ω 2
− k 2
− − y 2
ψ=0
∂ y2 ω

The requirement on ψ is that it must go to zero for | y |→ 0 and this can happen
only when

k k
ω2 − k 2 − = 2m + 1, m = 0, 1, . . . , or k2 + − ω2 + 2m + 1 = 0
ω ω
(5.177)
In that case the ψ coincide with the Hermite function

d 2 ψm
+ (2m + 1 − y 2 )ψm (5.178)
dy 2

To find the equivalent of the dispersion relation we solve the second (5.177) for k to
find 
1 1
k=− ± ω2 + − (2m + 1) (5.179)
2ω 4ω2

For m = 0 we have two roots

1
k =ω− , and, k = −ω (5.180)
ω
The corresponding solution is called Yanay wave and for large ω we have

k≈ω (5.181a)
Appendix 157

which correspond to a non dimensional Kelvin wave. For small ω we have

k ≈ −1/ω (5.181b)

Which corresponds to a high zonal wave number for a Rossby wave. The other root
(5.180) corresponds to a westward propagating Kelvin wave. Now at large distance
from the equator ψ approaches zero so that from (5.174)

∂u ∂u
−yωu = k , ⇒ yu =
∂y ∂y

So that the solution become proportional to exp{y 2 /2} and become unbounded for
large y so must be discarded as we discussed before. For the low frequency limit in
(5.177) the term ω2 can be neglected and we have the dispersion relation

k
ω≈− (5.181)
k2 + (2n + 1)

That is a typical dispersion relation for Rossby waves. These waves are travelling
westward because the phase velocity ω/k is always negative. For the high frequency
limit we can 
ω ≈ ± k 2 + (2n + 1) (5.182)

That corresponds to Poincar waves that travel in both direction. At this point we
remember that the above relations are non dimensional and to make them real the
Rossby waves dispersion is given by

βk kc
ω≈− ≈−
k 2 + (2n + 1)β/c 2n + 1

Where c is the phase speed ω (k of the Kelvin wave). So the first Rossby mode
will move at a speed one-third of a Kelvin wave. For < a speed of 2.3 m s−1 it will
take 2.5 months to travel a distance of 15,000 km while a Rossby wave will employ
about 8 months to travel the same distance. This distance corresponds to the El Nino
theatre in the Pacific and 11 months it is just the typical period of its duration.
Figure 5.15 shows the dispersion relations for different equatorial waves. Notice
that this figure shows the exact solution (5.179) and this can be noticed by the
asymmetry in the Poincaré waves with respect to k. As a matter of fact, in the
approximation, we have shown the dispersion relation is symmetric with respect to
a change of sign for k.
158 5 Waves

inertia-gravity
n=2
2.5

n=1
2
Frequency ω

1.5
Yanai

Kelvin
1

0.5
n=1

Rossby n=2
0
-3 -2 -1 0 1 2 3
Wavenumber k

Fig. 5.15 The dispersion relation for equatorial wave. The dashed line indicate a Kelvin wave
propagating in the westward direction

Seismic Waves

The title is rather pretentious because seismic wave is a very complicate matter and in
this case we will discuss the simplest results that come from the theory of elasticity.
Again if you want to understand something about this just read Chap. 39 of the
Feynman’s lectures. We must assume at this point that you know something about
elasticity and start from the equation that relates the stress tensor Si j to the strain i j
that is  

Si j = 2μi j + λ kk δi j (5.183)
k

Where λ and μ are the Lamé constants and δi j is the Kronecker delta. The strain on
the other hand can be written as
 
1 ∂u i ∂u j
i j = + (5.184)
2 ∂x j ∂ xi

We now consider and elementary volume of dimensions δxδyδz and from the defi-
nition of stress we just equate the force per unit volume to the acceleration
 
∂ 2u ∂ Sx x ∂ Sx y ∂ Sx z
ρδxδyδz 2 = + + δxδyδz (5.185)
∂t ∂x ∂y ∂z
Appendix 159

According to (5.183), we substitute for Si j

Sx x = (λ + 2μ)x x + λ( yy + zz ), Sx y = 2μx y , Sx z = 2μx z

And for the  according to (5.184)

   
∂u 1 ∂u ∂v 1 ∂u ∂w
x x = , x y = + , x z = +
∂x 2 ∂y ∂x 2 ∂z ∂x

Doing all the substitution we end up with the x component of the acceleration

∂ 2u ∂
ρ = (λ + μ) ∇ · u + μ∇ 2 u
∂t 2 ∂x
Similar equations are obtained for the other components so that in vector terms we
have
∂ 2u
ρ 2 = (λ + μ)∇(∇ · u) + μ∇ 2 u (5.186)
∂t
Now we assume the vector field u decomposed in

u = u1 + u2 (5.187)

Such that
∇ · u 1 = 0, ∇ × u2 = 0 (5.188)

Substituting (5.187) into (5.186), we have

∂2
ρ [u1 + u2 ] = (λ + μ)∇(∇ · u2 ) + μ∇ 2 (u1 + u2 ) (5.189)
∂t 2
This equation can be splitted in two by taking the divergence and using the first of
(5.188)

∂2
ρ (∇ · u2 ) = (λ + μ)∇ 2 (∇ · u2 ) + μ∇ · ∇ 2 (u2 ) =
∂t 2
 2  (5.190)
∂
∇ · ρ 2 u2 − (λ + 2μ)∇u2
∂t

Since ∇ × u2 = 0 the curl of the quantity in parenthesis is zero as it is the bracket

itself and we have
∂2
ρ 2 u2 = (λ + 2μ)∇u2 (5.191)
∂t
160 5 Waves

This is a wave equation which describes

√ waves with no shearing stress (∇ × u 2 0 = 0
and that move at a speed α = (λ + 2μ)/ρ. Taking now the curl of Eq. (5.189) we
get the wave equation
∂2
ρ 2 u1 = μ∇u1 (5.192)
∂t
√
These waves moves at a speed β = μ/ρ and because ∇ · u1 = 0 for these waves
there is no change in volume so they correspond to shear waves.
These two types of waves are known in seismology as P waves with velocity
α and S waves with velocity β that someone interpret also as Primary waves or
Secondary waves because α > β. We have assumed this result when we mentioned
the Earth hydrostatic models but the application of seismic waves to the sounding is
quite important in geophysics. One of the most obvious results is the discovery that
part of the Earth’s core is in the liquid state. As we have mentioned S waves do not
propagate in liquids that do not support shear stresses. As a consequence waves that
travel through the core can be only of the P type. Studying the lack of signals from
S waves contributed to the discovery of the Earth Core in 1906. We cannot resist to
make a simple example of what is called refractive seismology

Refractive Seismology

If we consider two contiguous layers with velocity α1 and α2 (Figure A.5.8a) a

seismic ray will obey the Snell’s law

sin i α1
= (5.193)
sin r α2

A seismic ray as its parent in optics is the direction of propagation of the seismic
wave. If you apply the Snell law to the interior of the Earth α2 < α1 (because the
density increases with depth) so that the refracted ray will move away from the
vertical. At some point r = π/2 so that we can find a critical angle i c for which we
have a total reflection
i c = sin−1 (α1 /α2 ) (5.194)

Consider now a simple model like the one shown in Figure A.5.8b. Between the
source S and the receiver R we can have three different ray paths. A direct wave
that travel on the surface, reflected wave that has an incidence angle larger than the
critical angle and a refracted wave that after being refracted travels at the interface
of the two layers. It is easy to show that for the direct wave the travel time would be

t = x/α1 (5.195)
Appendix 161

x
S R

Reflected wave
α1

TIME
z Head wave
slope 1/ α2

α2 Direct Wave
slope 1/ α1

Xc Xcross
DISTANCE

Fig. 5.16 A two-layer model to illustrate refractive seismology (left). In this case, α1 < α2. On
the right, the curve x − t which results from the simple model are shown

while for the reflected wave


2
t= z 2 + x 2 /4, ⇒ α12 t 2 = 4z 12 + x 2 (5.196)
α1 1

That is an equation for hyperbola. Finally, the refracted wave will give

2z 1  x
t= 1 − (α1 /α2 )2 + (5.197)
α1 α2

That is a straight line with slope (1/α2 ) and intercept (2z 1 /α1 ) 1 − (α1 /α2 )2 .
Figure 5.16 shows the results of such a simple model, In particular, it shows that
below the point xc given by
2zα1
xc =  (5.198)
(α22 − α12 )

that correspond to the total reflected ray for the critical incidence angle. It is easy
to see that a measure of the slope of the signal will give information about the
seismic velocities of the layer. Refractive seismology has evolved toward a very
sophisticated technique known as seismic tomography that gives 3D sections of the
internal structure of the Earth.
162 5 Waves

References

Textbooks

Clarke AJ (2008) Dynamics of El Nino and Southern oscillation. Academic, New York
Cushman-Roisin B, Beckers JN (2011) Introduction to geophysical fluid dynamics: physical and
numerical aspects. Academic, New York
Drazin PG, Johnson RS (1989) Solitons, an introduction. Cambridge University Press, Cambridge
Fowler CRM (2004) The solid Earth: an introduction to global geophysics. Cambridge University
Press, Cambridge
Lighthill J (1978) Waves in fluids. Cambridge University Press, Cambridge
Pedloski J (2010) Waves in the ocean and atmosphere: introduction to wave dynamics. Springer,
Berlin
Thorne KS, Blandford RD (2017) Modern classical physics: optics, fluids, plasmas, elasticity,
relativity, and statistical physics. Princeton University Press, Princeton

Articles

Pelinovsky E, Talipova T, Kurkin A, Kharif C (2001) Nonlinear mechanism of tsunami wave

generation by atmospheric disturbances. Nat Hazards Earth Syst Sci 1:243
Pelinovsky I, Poplavsky A (1996) Simplified model of tsunami generation by sub-marine landslides.
Phys Chem Earth 21
Tinti S, Bortolucci E (2000) Energy of water waves induced by submarine land-slides. Pure Appl
Geophys 157:281
Chapter 6
Instabilities

We have already laid some of the elements necessary for this chapter when we
dealt with the Benard convection in Chap. 3. These elements have to do with the
equilibrium states of the dynamical system. We must consider some more elementary
notions of mechanical stability and then go back to study dynamical systems. The
approach we use will emphasize those instabilities that are quite relevant and produce
visible effects like the Kelvin–Helmholtz or the gravitational instability. Specific
applications will be treated in the appendix where we will discover that many more
examples of instability can be found in the atmospheric physics and astrophysics.
Again, for the time being, we will neglect the plasma instabilities that will be studied
in the chapter on the magnetohydrodynamics.

6.1 Stability, Instability and Bifurcations

Start with a simple example for the stability of a material point in the potential V (x).
We assume that from this potential we can derive a conservative force F(x) such that

dV
F(x) = − (6.1)
dx

The equilibrium may correspond to the case where F(x) = 0 that is d V /d x = 0,

so that the equilibrium states may correspond to maxima or minima of the function
V (x). Let us call x0 the point for the maximum or minimum and we can expand the
function F(x) around this point. We have
  
d V  d 2 V  1 d 3 V 
F(x0 + x) = − − x − x 2 − .... (6.2)
d x x0 d x 2 x0 2 d x 3 x0

© Springer Nature Switzerland AG 2020 163

G. Visconti and P. Ruggieri, Fluid Dynamics,
https://doi.org/10.1007/978-3-030-49562-6_6
164 6 Instabilities

The first term on the right hand side at the equilibrium is zero so that we have
 
d 2 V  1 d 3 V 
F(x0 + x) = − 2  x − x 2 − .... (6.3)
d x x0 2 d x 3 x0

If the second derivative is positive (a minimum in the potential) then the force in
the neighbours of x0 is negative (restoring) for a positive change x and vice versa.
On the other hand if d 2 V /d x 2 < 0 (a maximum in the potential) then the force at
x0 + x has the same sign of x so that x0 is a non-equilibrium point. This can
easily visualized with a material little ball that rolls over the potential curve.
We now ask something more general about the stability of the equilibrium points.
We saw that when discussing the Benard convection and we can make now another
example with the damped oscillator that obeys to the differential equation

ẍ + γ ẋ + ω2 x = 0 (6.4)

This equation can be split in the system

ẋ = v (6.5)
v̇ = −(γ v + ω x)2
(6.6)

The equilibrium point where ẋ = v̇ = 0 in the space x, v is obviously v = 0 and

x = 0 but we want to see if this is a stable point that is if it remains as such for
small perturbations around the same point. We assume the perturbation of the form
δx = δx0 exp(σ t) and δv = δv0 exp(σ t) that once substituted in (6.5–6.6) will give

σ δx0 − δv0 = 0 ω2 δx0 + (σ + γ )δy0 = 0 (6.7)

In order to have solutions such a homogeneous system must have the determinant of
the coefficients equal to zero and that brings to the solution for σ

γ γ2
σ + γ σ + ω = 0,
2 2
σ =− ± − ω2 (6.8)
2 4
We have different cases based on the sign of γ and its value with respect to ω. If γ
is negative the perturbation will grow with time either exponentially or modulated
in case γ /2 < ω so the point will be unstable. In case γ is positive and γ /2 > ω the
point will be stable and the perturbation will decay back to the initial point. Finally,
if γ /2 < ω the solution will have an imaginary component and the perturbation will
decay modulated by the square root term. We have so far reproduced the familiar
damped oscillator behaviour and we can pass on to some more sophisticated stuff.
Of particular interest is to go back to the Benard convection we have studied in
Chap. 3 to introduce the concept of bifurcation. To this end, we consider a toy model
for a system that obeys the equation
6.1 Stability, Instability and Bifurcations 165

dx
= ax − bx 3 (6.9)
dt
√
This system has three equilibrium points x1 = 0 and x2,3 = ± a/b. To ascertain if
these are stable or unstable points, we proceed as before. For example, for x1 = 0
we have for a perturbation like x  = A exp{σ t}

σ x  = ax  − bx 3 ≈ ax  (6.10)

So that, x1 is a stable point for a < 0 and unstable for a > 0. The points x2,3 are
treated in the same way
dx
= ax  − 3bx22 x  (6.11)
dt
So that they are stable for a > 0 and unstable for a < 0. These results can be sum-
marized as in Fig. 6.1. For a < 0 the only solution is x = 0 while solution x2 and
x3 exist only for a > 0 and b > 0. This is called a supercritical bifurcation. These
solution can be assimilated to the particle in a well analogy where the unique solution
for a < 0 (only a well) while for a > 0 we have two possible equilibria. Again this
case is similar to the Bernard convection where we have only the conduction state for
r < 1 while we have two possible convective styles for r > 1. We will see that this
conclusion is not valid for large values of r . On the other hand, when b < 0 states x2
and x3 can exist only if a < 0.In this case we have a subcritical bifurcation and the
only stable state is for a < 0 and x = 0 so that the well analogy is something like
Fig. 6.1b.
Finally, we examine a higher dimensional version of the bifurcation considering
the system

x x
s u

s u s u
a a

s u
u u u

s
s s s

Fig. 6.1 The stability analysis for the Eq. (6.9). On the left it is shown the case when b > 0 for
a > 0 and a < 0. On the right the case for b < 0 is shown. Also shown are is the analogy with the
potential wells
166 6 Instabilities

Fig. 6.2 The stability y

analysis of the system stable periodic
described by Eq. (6.14). For orbit
μ ≤ 0 the stability path is a stable
spiral toward the center. branch
While for μ > 0 the limit μ
cycle is reached either from unstable
infinity or the center branch
x

dx
= −y + (μ − x 2 − y 2 )x
dt (6.12)
dy
= x + (μ − x 2 − y 2 )y
dt
The stability problem can be worked out easily if we introduce a change of variables

x = ρ cos θ
(6.13)
y = ρ sin θ

The system (6.12) becomes

dθ
=1
dt (6.14)
dρ
= ρ(μ − ρ 2 )
dt

The equilibrium point is clearly x = y = 0 that is ρ = 0. Since θ̇ = 1 the trajectories

are anticlockwise about the origin and at the same time if μ = 0 then ρ̇ = −ρ 3 so
that the resultant motion is spiralling anticlockwise toward the origin. If μ < 0 then
μ − ρ 2 < 0 for all ρ and we have the same spiralling motion. However, if μ > 0 then
√ √
ρ̇ > 0 for 0 < ρ < μ and ρ̇ < 0 for μ < ρ < ∞. In the first case we will have
√
a divergent flow from the origin to a limit cycle of radius μ while in the second
case we have a spiralling motion from infinity to the same limit cycle. This is shown
in Fig. 6.2. All these considerations may look a little bit too theoretical but they will
be substantiated in due time.

6.2 Gravitational (Jeans) Instability

Consider a star like as a massive sphere of gas where the equilibrium is determined
by the pressure against the gravitational pull. There is no motion in this case and still
we can write the perturbed equation of motion
6.2 Gravitational (Jeans) Instability 167

∂u ∇p
=− − ∇
 (6.15)
∂t ρ

This equation is obtained from the Euler equation by perturbing pressure p = p0 +

p  , density ρ = ρ0 + p  and the gravitational potential
=
0 +
 . In the same
fashion the continuity equation becomes

∂ρ 
+ ρ∇ · u = 0 (6.16)
∂t
The Poisson equation in the perturbed form becomes

∇ 2
 = 4π Gρ  (6.17)

where G is the gravitational constant. These equations assume a constant density

and pressure that in the adiabatic case are related by
γp 
p = ρ = cs2 ρ  (6.18)
ρ

where we have used the definition for the speed of sound cs . We now use a slight
variation of our stability analysis by assuming that all the variables appearing above
are in the form exp[i(ωt + k · r)], Then Eqs. (6.15–6.17) become

ρ
ωu = −kcs2 − k

ρ
ρ (6.19)
ω +k·u=0
ρ
k 2
 = 4π Gρ 

Taking the scalar product of the first by k and substituting in the second we have

ρ  2 
ω − k 2 cs2 = k 2

ρ

Then the third equation can be used to eliminate

 and ρ to obtain the dispersion
relation
ω2 = cs2 (k 2 − k 2j ) (6.20)

where
4π Gρ
kj = (6.21)
cs2

In the absence of gravity (G = 0) Eq. (6.20)

√ gives the sound waves. The presence
of gravity would add a frequency ωG = 4π Gρ. If this term becomes larger than
168 6 Instabilities

k 2 cs2 then ω2 < 0 and the instability sets in. Equation (6.20) gives the wavelength
that corresponds to this critical point known as Jeans length λ J given by

2π π
λ J == = cs (6.22)
kJ Gρ
√
We can associate a typical time scale to the frequency ωG that is 2π/ωG = π/Gρ.
The wavelength λ J implies a Jean mass M J given by

4 3
MJ = πλ ρ (6.23)
3 J
The physical interpretation given to these quantities is based on the √
fact that given a
typical length we can associate to it a free fall time /v √
where v ≈ G M/ , where
the mass M ≈ ρ 3 . The resulting free fall time is t ≈ 1/ Gρ while the time it takes
for a sound wave to cross the same distance ts ≈ /cs . When these two√ times are the
same the resulting length is of the order of the Jeans length ≈ cs / Gρ.
It is interesting to evaluate the Jeans mass for some typical condition in the uni-
verse. To this end it is convenient to express (6.23) as a function of temperature
assuming an isothermal gas. In this case, cs = p/ρ and p/ρ = kT /μm p where m p
is the proton mass and μ the number of protons in the molecule. We arrive then to
the expression
 3/2  3/2
4 kT T
M J = π 5/2 ≈ 10 22
ρ −1/2 (6.24)
3 μGm p ρ 1/3 μ

Using a densities between 10−22 and 10−20 g cm −3 a temperature of 10 K and μ ≈ 2.4

we arrive at masses between 28 and 280 (solar mass 2 × 1030 kg). This may indicates
that stars do not form directly from collapse but rather there is an intermediate state
of larger mass.

6.3 Instability of Shear Flows

We will study the most general class of stability of stream flows when layers of fluid
with different densities and velocity are subject to perturbation that may change their
status. A drastic simplification can be obtained by using the Squires theorem that is
demonstrated in the appendix. This theorem allows to reduce the analysis most of
the time to a two-dimensional problem.
In particular, we will consider two fluids at rest in a gravitational field with den-
sities ρ1 for the fluid below the interface and ρ2 for the fluid above. The fluids are
two-dimensional with the x axis along the interface and the z axis normal to it. The
fluids are incompressible and we assume to be in the irrotational regime so that
they can be described by potential function ψ such that the velocity u is given by
6.3 Instability of Shear Flows 169

u = −∇ψ. Then we could write the momentum equation in the form of (5.109)

∂ψ 1 p
− + u 2 + + φ = F(t) (6.25)
∂t 2 ρ

where φ is the gravitational potential and F(t) is a time dependent constant. The two
fluids as shown in Fig. 6.3 have parallel velocities U1 and U2 so that their potential
would be
ψ1 = −U1 x + ψ1 , ψ2 = −U2 x + ψ2 (6.26)

where we have assumed that each potential is made by a basic state plus a small
perturbation ψ1 and ψ2 . These perturbations will produce ripples at the interface
ξ(x, t) such that
∂ψ1 dξ ∂ξ ∂ξ
− = = + U1
∂z dt ∂t ∂x
(6.27)
∂ψ2 dξ ∂ξ ∂ξ
− = = + U2
∂z dt ∂t ∂x

These equations express the vertical component of the velocity and we seek solutions
of the form
ξ = A exp{[i(kx − ωt)]} (6.28)

However, the incompressibility (∇ · u = 0 ) implies ∇ 2 ψ1 = ∇ 2 ψ2 = 0 so that the

form of ψ1 and ψ2 will be

ψ1 = C1 exp{[i(kx − ωt) + kz]}, ψ2 = C2 exp{[i(kx − ωt) − kz]} (6.29)

Notice that we take z = 0 at the interface so that ψ2 will decay with z above the
interface and ψ1 will decay with z below the interface. These quantities can now be
substituted in Eq. (6.27) to get

i(kU1 − ω)A = −kC1

(6.30)
i(kU2 − ω)A = kC2

The three unknown are A, C1 and C2 , so we need another equation that can be found
in the (6.25) from which we obtain the pressure below the interface
 
∂ψ  u2
p = −ρ1 − 1 + 1 + gξ + ρ1 F(t) (6.31)
∂t 2

where the gravitational potential has been written as gξ . The pressure at the interface
must be the same so we have
   
∂ψ  u2 ∂ψ  u2
ρ1 − 1 + 1 + gξ = ρ2 − 2 + 2 + gξ + ρ F1 (t) − ρ2 F2 (t) (6.32)
∂t 2 ∂t 2
170 6 Instabilities

The time dependent term can be assumed to be constant also in time because the
perturbation must vanish at z = ±∞ then we can easily find that

1 
ρ1 F1 (t) − ρ2 F2 (t) = ρ1 U12 − ρ2 U22 (6.33)
2
The perturbation velocities can be determined from (6.26) as

∂ψ1
u 21 = (U1 − ∇ψ1 )2 = U12 − 2U1
∂x

neglecting the square of the perturbed quantity. From these we can get u 21 /2 and u 22 /2
that can be substituted in (6.32) to have
   
∂ψ1 ∂ψ1 ∂ψ2 ∂ψ2
ρ1 − − U1 + gξ = ρ2 − − U2 + gξ (6.34)
∂t ∂x ∂t ∂x

Substituting now from (6.28) and (6.29), we obtain

ρ1 [−i(kU1 − ω)C1 + g A] = ρ2 [−i(kU2 − ω)C2 + g A] (6.35)

We can use now (6.30) to get

ω2 (ρ1 + ρ2 ) − 2ω − k(ρ1 U1 + ρ2 U2 ) + k 2 (ρ1 U12 + ρ2 U22 ) + kg(ρ2 − ρ1 ) = 0

(6.36)
This is the basic equation that give rise to the two instabilities and we will study the
Rayleigh–Taylor and the Kelvin–Helmholtz.

6.3.1 Rayleigh–Taylor Instability

If we consider the fluid at rest U1 = U2 = 0, then (6.36) gives the dispersion relation

(ρ1 − ρ2 )kg
ω2 = (6.37)
ρ1 + ρ2

It is clear that in the usual situation with the denser fluid at the bottom (ρ1 > ρ2 )
the small perturbation will not grow, while for the opposite situation with the denser
fluid on top (ρ1 < ρ2 ) ω is imaginary ad the growth rate is given by
 1/2
(ρ1 − ρ2 )gk
σ = = (At gk)1/2 (6.38)
ρ1 + ρ2
6.3 Instability of Shear Flows 171

ρ2 U2 ρ2
ε

ρ1 U1
ρ1

Fig. 6.3 The distribution of density and velocity in a two-layer sheared flow (left). On the right,
the same fluids are shown to consider the effect of surface tension

where At sometime is called√ the Atwood number, At = (ρ1 − ρ2 )/(ρ1 + ρ1 ). Notice

that if ρ2 ρ1 then ω ≈ gk that is we get again the gravity waves.
It is quite interesting to note the role that surface tension plays in the Rayleigh–
Taylor instability. As shown in Fig. 6.3, we consider the interface as an elastic mem-
brane between the two fluids with the lighter on the bottom. The elementary pressure
difference
δp ≈ (ρ1 − ρ2 )g

where  is the elementary vertical displacement. This pressure difference must be

balanced by the effect of surface tension

δpt ≈ γ /R

where γ is the surface tension. R and the horizontal dimension L can be related by
 R ≈ L 2 so that the ratio of the two pressure perturbation is given by

δp ρg R ρgL 2
≈ ≈
δpt γ γ

A more detailed theory shows that this expression must be slightly modified as

ρgL 2
= 4π 2 (6.39)
γ

That gives for the air-water interface a critical length of the order of 1.7 cm. Appli-
cations of the Rayleigh–Taylor instability are frequent in plasma physics and astro-
physics. We will see some of them in due course.
172 6 Instabilities

6.3.2 Kelvin–Helmholtz Instability

In the Eq. (6.36), we can put ρ1 = ρ2 and solve for ω we get

ω
c= = Uave + ±iU (6.40)
k

where Uave = (U1 + U2 )/2 and U = (U1 − U2 )/2 We have then a grow rate for
the perturbation given by kωi where the imaginary component it is just U . This
means that no matter how small is the velocity difference the instability sets in and
the wave is not dispersive with the phase velocity proportional to k. Charru gives
a mechanistic interpretation of the Kelvin–Helmholtz instability when he consider
that above a perturbation η > 0 of the shear layer the fluid is accelerated owing to the
fact that the cross-sectional area perpendicular to the flow is decreased. The resulting
velocity perturbation is of the order of u ≈ U kη. This increase in velocity above
the crest implies a decrease in pressure of the order of p ≈ −ρU u following the
Bernoulli law (increase in velocity—decrease in pressure) that for the horizontal
momentum balance implies a growth rate sσ

1 du 1 ∂p kp
σ = =− ≈− ≈ kU (6.41)
u dt ρu ∂ x ρu

There is, however, another way to show the intrinsic instability of the shear flow is
we consider that the interface at z = 0 corresponds to a vortex line. We can again
assume a disturbance of the form (6.28) and calculate across the interface the total
vorticity disturbance as
  
0+
∂u  ∂ψ1  ∂ψ2 
dz = u 1 (z = 0+ ) − u 2 (z = 0− ) = − (6.42)
0− ∂z ∂ x 0 ∂ x 0

We are talking about the y component of the vorticity that in this case is given by
∂u/∂z − ∂w/∂ x. From Eq. (6.29) we have

∂ψ1 
= ikC1 ei(kx−ωt) = −(ω + kU1 )Aei(kx−ωt) = −(ω − kU1 )ξ (6.43)
∂ x 0

And similarly

∂ψ2 
= ikC2 ei(kx−ωt) = −(ω + kU2 )Aei(kx−ωt) = (ω − kU2 )ξ (6.44)
∂ x 0

So the change in vorticity is simply

[−2ω + k(U1 + U2 )]ξ

6.3 Instability of Shear Flows 173

We now assume that ρ1 = ρ2 and U1 = −U2 = U > 0 so that (6.40) gives ω =

±ikU . The change in vorticity becomes

−2ωξ = ∓2ikU ξ = 2kU A exp[(ikx ∓ iπ/2) ± kU t]

where ωt has been substituted with ±ikU t and the i has been taken as exp{iπ/2}.
The unstable solution becomes then
 

λ
−2ikU ξ = 2kU A exp ik x − + kU t
4

And the vorticity disturbance changes as

 

λ π  kU t
2kU A cos k x − ekU t = 2kU A cos kx − e
4 2

While the interface varies as

AekU t cos kx

The vorticity disturbance then grows most in the point A (Fig. 6.4) where ξ = 0 and
∂ξ/∂ x < 0 while decreases in points like B where ξ = 0 and ∂ξ/∂ x > 0.
This behaviour tends to lift the interface crests and suppress the troughs. Beside
the disturbance moves with an average velocity
 
∂ψ1  ∂ψ2 
+ = k(U1 − U2 )ξ = 2U ξ
∂ x 0 ∂ x 0

B B vorticity
z direction

A A y

-u x

Fig. 6.4 The evolution of the Kelvin–Helmholtz instability. In the upper panel, it is shown the initial
deformation of the interface with the circles indicating the positive vorticity (clockwise) directed
along y and the negative vorticity (anticlockwise). In the bottom panel, it is shown schematically
the growth of the perturbation
174 6 Instabilities

That is positive near the crests and negative near the troughs. Therefore, clockwise
disturbances accumulate around G while counterclockwise disturbances are swept
from the troughs F. The results are the evolution depicted in Fig. 6.4. This analysis,
however, is valid only in the limit of linear perturbation.

6.4 Stratified Shear Flows

We now consider a parallel shear flow specified by a basic profile ū(z). We con-
sider the plane x − z and write down the equations of velocities zero divergence
momentum and mass conservation already in perturbed form

∂u ∂w
+ =0 (6.45)
∂x ∂z
∂u ∂u ∂ ū 1 ∂p
+ ū(z) +w =− (6.46)
∂t ∂x ∂z ρ0 ∂ x
∂w ∂w 1 ∂ p ρg
+ ū(z) =− − (6.47)
∂t ∂x ρ0 ∂z ρ0
∂ρ ∂ρ d ρ̄
+ ū(z) +w =0 (6.48)
∂t ∂x dz

These equations can be reduced if we assume a stream function such that

∂ψ ∂ψ
u=− , w= (6.49)
∂z ∂x

So that (6.48) is written as

∂ρ ∂ρ ∂ψ d ρ̄
+ ū(z) + =0 (6.50)
∂t ∂x ∂ x dz

While pressure can be eliminated between (6.46) and (6.47) by cross differentiating
to obtain  
∂ ∂ d 2 ū ∂ψ g ∂ρ
+ ū(z) ∇2ψ − 2 =− (6.51)
∂t ∂x dz ∂ x ρ0 ∂ x

As usual we seek a solution of the form

ψ = (z) exp[i(kx − ωt)] (6.52)

ρ = R(z) exp[i(kx − ωt)] (6.53)
6.4 Stratified Shear Flows 175

Substituted in the Eqs. (6.50) and (6.51) we have the system

 
d 2 d 2 ū g
(ū − c) − k 2
 − =− R (6.54)
dz 2 dz 2 ρ0
d ρ̄
(ū − c)R + =0 (6.55)
dz

where c = ω/k. R can be eliminated to obtain the so called Taylor Goldstein equation
   2 
d 2 N d 2u
(ū − c) − k 2
 + − =0 (6.56)
dz 2 ū − c dz 2

where N is the buoyancy frequency we met before. Such an equation is quite difficult
to solve so we will make some consideration about the stability.

6.4.1 The Richardson Number

We start making the substitution


φ=
ū − c

And after some algebra (6.56) can be written as

d dφ 1 u 2z − 4N 2
(ū − c) − k (ū − c) + u zz +
2
φ=0 (6.57)
dz dz 2 4(ū − c)

If the flow is contained between z = 0 and z = H the boundary conditions are φ(0) =
φ(H ) = 0. This equation has the appearance of a forcing term (the first on the left) and
the restoration term on the right. We now multiply (6.57) by the complex conjugate
φ ∗ and integrate along the vertical limits
  
H   H
ū 2z − 4N 2 2 H
¯ − c) |φz |2 + k|φ|2 dz + 1
(u ū zz |φ|2 dz +
1
|φ| dz = 0
0 2 0 0 ū − c 4
(6.58)
The integral in the middle is always real so that the imaginary parts of the equation
reduce to the imaginary parts of the first and the third and this implies
 
H  
ci H
ū 2z − 4N 2 2
ci (ū − c) |φz | + k|φ| dz =
2 2
|φ| dz (6.59)
0 4 0 ū − c

At this point we could have ci = 0 and in that case ω is real and the wave perturbation
is stable. If ci is not zero the two integrals appearing in (6.59) must be equal with
176 6 Instabilities

the first being always positive. This require that the quantity ū 2z − 4N 2 be positive
at the least in some portion of the domain. So instability is possible only if
 2
1 d ū
N2 < (6.60)
4 dz

This condition is necessary but not sufficient that is the flow is stable if (d ū/dz)2 <
4N 2 through the domain while nothing can be said if this condition is not satis-
fied in some point of the domain. The condition (6.60) can be given an interesting
interpretation in the case the ū(z) and ρ(z) profiles change linearly and in that case

d ū U gρ
= , N2 =
dz H ρ0 H

The condition of instability can be then formulated in term of the Richardson number
Ri
N2 gρ 1
Ri = = H< (6.61)
(d ū/dz)2 ρ0 U 2 4

It easy to see that Ri is somewhat related to the ratio between the potential energy
change in the flow (gρ H ) and the kinetic energy (ρ0 U 2 ). Actually this is rather
artificial way to introduce the Richardson number that is more appropriate as an
introduction to turbulent flow. As a matter of fact the instability of the shear flow
can be proven more simply for the case in which the density perturbation is ignored.
Then Eq. (6.56) becomes

d 2 d 2 ū/dz 2
− k2 − =0 (6.62)
dz 2 (ū − c)

We multiply this equation by the complex conjugate  ∗ and integrate from 0 to H

to obtain
 H     H 2
 d 2 d ū/dz 2
  + k 2 ||2 dz + ||2 dz = 0 (6.63)
 dz  (ū − c)
0 0

Again the imaginary part of (6.63) is

 H
d 2 ū/dz 2
ci ||2 dz = 0 (6.64)
0 (ū − c)2

Now for the unstable mode ci > 0, therefore, d 2 ū/dz 2 must change sign at the least
once in the interval 0, H . In this case the flow is unstable but we have not introduced
the Richardson number.
6.4 Stratified Shear Flows 177

6.4.2 A Useful Example

We will now proceed with an example that could clarify a bit what we have done so
far and justify some of the talks about bifurcation we made at the beginning of the
chapter. Just consider a different distribution of velocity as shown in Fig. 6.5 where
we can consider the region with ū constant and z positive (region I). The region
where the velocity changes linearly comprised between D/2 and −D/2 (region II)
and the region with ū constant and z negative (region III). We do consider ρ constant
so that Eq. (6.56) reduces to (6.62) that can be derived with respect to x to obtain
(remember (6.49))  
d 2w 1 d 2 ū
−w k + 2
=0 (6.65)
dz 2 ū − c dz 2

That can be further simplified if we notice that ū changes linearly so the second
derivative is zero
d 2w
− k2w = 0 (6.66)
dz 2

The general solution to this equation are the following

I : w = Ae−K y
II : w = Be−K y + Ce K y (6.67)
III : w = Fe Ky

Wee need now to apply boundary conditions to the different regions that requires
displacements and pressure to be continuous. The relation between velocity and
displacement is  
d ∂ ∂
w = δz = + ū δz
dt ∂t ∂x

We assume a δz of the form δ̄z exp{ik(x − ct)} so that

w = ik(ū − c)δ̄z

And the continuity of δz demands that w/ik(ū − c) to be continuous. This condition

is obviously satisfied because ū is continuous. As for the pressure we assume a pres-
sure dependence of the form p̄(z) exp{ik(x − ct)} that substituted in (6.46) implies
that the quantity
d ū
ik(ū − c)u + w
dz
178 6 Instabilities

be continuous From the continuity equation (6.45) we have ik ū = dw/dz so that

continuity is required on the quantity

dw d ū
(ū − c) − w (6.68)
dz dz

At this point things get a little bit labour intensive with the first step to impose
continuity of w at z = ±D/2. Then from (6.67) we have

A = B + Ce K D
(6.69)
F = C + Be K D

At y = D/2 we evaluate the difference between the solution (I) and (II) and then
derive to obtain
dw  
= −K e−K D A − B + Ce K D (6.70)
dz

So that we have
 
w(D/2) d ū e−K D 2u 0 dw
= −A =
ū(D/2) − c dz u0 − c D dz

where the last equivalence derive from (6.68). We cam eliminate A from (6.70) using
(6.68) to obtain  

c
B = Ce K D K D 1 − −1
u0

And a similar expression at z = −D/2

 

c
C = Be KD
KD 1+ −1
u0

Eliminating B and C we have the dispersion relation

 2
DK c
= (D K − 1)2 − e−2K D (6.71)
uo

Wee see that c is purely real if (D K − 1)2 ≥ e−2K D with two possible solutions. It
is purely imaginary if (D K − 1)2 ≤ e−2K D . The cross over being K D = 1.28. The
flux is the unstable for long wavelengths (small K ). In this limit (6.71) would give

lim c = ±iu 0
k→0

And the growth rate becomes

lim σ = ±i K u 0
k→0
6.4 Stratified Shear Flows 179

z 3
0.4
ρ 2
I
U 0.2 1

KDc/U0
σD/U0
0.0 0
ρ II x
-1
- 0.2
-U
III -2
- 0.4

0 1 2 3 4 0 1 2 3 4
KD KD

Fig. 6.5 On the extreme left the distribution of density and velocity is shown. The center figure
illustrates the growth rate σ D/U0 as a function of K D. On the extreme right, it is shown the real
solution of Eq. (6.71)

So that for small K the growth is linear with K . Figure 6.5 shows the complete
solutions to (6.71). We notice the bifurcation at k D = 1.28 for the two modes of the
wave while before that we had the modes of growth and decay of the perturbation.

Appendix

Supernovae Remnants

Supernovae is one of the last stage of the life of a star. When the nuclear fuel of a
star is near exhaustion the star grows up to a red giant or supergiant that may explode
generating the supernovae. A supernova remnant (SNR) is the structure resulting
from the explosion. The supernova remnant is bounded by an expanding shock wave
and consists of ejected material expanding from the explosion, and the interstellar
material it sweeps up and shocks along the way. Three phases can be distinguished in
the evolution of SNR. In the first phase that lasts from a few hundred to thousands of
years the mass of ejecta is much larger than the swept-up mass. In the second phase,
the swept-up mass dominates and lasts tens of thousands of years. In the third phase,
the radiative losses are important and eventually, SNR dissipates. In our galaxy, there
are supernovae events every 30–50 years, while in the universe, it is estimated that
there is a supernova every second. The SNR may be “visible” up to 100,000 light
years primarily in radio and X-ray bands. Supernovae are important because they are
thought to be an important source of heavy elements.
In the phase when the swept-up mass becomes larger than the ejected mass a shock
front is formed as shown in Fig. 6.6 that lies between the shocked gas and the undis-
turbed circumstellar medium (CSM). This front can reach very high Mach numbers.
In the reference frame of this shock front the CSM moves toward the front (Fig. 6.6b)
and finally, the Deceleration of ejecta drives a second shock “backwards” heating
the ejecta (“reverse shock” in the moving frame), Fig. 6.6c): Between the primary
shock front and the reverse shock, a contact discontinuity develops that separates
180 6 Instabilities

unshocked gas gaseous shocked

unshocked gas flowing toward shock front piston stellar ejecta unshocked gas

shocked shocked
gas gas
shocked
CSM

piston piston

shock shock
front front

(a) (b) (c)

Fig. 6.6 The different phases for the evolution of gas in a supernovae. In (a) the shock front
compress the unshocked gas. In (b) the return shock is depicted while in (c) the shocked interstellar
medium is shown

the shocked ejects from the shocked CSM. For typical outflows at early times, this
contact discontinuity is unstable and is where the Rayleigh–Taylor instability takes
place (Duffell 2018). This problem has been studied since the first paper on SRM
in the  70 while today computer programs are quite common. However, we need to
maintain some simple style so we will refer to a paper by Velazquez et al. (1998)
that follows the classical paper by Plesset and Whipple (1974) and Cowie (1975).
We already know that with two fluids with density ρ1 and ρ2 the Rayleigh–Taylor
instability sets in with a growth rate given by

σ (k) = kg(α2 − α1 ) (6.72)

where α1,2 = ρ1,2 /(ρ1 + ρ2 ). The solution (6.72) gives very large growth rate for
small wavelength and this results can be corrected introducing some viscosity of the
fluid. We start by considering a small perturbation of the form

η(x, t) = a(t) sin kx (6.73)

where a(t) obey for stable perturbations to

ä + ω02 a = 0
√
where dimensional considerations give ω0 = gk. In a fluid with kinematic viscosity
ν the simplest form of the damped oscillator could be

ä + f νk 2 ȧ + ω02 a = 0 (6.74)
Appendix 181

where f is a proportionality factor that must be determined. It is assumed that a(t)

is of the form a(t) = a(0) exp{γ t} so that (6.74) implies

γ 2 + 2νk 2 γ + ω02 = 0

where f has been set to 2 based on the small damping of surface waves. If νk 2 > ωo2
stability is assured at least for one solution while we have instability for the case

γ 2 + 2νk 2 γ − σ 2 = 0 (6.75)

With σ given by (6.72). It is easy to show by derivation of (6.75) that γ has a

maximum for
2π 1g 1/3
k∗ = = (α2 − α1 ) (6.76)
λ∗ 2 ν2

With the maximum value of γ given by

1/3
1 1 g2
γ∗ = = (α2 − α1 ) 2
(6.77)
τ∗ 2 ν

where τ∗ is the growth time. In order to compare these results with the observations
hypotheses have to be made on the quantity appearing in (6.76–6.77). The kinematic
viscosity can be written as
5/2
Tp
ν = 3.5 × 107 (6.78)
np

Expressed in cm2 s−1 and where T p and n p are the temperature and density of the
piston region. As we know the quantity (α2 − α1 ) can be expressed as α. Figure 6.7
gives some result obtained with different values for the temperature. The most notable
result is that the maximum growth rate is obtained in the range of k∗ around 2–3
×10−18 cm−1 that correspond to dimension of the order of 0.9 pc (parsec). The effect
of viscosity is then to produce a dimensional range for the instability and reduce
the growth rate. A further approximation can be obtained with the introduction of
magnetic field effects as it is discussed in the Chapter on magnetohydrodynamics.

Rayleigh–Taylor Instability in the Solid Earth

In the beautiful book by Turcotte and Schubert Geodynamics there is an interesting

paragraph on the generation of salt domes. These formations are important because
many oil and gas fields are found near them. The theory presented there, however, is
quite laborious and the interested reader can follow it there. Here we will use a much
simpler treatment due to Geoffrey Davies and presented in his book Dynamic Earth.
Consider then two fluids like those shown in Fig. 6.8 with the denser fluid above the
182 6 Instabilities

no viscosity
σ ( 10-10 s-1)

2
T= 2 107 K

T= 3.5 107 K

0
0 5 10 15 20 25
k (10-16 m-1)

Fig. 6.7 The growth rate of the Rayleigh–Taylor instability in supernovae remnants. The reported
case is for different temperatures and absence of viscosity

Fig. 6.8 The bulge at the base of the mantle that produces the Rayleigh–Taylor instability within
the Earth

lighter which present a bulge of height h and width l. This bulge is buoyant relative
to the overlying fluid and its buoyancy is approximately (if h is small)

B ≈ gρlh

This is the force per unit length (in the third dimension perpendicular to the sheet).
This buoyancy will make the sheet to grow with a velocity of the order of w = ∂h/∂t
with this growth being resisted by the viscous stresses. These stresses will have
Appendix 183

different forms depending on the ratio between l and D the depth of the layer. In the
case lD the dominant stress will be proportional to the velocity gradient w/l so
that the resisting force will be

Rs = μ(w/l)l = μw = μ∂h/∂t

where μ is the dynamic viscosity. The balance of buoyancy and resistance will give

∂h gρl
= h (6.79)
∂t μ

That results in an exponential growth for h

h = h 0 exp{t/τs } (6.80)

With μ
τs = (6.81)
gρl

The interesting result is that τs decreases with the increasing width. However, there is
a limit to this because if l becomes comparable to the depth the top of the layer starts
to interfere with the flow and to increase viscous resistance. With the width larger
than the depth the horizontal stresses dominates which depend on the horizontal
component of the velocity u. Based on continuity we could write u D = wl and the
velocity gradient for the shear flow becomes u/D = wl/D 2 . The resisting force in
this case (the stress acts across the width l)

Rl = μ(u/D)l = μw(l/D)2

Again equating buoyancy and resistance we have

∂h gρ D 2
= h (6.82)
∂t μl

We have an exponential growth but in this case the time scale is given by

μl
τs = (6.83)
gρ D 2

We see that the wider is the bulge the slower is the growth that is the opposite
behaviour we found with (6.81). It is easy to argue that the fastest growth is obtained
for l = D with the time scale given by
μ
τ RT = (6.84)
gρ D
184 6 Instabilities

where RT is for Rayleigh–Taylor instability. The moral of this simple story is that
small imperfections in the interface between the two fluids that have a width compa-
rable to the layer depth will grow rapidly and quickly will dominate. There is a very
interesting consequence of this analysis because the growing bulge will be smoothed
by the presence of the diffusion with a characteristic time

τκ = D 2 /κ (6.85)

where κ is the diffusion coefficient. In order for the bulge to grow τ RT must be smaller
than τκ so that
μ
D 2 /κ
gρ D

That means
gρ D 3
= Ra ≥ c (6.86)
κμ

We have restated in physical terms the significance of the Rayleigh number. The only
trouble is that the constant c is much larger than 1000 rather than 1 as in this case. It
is easy to see that Ra is just the ratio τκ /τ RT and in the case of the Earth’s mantle is
around 3 × 106 much larger than the critical value 1000.

Instabilities in the Atmosphere

In the atmosphere, there are different and very important instabilities that influence
our everyday life. We will show that they can be treated with a little extension of our
knowledge. This may indicate that meteorology, sometime, maybe just an application
of fluid dynamics.

The Centrifugal Instability

Consider a cylindrical tank of spinning fluid like in Fig. 6.9 and consider a cylindrical
coordinate system with v and u respectively the azimutal and radial velocity. The
equations of motion are
du 1 ∂ p v2
=− +
dt ρ0 ∂r r
(6.87)
d(vr ) 1 ∂p
=−
dt ρ0 ∂θ

With ρ0 reference density and θ angular coordinate. In terms of the angular

momentum M = vr the same equations read
Appendix 185

Fig. 6.9 The rotating fluid Ω

to illustrate the cylindrical
instability

r0

du 1 ∂p M2
=− + 3
dt ρ0 ∂r r (6.88)
dM
=0
dt
With the last equation expressing the conservation of angular momentum. Using
the symmetry of the problem and the conservation of the angular momentum we
displace a ring of fluid at the distance r0 + r and define a mean state as the one
which describe the equilibrium of the first of (6.88)

1 ∂ p̄ M̄ 2
− 3 =0 (6.89)
ρ0 ∂r r

Then we define p = p̄ + p  , and M = M̄ + M  and subtract (6.89) from the first of

(6.88) to obtain
du 1 ∂ p 1  
=− + 3 M 2 − M̄ 2 (6.90)
dt ρ0 ∂r r

We just neglect the effect of the perturbation pressure so that (6.90) reduces to

du 1  
= 3 M 2 − M̄ 2 (6.91)
dt r

The displaced ring will retain its angular momentum M 2 while the derivative appear-
ing in (6.91) can approximated by du/dt = d(dr/dt)/dt ≈ d 2 r/dt 2 so that (6.91)
becomes
d 2 r M 2 − M̄ 2
= (6.92)
dr 2 (r0 + r )3
186 6 Instabilities

We can use the approximation

d M̄ 2
M̄ 2 = M02 + r
dr
That one substituted in (6.92) will give

d 2 r 1 d M̄ 2
+ r = 0 (6.93)
dr 2 ro3 dr

This is the equation of the harmonic oscillator resulting in free oscillation (and
then equilibrium) if (1/ro )3 (d M 2 /d 2 ) > 0 while and unstable state could result if
the same term is negative. Stable vortexes require then that the angular momentum
increase with the radius. A situation confirmed in tornadoes and hurricanes.

Inertial Instability

We assume a zonal geostrophic flow u g which is regulated by the equations of motion

du dy
= fv = f
dt dt
  (6.94)
dv 1 ∂p
=− − f u = f ug − u
dt ρ ∂y

where we have used u g = −(1/ρ)∂ p/∂ y. We now displace a parcel across the stream
of a quantity δy from its initial position y0 . The new zonal velocity of the parcel will
be obtained by integrating the first of (6.94)

u(y0 + δy) = u g (y0 ) + f δy (6.95)

And the geostrophic wind at y0 + δy can be approximated as

∂u g
u g (y0 + δy) = u g (y0 ) + δy (6.96)
∂y

Now (6.95) and (6.96) can be used to evaluate the second of (6.94) to get
 
dv d 2 δy ∂u g ∂ Mg
= =−f f − δy = f δy (6.97)
dt dt 2 ∂y ∂y

where we have defined the absolute geostrophic angular momentum as Mg = u g −

f y and its derivative  
∂ Mg ∂u g
− = f −
∂y ∂y
Appendix 187

Equation (6.97) is now of the familiar form and will give stable (oscillatory) solutions
for f (∂ Mg /∂ y) < 0 and unstable solution for the positive values. So that in general
⎧
  ⎪
⎨< 0 stable
∂ Mg ∂u g
− = f − = 0 neutral (6.98)
∂y ∂y ⎪
⎩
> 0 unstable

In the northern hemisphere where f is positive the instability results if the absolute
vorticity, that is f − ∂u g /∂ y is negative. Notice that what has been defined as Mg it
is just the integration of the geostrophic absolute vorticity. We have

dv     
= f u g − f y − (u − f y) = f Mg − M (6.99)
dt
So that every time M < Mg the parcel deviates toward north with the opposite hap-
pening when M > Mg . In the case of stability f (∂ M/∂ y) > 0 we have a restoring
force
dv
= − f M (6.100)
dt

With M  deviation from the initial Mg , M  = M − Mg .

Symmetric Instability

We are now in a situation with respect to instability very similar to what we found
for the potential temperature. In that case, we had an equation for the vertical motion
on the kind
∂ 2 δz
+ N 2 δz = 0 (6.101)
∂t 2
where
g ∂ θ̄
N2 =
θ̄ ∂z

Is the Brunt-Vaisala frequency and θ̄ is the average potential temperature. We have

an oscillatory behaviour of the particle (stable) when ∂ θ̄ /∂z > 0, which is potential
temperature increase with height. Now Eq. (6.101) is quite similar to Eq. (6.97) with
the curve of geostrophic momentum surfaces in place of the potential temperature. If
a tube of parcels oriented in the y direction is displaced from its equilibrium position
(y0 , z o ) a restoring force due to the Coriolis and pressure force returns the parcels
to their initial position (Fig. 6.10a). Consider now the situation of the stability of the
tube of parcels with respect to both potential temperature and momentum as shown
in Fig. 6.10b. The initial position is indicated by A and the final by B. It’s clear
188 6 Instabilities

θ + 2Δθ θ + Δθ
v+2Δv
B
v+Δv
A θ resulting
force
A B
v
B
A

South North South North South North

a b c

Fig. 6.10 In a the parcel goes from A to B between different potential temperatures. In b the same
displacement is between surfaces of different momentum while in c the more general displacement
is illustrated with both the potential temperature and momentum

that in the final position the buoyancy is positive with the temperature lower than
the environment while the horizontal restoring force is in the north direction. The
resulting acceleration is clearly destabilizing.
Our intent now is to evaluate the vertical acceleration

θ − θ̄
av = g
θ̄
where it is easy to show that

∂ θ̄ ∂ θ̄
θ − θ̄ = − y − z
∂y ∂z

So hat the vertical acceleration

 
g ∂ θ̄ ∂ θ̄
av = − y + z (6.102)
θ̄ ∂y ∂z

In the same way the horizontal acceleration can be written as

 
∂ Mg ∂ Mg
ah = − f (M − Mg ) = f y + z (6.103)
∂y ∂z

Indicating with s the direction of the resulting motion we have

 
∂ Mg ∂ Mg
ah = − f (M − Mg ) = f y + z (6.104)
∂y ∂z

After labouring a bit with the algebra we obtain a rather cumbersome relation
Appendix 189
     
d 2 δs ∂ Mg z z
= f − cos α+
dt 2 ∂z y y Mg
   

z z
+N 2
− sin α δs cos α (6.105)
y θ̄ y

The sign of d 2 δs/dt 2 will now depends on the quite complicated term between braces
in (6.105). In a situation like that in Fig. 6.9a we see a positive acceleration if the slope
of the parcels is between the slope of constant M and constant θ . In case the slope of
Mg surface exceeds the slope of θ̄ surfaces both terms in square brackets are positive
and then d 2 δs/dt 2 < 0 and the parcel is accelerated back to its initial position. On
the other hand if the slope of the θ̄ exceeds the slope of the Mg surface with the
displacement lying between them d 2 δs/dt 2 > 0. So that a necessary condition for
instability is    
z z
> (6.106)
y θ̄ y Mg

It is possible now to relate the slope to something we just saw a little earlier, the
Richardson number. To do this we just remember the thermal wind relation

∂u g g ∂θ
=−
∂z f θ ∂y

From this equation we get easily

 
z ∂θ/∂ y f θ (∂u g /∂z)
= = (6.107)
y θ̄ ∂θ/∂z ∂θ/∂ y

And in the same way

 
z 1 − ∂u g /∂ y) f + ζg
= = (6.108)
y Mg ∂u g /∂z) ∂u g /∂z

where ζg is the relative vorticity. Now according to our definition of Richardson

number
g/θ (∂θ/∂z) f
Ri = < (6.109)
(∂u g /∂z) 2 ζg + f

Considering that at mid latitudes ζg is an order of magnitude smaller than f this

condition translate in Ri < 1.
190 6 Instabilities

Barotropic Instability

We consider now a particular instability that manifest itself in a barotropic atmosphere

one in which there is no horizontal temperature gradient and the zonal wind (parallel
to the equator) does not change with height. In such an atmosphere the absolute
vorticity is conserved
d
(ζ + f ) = 0 (6.110)
dt
We assume a zonal flow ū so that (6.110) can be written
 
∂ ∂ ∂
+u ζ +v (ζ + f ) = 0 (6.111)
∂t ∂x ∂y

We have assumed a constant f . Now we perturb (6.111) in such a way that

u = ū + u  , v = v , ζ = ζ̄ + ζ 

These are substituted in (6.111) and when the second order terms are neglected we
have  
∂ ∂ ∂  
+ ū ζ  + v ζ̄ + f = 0 (6.112)
∂t ∂x ∂y

where ζ  = ∂v /∂ x − ∂u  /∂ y. Again we introduce a stream function ψ such that

∂ψ ∂ψ
u = − , v =
∂y ∂x

That substituted in (6.113) will give

 
∂ ∂ ∂ψ ∂  
+ ū ∇2ψ + ζ̄ + f = 0 (6.113)
∂t ∂x ∂x ∂y

We seek a wave solution of the form

ψ = ψ0 (y) exp[ik(x − ct)] (6.114)

where the phase velocity may be complex

c = cr + ici (6.115)

In case Ci > 0 the wave will grow as unstable. We substitute (6.114) in (6.113) to
obtain  2 
∂ ψ0 ∂
(ū − c) − k ψ0 + ψ0 (ζg + f ) = 0
2
(6.116)
∂y 2 ∂y
Appendix 191

We now substitute ∂/∂ y(ζg + f ) with β − d 2 ū g /dy 2 (where β = d f /dy) and divide
(6.116) by ū − c to get
 
∂ 2 ψ0 β − d 2 ū/dy 2
− k −
2
ψ0 = 0 (6.117)
∂ y2 ū − c

The phase velocity may be complex c = cr + ici so also 1/(ū − c) is complex with
real and imaginary parts

u − cr ci
δr = , δi = (6.118)
(u − cr )2 + ci2 (u − cr )2 + ci2

Equation (6.117) can be then separated in the real and imaginary parts that look very
similar
 
 
d 2 ψr,i d 2 ū d 2 ū
− k − β − 2 δr ψr,i ∓ β − 2 δi ψi,r
2
(6.119)
dy 2 dy dy

Multiplying the real part by ψi and the imaginary by ψr and subtracting the latter
obtained equation from the former we get
 
d 2 ψr d 2 ψi d 2 ū
ψi − ψr − β − δi (ψi2 + ψr2 ) = 0 (6.120)
dy 2 dy 2 dy 2

That can also be written

   
d d 2 ψr d 2 ψi d 2 ū  
− ψr = β − 2 δi ψr2 + ψi2 (6.121)
dy dy 2 dy 2 dy

Integrating (6.121) over y from 0 to W with the boundary conditions

ψr = ψi = 0, at y = 0, and y=W

The term on the let is zero and we are left with the integral
 W  
d 2 ū
β− 2 δi |ψ0 |2 dy = 0 (6.122)
0 dy

where |ψ0 |2 = ψr2 + ψi2 . For the instability to exists is necessary that the gradient of
the absolute vorticity

d 2 ū
β− =0 (6.123)
dy 2
192 6 Instabilities

must change sign in the interval 0 − W . This instability could be responsible for the
generation of low pressure zones in the tropics. A specific case for the barotropic
instability can be made for a flow of the type

u = tanh y (6.124)

So that

∂u ∂ 2u ∂ζ
= −ζ̄ = sech2 y, =− = −2sech2 y tanh y (6.125)
∂y ∂y 2 ∂y

The inflection pint for the profile (6.124) is found at y = 0 and the Eq. (6.116) can
be applied with the simplification of β = 0 to obtain
 
d 2ψ ∂ 2u
(ū − c) − k 2
ψ − ψ =0 (6.126)
dy 2 ∂ y2

We can easily find a solution for the stationary case c = 0. Substituting (6.125)
in (6.126) we have
d 2ψ
− (k 2 − 2sech2 y)ψ = 0 (6.127)
dy 2

With two independent solutions

ψ1 = k cosh ky − sinh ky tanh ky

(6.128)
ψ2 = k sinh ky − cosh ky tanh ky

The solution must be bounded for y ± ∞ so we have to choose k = 1 and

ψ1 = sechy, ψ2 = 0 (6.129)

For c = 0 the solution must be found numerically. This particular solution helps to
give an interpretation of the barotropic instability. We can use a profile like the one
shown in Fig. 6.11 with the relative absolute vorticity ζa . The inflection point is at
some point ys . For y > ys , u(y) > u(ys ) and dζa /dy > 0. On the other hand for
y < ys , u(y) < u(ys ) and dζa /dy < 0. The resulting phase speed for the Rossby
waves will be westward for y > ys and eastward for y < ys . The instability will set
in when the meridional velocities of the two waves are in phase (Fig. 6.11).

Baroclinic Instability

Baroclinic instability is also an atmospheric instability although a little bit more

complicated so it deserves a section of its own. We have mentioned several times the
Appendix 193

y
u
Westward
propagation
dζ > 0
dy + - + - + -

ys

dζ < 0 - - + -
+ +
dy
Eastward
propagation

Fig. 6.11 The u profile on the left presents an inflection point at ys . In the upper part, the wave
propagates westward while propagates eastward in the lower part. The phases of the waves are
shown

differential heating differential heating and circulation

no differential heating no circulation

......
......
θ+2Δθ θ+2Δθ
θ+2Δθ
θ+Δθ θ+Δθ
θ+Δθ
θ θ
θ

North South North South North South

a b c

Fig. 6.12 The potential temperature as a function of latitude and height in the absence of circulation
and differential heating (a); with differential heating (b) and with differential heating and direct
circulation (c)

baroclinic character of the atmosphere. Essentially the atmosphere is characterized

by horizontal temperature gradients that lead to the isobar surfaces not being parallels
to density surfaces. We may concentrate in particular on the potential temperature
θ = T ( p0 / p) R/c p that we have introduced before.
In an isothermal Earth’s atmosphere, without taking into account solar or infrared
radiation, the surface of constant potential temperature would be parallel as shown
in Fig. 6.12a. In a more realistic atmosphere (with the pole colder than the equator)
the surfaces would be tilted with respect the horizontal (Fig. 6.12b). That configu-
ration would induce a circulation (Fig. 6.12c) that would reduce the inclination of
the surfaces by reducing the temperature gradient between the equator and the pole.
This circulation regime is valid for the region where the Coriolis acceleration can
be neglected or when the Rossby number R0 = U/ f a is not small. This happens
when the zonal velocity u is large and the Coriolis parameter f is negligible. Such
conditions we found at the tropics where we have ascending air at the equator and
descending air at the tropics. This regime corresponds to the Hadley circulation.
When the Rossby number decreases with increasing latitude along the zonal low
waves could develop that facilitates the transport of heat across latitude. These waves
194 6 Instabilities

faster than North

geostrophic
z
θ+Δθ
θ
z
West East

convergence divergence z
colder warmer
E

slower than
geostrophic West East

(a) (b) N (c)

Fig. 6.13 The formation of convergence and divergence zones in Rossby waves (a); the vertical
movements associated to a long and short wave (b) and the 3-D picture that illustrates the movement
of an air parcel with respect to the potential temperature (c)

must have a sufficient amplitude to do the job and the amplification should come by
converting the potential energy created by the latitudinal variation of radiation in
kinetic energy of the wave.

More on Rossby Waves

When we talk about waves we intend mostly Rossby waves that we have seen before
although we need now to expose some more features of them. Consider a wave like
that shown in Fig. 6.13. At the inflection point, between a crest and a through, we can
associate a vertical velocity. This is because between the crest and the trough there is
a decrease in velocity. Remember that around the crest the motion can be assimilated
to what happens around a high-pressure zone and there the velocity is higher than the
geostrophic value because the Coriolis term must balance the additional centrifugal
force. On the other hand, flow around the trough is analogous to the one around a
low-pressure zone and here the velocity is less the geostrophic value because now
the centrifugal force has the same direction of the Coriolis term. As a result of the
convergence between the crest and through a vertical downward velocity develops.
The opposite happens between the trough and the crest were we have an upward
velocity. There is more. We recall the equation for the Rossby waves that can be
obtained from the vorticity conservation (2.67).

∂ζ ∂ζ
+ ū + βv = 0
∂t ∂x
With β = ∂ f /∂ y. And the phase velocity for the same wave obtained with a stream-
function ψ = ψ0 exp[i(kx + ly − ωt)]

β
c = ū −
k2 + l2
Appendix 195

We notice from the last equation that for short waves (large k) the second term can
be neglected and the phase velocity has the same direction as ū while for long waves
(small k) the motion could be retrograde. This can be seen also from the first equa-
tion because ∂ζ /∂t < 0 means eastward propagation while ∂ζ /∂t > 0 corresponds
to westward propagation. (retrograde) The sign will depends on the advection of
relative vorticity ū∂ζ /∂ x and the advection of planetary vorticity βv. We can make
an example by taking a stream function of the type

ψ = ψ0 − ū y + A cos kx sin ly (6.130)

The it is easy to show that

ζ = −(k 2 + l 2 )A sin kx cos ly

u = −l A sin kx cos ly (6.131)
v = k A cos kx cos ly

As consequence the advection of planetary vorticity is given by

βv = βk A cos kx cos ly (6.132)

While the advection of relative vorticity

∂ζ ∂ζ
−u −v = k ū(k 2 + l 2 )A cos kx cos ly (6.133)
∂x ∂y

Keeping A constant we see that for short wavelength (large k) advection of relative
vorticity will dominate while for long wavelength (small k) planetary vorticity domi-
nate. Remember that planetary vorticity advection will move the wave upwind while
advection of relative vorticity will move the wave pattern downwind. The wavelength
separating the two effects can be found by equating (6.132) and (6.133) that is

β
k2 + l2 = (6.134)
ū

Taking u ≈ 10 ms−1 , β = 1.6 × 10−11 s−1 m−1 and l ≈ k we get a wavelength of

about 6.500 km.

The Physics of the Instability

Here we will give a simple interpretation of the baroclinic instability. We have seen
that Rossby waves can produce north-south movement (from negative to positive
vorticity) to which we associate a downward motion. On the other hand, the north-
ward component of this wave (from positive to negative vorticity) implies an upward
196 6 Instabilities

Fig. 6.14 The parcel θ+Δθ

trajectories (dashed lines) in z
the y − z plane. The θ
inclination of potential θ-Δθ
temperature is given by α
with respect to the equatorial α
plane
γ y

motion. The entity of the upward motion depends on the wavelength: the shorter
is the wavelength the larger is the vertical velocity. But there is more because the
vertical motion can be interpreted as a thermodynamic effect. Air moving southward
is responsible for cold advection so that in the convergence zone the atmosphere is
colder and then heavier and may sink. On the other hand, the northward branch of
the wave is responsible for heating the atmosphere in the divergence zone and pro-
duces ascending air. Shorter wavelength implies a larger temperature gradient with
a corresponding larger colder of warmer advection. The resulting situation is shown
in Fig. 6.13 where the particle trajectories are shown for short and long wavelengths.
If we consider the inclination of the trajectories with respect to the constant potential
temperature we see that there is energy gain only when the inclination of the parcels
trajectories is less than the inclination of the isothermal. For the southward moving
air colder air is moving into a warmer environment and as such will gain kinetic
energy. On the other hand, for northward moving air warmer parcels are moving in
a colder environment and then will continue to rise gaining potential energy. This is
the mechanism of the baroclinic instability and we can give a rough estimate of what
is the wavelength for which this happens.
We consider a section in the plane y − z like the one shown in Fig. 6.14 where the
lines at the same potential temperature are drawn. The inclination of such lines with
respect to the horizontal is γ while the inclination of the trajectories is indicated with
α. We have already shown that the instability can arise when α < γ and actually
simple arguments would give the maximum energy transfer would be for α = γ /2.
If w is the vertical velocity and u the horizontal (zonal) velocity we should have

w ∂θ/∂ y
α≈ < (6.135)
u ∂θ/∂z

where the inclination is expressed as a function of the horizontal and vertical tem-
perature gradients. The vertical gradient is related to the change of the zonal wind
with height
∂u g ∂θ u
=− ≈ (6.136)
∂z f θ ∂z H
Appendix 197

We can obtain a relation for w using the vorticity equation

 
d ∂u ∂v ∂w ∂w
(ζ + f ) = −(ζ + f ) + = (ζ + f ) ≈ f (6.137)
dt ∂x ∂y ∂z ∂z

We introduce a typical horizontal scale L so that (6.137) becomes

∂w d
f ≈ (ζ )
∂z dt

We express ζ ≈ u/L while we assume t ≈ L/u so that

w 1  u 2
≈ (6.138)
H f L

Then using (6.135), (6.136) and (6.138) we get

 
w 1  u 2 H ∂θ/∂ y
= <
u f L u ∂θ/∂z

This equation gives the length for instability

 1/2 √
H g ∂θ gθ
L> 2 = (6.139)
f θ ∂z f

where the approximation 1/H = (1/θ )(∂θ/∂z) has been used. We reach the con-
clusion that the critical length coincide with the Rossby derformation ratio that is
3000–4000 km.

The Eady Model

To proceed with a quite detailed model of the baroclinic instability we have to intro-
duce the so called quasi geostrophic vorticity equation. We have already found the
vorticity equation in its simplest form
 
d ∂u ∂v
(ζ + f ) = −(ζ + f ) +
dt ∂x ∂y

We assume zero divergence, a constant f and the perturbation values, u = ū + u  ,

v = v and w = w . We obtain considering only first order terms
 
∂ ∂ ∂w
+ ū ζ − f =0 (6.140)
∂t ∂x ∂z
198 6 Instabilities

We have also neglected in the right hand side ζ with respect to f . We would like
to express such equation as a function of the stream function only, To this end we
consider the perturbation form of the hydrostatic equation

∂( p̄ + p  ) 1 ∂ p ρ
+ (ρ̄ + ρ  )g = 0 ⇒ + g=0 (6.141)
∂z ρ̄ ∂z ρ̄

And in the same way the perturbation form of the thermodynamic equation
 
∂ ∂ ρ w ∂θ
+ ū − =0 (6.142)
∂t ∂x ρ̄ θ̄ ∂z

Where θ is the potential temperature and we have used ρ  /ρ̄ = −θ  /θ̄ . This equation
can be obtained by the constancy of entropy which implies dθ/dt = 0 that is the same
as  
∂ ∂ θ w ∂θ
+ ū + =0
∂t ∂ x θ̄ θ̄ ∂z

Notice that N 2 /g = (1/θ̄ )(∂θ/∂z). We derive (6.142) with respect to z and use
(6.141) to eliminate ρ we get
  
∂ ∂ f ∂ 2 p
+ ū ζ + =0 (6.143)
∂t ∂x ρ̄ N 2 ∂z 2

At this point we introduce a stream function

p
ψ= (6.144)
f ρ̄

Such that
∂ψ ∂ψ
ug = − , vg = (6.145)
∂y ∂x

And Eq. (6.143) becomes

  
∂ ∂ f 2 ∂ 2ψ
+ ū ∇2ψ + 2 2 = 0 (6.146)
∂t ∂x N ∂z

This is known as quasi geostrophic vorticity equation because we use geostrophy

in the wind equation (6.145) but keep the divergence term which originates the last
term in (6.148). Eric Eady in 1949 developed a model for the baroclinic instability
in which he considered a portion of atmosphere comprised between z = ± 21 D, He
also considered β = 0 and a basic zonal wind that changes with height U = z with
 indicating the gradient. We can apply (6.146) and choose the constant to be zero
so we have  2 2
∂ 2ψ ∂ 2ψ f ∂ ψ
+ + =0 (6.147)
∂x 2 ∂y 2 N ∂z 2
Appendix 199

We look at solutions of the form

ψ = Re {
(z) exp i [k(x − ct) + ly]} (6.148)

That substituted in (6.147) would give

d 2

− α2
= 0
dz 2

where  
α2 = N 2 k 2 + l 2 / f 2

and we have as a general solution

(z) = A sinh(αz) + B cosh(αz) (6.149)

We now need to impose the boundary condition that at z = ± 21 D, w = 0. To this

end we write the thermodynamic equation in a slight different form
 
∂ ∂ ∂ ρ̄ ∂ ρ̄
+U ρ  + v + w =0 (6.150)
∂t ∂x ∂y ∂z

In this notation we follow Alan Plumb lectures and exchange density with potential
temperature so that θ  /θ̄ ≈ −ρ  /ρ̄. Now the perturbation hydrostatic equation gives
ρ  = −( f ρ̄0 /g)∂ψ/∂z while the thermal wind equation gives ∂ ρ̄/∂ y = f ρ̄0 /g, so
imposing the condition w = 0 on the boundary gives on each boundary

(U − c) − 
= 0 (6.151)
dz

It is convenient to introduce the length scale L = N D/ f that we√

may call internal
radius of deformation as opposed to the external radius L e = (g D)/ f so that
N κz/ f = κ Lz/D. We now impose that (6.149) satisfy (6.151) at each boundary
and after some algebra we have

c A − (tanh(α H ) − 1/α H )B = 0
(6.152)
cB − (coth(α H ) − 1/α H )A = 0

This is a homogeneous system where the solutions exists only if the determinant of
the coefficient is zero. After some algebra we obtain for the phase velocity

c = ±H [(tanh(α H ) − 1/α H )(coth(α H ) − 1/α H )]1/2 (6.153)

The function in the square root is negative when

200 6 Instabilities

tanh(α H ) < α H

that is for α H < 1.1997 and c is purely imaginary while for α H > 1.1997 the phase
velocity is real. For the latter case we expect a wave propagating while for Im{c} > 0
we expect a growing wave. It is possible to find the maximum for kci (growth rate
or minimum time constant) that happens for α H = 0.8031 so that

kci = 0.3098( f /N )

We may use the following data to make some realistic estimation: H ≈ 10 km, N ≈
1.2 × 10−2 s−1 , f ≈ 1. × 10−4 s−1 , and  of the order of 2.5 × 10−3 s−1 . The fastest
growing rate is found for k = 1.61 f /N H = 1.34 × 10−6 m−1 which correspond to
a wavelength of 4700 km. The growing rate is ≈6.5 × 10−5 s−1 meaning an e folding
time of almost 2 days. These are very reasonable numbers. We can also find the ratio
A/B from (6.152) to obtain
 1/2
A 1/α H − tanh α H
= (6.154)
B coth α H − α H

Once A and B are obtained it is possible to determine the function ψ  (x, z) using
(6.149)
sinh αz cosh αz
ψ(x, z) = cos kx + sin kx (6.155)
sinh α H cosh α H
Notice that this it is just the real part of (6.148). From the stream function using
(6.149) it is possible to obtain the perturbation temperatures. As a matter of fact we
consider ψ to be the geopotential so that we have

∂ψ RT
=
∂z H

With R the gas constant. We can obtain easily

 
Hα cosh αz sinh αz
T = coskx + sin kx (6.156)
R sinh α H cosh α H

Finally the vertical velocity can be obtained writing the thermodynamic equation as
a function of the stream function ψ
 
∂ ∂ ∂ψ ∂ψ ∂U N2
+U − +w =0 (6.157)
∂t ∂x ∂z ∂ x ∂z f

Through which the vertical velocity results

 
f ∂ ∂ψ ∂ ∂ψ ∂ψ
w=− 2 + z − (6.158)
N ∂t ∂z ∂ x ∂z ∂x
Appendix 201

Figure 6.15 shows the section z − x for the stream function, the vertical velocity and
the temperature for the most unstable mode. One of the results of the Eady model is
that the phase of the perturbation geopotential tilts westward as it is seen in Fig. 6.15.
This feature can be explained quite easily. If we call θ  the temperature perturbation
of a moving parcel (like the one in Fig. 6.14) and w the vertical perturbation velocity
it is easy to see that in order to gain kinetic energy the correlation between these two
deviations must be positive w θ   > 0 that corresponds in terms of density deviations
to ρ  θ   > 0. If we refer now to the movement in the z − y plane a similar correlation
exists between v and ρ  and it easy to see that southward moving air (v < 0) has
θ  < 0 so that the correlation is given by θ  v  > 0. That is the same if we write
f v ρ   < 0. Now geostrophic equilibrium requires

1 ∂ p ∂φ 
f v = =
ρ ∂x ∂x

where φ  = gz is the geopotential. Also we have

ρ0 ∂φ 
ρ=−
g ∂z

stream function
0.5

0.0 H L H

-0.5
vertical velocity
0.5
z/H

0.0

-0.5
Perturbation Temperature
0.5

0.0 W C W

-0.5
kx

Fig. 6.15 The results of the Eady model for the stream function (top), the vertical velocity (middle)
and the perturbation temperature. H and L is for high and low while W and C is for warm and cold
202 6 Instabilities

From the perturbation hydrostatic equation. The correlation then becomes

 
  ρ0 ∂φ  ∂φ 
f v ρ  = −
g ∂ x ∂z

The slope of the lines at constant φ  is

∂φ  /∂ x
tan α = −
∂φ  /∂z

And the correlation term becomes

 2 
ρ0 ∂φ 
f v ρ   = tan α
g ∂x

The requirement that f v ρ   < 0 implies tan α < 0 and the lines of constant φ  tilts
westward (Fig. 6.15 top).

The Squire’s Theorem

Consider a fluid of uniform density ρ which obeys to the continuity and momentum
equations
∂u ∇p
∇ · u = 0, + (u · ∇)u = −
∂t ρ

We now consider a perturbation to the velocity field U + u where U = (U (z), 0, 0)

and u = (u, v, w) while for the pressure we have p = p0 + p  . The perturbed equa-
tions read
∂u ∂v ∂w
+ + =0
∂x ∂y ∂z
∂u ∂u ∂U 1 ∂ p
+ U (z) +w =−
∂t ∂x ∂z ρ ∂x
(6.159)
∂v ∂v 1 ∂ p
+ U (z) =−
∂t ∂x ρ ∂y
∂w ∂w 1 ∂ p
+ U (z) =−
∂t ∂x ρ ∂z

We assume all quantities of the form ex p[i(ωt − kx − ly)] and for simplicity put
ρ = 1. Then (6.159) become
Appendix 203

∂w
−i(ku + lv) + =0
∂z
i(ω − kU )u + U  w = ikp 
(6.160)
i(ω − kU )v = ilp 
∂ p
i(ω − kU )w = −
∂z

where we have used U  = ∂U/∂z. We now define a new vector K 2 = k 2 + l 2 and

K ũ = ku + lv. Then the first of Eq. (6.160) can be written as

∂w
− i K ũ + =0 (6.161)
∂z

Also we multiply the second by k/K and the third by l/K and sum to obtain

k 
i(ω − K U )ũ + U w = i K p
K

And defining Ũ = kU/K this becomes

i(ω − K Ũ )ũ + Ũ  w = i K p  (6.162)

The last of Eq. (6.160) becomes

∂ p
i(ω − K Ũ )w = − (6.163)
∂z

Comparing (6.161), (6.162) and (6.163) with Eq. (6.160) we see the substitutions
k → K , l → 0, u → ũ, v → 0, U → Ũ makes the two systems equivalent. Without
loss of generality we can simply put l = 0 and v = 0 and treat the instability as a two
dimensional problem in the x − z plane. This corresponds to the Squire’s theorem
that we have used implicitly in the previous sections.

References

Textbooks

Beltrami E (1987) Mathematics for dynamic modeling. Academic Press, New York
Chandrasekhar S (1961) Hydrodynamic and hydromagnetic stability. Dover, New York
Charru F, De Forcarnd Millard P (2011) Hydrodynamic instabilities. Cambridge University Press,
Cambridge
Clarke CJ, Carswell RF (2014) Principles of astrophysical fluid dynamics. Cambridge University
Press, Cambridge
204 6 Instabilities

Davies G (2009) Dynamic earth. Cambridge University Press, Cambridge

Drazin PG (2001) Introduction to hydrodynamic stability. Cambridge University Press, Cambridge
Guyon E, Hulin JP, Petit L, Mitescu CD (2001) Physical hydrodynamics. Oxford University Press,
Oxford
Hess SL (1959) Introduction to theoretical meteorology. Holt, New York
Hoskins BJ, James IN (2014) Fluid dynamics of midlatitude atmosphere. Wiley Blackwell, New
York
Markowski P, Richardson Y (2010) Mesoscale meteorology in midlatitudes. Wiley Blackwell, New
York
Pringle J, King A (2007) Astrophysical flows. Cambridge University Press, Cambridge
Satoh M (2014) Atmospheric circulation dynamics and general circulation models. Springer, Berlin

Articles

Cowie LL (1975) Hydrodynamic instabilities and the formation of radio shells in young supernovae
remnants. MNRAS 173:429
Duffell PC (2018) A one-dimensional model for Rayleigh-Taylor instability in supernova remnants.
Astrophys J 76:821
Plesset MS, Whipple CG (1974) Viscous effects in Rayleigh-Taylor instability. Phys Fluids 17:1
Plumb A. Instability of zonal flows (QG) http://www-eaps.mit.edu/~rap/courses/12810_notes/
instability.pdf
Velazquez PF et al (1998) Study of the Rayleigh-Taylor instability in Tycho’s supernova remnant.
Astron Astrophys 334:1060
Chapter 7
Non-linearities, Randomness and Chaos

Initially, we planned to write this chapter including both chaos and turbulence but
then realized that this choice could be misleading and even erroneous. We have
mentioned (when introducing viscosity) the implication of Reynolds number and
how that separates some laminar flow from turbulent flow. It is also true that what we
now call generically as Chaos theory was born right out from the Benard convection
as studied by Edward Lorenz, while many concepts that concur to define it were
already there, i.e. bifurcations or Poincaré sections. Although a chaotic fluid may
resemble a turbulent fluid in many aspects, we will discover that chaos obeys some
precise laws and definitions. Chaos in fluids has to do with non-linearities and we
have had an outstanding example of that in the equation of Navier–Stokes, hence we
will discuss that first. Another quite intriguing issue is randomness or the stochastic
character of some fluids. What we can say now is that a chaotic behaviour has to do
mainly with extreme sensitivity to the initial conditions while randomness has more
to do with the stochastic forcing of the process. These are quite complex issues over
which entire books have been written. Our approach will be as usual on the soft side
and our main interest in this chapter will be chaos in dynamical systems.

7.1 Non-linear Behaviour and Navier–Stokes Equation

One of the sources of non-linearity in the Navier–Stokes equation is the advection

term u · ∇. This can be easily shown if you consider the one-dimensional problem

∂u ∂u
+c =0 (7.1)
∂t ∂x

© Springer Nature Switzerland AG 2020 205

G. Visconti and P. Ruggieri, Fluid Dynamics,
https://doi.org/10.1007/978-3-030-49562-6_7
206 7 Non-linearities, Randomness and Chaos

where c is a constant with the dimensions of velocity. Assume a solution of the

form u(x, t) = f (t)eikx with the initial condition u(x, 0) = U eikx then the solution
is given by
u(x, t) = U exp[ik(x − ct)] (7.2)

That is a wave that propagates along the x direction and maintains the initial form.
This is what we call a linear behaviour. On the other hand, if we consider the non-
linear problem
∂u ∂u
+u =0 (7.3)
∂t ∂x
This equation assumes the form of a diffusion equation if we consider that u =
−δ∂u/∂ x. Then (7.3) becomes

∂u ∂ 2u
−δ 2 =0 (7.4)
∂t ∂x
For the same initial conditions as before, we find that the solution has the form

u(x, t) = U e−δk t sin kx

2
(7.5)

This represents a wave that is attenuated with time. Another possible variation is to
add to (7.4) an advective linear term like

∂u ∂u ∂ 2u
+c −δ 2 =0 (7.6)
∂t ∂x ∂x

We may assume an initial condition like u(x, 0) = U eikx and a solution of the form
u(x, t) = f (t)eikx . It is then easy to show that the solution is given by

u(x, t) = U e−δk t sin[k(x − ct)]

2
(7.7)

This is a travelling wave as shown in Fig. 7.1a with decaying amplitude and is clearly
distorted. Large wavelength (small k) will decay slower than small wavelength. The
most interesting case is the complete Burgers’ equation given by

∂u ∂u ∂ 2u
+u −δ 2 =0 (7.8)
∂t ∂x ∂x
It is possible to find solutions of the form

u(x, t) = f (ξ ) = f (x − ct) (7.9)

7.1 Non-linear Behaviour and Navier–Stokes Equation 207

t=0.0 t=0.2 t=0.6

δ = 1.0
δ = 0.4

t=0.4 δ = 0.16

δ = 0.064

x x - ct

Fig. 7.1 Travelling wave with decaying amplitude at different times (a). The solution represented
by Eq. (7.10) for different diffusion coefficients (b)

We show in the appendix that a solution of this form can be obtained and it is given
by  
1 1
u(x, t) = c − ( f 1 − f 2 ) tanh ( f 1 − f 2 )(x − ct) (7.10)
2 4δ

where f 1 and f 2 are constant related to the phase velocity and the initial condition

1
c= ( f1 + f2 ) (7.11)
2
Figure 7.1b show this solution as a function of different “diffusion coefficient”, δ.
We see that the smaller δ is, the sharper is the transition between the values f 1 and
f 2 and for the inviscid limit the solution is a sharp shock wave at x = 0.
We see that the advection (non-linearity term) in the Navier–Stokes equation has
quite important consequences.

7.2 Stochastic Behaviour

In a chapter where we plan to talk about randomness, we could not neglect basic
notions about noise and some elementary introduction to stochastic physics. There
are several textbooks on the subject from the unsurpassed 1954 bible edited by Nelson
Wax (with contribution from Chandrasekhar and Uhlenbeck among others) to the
very practical Kurt Jacobs book. We will concentrate here on a few items smoothing
the corner on a few occasions. More detailed discussions will be postponed to the
Appendix.
208 7 Non-linearities, Randomness and Chaos

7.2.1 White or Gaussian Noise

A white noise signal is constituted by a series of samples that are independent and
generated from the same probability distribution. For example, you can generate a
white noise signal using a random number generator in which all the samples are
taken from a given Gaussian distribution. When using a random number generator,
you should assign the mean value (μ) and the standard deviation (σ ).
We have done that with a MATLAB program and the results are shown in Fig. 7.2.
The number of realizations is 1000 with a standard deviation σ = 2 and an average
μ = 0. It is possible to see that the normal distribution
 
1 (x − μ)2
f (x) = √ exp −
σ 2π 2σ 2

is already well sampled. Having a continuous signal f (t), we define continuous

autocorrelation R(τ ) the quantity

10
Sample Values

-5

0 100 200 300 400 500 600 700 800 900 1000
Samples

0.3

0.25
Arbitrary units

0.2

0.15

0.1

0.05

0
-6 -4 -2 0 2 4 6
Bins

Fig. 7.2 Sampling of white noise (upper panel) for 1000 realizations, and the Gaussian distribution
resulting from the same values
7.2 Stochastic Behaviour 209
 ∞  ∞
R(τ ) = f (t + τ ) f ∗ (t)dt = f (t) f ∗ (t − τ )dt (7.12)
−∞ −∞

where the asterisk is indicating the complex conjugate. It is quite easy to show that
for a periodic signal like cos(t) the autocorrelation is proportional to the cos(τ ) so
it is maximum for the superimposed signals τ = 0 and it is zero for τ = π/2. We
would like now to evaluate the autocorrelation function of the white noise, that is,
for the stochastic process x(t) we should evaluate

g(τ ) = (x(t)x(t + τ ))

This is actually a short end writing of the more complex quantity

 T −τ
cov[x(t), x(t + τ )] 1 [x(t) − x̄)][x(t + τ ) − x̄]dt
g(τ ) = =
var [x(t)] T −τ 0 var [x(t)]

In this equation, T is the total length of the time series, x̄ is the mean value and
var [x(t)] is the standard deviation. For white noise, the single values are uncorrelated
except for τ = 0 so that we could write

g(τ ) = σ 2 δ(τ ) (7.13)

Where δ(τ ) is the Dirac delta function

Consider now the signal x(t) and its Fourier transform representation
∞

x(t) = Fn en2πiνt
n=−∞

or in integral form  ∞
x(t) = F(ν)e2πiνt dν (7.14)
−∞

where ν is the frequency and F is the Fourier transform of x(t)

 T
F(ν) = x(t)e−2πiνt dt (7.15)
0

According to the Parseval’s theorem (that we do not demonstrate), the total energy
is now  ∞
E[x(t)] = |F(ν)|2 dν
−∞

so that the average power in the interval 0 < t < T

210 7 Non-linearities, Randomness and Chaos
 T /2
1
P= |F(ν)|2 dν. (7.16)
T −T /2

If the irregular periodic signal is made up of n waves then the power spectrum is
discrete and composed of single frequencies corresponding to different waves. As
n → ∞, the spectrum will consist of an infinite number of vertical lines and we will
talk about a spectral density function, which is the amount of variance per interval
of frequency. The spectral density S(ν) for x(t) is then

1
S(ν) = |F(ν)|2 (7.17)
T
For a white noise, the spectral density oscillates irregularly around zero. Both the
correlation function and the spectral density contain the same information except that
in one case it is presented in the temporal domain while the other is in the frequency
domain.
Particularly important is another theorem known as Wiener–Khintchin that states
that the spectral density function can be expressed as the Fourier transform of the
autocorrelation function
 ∞
S(ν) = g(τ )e2πiνt dν g(τ ) = x(t)x(t + τ ) (7.18)
−∞

We have now all and we need to make some examples of stochastic processes starting
from the most classical one (the Brownian motion) and then see how we can extend
that to the simplest stochastic climate model.

7.3 A Couple of Examples of Randomness

As promised we have shown that non-linearity plays a quite important role in the
Navier–Stokes equation through the advection term and now we are going to illustrate
a couple of cases about randomness starting from the most classical example which
is Brownian motion.

7.3.1 The Brownian Motion

We will follow again Feynman’s lectures. He starts by considering the infamous

drunken sailor, who comes out of a pub making his way with random steps of length
L. It is easy to show that after the N th step he has walked a distance RN (vector) that
can be expressed as RN = RN−1 + L, where L is a vector with random direction and
modulus L. The modulus of RN , therefore, is
7.3 A Couple of Examples of Randomness 211

RN · RN = R2N = R2N−1 + 2RN−1 · L + L2 (7.19)

Now, if we take average of many trials we have RN2  = RN−1

2
 + L2 because RN−1
2
·
L = 0 (L can take any direction). Repeating the process we have

R 2N  = N L 2 = αt (7.20)

assuming that the number of steps is proportional to the elapsed time. We now
consider a particle of mass m subject to a random force F(t) and to a viscous type
of drag proportional to the velocity d x/dt so that the equation describing the motion
is given by
d2x dx
m 2 +μ = A(t) (7.21)
dt dt

where A(t) = A(t)A(t ) = δ(t − t ) and A is the amplitude of the noise. We want
to find the mean square distance that the particle drifts in the x direction that would
be the same in the y and z directions y. Multiply (7.16) by x and take the average
 d2x   dx 
m x 2 +μ x = Ax F(t). (7.22)
dt dt

Starting from the right-hand side the average of x F(t) is zero because x can be in
any possible value positive or negative. On the other hand, we could write the first
term as  2
d2x d[x(d x/dt)] dx
mx 2 = m −m
dt dt dt

Taking the average, the first term will be zero because x can take any value so we
are left only with the term mv2 and Eq. (7.17) simplifies to

μ d 2
−mv2  + x  = 0
2 dt
The mean value of kinetic energy is just kT /2 with k the Boltzmann constant, so we
are left with
dx 2  kT
=2
dt μ

It can be integrated to give x 2  = 2kT t/μ. We would obtain the same result for the
other two directions and the results to be compared with (7.20) is

kT
R 2  = 6 t (7.23)
μ
212 7 Non-linearities, Randomness and Chaos

That was simple enough and now we will see how the rigorous stochastic treatment
can be more complicated. We will follow Jacob approach starting from the same
equation as (7.21)

d2x
m = −γ mv + gξ(t) = −γ p + gξ(t) (7.24)
dt 2
where we have substituted the momentum p for the velocity and where g is the
amplitude of the stochastic forcing ξ(t) with a correlation function.

ξ(t)ξ(t + τ ) = δ(t) (7.25)

The same equation can be written as

dp
= −γ p + gξ(t)
dt
In stochastic formalism, it assumes the following form:

dp = −γ pdt + gdW (7.26)

This is also called Ornstein–Uhlenbeck Equation and the difference with a usual
differential equation is that we have to apply the rules of stochastic integral and
derivative. In this particular case, dW is the noise accumulated in the interval dt.
This equation can be integrated and keeping in mind that the noise is not derivable
we get a solution that formally is the same as the usual differential equation
 t
−γ t
p(t) = e p(0) + g e−γ (t−s) dW (s) (7.27)
0

And the variance is the square of the integral

 t
g2

V [ p(t)] = g 2 e−2γ (t−s) ds = 1 − e−2γ t (7.28)
0 2γ

We observe now that the average kinetic energy E =  p 2 /2m is also kT /2 with
k Boltzmann constant. Based on that, we can determine the value of g. Consider the
steady-state situation for t → ∞, we see that the variance reaches the value g 2 /2μ
and because for t → ∞, p(t) = 0 it results that  p 2  = V [ p(t)] so that

p2 V ( p) g2 g2
E = = = = (7.29)
2m 2m 4γ m 24π ηd

where we have used the Stokes formula mγ = 6π ηd with η dynamic viscosity and
r radius of the particle. We have then for g
7.3 A Couple of Examples of Randomness 213

g= 12π ηdkT (7.30)

From the definition of p = mv, we can evaluate v and then x(t) that results

1
 g t

x(t) = 1 − e−γ t p(0) + 1 − e−γ s dW (s) (7.31)
mγ mγ 0

And taking the mean we have

1

x(t) = 1 − e−γ t p(0) (7.32)
mγ

we can also evaluate the variance

 2
g g 2
−μt 
V [x(t)] = t+ 4e − e−2γ t − 3 (7.33)
mγ 2m γ
2 3

In practice however γ t
1, so that (7.33) simplifies to
 2 2 
  
g 3g 2 g 3 g 2 kT
V [x(t)] ≈ t− = t− ≈ t= t
mγ 2m 2 γ 3 mγ 2γ mγ 3π ηd
(7.34)
Notice that this formula is the same as (7.20) because γ m = μ = 6π ηr . So we have

6kT 6kT kT
= = (7.35)
μ γm 3π ηd

Yes we got the same result found in (7.23) but it is rather more complicated and
opens the door for the next application.

7.3.2 Climate Variability

We can make another example of stochastic physics about the variability of the sea
surface temperature (SST). We consider what they call a “slab ocean” that is all the
ocean is assimilated to a layer of water of depth h with heat capacity γ O = ρ O c O h. In
this case, ρ O is the average ocean density, C O its specific heat and h the depth of the
mixed layer that is the first 100 m of ocean. Then it is easy to calculate γ O = 1000 ×
4.18 × 103 × 100 = 4.18 × 108 jm−2 K−1 . While for the atmosphere we would have
γa = 1.2 · 1000 · 104 = 1.2 × 107 that is about 40 times lower. Considering that
the ocean covers 70% of the Earth’s surface the contribution of the atmosphere is
negligible. Experimental data show that the ocean has a damping time of about γ O /λ,
where λ ≈ 15 wm−2 K−1 that corresponds to a time constant of about 10 months. We
could then write a simple equation
214 7 Non-linearities, Randomness and Chaos

dT λ
= − T + Q net (7.36)
dt γO

In this case, Q net is the net heat flux between atmosphere and ocean. In Eq. (7.36)
if we put Q net = 0, we get a signal which decays exponentially with a time scale
of λ/γ O . Now this very long time constant determines the response of the ocean to
all possible fluctuations in Q net which may have different time scales from days to
months. We can have an idea of such response assuming an input like Q net = Q ω eiωt
while the temperature will have a similar response T = Tω eiωt It is easy to show by
substitution in (7.36) that the amplitudes are related by

Qω 1
Tω = λ
γ0 iω + γO

with the squares of the amplitude

 2
Qω 1
Tω2 = (7.37)
γ0 ω2 + ωc2

where ωC = λ/γ0 . At frequencies larger than ωc , the temperature signal will decrease
rapidly while for ω < ωc the temperature response will become independent of fre-
quency. This means that variations with time scales shorter than 300d will be damped
out leaving variability on time scales longer than this. A forcing of the ocean cli-
matic system by a stochastic “white noise” will result in “reddening” of the variability
spectrum, that is, high frequencies will be damped out while low frequencies will be
maintained. This is shown in Fig. 7.3. Notice that what is indicated as atmosphere
forcing is the result of the spectrum of the isolated atmosphere that results to be
white.
This model was invented many years ago by Klaus Hasselmann that formulated the
problem using a detailed and elegant formalism that here we have briefly introduced.
It is worth exploring the problem a bit further. We start by rewriting Eq. (7.36) in the
form
dT
= −aT − bW (7.36a)
dt

where T is the temperature perturbation and bW is some stochastic forcing. In the

formalism of Stochastic Differential Equation (SDE), this corresponds to

Tk+1 = Tk − aTk t − bWk (7.38)

where Wk is the stochastic forcing accumulated in the interval t. Then as shown
before this is equivalent to write
 t √

T (t) = T (0) − aT + DW
0
7.3 A Couple of Examples of Randomness 215

10 1

atmospheric forcing

10 0
spectral power

-1
10

10 -2
10 -2 10 -1 10 0 10 1
frequency (cycle per year)

Fig. 7.3 The power spectrum resulting from the simple model for the atmosphere–ocean interaction

with D variance of the forcing. In the proper form, this equation reads
√
dT = −aT dt + DdW (t) (7.39)

It can be integrated to give

√  t

T (t) = T (0)e−at + D e−a(t−t ) dW (t )
0
√  t (7.40)

−at
= T (0)e + D dt e−a(t−t ) ξ(t )
0

where ξ(t)ξ(t ) = δ(t − t ). We want to use at this point the Wiener–Kinthchin
theorem and calculate the spectral density as the Fourier transform of the correlation
function. We can evaluate the correlation function
 t  t+τ


T (t)T (t + τ ) = D dt dt e−a(2t+τ −t −t ) ξ(t )ξ(t )
0 0
 t (7.41)
−a(2t+τ −2t ) D  −aτ −a(2t+τ )

=D dt e = e −e
0 2a

The same calculation can be repeated for a negative τ and in the limit of t → ∞
obtain the correlation function
216 7 Non-linearities, Randomness and Chaos

D −t|τ |
R(τ ) = e (7.42)
2a
So that the temperature spectrum will result from the Fourier transform

D
T (ω) = T0 (7.43)
ω2 + a2

That is the same as (7.37). We see that going by the rules is much more complicated
than direct physical approach. However, you need to solve most of these equations
by computer and this may help. As a matter of fact, your stochastic forcing on a
computer is just a random number generator and your equations need to be integrated
with special techniques as we will see in the case of stochastic resonance.

7.4 Chaotic Behaviour

In his beautiful book Chaos: from theory to applications, Anastasios Tsonis gives
a very interesting definition of chaos when he affirms that “...chaos is randomness
generated by deterministic systems, and that chaotic evolutions are irregular, unpre-
dictable evolutions exhibiting spectra practically indistinguishable from spectra of
pure random processes”. This is absolutely a good way to connect what we have said
about non-linearity and randomness to the last topic of this chapter, that is, chaos.

7.4.1 Generating Chaos

A simple way to introduce chaos is through the so-called logistic map and it is based
on the recursive relation
xn+1 = axn (1 − xn ) . (7.44)

This recursive relation is based on a non-linear differential equation, which describes

the evolution of population 
dx x x
= 1− (7.45)
dt τ xe

where the first term represents births and the second deaths. τ is a characteristic time
and xe a representative population. Actually, the situation is much more complicated
than that but we will regard (7.44) only as a way to generate a sequence of numbers
that may exhibit chaotic behaviour. Consider as a first example x0 = 0.5 and a = 0.8,
we get the sequence x1 = 0.2, x2 = 0.128, x3 = 0.0892928 up to x f = 0 when the
iteration stops. When we change to a = 2.5, the parabolic curve f (x) = ax(1 − x)
intercept the diagonal at two fixed points x f = 0 and x f = 0.6. Starting with x0 =
7.4 Chaotic Behaviour 217

0.1 we obtain x1 = 0.225, x2 = 0.43594, x3 = 0.61474 and the convergence is for

x f = 0.6. The same happens with x0 = 0.8 when two iterations are enough to reach
the same equilibrium point. The stability of such points can be discussed in general
by assuming that the population will repeat after one generation, that is,

x f = ax f (1 − x f ) (7.46)

with roots 0 and 1 − 1/a. The stability of the map at these points can be studied by
making small perturbations around them

x f + xn+1 = a(x f + xn )[1 − (x f + xn )] (7.47)

Neglecting all terms involving higher order, we get

x f + xn+1 = a(x f + xn ) − a(x 2f + 2x f xn ) (7.48)

And considering (7.46), we have

xn+1 = axn (1 − 2x f ) (7.49)

We now recognize that a(1 − 2x f ) = d f /d x|x f And we have

xn+1 = f (x f )xn (7.50)

As the number of iterations increases, we get xn+1 → 0 as long as | f (x f )| < 1 that
translates into
− 1 < a − 2ax f < 1, or − 1 < a < 3 (7.51)

Equation (7.51) implies that as long as −1 < a < 3 the population remains constant
in time. In the previous cases with a = 0.5 and a = 0.8, we satisfy such criteria.
Now see what happens when a = 3 the period of the oscillation doubles between
two values x f1 and x f2 as shown in Fig. 7.4. The two values can be found by solving

x f2 = ax f1 (1 − x f1 )
(7.52)
x f1 = ax f2 (1 − x f2 )

We obtain that for a = 3.1 x f1 = 0.558 and x f1 = 0.765. Again this regime is
maintained for 3 < a < 3.449479 when the period doubles again with period 4 and
limit values x f1 = 0.403, x f2 = 0.479, x f3 = 0.835 and x f4 = 0.866. These period
doubling points are actually bifurcation and the values of a can be predicted based
on the Feigenbaum relation. But the most interesting point is that for some value
of a equilibrium is not reached and the recursive relation gives numbers that jump
around in a fully chaotic behaviour. Figure 7.4 shows the sequence of bifurcation for
the logistic map. Each period doubling actually represents a bifurcation.
218 7 Non-linearities, Randomness and Chaos

a = 0.8 a = 3.1

a = 3.5 a = 3.8282
0.5
0.0
-0.5
-1
-1.5
-2
-2.5

3 3.2 3.4 3.6 3.8 4 2 2.5 3.0 3.5 4

a a

Fig. 7.4 Construction of logistic map for different values of the parameter a. The lowest two panels
are the Lyapunov exponent and the bifurcation diagram of the logistic map

7.4.2 Lyapunov Exponents

In the case of the logistic map, by changing the parameter a we have encountered a
fundamental property of chaos, i.e. intermittence. The dependence upon initial con-
ditions can be measured by the Lyapunov exponents. Suppose the system is allowed
7.4 Chaotic Behaviour 219

to evolve from two slightly different initial states, x and x + , then after n iterations
their divergence may be characterized by

(n) ≈ eλn (7.53)

where λ is the Lyapunov exponent that gives a measure of divergence rate. If λ is

negative the slightly different trajectories converge and the evolution is not chaotic.
On the other hand, we obtain a chaotic behaviour if λ is positive. Consider, for
example, the logistic map at its nth iteration, xn+1 = f (xn ), the difference between
two initially nearby states after n iteration can be written as
 
f n (x + ) − f n (x)
f n (x + ) − f n (x) ≈ eλn , =⇒, log ≈ nλ (7.54)


and for small  the expression becomes

 n
1 d f 
λ≈ log   (7.55)
n dx 

Using the chain rule, we obtain

1
n−1
λ = lim log | f (xi )| (7.56)
n→∞ n
i=0

Figure 7.4 shows the Lyapunov coefficients for the logistic map. This seems a straight-
forward calculation for the logistic map. For continuous system like those we will
see in a while the calculation may be more complex.

7.4.3 Visualization of Chaos: Attractors, Poincarè Sections

and Fractals

A fundamental tool for the visualization of chaos is the phase space. We have
mentioned that several time for example discussing bifurcation and equilibrium in
Chap. 6. In particular, we have seen that two-dimensional systems may be repre-
sented in a ρ − θ space giving rise to an equilibrium point or a limit cycle. The
simplest example that can be made is that of a pendulum, which describes a closed
curve in the phase space with coordinate θ (the angle with respect the equilibrium
position) and θ̇ the derivative with respect to time. If we add a damping term, then
the resulting trajectories in the same phase space are a spiral. These two geometrical
objects in the phase space are called attractors. An attractor that assumes the form of
a closed curve is representative of a periodic motion and indicates a limit cycle. These
attractors are also called “well behaved” and are a particular case of systems that
220 7 Non-linearities, Randomness and Chaos

are predictable. Often they are also called non-chaotic attractors and mathematically
speaking are characterized by an integer dimension that belongs to a submanifold of
the relative phase space. For example, the attractor for the simple pendulum is a point
(zero dimensions) with respect to two-dimensional phase space. The attractor of the
damped forced pendulum has one dimension with respect to a two-dimensional or
three-dimensional phase space. In order to deal with more complex attractors, we
need to introduce two other concepts, the Poincarè section and the fractal dimension.
The system of the simple pendulum can be modified with the introduction of a
third coordinate φ = ωt so that we have the complete system

dθ/dt = θ̇, d θ̇ /dt = (g/l)θ − β θ̇ , dφ/dt = ω (7.57)

where β is the damping. In the three-dimensional phase space θ, θ̇ , φ will have a

trajectory very similar to a helix, as shown in Fig. 7.5a. If we make a cross section
of this trajectory at a fixed time interval corresponding to a period T = 2π/ω, we
will have in the plane θ, θ̇ a point with the same coordinates. However, the system
could be such to have a different trajectory in phase space so that the intersection
could change in the different sections. In the appendix, we illustrate the case of the
non-linear pendulum
dθ
= θ̇
dt
d θ̇ θ̇
= − sin θ − + F cos ωt (7.58)
dt q
dφ
=ω
dt

1
.
θ
0.5
ω (radians/second)

-0.5
P1 P2

-1
t
-1.5

θ
-2
-4 -3 -2 -1 0 1 2 3 4
θ (radians)

Fig. 7.5 The left panel shows the construction of the Poincarè map: we need to add a motion along
the t axis. On the right, the resulting Poincarè map for the non-linear pendulum is shown
7.4 Chaotic Behaviour 221

where the approximation θ ≈ sin θ has been dropped. As shown in the appendix,
such a system does not always give periodic solutions and the parameter that controls
mainly the results is the forcing term F. When we calculate the Poincarè section for
this non-linear case, we obtain a rather surprising result, shown in Fig. 7.5b. The
pattern in the figure is composed of about 10000 intersections of the kind shown in
Fig. 7.5a, with the pattern more and more defined as the number of points increases.
All these points taken together form the attractor to which we may now give a different
interpretation. We actually could think of solving the non-linear system starting from
different initial conditions (chosen, e.g. with a random number generator). After a
certain time, we would find that the system is actually in one of the points that make
up the attractor or in any case in the general area occupied by the attractor. It is quite
interesting at this point to pose the question of the dimension for the attractor which
in this particular case is not an integer number. The attractor dimension is important
because it is somewhat related to the minimum number of variables required to
describe the dynamic system. The evaluation of these dimensions can only be made
through the introduction of the concept of Fractal dimension. Fractals can be defined
as patterns made up of the superposition of similar shapes but on different scales.
Typical examples are the dendrites, snowflakes or tree branches. In meteorology,
lightning, clouds and turbulence (to name a few) may exhibit a fractal behaviour.
The fractal dimension is a measure of the space-filling capability of a particular
object. In Euclidean geometry, the dimensions are expressed by integers: a point
has 0 dimensions, a line D = 1 and so on. Fractal geometry allows also decimal
dimensions. Consider, for example, childish drawings like those shown in Fig. 7.6.
In part (a) of this figure, the simple line has an Euclidean dimension D = 1. In part
(b), the wiggly line has a fractal dimension between 1 and 2 with the larger dimension
corresponding to the case when the line (c) would completely fill the plane.
There are different methods to determine the fractal dimension. The simplest one
is based on the fact that when we add a spatial dimension the fractal dimension
increases by one unit. As a matter of fact, we may imagine the line in Fig. 7.6b as a
cross section of a newspaper sheet that has been crinkled. When the sheet is flat on the
table, it has dimension D = 2. When it is folded or wadded, its dimension is between

(a) (b) (c)

Fig. 7.6 The fractal dimension and its reduction

222 7 Non-linearities, Randomness and Chaos

Fig. 7.7 The determination .

.
. . .

of fractal dimension of an ε .
.
. . . ..
. . .
. . .
... .
.
. . .
attractor . . . . . . . . .. . . .
. . .. . . . . .. .. . . .
. . . . . .
. . . . .. . . . . . .. . .
. . . .. . . .. .. ... . . . . . .
. . . .
. .. . . .. .. .. .. . ... . . .
. .. . . . . . . . .. .. . .. . . . .
. .. . ... . .. . . .. .. . .
.. .
. . .. . . . .. .
. . . . .. . . . . .. .. . .. .
. . . . .
. . . .. . .. . . .
.
.. . . . . . .. . . .
. .. . . .
.
. .. . .

2 and 3 and may approach D = 3 when it is well compressed into a perfect ball. If the
folded or crinkled newspaper is cut along a plane, the cross section of the cut has a
dimension between 1 and 2. For example, if its dimension in three-dimensional space
was 2.3, now the cut will have a dimension 2.3 − 1 = 1.3, and its aspect could be
that of Fig. 7.6c. If this section is now cut with a line, as in Fig. 7.6b, the intersection
points will generate a pattern with dimension 1.3 − 1 = 0.3. Reducing the dimension
makes it easier to measure it. As an example, we could take the “cloud” of points
shown in Fig. 7.7. In this case, the plane is divided into elementary squares each of
size  and the number of squares N () necessary to cover all the points is counted.
Now the dimension of the square size is decreased and the count is repeated so that a
plot can be made of the number N () as a function of 1/. The slope of the resulting
line will be defined as fractal dimension dc (c is for “capacity”), that is,

N ()
dc = lim (7.59)
→0 1/

If the attractor has been obtained from Poincarè sections, as those of the pendulum, its
fractal dimension must be increased by one unit because we reduced one dimension
at the beginning. There are several other methods to determine the fractal dimension,
and in the specific case of the pendulum, it can be found to be about 2.3. In three-
dimensional phase space, the volume of the attractor is zero because it can be shown
that trajectories never intersect so they actually constitute surfaces that do not fill out
all the space. If the dimension of the attractor is not an integer, we are in the presence
of a strange attractor. This is a rather limiting definition because the most important
characteristic is that the strange attractors, to repeat Lorenz’s definition, are “an
infinite number of curves, surfaces or higher dimension manifolds—generalization
of surfaces to multidimensional space—often occurring in parallel set, with a gap
between two members of the set”.

7.5 Chaos in a Fluid: The Loop Oscillator

The first physical example of chaos in a fluid is the study of the so-called loop
oscillator. This device is a torus and it is somewhat inspired by a previous work on
convection in a vertical torus as in Fig. 7.8 that was published by Welander in 1967,
7.5 Chaos in a Fluid: The Loop Oscillator 223

Fig. 7.8 The configuration Evaporation Heating

of the loop oscillator

θ
R

Precipitation Cooling

that is, 4 years after the seminal work by Lorenz. The results we will illustrate here
were published by Dewar and Haung in 1995. Suppose to have a torus of circular
section (Fig. 7.8), where the difference between evaporation (q) and precipitation ( p)
is given by
p − q = E cos θ. (7.60)

We use a cylindrical coordinate system with tangential component denoted by θ , so

we write the continuity equation as divergence equal to freshwater flux:

∂u E cos θ
= 2R . (7.61)
∂θ r
This equation can be integrated to give

u = 2E R sin θ/r + C =⇒ ω = 2E sin θ/r + C (7.62)

where the angular velocity is ω = u/R so that its average value

 2π
1
= ωdθ = C (7.63)
2π 0

ω =  + 2E sin θ/r (7.64)

and we write the continuity equation for the salinity (S) in the same coordinate system

∂S ∂ K ∂2S
+ (ωS) + 2 2 = 0 (7.65)
∂t ∂θ R ∂θ
224 7 Non-linearities, Randomness and Chaos

with K diffusivity for the salt. We write now the momentum balance for a section of
the tube 
∂u ∂u ∂P
ρ0 +u =− − ρg sin θ − ρu (7.66)
∂t ∂l ∂l

where ρ0 is the basic density, l the coordinate along the tube, P the pressure. The
second term on the right is the component of the gravity and the last term is just
the viscous contribution with coefficient . Again integrating the equation along the
entire loop we obtain

∂ g 2π
ρ
= − − sin θ dθ (7.67)
∂t 2π 0 ρ0

using the dependence of density on salinity ρ = ρ0 (1 + β S) we get

∂ gβ
= − − .S sin θ  (7.68)
∂t R
Now we proceed to make non-dimensional equations (7.65) and (7.67) by putting

S = S/ S̄, t = t/T, ω = ωT (7.69)

where S̄ is the average salinity and T can be determined from the non-dimensional
(7.67)
∂ gβT 2
= −T  − S̄S sin θ  (7.70)
∂t R
Imposing the coefficient of the second term on the right to be unity we obtain T =

R/gβ S̄. Dropping the primes, we can write

∂
= −α − S sin θ  (7.71)
∂t
where α = T . Similarly, after normalization equation (7.65) becomes

∂S ∂2S ∂
=κ 2 − [( + λ sin θ )S] (7.72)
∂t ∂θ ∂θ

where λ = 2E T /r and κ = K T /R 2 . The constants we have introduced have an

important physical meaning. The fractional density change due to the salinity is β S̄
that give rise to an acceleration ≈ gρ/ρ so that the time it takes to cross a distance
R is just T . κ is the ratio between T and the diffusion time R 2 /K while λ is the ratio
between T and the filling time r/2E. To find a solution to (7.71–7.72), we assume
the salinity written in the form of a highly truncated Fourier series

S = 1 + 2a1 (t) sin θ + 2b1 (t) cos θ (7.73)

7.5 Chaos in a Fluid: The Loop Oscillator 225

And once substituted in Eqs. (7.71)and (7.72) it gives the system

∂
= − α − a1
∂t
∂a1
= − b1 − κa1 (7.74)
∂t
∂b1 λ
= − a1 − κb1 −
∂t 2
We see this to be a non-linear system considering the terms like b1 or a1 . The
system can be made similar to the Lorenz system by putting

a1 b1 λ
X = , Y =− , Z= + (7.75)
α α 2κα
And (7.74) becomes
∂X
=α(Y − X )
∂t
∂Y
=X (r0 − Z ) − κY (7.76)
∂t
∂Z
=X Y − κ Z
∂t
where r0 = λ/2ακ. We will see next that this is not exactly the Lorenz system unless
we use κ = 1 and in the Lorenz equations b = 1. Before comparing this system with
the quite famous Lorenz system, we want to discuss the stability of the solutions.
A trivial solution is X = Y = Z = 0 while for the steady-state solution we need to
solve the system

α(Y − X ) = 0, X (r0 − Z ) − κY = 0, XY − κ Z = 0 (7.77)

with the possible solutions


X = Y = ± κ(r0 − κ) = ±0 Z = r − κ = 20 /κ (7.78)

Summarizing, we have three different solutions

0, 0, 0
0 , 0 , 20 /κ (7.79)
−0 , −0 , 20 /κ

The two non-trivial solutions indicate a clockwise or anti-clockwise circulation. In

terms of the physical constant, we have for X, Y, Z (see (7.75))
226 7 Non-linearities, Randomness and Chaos

 a1 b1 λ
X = ±0 = ± κ(r0 − κ), Y =− , Z= + (7.80)
α a 2ακ
Based on the expression for the salinity (7.73), we also have the steady-state salinity
as a function of θ
S = 1 − 2α(0 sin θ + κ cos θ ) (7.81)

Now we can study the stability of such solutions following the standard procedure.
We start with a perturbation of the (7.76) system that reads
⎡ ⎤
−α − σ α 0
A(σ ) = ⎣ r0 − Z e −κ − σ −X e ⎦ (7.82)
Ye Xe κ − σ

where X e , Ye , Z e are the equilibrium values defined by (7.80). This gives rise to a
cubic equation for σ

σ 3 + σ 2 (α − 2κ) + σ (ακ + κ 2 + 20 ) + 2α20 = 0 (7.83)

We assume a solution that contains a real root (a) and two complex conjugate roots
(σ ± ib. The real part c may be negative and results in stable solution for a given
sets of parameters. These can be changed and c becomes progressively zero and then
positive and so producing instability. The point where c crosses zero corresponds to
a Hopf bifurcation and in this case our solutions have the form

σ1 = a, σ2,3 = ±ib (7.84)

Using these solutions in (7.63), we arrive at

a = −(α + 2κ), b2 = ακ + κ 2 + 20 , ab2 = −2α0 (7.85)

And we can determine 20 as

κ(α + κ)(α + 2κ
20 = (7.86)
α − 2κ

And using the convective solution (7.78), we obtain a condition for r

α(α + 4κ)
r0 = (7.87)
α − 2κ

From the definition of λ, we have a limiting value

2α 2 κ(α + 4κ)
λc = (7.88)
α − 2κ
7.5 Chaos in a Fluid: The Loop Oscillator 227

0.2 0.1

0.15

0.1 0.05

0.05
0
b1

αy
-0.05
-0.05
-0.1

-0.15 -0.1
-0.2

-0.25 -0.15
0 500 1000 1500 2000 2500 3000 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6
x
Time

Fig. 7.9 The behaviour of the coefficient b1 as a function of time (left panel) and the phase space
diagram x − aY

Remember that λ is the freshwater flux so that (7.88) is saying that given α and κ
there is a limit to the freshwater flux λc beyond which the steady convection will be
unstable. Also for α 2κ the steady solution is unconditionally stable. It interesting
to note that b is actually the frequency of the limit cycle near the bifurcation so that
the period is given by
2π 2π
TH = =√ (7.89)
b k(r0 + α)

The advective time scale is the time it takes for the water to flow around the loop
and it is given as
2π
TS = √ (7.90)
k(r0 − κ)

This shows that the period for the limit cycle is shorter than the advective timescale.
A problem with this model is that the freshwater flux may become negative which
is unrealistic. Figure 7.9 shows some chaotic behaviour of the system that is quite
similar to the Lorenz system (see next paragraph). The loop oscillator has been
studied as a maximum simplification for the thermohaline circulation of the ocean.

7.6 The Lorenz System

We have given the basis of the Benard convection in the Appendix “The Bénard
convection”. We discussed there the two equations for the streamfunction ψ and the
temperature θ . Now we want to be a little more formal, so write the two equations
for the stream function and the temperature
228 7 Non-linearities, Randomness and Chaos

1 ∂ 2 ∂θ
∇ ψ =∇ 4 ψ +
Pr∂t ∂x
(7.91)
∂θ ∂ψ
+ v · ∇θ = Ra +∇ 2 θ
∂t ∂x
At this point, we take into account the possible non-linear character of the equations
and write
ψ(x, z, t) =ψ1 (t) cos π z sin q x
(7.92)
θ (x, z, t) =θ1 (t) cos π z cos q x + θ2 (t) sin(2π z)

These two quantities still satisfy the boundary conditions θ = 0 for z = ±1/2 and
w = 0 for z = ±1/2. We substitute for ψ and θ in the first of (7.86) to get

1 ∂ψ1 qθ1
= 2 − (π 2 + q 2 )ψ1 (7.93)
Pr ∂t π + q2

The procedure for θ is a little more complex. First we write the advection term for
the temperature
∂θ ∂ψ ∂θ ∂ψ ∂θ ∂ψ
+ − = Ra + ∇2θ (7.94)
∂t ∂ x ∂z ∂z ∂ x ∂x

where we have
∂ψ ∂θ ∂ψ ∂θ
− =
∂ x ∂z ∂z ∂ x
  (7.95)
θ1
πqψ1 − sin (2π z) + θ2 (cos (q x) cos (π z) + cos (3π z))
2

Then we will equate the coefficients of sin(2π z) and cos(qz) cos(π z) and neglect
the cos(3π z) term so we get

θ̇1 = −πqψ1 θ2 + q Ra ψ1 − (π 2 + q 2 )θ1

(7.96)
θ̇2 = 21 πqψ1 θ1 − 4π 2 θ2

Equations (7.93) and (7.96) constitute a system of three equations and again it is
convenient to change the variables
πq
t = (π 2 + q 2 )t, X= ψ1
21/2 (π 2+ q 2)
(7.97)
πq 2 πq 2
Y = θ1 , Z= θ2
21/2 (π 2 + q 2 )3 21/2 (π 2 + q 2 )3
7.6 The Lorenz System 229

Also we define the constants

q2 4π 2
r= Ra , b= (7.98)
(π 2 + q 2 )3 π2 + q2

So that we have the Lorenz system

∂X
=Pr (Y − X )
∂t
∂Y
=− XZ +rX −Y (7.99)
∂t
∂Z
=X Y − bZ
∂t
It is quite similar to the one we found for the loop oscillator. It is interesting to discuss
now some properties of the system (7.94) with respect to the volume in phase space.
To this end, we can take a detour to the damped pendulum which obeys the system

θ̇ = ω
(7.100)
ω̇ = −γ ω − ω02 θ

where ω02 = g/l and γ the damping coefficient. The energy of the system is the
kinetic ml 2 θ̇ 2 /2 plus the potential mlg(1 − cos θ ) ≈ mlgθ 2 /2 for small oscillation.
The total energy is then

1 2 2
E(θ, θ̇ ) = ml (θ̇ + ω02 θ 2 ) (7.101)
2
The change in time of the energy

dE 1
= ml 2 (2θ̇ θ̈ + 2ω02 θ̇θ)
dt 2

Substituting for θ̈ from (7.100) and simplifying we get

dE
= −γ ml 2 θ̇ 2 (7.102)
dt
This show that energy is conserved in the absence of damping (γ = 0) and decreases
in time with (γ > 0). This conclusion can be extended to the volume of phase
space. Consider a volume δV = δ X δY δ Z that changes in time. The derivative can
be expressed as

d d d d
δV = δY δ Z δ X + δ X δ Z δY + δ X δY δ Z (7.103)
dt dt dt dt
230 7 Non-linearities, Randomness and Chaos

Equivalent to
d
δV = δY δ Z δ Ẋ + δ X δ Z δ Ẏ + δ X δY δ Ż (7.104)
dt
Dividing all for δV and going to the limit δ → 0, we have

1 dV ∂ Ẋ ∂ Ẏ ∂ Ż
= + + =∇ ·F (7.105)
V dt ∂X ∂Y ∂Z

where F is the vector of components Ẋ , Ẏ , Ż . For the pendulum case, we have

X = θ, Y = θ̇ so that the divergence

∂ Ẋ ∂ Ẏ
+ =0−γ <0 (7.106)
∂X ∂Y
If we apply this rule to the Lorenz system we have

dV
= −(Pr + 1 + b)V
dt
Once solved it will give

V = V (0) exp{−(Pr + 1 + b)} (7.107)

Usually the parameter used for this system are Pr = 10, b = 8/3 so we have after
a time unit V = V (0) exp{−41/3} ≈ 10−6 V (0) that means a very high dissipative
system. The Lorenz system is the first example of deterministic chaos. And it means
that equations exist to describe the physics but their solution is very sensitive to initial
conditions.
We like to discuss a little bit more about the bifurcation properties for this system.
The stationary points for which Ẋ = Ẏ = Ż = 0 are given by (besides the trivial
solution 0, 0, 0)
 
X 0 = ± b(r − 1), Y0 = ± b(r − 1), Z0 = r − 1 (7.108)

We know that stability exists for 0 < r < 1 while a simple bifurcation is found for
r > 1. In the same region, we have the stationary points that depend on r > 1. For
the stability near the origin, we have three real eigenvalues for the stability analysis
  
ω1,2 = 1
2
−(σ + 1) ± (σ − 1)2 + 4σ r ) , ω3 = −b (7.109)

ω2 and ω3 are negative while ω1 is positive. We have −ω2 > ω1 > −ω3 providing
that r > 1 + b(σ + 1 + b)/σ . For σ = 10 and b = 8/3 this gives r > 4.644. For the
other stationary point, the eigenvalues λ are found by solving the equation
7.6 The Lorenz System 231

unstable
limit cycle
X

40
r=13.234
30
r=1 r=24.74
Z

20
10
10
0

-10
20 10 X
0 -10
Y -20

Fig. 7.10 Structure of the Lorenz attractor (left) and the bifurcation diagram (right)

λ3 + λ2 (σ + b + 1) + λb(σ + r ) + 2σ b(r − 1) (7.110)

We assume λ = iω with ω real. When inserted in Eq. (7.110) we obtain for ω

2bσ (r − 1)
ω2 = (r + σ )b = (7.111)
σ +b+1

Equating real and imaginary parts from (7.111) we can get r and ω

σ (b + σ + 3 σ −1
r= , ω2 = 2σ b (7.112)
σ −b−1 σ −b−1

The result is that ω is real if σ > b + 1 and that if r < σ (b + σ + 3)/(σ − b − 1) all
the three roots have negative real part. For σ = 10 and b = 8/3 this gives r < 24.74.
This means that the stationary points are stable for 1 < r < 24.74 Fig. 7.10 shows
on the left the three-dimensional Lorenz attractor with its impressive resemblance to
a butterfly. The right figure shows the structure of the bifurcations.

7.7 ENSO: A Very Complex System

A very complete application of nonlinearity and chaos is given by the study of

ENSO, (El Nino Southern Oscillation). El Nino was a well-known phenomenon to
the ancient people living along the Pacific coast of South America. They noticed
that the fishing along the coast was not abundant when the sea was unusually warm.
If the fishes were scarce, then this would influence the birds that fed on the fishes
and deposited the guano at the interior. The warmer sea means also more rain on the
232 7 Non-linearities, Randomness and Chaos

El Nino Conditions Normal Conditions

Increased Convective loop

convection

warm warm cold

thermocline
thermocline

cold water

120°W 80°E 120°W 80°E

Fig. 7.11 The El Nino conditions (left) and the normal conditions (right) for ENSO

coast. At that time people noticed that such warming took place around Christmas
time so they call the thing “El Nino” (Holy Child). To explain El Nino, we have
to wait the year 1966 when Jacob Bjerknes proposed a theory for the occurrence
of El Nino. During normal atmospheric conditions, the trade winds blow over the
tropical Pacific Ocean creating an easterly (or westward current) on the sea surface
that recall cold, deep water from the South American coast establishing a cold tongue
of water that extends towards the Pacific Ocean (see Fig. 7.11). This deep water is
rich in nutrients so that fishes can thrive on them maintaining a food chain that was
essential to the economy of those regions. The Western Pacific water maintains a
warmer temperature and forced by the winds accumulates creating a difference of
about 40 cm with the eastern part. The temperature gradient produces an atmospheric
circulation (known as Walker circulation) with low pressure over the west and high
pressure on the east. In the sea, the surface layer known as thermocline presents a
thickening on the western side and a thinning on the eastern side. Occasionally, the
trade winds weaken and the first consequence is the appearance of a warm pool of
water on the eastern side: it is the beginning of El Nino. As we have seen, there is
a complex interaction between the ocean and the atmosphere so the entire stuff has
been renamed as El Nino Southern Oscillation (ENSO). As a matter of fact, the cold
phase (also called La Nina) and the warm phase alternate with periods going from 4
to 7 years and one of the problems is how to explain this loose periodicity. We will
concentrate here only on one of the non-linear aspects of ENSO to show how the
stochastic forcing by the winds may have an important role. We will use a simple
model proposed in the late 1990s by Fei-Feu Jin. He divided the equatorial Pacific
into an eastern half (cold tongue) and western half (warm pool). The temperature of
the well-mixed surface layer Te of the eastern basin is written as
7.7 ENSO: A Very Complex System 233

dTe M(w)(Te − Tse )

= −T (Te − Tt ) − (7.113)
dt Hm

The first term of this equation can be easily explained. It is simply a relaxation term
proportional to the difference between the temperature of the mixed layer and the
equilibrium temperature Tt and T is a damping constant. The second term is more
tricky and the reader must remember when we talked about Ekman’s pumping that
can be expressed as (the continuity equation)

w ∂u ∂v
= + (7.114)
Hm ∂x ∂y

The dominant term is ∂u/∂ x and this can be assumed to be dependent on the stress
τ of the wind so that finally the vertical velocity is

w = −ατ = −α[τ0 − μ(Te − Tt )] (7.115)

The reason for the two terms is that the first represents the stress due to the Hadley
circulation (most properly the trade winds) while the second is due to the Walker
circulation which ascends over the warm pool in the western Pacific and descends
over the eastern Pacific (see Fig. 7.11). We identify M(w) with w in such a way that

0, if w< 0
M(w) =
w, if w> 0

So actually the second term in (7.103) is the temperature advection due to the
upwelling of subsurface water at temperature Tse . Such temperature depends strongly
on the thermocline depth h e . Based on the available data such temperature can be
parameterized as
 
Tse = Tt − 0.5(Tt − Tr 0 )1 − tanh (H + h e − z 0 )/ h ∗  (7.116)

where Tr 0 is the temperature beneath the thermocline, h e is the departure of the

thermocline depth from its reference depth, H , z 0 is the depth where w takes its char-
acteristic value and h ∗ measures the sharpness of the thermocline. As we mentioned
before, the thermocline depth during the El Nino condition is larger to the west than
to the east and the relation among the two can be written as

h e = h w + bLτ (7.117)

where τ is given by (7.115), b measures the efficiency of the stress to drive the
thermocline tilt and L is the basin size. The thermocline depth h w adjusts slowly
to the zonally integrated Sverdrup meridional mass transport due to the equatorial
Rossby waves and can be described by the equation
234 7 Non-linearities, Randomness and Chaos

dh w r bLτ
= −r h w + (7.118)
dt 2
Again the first term is the relaxation term with rate r while the second term is the total
Sverdrup meridional mass transport. Equations (7.110–7.118) constitute a system
that can be solved with a computer program using the following constants: Tt =
30 ◦ C, Tr 0 = 18 ◦ C, H = 100 m, z 0 = 75 m, h ∗ = 50 m, μα/Hm = 0.0025 ◦ C/day,
μbL = 12.5m/◦ C, τ0 /μ = −1 ◦ C, r = 1/300 days and T = 1/150 days. We can
find steady state by putting ∂h w /∂t = ∂ Te /∂t = 0 and obtain for the Pacific basin
an equilibrium temperature of about 24.5 ◦ C. However, such a state is not stable ad
this can be verified by writing the linearized equations for (7.113) and (7.118) that
reads
dTe
= RTe + γ h w
dt (7.119)
dh w r bLμTe
= −r h w −
dt 2
where
 M(w̄)
R = −T + γ bLμ −
1+ Hw
τ0
=− (7.120)
μ(Tt − Te )
M(w̄) ∂ T¯w
γ =
Hm ∂ Te

We can carry out the stability analysis on the system (7.109) using Tw = T eσ t and
h w = heσ t obtaining for the growth rate σ

σ = 21 (R − r ) ± 1
2
(R − r )2 + 4r (R − 0.5μbL)

That shows that the system is unstable for R > r while it is stable for R < r . The
frequency for the neutral case r = R is given by

ω= 0.5μbLr − r 2

The instability translates into an periodic solution as shown in Fig. 7.12, where we
notice that both temperature Tw and h w have period of roughly 4 years and are out
of phase by roughly 1 year. The same figure shows that the rise of El Nino (warm)
phase produces the thinning of the western thermocline depth or, reads in another
way, the deepening of the western thermocline leads to the warm phase in the East
Pacific. Now what about the stochastic forcing. The role of the surface stress is quite
clear now, a decrease in the intensity of the trade winds produces a warm pool in the
Eastern Pacific. However the oscillation produced by this model is too regular and
do not compare well with the data. A more realistic behaviour can be obtained if a
stochastic forcing is added to the zonal component of the stress τ0 . The results are
Appendix 235

30 60

Te

28 hw 52

26 44

hw(m)
Te (°C)

24 36

22 28

20 20
0 4 8 12 16 20 0 4 8 12 16 20
Time (years) Time (years)

Fig. 7.12 The behaviour of the eastern temperature Te and depth of the thermocline h w (left). On
the right the same quantities when a stochastic forcing is added

shown in Fig. 7.12b, where a white noise forcing has been added with an amplitude
of about 40% of the steady signal. In this run the relaxation constant r has been
halved.
At this point, we would like to mention an elaboration of the above model known
as the delayed oscillator model of ENSO. The idea is that the initial warming in the
Eastern Pacific produces a weakening of the easterly wind in the Central Pacific.
The change in the winds excites a downwelling Kelvin wave that propagates to the
East (look at the appropriate chapter) and Rossby waves that move in the opposite
direction. These are reflected by the western boundary and produces upwelling Kelvin
waves that move eastward to counter the downwelling Kelvin waves. The authors of
this heuristic models are Eli Tziperman and coworkers that set up a simple equation
for the eastern thermocline depth h(t)

h(t) =a A{h [t − (L/(2Ck ))]}

(7.121)
− b A{h [t − (L/Ck + L/(2C R ))]} + c cos(ωa )

where t is time, L is the basin length and ωa is the seasonal forcing frequency. C K
and C R are Kelvin and Rossby wave velocities, respectively. L/Ck is the time it
takes for the Kelvin wave to reach the eastern boundary from the middle of the basin
while the second term is due to the westward travelling wave excited by the wind at
time t − [L/Ck + L/(2C R )] and reflected as a Kelvin wave. A(h) relates the wind
stress to the sea surface temperature (SST) and thermocline depth. The slope of A(h)
is fixed by a parameter κ that is a measure of the strength of the coupling between
ocean and atmosphere. We made a run for the model to show that by increasing κ
there is a classical route to chaos as shown in Fig. 7.13. This simply shows the effect
of non-linearity in a more complex model.
236 7 Non-linearities, Randomness and Chaos

0.4 0.6 1
0.3 0.4
0.2 0.5
0.2
0
0.1 0
-0.2
0
-0.4
-0.1 -0.5
-0.6
-0.2 -0.8 -1
-0.3 -1
-0.4 -1.2 -1.5
TIME

Fig. 7.13 The transition to chaos for the Tziperman model by changing the coupling between ocean
and atmosphere. The quantity shown is the thermocline depth

Appendix

Burgers Equation: The Travelling Wave Solution

We consider an advection–diffusion equation of the form

∂u ∂u ∂ 2u
+u =ν 2 (7.122)
∂t ∂x ∂x
We seek a solution of the form

u(x, t) = f (ξ ) = f (x − vt) (7.123)

We have
∂u ∂ f ∂ξ
= = −v f
∂t ∂ξ ∂t

And in the same fashion

∂u ∂ 2u
= f (ξ ) = f "(ξ )
∂x ∂x2
Equation (7.122) becomes

ν f (ξ ) + f (ξ )[v − f (ξ )] = 0 (7.124)

We notice now that f f = 0.5(∂/∂ξ ) f 2 so that (7.124) can be directly integrated to

give
1
− v f + f 2 − νf = B (7.125)
2
It can be written as
∂f
2ν = ( f − f 1 )( f − f 2 ) (7.126)
∂ξ
Appendix 237

where  
f1 = v + v2 + B, f2 = v − v2 + B (7.127)

Because f s are real we have f 1 > f 2 and Eq. (7.126) can be integrated by separating
the variables to get
f 1 + f 2 exp{[ f 1 − f 2 ]ξ/2ν}
f (ξ ) = (7.128)
1 + exp{[ f 1 − f 2 ]ξ/2ν}

After some algebraic labouring, we can write in a different form

 
1 1
f (ξ ) = u(x, t) = v − ( f 1 − f 2 ) tanh ( f 1 − f 2 )(x − vt) (7.129)
2 4ν

where from (7.127) v = 0.5( f 1 + f 2 ). It is to notice that (7.129) does not depend
on time in the reference frame moving with velocity v. From the definition of tanh,
we see that f (ξ ) → f 1 for ξ → −∞ while f (ξ ) → f 2 for ξ → ∞. This solution is
shown in Fig. 7.1 and goes smoothly from f 1 to f 2 . As a matter of fact, the shape of
this solution depends on the value of the viscosity ν becoming sharper as ν decreases
as shown again in Fig. 7.1. This shape resembles that of a shock wave. We can have
a more precise idea if we multiply both numerator and denominator in (7.118) by
exp[−( f 1 − f 2 )ξ/2ν]. We have

f 2 + f 1 exp[−( f 1 − f 2 )ξ/2ν]
f (ξ ) = (7.130)
1 + exp[−( f 1 − f 2 )ξ/2ν]

And if we put f 1 = 2 and f 1 = 0 we get

−1
f (ξ ) = 2e−ξ/ν 1 + e−ξ/ν (7.131)

This shows the existence of a layer of thickness δ ≈ ν/( f 1 − f 2 ) that tends to zero
when ν → 0

Chaotic Pendulum

We will consider a damped and forced linear pendulum which obeys the equation of
motion
d 2θ dθ
ml 2 2 + bl 2 + mgl sin θ = l F(t) (7.132)
dt dt
where l is the length of the pendulum, m its mass, b some damping coefficient and
F(t) the forcing. This equation can be made non-dimensional with the substitution

dt = l/gdτ ⇒ dt 2 = (l/g)dτ 2 (7.133)
238 7 Non-linearities, Randomness and Chaos

Equation (7.132) becomes replacing dτ with dt

d 2θ b dθ g F0
2
+ + sin θ = cos ωt (7.134)
dt m dt l ml
where F0 cos ωt is the periodic forcing. We simplify further the equation with the
substitutions
b g F0
2β = , ω02 = , γ ω02 =
m l ml
So that (7.134) becomes

d 2θ dθ
+ 2β + ω02 sin θ = γ ω02 cos ωt (7.135)
dt 2 dt
From this equation, we obtain the system

θ̇ =y
ẏ =γ ω02 cos ωt − 2βy − ω02 sin θ + (7.136)
ż =ω

Before discussing the solution to this system, we can explore a little non-linearity of
this pendulum. We use the most simple approximation to sin θ , that is,

1
sin θ ≈ θ − θ 3
6
When substituted in (7.125) it gives

d 2θ dθ 1 3
+ 2β + ω0 θ − θ = γ ω02 cos ωt
2
(7.137)
dt 2 dt 6

It can be easily found that a solution of θ ∝ exp(iωt) will give rise to a term containing
cos 3ω. This shows that as the forcing increase there are new harmonics nω arising
and to show this we have to recur to a numerical solution for Eq. (7.135). This has
been done using the following parameter ω = 2π , ω0 = 1.5ω and β = ω0 /4. The
forcing is raised by changing γ . We see that for small γ like 0.9 we have an apparent
oscillatory behaviour as shown in Fig. 7.14 around zero. When forcing is increased
beyond 1 we observe a quite different behaviour like that shown in Fig. 7.14. The
first case is the result for γ = 1.07 and shows that after an initial adjustment there
is almost pure harmonic. A more accurate analysis shows that actually there are two
harmonics sign of a first bifurcation. Raising more the forcing to 1.078 we have
a regular behaviour but now the harmonics have become 4. This behaviour can be
illustrated in the bifurcation diagram shown in Fig. 7.15. We notice the first and
second bifurcation and then for same values of the forcing the chaotic behaviour
Appendix 239

γ = 1.06
0.4 20
0.3 15
0.2 10
0.1
5
0
0
-0.1
-5
-0.2
-0.3 -10

-0.4 -15

-20
0 5 10 15 20 25 30 0 5 10 15 20 25 30

γ = 1.073
2 .5 25

2 20

1 .5 15
10
1
5
θ 0 .5
θ 0
0
-5
-0. 5 -10
-1 -15
-1. 5 -20
-2 -25

γ =1.09
2.5 20

15
2
10
1. 5
5
1 0

-5
0. 5
-10
0
-15
-0.5 -20

TIME d θ /dt

Fig. 7.14 The deviation angle as a function of the quantity γ (left column) and the phase space
diagrams on the right column

shows up. In the phase space for small forcing we have a limit cycle as shown
in Fig. 7.14 top. Figure 7.14 while the double frequency is evident for γ = 1.073
(Fig. 7.14 middle) and a chaotic behaviour is present for γ = 1.09.
The non-linear pendulum is particularly useful to illustrate the Poincaré sections.
This is actually a three-dimensional concept so we have to invent a third coordinate
z as specified in the system (7.136). We then will study the intersection of the phase
240 7 Non-linearities, Randomness and Chaos

Fig. 7.15 The bifurcation diagram for the non-linear pendulum

space trajectories with the planes z = nωT where T is the period. The result is shown
in Fig. 7.5.

The Lorenz–Malkus Water Wheel

Lorenz’s seminal paper on deterministic chaos was published in 1963. In 1972,

Willem Malkus found a mechanistic analogue of the Lorenz system in a rather strange
wheel as shown in Fig. 7.16. The following treatment is taken from Matson’s paper.
Consider a wheel on which cups are hanged on its perimeter and are filled with
a flux of water. Each cup is allowed to have a leak but not to have overflow. The
friction torque is proportional to the angular velocity of the wheel and the leakage is
proportional to the mass of the single cup. The wheel is initially at rest and when the
cup starts filling up the wheel will move in one of the possible directions. If λ is the
leakageconstant of the cup and Q is the flux of water the change in the total mass
M = K Mk (with M K mass of the single cup) can be written as

dM
= Q − λM (7.138)
dt
Appendix 241

water input z
center of mass
at y = 0, z = R
of water

ith cup (y,z)

at (yi,zi)

y
R

Fig. 7.16 The water wheel on the left and the coordinate system on the right

With the solution

M(t) = (Q/λ)(1 − eλt ) (7.139)

In the following treatment, it is assumed that the filling operation has already been
finished so that the total mass q/λ = M stays constant. For the coordinate system
shown in Fig. 7.16b, the centre of mass of all the water in the cups is given by
 
(Mk yk ) (Mk z k )
y=  , z=  (7.140)
Mk Mk

Now we establish a time t0 such that for time t > t0 we consider the total mass of
water made of two components one containing the water that entered prior t0 and
the other with water added following t0 . We consider the motion of the two mass of
water Ma (t) and Mb (t) and rewrite the coordinate of the centre of mass as in (7.140)

(Ma ya + Mb yb ) (Ma z a + Mb z b )
y= , z= (7.141)
Ma + M b Ma + M b

The derivatives of such coordinates


dy 1 dya Ma dyb Mb
= Ma + ya + Mb + yb
dt M dt dt dt dt
 (7.142)
dz 1 dz a Ma dz b Mb
= Ma + z a + Mb + zb
dt M dt dt dt dt

For t > t0 , the Ma cups do not receive water so that each cup leaks at the rate λM
and their leakage does not affect the location of their centre of mass. Referring again
242 7 Non-linearities, Randomness and Chaos

to Fig. 7.16b we define


r= ya2 + z a2 , θ = arctan(ya /z a ) (7.143)

We may then write

dya
= v cos θ = ωr cos θ = ωz a
dt (7.144)
dz a
= −v sin θ = −ωya
dt
Knowing that z a = r cos θ and ya = r sin θ , v = ωr and ω = dθ/dt. For the mass
Ma at t = t0 , we have

d Ma dya dz a
(Ma = M), = −λM , (ya = y), = ωz , (z a = z), = −ωy
dt dt dt
(7.145)
For Mb at t = t0 , its cups are empty but the top cup y = 0, z = R is beginning to fill
so we have
d Mb
Mb = 0, yb = 0, z b = R, = λM (7.146)
dt
We now substitute (7.145) and (7.146) in (7.142) to obtain

dy
= ωz − λy
dt (7.147)
dz
= ωy + λ(R − z)
dt
Actually, the angular velocity of the wheel is changing because the torques on the
wheel are changing. There are three different torques acting on the wheel, Tg due to
gravity acting on the water centre mass, Tμ from axle friction and Tw due to bringing
the incoming water the stream into the cups

dω
I = Tg + Tμ + Tw (7.148)
dt
The torque due to gravity and the one due to friction are very simple to write being

Tg = Mgy, Tμ = −αω (7.149)

The remaining torque is more complicated. The force on the bucket is given by the
amount of water deposited in the unit time (λM) multiplied by the change in the
velocity of the same amount of water

f or ce = λM × (bucket speed − water speed) = λM(ω R − 0) (7.150)

Appendix 243

So that the torque

Tw = −R × R = −ωλR 2 = −ωλI (7.151)

where we have made the substitution Iw = M R 2 for the moment of inertia. Substi-
tuting the torques in Eq. (7.148), we have

dω Mg α Iw
= y− +λ ω (7.152)
dt l l I

where I is the total moment of inertia I = I0 + Iw with I0 moment of inertia of the

wheel. We now define

Mg α Iw
a= , f = +λ (7.153)
l l I

So that the differential equations for the wheel are

dω
= ay − f ω
dt
dy
= ωz − λy (7.154)
dt
dz
= −ωy + λ(R − z)
dt
These equations can be made dimensionless if we chose two quantities for normal-
ization D for length and τ for time. In this case the primed quantity is dimensionless

t = t/τ, ω = ωτ, y = y/D, z = z/D (7.155)

While for the parameters, we have

a = a Dτ 2 , f = τ f, λ = λτ, R = R/D (7.156)

An obvious choice is to put R = 1 so that τ = (Ra)−1/2 . The dimensionless equa-

tions now become
dω
= y − fω
dt
dy
= ωz − λy (7.157)
dt
dz
= −ωy + λ(1 − z)
dt
where all the primes have been dropped. Notice that these equations are simpler than
the Lorenz system because they have a constant term in the second equation.
244 7 Non-linearities, Randomness and Chaos

Some Analysis

The stationary points of the water wheel are found by setting to zero equations (7.157)

y − f ω = 0, ωz − λy = 0, λ(1 − z) = ωy (7.158)

With the solutions

z = 1, y = 0, ω=0 (7.159)

And the last two 

z = λ f, y = ± z(1 − z) (7.160)

The first stationary point that we will call C0 correspond to a stopped wheel with
all the water in the cups at the top. The other two solutions must have λ f < 0 and
this corresponds to a solution with negative y and ω we will call C1 or to a solution
with y and ω negative that we will call C2 . When λ f > 0 the wheel comes to a stop
whatever be the initials values of (ω, f, z). We can study the stability of solution
(7.159) by perturbing Eqs. (7.157) around the solution or finding the eigenvalues of
the jacobian that in this case is quite simple
⎡ ⎤
−f 1 0
J = ⎣ 0 −λ ω ⎦ (7.161)
0 −ω −λ

The eigenvalues are obtained by solving the determinant 1σ − J that gives

  
σ 2 + σ (λ + f ) + f λ − 1 = 0, ⇒ σ = 0.5 ∗ −(λ + f ) ± (λ + f )2 − 4(λ f − 1)
(7.162)
This shows that when λ f < 1 one of the solutions is unstable. With the same method
a solution could be found for λ = 0.14 and f = 0.5 with the values ω = 0.51, y =
0.2551 and z = 0.07 which produces all stable solutions. In the work by Matson, there
is an ample discussion on the bifurcations that we report only for the conclusions.
The first case shown in Fig. 7.17 refers to what is called a preturbulence stage when
an initial apparent chaos evolves to a situation of steady rotation. The second case
reported in Fig. 7.17 refers to a possible bifurcation that should happen around λ =
0.1536 and f = 0.2. Another possible bifurcation is shown in Fig. 7.17 for λ =
0.1122 and 0.1123 with the chaotic behaviour reported in the same figure (bottom).
Here we have some contradiction between the procedure adopted by Matson and
a general procedure to find the bifurcation points. For example, Strogatz suggests to
solve the jacobian for the eigenvalues. For the water wheel the equation to solve is
then
(σ + f )(σ + λ)2 − yω − z(σ + λ) + ω2 (σ + f ) = 0 (7.163)
Appendix 245

1.5
f = 0.5 λ = 0.14
ω z

-1
0 100 200 300 y
time
1.8
f = 0.2 λ = 0.1537
1
ω z
0

-1

-1.8 λ=0.1535
0 10 20 30 40 50 y
time
f = 0.2 λ = 0.1522

-1

f=0.2 λ=0.1523
-2
0 40 80 120 160 200
time
1.5
f = 0.4 λ = 0.1122

0 100 200 300 400 500

time

Fig. 7.17 The behaviour of ω as a function of time for different parameters (left column) and the
relative phase space diagrams (right column)
246 7 Non-linearities, Randomness and Chaos

Then we substitute the values for y, ω at the equilibrium points to get

y2 λ(1 − λ f
z = λ f, yω = = λ(1 − λ f ), ω2 =
f f

We obtain the equation

σ 3 + σ 2 (2λ + f ) + σ ( f λ + λ/ f ) = 0 (7.164)

It has the solution σ = 0 and


2σ = −(2λ + f ) ± (2λ + f )2 − 4( f λ + λ/ f ) (7.165)

The quantity within square root has negative values when f = 0.2 only if 0.02 < λ <
4.99, an interval that contains the point λ = 0.1536. Finally, we would like to return
to the question of the similarity between the Lorenz system and the waterwheel.
Matson starts from the Lorenz equations
dx
= σ (y − x)
dt
dy
= x(r − z) − y (7.166)
dt
dz
= x y − bz
dt
With the substitutions z → r − z and x → ω that corresponds to a fluid cooled at
the top these equations become

dω
= σ (y − ω)
dt
dy
= ωz − y (7.167)
dt
dz
= −ωy + b(r − z)
dt
This system is then compared with the set proper of the waterwheel

dω
= ay − f ω
dt
dy
= ωz − λy (7.168)
dt
dz
= −ωy + λ(R − z)
dt
Appendix 247

It is shown that the parameter used in the Lorenz system is related to those of the
waterwheel by the relations

σ 1
f = , λ= √ (7.169)
r σr

Stochastic Resonance

The mechanism of stochastic resonance was invented by a group of Italian physicists

in the early 1980s. They proposed a theory to explain the 100.000-year cycle of the
ice age. This period coincides with a change in the eccentricity of the Earth’s orbit
which in principle could modulate the solar radiation reaching the Earth. However,
such changes are too small to have any effect and the reasoning was that when this
forcing signal was summed to the noise (the weather) on some occasion the glaciation
could be triggered. The mechanism is illustrated in Fig. 7.18. A sinusoidal signal is
summed with the noise. When this composite signal reaches some threshold a pulse is
produced. It is clear that the probability of such events is higher when the sinusoidal

Fig. 7.18 The mechanism of

the stochastic resonance, the
noise (grey) is superimposed
to a periodic signal. When
their sum is higher than the
threshold a signal is
produced
threshold

0.15

0. 1

0.05

-0.05

-0.1

-0.15
0 5 10 15
TIME
248 7 Non-linearities, Randomness and Chaos

signal has a positive value so that the pulse spectrum should have the frequency of
the periodic signal. From a dynamic point of view, we can think of a particle in
double potential well described by the function V (x) to which we can associate a
force −d V /d x. Then in presence of a viscous force the motion of the mass could be
described by
d2x dV dx
2
=− −β (7.170)
dt dx dt
When the acceleration is zero (high friction limit), by adding a stochastic forcing
F(t) and a periodic forcing we have

dx dV
β =− + F(t) + A sin ωt (7.171)
dt dx
We can obtain a similar equation for the most simple energy balance climate model
that we can write as
dT
C = Q(1 − α) − (A + BT ) (7.172)
dt
where C is the heat capacity of the system, Q the solar radiation, α the albedo
and A + BT the emitted infrared radiation. Now suppose the stationary solution
corresponds to T = T0 we can write T = T0 + T that substituted in (7.172) gives

dT d H0
+ BT = Q T (7.173)
dt dT0

where H0 is a function to be determined that satisfies the relation A + BT0 =

Q H0 (T0 ). To eliminate B we derive the last equation with respect to T0 and get

dQ d H0
B = H0 +Q (7.174)
dT0 dT0

Now this can be used to eliminate B from the (7.173) to get

 −1
dT dT0
= −H0 T (7.175)
dt dQ

We have stability dT /dt that has the opposite sign of T if dT0 /d Q > 0, that is
the equilibrium temperature must increase with increasing T0 or vice versa. We can
argue based on that the stability criteria is related to some kind of potential that we
may write as the function
 T0
1
F(T0 ) = AT0 + BT 2 − Q H0 (T0 )dT0 (7.176)
2 0 0
Appendix 249

Fig. 7.19 The graphical 0.8

FRACTION ABSOR: SOLAR RADIATION

solution to Eq. (7.178). The
straight line represents the I
left-hand side divided by Q. 0.7
The solutions are indicated Q decrease
by I, I I, I I I II
0.6
Q increase

0.5

0.4
III
0.3
-50 -40 -30 -20 -10 0 10 20
TEMPERATURE (˚C)

The evaluation of the integral depends on the form assumed by H0 (T0 ). For heuristic
purposes, we consider a planet such that polar caps disappear completely if the
average temperature is above 15 ◦ C s than the sine of latitude of the ice xs is 1, while
xs = 0 if the temperature is less than −15◦ . In that case it can be shown that the
planetary albedo is given by

1 − α p = H0 [xs (T0 )] = ai + (a f − ai )[xs + S2 (xs − xs3 )/2] (7.177)

where α p is the planetary albedo, ai is the ice co-albedo (1 − αi ) and a f is the ice free
co-albedo. S2 is an appropriate coefficient. According to Eq. (7.169), the equilibrium
temperature is given by
A + BT0 = Q H0 [xs (T0 )] (7.178)

The graphical solution of such an equation is given in Fig. 7.19 and shows three
possible solutions. However, according to the criteria (7.172) only the solutions I
and I I are stable so that we may assume following (7.173) that the “climate potential”
is two well potential of the form V (T ) ≈ −1/2T 2 + 4T 4 . The depth of the well is
of the order of ≈5 ◦ C that corresponds to the temperature difference between the
glacial and inter-glacial period. In analogy with (7.168), we write

dT √
= T − T 3 + A sin ωt + σ η(t) (7.179)
dt

where η(t) is a Gaussian random variable with unit variance η(t)η(t ) = δ(t − t ),
σ is the amplitude of the noise. It can be shown that in presence of the noise the
transition time between two equilibrium points is given by

τ L ≈ τ exp{T 2 /σ τ } (7.180)
250 7 Non-linearities, Randomness and Chaos

0.2 0.2 0.2

0.15 0.15 0.15

0.1 0.1 0.1

0.05 0.05 0.05

0 0 0

-0.05 -0.05 -0.05

-0.1 -0.1 -0.1

-0.15 -0.15 -0.15

-0.2 -0.2 -0.2

0 1000 2000 3000 4000 5000 6000 7000 8000 9000 10000 0 1000 2000 3000 4000 5000 6000 7000 8000 9000 10000 0 1000 2000 3000 4000 5000 6000 7000 8000 9000 10000
Time

Fig. 7.20 Three different realizations of the solution to the stochastic equation (7.179) with the
same initial conditions. They show a possible transition between the two wells of the potential at
the forcing frequency

Using τ ≈ 10 years, we have τ L ≈ 50,000 years. The spontaneous transitions are too
fast for the 100,000 years cycle so we need to add a forcing term A sin ωt. Figure 7.20
shows some of the results for the simulation. It is clear that such a model is too much
simple to deal with very complex case such as the ice ages but has only an heuristic
value. However, there is a much more complex problem. In the figure, we report just
three different realizations for the stochastic equation (7.179) that were obtained with
the same initial conditions. It is clear that the noise makes each solution different from
the other and as a matter of fact the proper way to present results for a stochastic
equation is the average or the quadratic mean. We suspect that some of the early
results published could also depend on the numerical methods used in solving the
equations. The only information we can get from these results is that sometimes the
resonant mechanism works.

References

Textbooks

Bergé P, Pomeau Y, Vidal C (1987) Order within Chaos: towards a deterministic approach to
turbulence. Wiley, New York
Lorenz EN (1993) The essence of chaos. University of Washington Press, Seattle, WA
Jacobs K (2010) Stochastic processes for physicists: understanding noisy systems. Cambridge
University Press, Cambridge
Palmer T, Williams P (2010) Stochastic physics and climate modeling. Cambridge University Press,
Cambridge
Sparrow C (1982) The Lorenz equations: bifurcations, chaos, and strange attractors. Springer, Berlin
Strogatz SH (2014) Non linear dynamics and chaos: with applications to physics, biology, chemistry,
and engineering. Westview Press, Boulder
Taylor JR (2005) Classical mechanics. University Science Books, Sausalito
Tsonis AA (1992) Chaos from theory to applications. Springer, Berlin
Wax N (1954) Selected papers on noise and stochastic processes. Dover Publications, New York
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Articles

Benzi R (2010) Stochastic resonance: from climate to biology. Nonlinear Processes Geophys 17:431
Benzi R et al (1983) A theory of stochastic resonance in climatic change. SIAM J Appl Math 43:565
Czaja A, Robertson A, Huck T (2003) The role of coupled processes in producing NAO variability.
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Matson LE (2007) The Malkus-Lorenz water wheel revisited. Am J Phys 75:1114
Tziperman E et al (1994) El Nino: overlapping of resonances between the seasonal cycle and the
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Chapter 8
Turbulence

In their precious book on turbulence, Hendrik Tennekes and John Lumley suggest
that there are two closure problems in the study of turbulence. The first problem is
fundamental for this topic and that is there are more unknowns than equations. The
other is the gap between the “several dozen introductory texts in general fluid dynam-
ics” and the advanced or professional treatment of the subject. Since the publication
of the book (1970), the number of the elementary treatments may have increased and
possibly this one may be the latest. Paradoxically the mentioned text is the main one
that this chapter is inspired by. We are mostly interested in the application of tur-
bulence (for example, to the instrumentation and the turbulent diffusion) so we will
go rather fast (but not superficially) through the subject to describe the applications
mostly in the appendix. On the other hand, turbulence is a good excuse to return and
expand some of the statistical concepts we developed in the previous chapter.

8.1 Some General Matter

One of the difficulties in studying turbulence is in its definitions. We know already

when a fluid is not turbulent. For example, a laminar flow is a smooth and predictable
flow in space and time. On the other hand in a turbulent flow, the velocity ū(x̄, t) at
some fixed point x̄ changes with time in a somehow random manner or conversely
at some time t the velocity varies randomly at different points. In conclusion, we
cannot study turbulence in a deterministic way and we must recur to a statistical
approach. We may draw a parallelism between the Brownian motion (mentioned
in the previous chapter) and the turbulent motion. In the former, the individual gas
particles on average travel a distance  (the mean free path) before encountering
another particle and exchanging energy and momentum. In turbulent motion, the
single particles are replaced by eddies of much larger dimensions that moves for
a mixing length before exchanging their properties. We may hence decompose the
© Springer Nature Switzerland AG 2020 253
G. Visconti and P. Ruggieri, Fluid Dynamics,
https://doi.org/10.1007/978-3-030-49562-6_8
254 8 Turbulence

velocity into a laminar component U(x) and a turbulent component u (x) so that the
velocity u(x) is given by
u(x) = U(x) + u (x) (8.1)

It is rather obvious that the turbulent component should be obtained by subtracting

an average to the velocity u = u − u. where the average is defined with respect to
time or with respect to space, that is,

1 t+T
u = udt
T t
 (8.2)
1
u = ud3 x.
V V

In fully developed turbulence, according to the Taylor hypothesis, (see appendix) the
two averages are equivalent. The real measurement of velocity is not continuous but
rather taken at discrete instants of time so that the first of (8.2) should be written as

1 
N
u = ui (8.3)
N 1

where N is the number of discrete points. Once the turbulent velocity has been
isolated we can define isotropic and homogeneous turbulence when the statistical
properties of u’ are, respectively, independent of direction and position. If a simple
mean is performed on the turbulent component the result will be zero and we can get
an idea of the strength of the turbulence by calculating the root mean square velocity
urms 
urms = u (t)2  (8.4)

So that the turbulent intensity can be defined as u r ms /u. At this point, we could start
writing the turbulent fluxes starting from the simple case of a concentration of a gas
C that can be written again as the sum of the average and the turbulent part

C(t) = C + C  (t) (8.5)

This concentration is subject to transport in the z direction by a turbulent vertical

velocity w
w(t) = w + w (t) (8.6)

We have for the flux

Fz = C(t)w(t) =(Cw + Cw + C  w + wc )

(8.7)
=Cw + w C  
8.1 Some General Matter 255

The contribution of the turbulence to the vertical flux is given by the term w C   that
is the correlation term between concentration and velocity. The simple arguments
used so far indicates that a more appropriate description of turbulence could be done
using statistical concepts.

8.2 Statistical Description of Turbulence

Here we will follow the classical treatment given by Sebastian Pope starting with the
definition of random variable. Given a controlled experiment, if an event A inevitably
occurs then such an event is certain or sure. If the same event cannot occur then it is
impossible and finally if the event A may occur or may not and in this case we call
it random. Turbulent flows are treated as random phenomena. Hence, one can see a
contradiction between the fact that the Navier–Stokes equation is deterministic while
the turbulence that is a product of that equation is actually a random process. We
have seen since the early chapters that the non-linear character of the Navier–Stokes
equation makes some solutions extremely sensitive to initial conditions (Lorenz
stuff) and this is particularly true for high Reynolds numbers. At the moment, we
will introduce some notions about random variables and the title of this paragraph
may appear inappropriate. We will find in due time the applications of these concepts.
Tennekes and Lumley in their book introduce the probability density function or pdf
in a quite original way. Suppose to have a steady signal like the one shown in Fig. 8.1
that could be a fluctuating velocity u(t). We are interested in finding the amount of
time that u(t) spends around a certain value. To this end, we imagine to have a gating
circuit that generates a signal every time u(t) remains in the window of width u
around that value. We may expect that the averaged output of the gating circuit is
proportional to the window width u. It is then convenient to define a quantity B(u)
such that
1 
B(u)u = lim (t) (8.8)
T →∞ T

The function B(u) is called probability density and is the probability of finding
u(t) between u and u + u Because B(u) is a fraction of time is always positive
while from its definition it also results
 ∞
B(u)du = 1 (8.9)
−∞

The most common form of B(u) is Gaussian as shown in Fig. 8.1. We actually already
found such a result when we discussed the white Gaussian noise in Chap. 7. As a
matter of fact, we can assimilate the signal u(t) to a white noise so that the probability
density function becomes a Gaussian as shown in Fig. 7.2. It is possible to evaluate
the pd f for periodic waveforms like a square wave and a triangle wave as shown
in Fig. 8.2. In the case of a square wave, the pd f is given by two Dirac-delta in
256 8 Turbulence

B(u)

Δu

time (t)

Δt
0

time (t)

Fig. 8.1 The construction of a probability density function from a signal

PDF
Amplitude

Time PDF

Time

Fig. 8.2 Two examples of PDF for a square wave and a triangular wave

correspondence of the only two values the function may assume. As for the triangle
wave, the pd f is constant between the maximum and minimum value it spans.
The pd f can be obtained from the so-called cumulative distribution function,
cd f . Consider a turbulent velocity field U(x, t) and the probability P that after a
measurement of finding a value of the velocity less than Va that is

P(A) = P{U < Va } (8.10)

8.2 Statistical Description of Turbulence 257

We may define the cumulative distribution function as

F(x) = P{U < x} (8.11)

Then the derivative of such a function is just the pd f

d F(x)
f (x) = (8.12)
dx

As we stated before, f (x) ≥ 0 and the integral over the entire x space equals unity.
With the definitions introduced above, we can derive a number of properties in a
simple way. If we have a random variable x with discrete values x1 , x2 , ....xn and
relative probabilities p1 , p2 , ..... pn the expected value or mean value is given by

x = x1 p1 + x2 p2 + ......xn pn = xi pi (8.13)

and in a similar way for a continuous variable

 ∞
x = x f (x)d x (8.14)
−∞

This rule can be generalized to any function of x. Consider the variable U and the
fluctuation of U defined as
u = U − U . (8.15)

The variance σ is defined as the mean square fluctuation

 ∞
σ = u  =
2
(U − U )2 f (x)d x (8.16)
−∞

While the standard deviation or root mean square, r.m.s is defined as

√ 1/2
r.m.s.(u) = σ = u 2  (8.17)

As generalization of (8.14) and (8.16), we can define the nth moment of x about its
mean as  ∞
σ = u n  = (U − U n ) f (x)d x (8.18)
−∞

Sometimes it is convenient to work with standardized random variables which by

definition have zero mean and unity variance so that the standardized random variable
Û
û = (U − u)/σ (8.19)

Now we give some example of probability distribution.

258 8 Turbulence

8.2.1 Examples of Probability Distribution

The most simple distribution is the uniform distribution. When U is uniformly dis-
tributed in the interval a ≤ x < b the pd f is given by

1/(b − a), for a ≤ x < b
f (x) = (8.20)
0, for x < a and x ≥ b

This distribution is shown in Fig. 8.3. In this case given the interval a − b, the height
(value) h of the pd f must satisfy the condition (8.9) so it must be (b − a)h = 1. The
probability of an interval of amplitude x will be hx/(b − a)h that is x/(b − a).
The exponential distribution is described by the probability density

λ exp(−λx), for x ≥ 0
f (x) = (8.21)
0, for x < 0

It can be easily verified that the function is normalized. The mean (or expected value)
is given by  ∞
x = λ exp(−λx)xd x = 1/λ (8.22)
0

While the variance

 ∞
x  =
2
(x − x)2 λ exp(−λx)xd x = 1/λ2 (8.23)
0

So that the variance is just the square of the mean. Figure 8.3 shows both f (x) and
F(x) for the exponential distribution. Notice that this corresponds to the Poisson
distribution, when addressing the discrete case
We have mentioned several times the normal distribution which is described by

1
f (x) = N(x, μ, σ ) = √ exp[− 21 (x − μ)2 /σ 2 ] (8.24)
σ 2π

where μ is the mean and σ the standard deviation. It is interesting to know that the
expected value of an event between that lies in the interval [a, b] is given by

f (b) − f (a)
E(x) = μ − σ 2 (8.25)
F(b) − F(a)

where F(x) is the cumulative distribution function. It is interesting to notice that for
the normalized variable x̂ = (x − μ)/σ , we have the standardized Gaussian random
variable
1
fˆ(x) = N(x, 0, 1) = √ exp(−x 2 /2) (8.26)
2π
8.2 Statistical Description of Turbulence 259

Probability Density Function Cumulative Distribution Function

uniform

1/(b-a)

a b a b x
x

exponential

x x

log normal

σ2 = 5
σ2 = 0.5
σ2 = 0.05

x x

Fig. 8.3 Pdf (left column) and cdf (right column) are shown for the uniform, exponential and
log-normal distributions from top to bottom
260 8 Turbulence

with the corresponding cd f

 ∞  √ 
1
F̂(x) = √ exp(−ξ 2 )dξ = 1
2
1 + erf(x)/ 2 (8.27)
2π −∞

Both fˆ(x) and F̂(x) are illustrated in Fig. 8.4.

Finally we would like to discuss the log-normal distribution. Consider a variable
x normally distributed with mean μ and variance σ 2 then the variable

Y = ex (8.28)

is log-normally distributed. To find the pd f and cd f of Y , we observe that the cd f

FY (y) is given by

Fy (y) = P{Y < y} = P{e x < y} = P{x < ln y} = F{ln y} (8.29)

The pd f is obtained by differentiating with respect to y

d 1 1 
f y (y) = Fy (y) = f (ln y) = √ exp − 21 (ln y − μ)2 /σ 2 (8.30)
dy y yσ 2π

Figure 8.5 shows a few example of log-normal distributions with different variances.

8.3 Smoke Plumes as an Application of Pdf

A nice application of the pd f is the study of diffusion and propagation of smoke

plumes. Following the idea given by Blackadar we consider a particle which leaves
the source at some instant and moves in response to the turbulent motion of the air.
In the x direction we indicate with F(x) the probability density that the particle is
between x and x + d x and if the matter is conserved we have the known relationship
 ∞
F(x)d x = 1 (8.31)
−∞

The conservation of matter implies that the particles or gases in the plume are not
subject to chemical transformations. We can assume similar functions in the y direc-
tion (G(y)) and in the z direction (H (z)). If we also assume that such probabilities
are independent then the probability to find a particle between x and x + d x, y and
y + dy and z and z + dz is just the product of the single probabilities so that we have
 ∞  ∞  ∞
F(x)G(y)H (z)d xd ydz = 1. (8.32)
−∞ −∞ −∞
8.3 Smoke Plumes as an Application of Pdf 261

Fig. 8.4 The plume udt

diffusing from a point source
in a constant horizontal wind mean wind

ut

We indicate with χ the concentration of the pollutant and interpret it as the probability
density of the pollutant (for example, number of particles per unit volume), then for
a point source of strength Q we have

χ (x, y, z) = Q F(x)G(y)H (z) (8.33)

And integrating   
∞ ∞ ∞
Q= χ (x, y, z)d xd ydz (8.34)
−∞ −∞ −∞

Our purpose at the present time is to find the concentration for a source that emits
continuously and not a single “puff”. We can do that if we substitute to the source of
strength Q an emission rate Q such that the instantaneous strength is given by Qdt.
Also, we make the situation simple by assuming a basic wind in the x direction so
that the dispersion in this direction is negligible with respect to the transport by the
wind u. In that case as shown in Fig. 8.4 with the average velocity ū we have the
probability density in the x direction to be
1
F(x) = (8.35)
ūdt
Then we apply (8.33) to get

Qdt G(y)H (z) Q

χ (x, y, z) = = G(y)H (z) (8.36)
ūdt ū
This simple equation tells us that the concentration of the pollutant is proportional to
the source strength and inversely proportional to the wind velocity. At this point, we
need to know something about the functions G(y) and H (z). To this end, we write
the continuity equation in presence of a source

∂χ
+ V · ∇χ = q (8.37)
∂t
262 8 Turbulence

where q is the net production. The term V · ∇χ can be expressed also in terms of the
flux that in this case could be imagined as the product of concentration and velocity
as in (8.7) so that the continuity equation becomes when q = 0


∂χ  ∂χ  ∂   ∂   ∂  
+ ū =− u χ  + v χ  + w χ  (8.38)
∂t ∂x ∂x ∂y ∂z

The right-hand side of this equation represents the so-called divergence of eddy flux
while the equation presents a classical closure problem that is the average terms on
the left are expressed as a function of eddy quantities (the primes). We will discuss
this question later and for the moment we solve the problem by expressing the eddy
fluxes in terms of average quantities that is

∂χ  ∂χ  ∂χ 

u  χ   = −K x , v χ   = −K y , w χ   = −K z (8.39)
∂x ∂y ∂z

where K s are the diffusion coefficients in the three directions. If the mean wind is
constant we can make a coordinate transformation x  = x − ūt so that Eq. (8.38)
becomes with K s constant

∂χ  ∂ 2 χ  ∂ 2 χ  ∂ 2 χ 
= Kx + K y + K z (8.40)
∂t ∂x2 ∂ y2 ∂z 2

where we have dropped the primes. We now solve the problem for an instantaneous
source of strength q emitted at t = 0 at x = y = z = 0 so that the boundary condi-
tions are χ → 0 for t → ∞ and x, y, z → ∞. Also we should require
 ∞  ∞  ∞
Q= χ (x, y, z)d xd ydz
−∞ −∞ −∞

The solution to Eq. (8.40) as shown in the appendix is given by

  
Q −x 2 −y 2 −z 2
χ= exp exp exp (8.41)
(2π t)3 K x K y K z 4K x t 4K y t 4K z t

Remembering (8.33), we have for the probability densities


1 x2
F(x) = √ exp − 2
2π σx 2σx
 
1 y2
G(y) = √ exp − 2 (8.42)
2π σ y 2σ y

1 z2
H (z) = √ exp − 2
2π σz 2σz
8.3 Smoke Plumes as an Application of Pdf 263

where σx2 = 2K x t and so on. Once we have found a solution for the instantaneous
point source as already shown we find a solution for the continuous source according
to (8.36). We have
  
Q y2 z2
χ= exp − + . (8.43)
2π ūσ y σz 2σ y2 2σz2

This result is quite similar to what is observed with a significant difference. According
to our definition, σ grows with time according to t n where n = 0.5 while in reality
this number is between 0.75 and 1. A simple calculation shows that 95% of the
pollutant is contained within 2σ .

8.4 The Atmospheric Boundary Layer: The Mixing Length

A very useful example of application of the turbulence notions we have learned

so far is the atmospheric boundary layer. This is the layer of the atmosphere in
contact with the ground (either solid surface or water) where turbulence is fully
developed. The layer has a thickness of roughly 1 km and it is where the atmosphere
is dragged around by the solid Earth because of the roughness of the surface. In
this layer, the simplest equations of motions should be valid and regulate the large
scale circulation. The measurements of the wind velocity at some point show the
fluctuations we encountered before but the characteristic decay time is short enough
to preserve the large scale motions. We will apply now the familiar decomposition
of the velocities V = V + V to the horizontal equations of motion and continuity

∂u 1 ∂p
+ V · ∇u − f v = −
∂t ρ ∂x
∂v 1 ∂p
+ V · ∇v + f u = − (8.44)
∂t ρ ∂y
∂ρ ∂(ρu) ∂(ρv) ∂(ρw)
+ + + =0
∂t ∂x ∂y ∂z

Now we substitute for u, v, w the quantities u + u  , v + v , w + w and make
the averaging. For the first of (8.44), we get (neglecting the fluctuations in density)

∂u ∂u ∂v ∂w

+ u + v + w − f v =
∂t ∂x ∂y ∂z
(8.45)
1 ∂ p ∂u  ∂u  ∂u 
− − u − v − w
ρ ∂x ∂x ∂y ∂z
264 8 Turbulence

We have suspended the average for the terms containing products with primes that
we treat as
 
∂(u  u  ) ∂(u  v ) ∂(u  w ) ∂u ∂v ∂w
− − − + u + +
∂x ∂y ∂z ∂x ∂y ∂z

We assume that the continuity equation holds also for the terms with primes and
carrying out the averages Eq. (8.45) becomes

∂u ∂u ∂v ∂w

+ u + v + w − f v =
∂t ∂x ∂y ∂z
 (8.46)
1 ∂ p ∂   ∂   ∂
− − u u  + u v  + u  w 
ρ ∂x ∂x ∂y ∂z

And a similar equation holds for the v component

∂v ∂v ∂v ∂v

+ u + v + w + f u =
∂t ∂x ∂y ∂z
 (8.47)
1 ∂ p ∂   ∂   ∂  
− − u v  + v v  + v w 
ρ ∂y ∂x ∂y ∂z

We can now understand a little better the origin of Eq. (8.38) and as in that case we
are confronted with a closure problem: the changes in the averaged quantities are a
function of the eddy stress terms (those with primes). As we did before we recur to
the mixing length theory that assumes eddy stress to be proportional to the gradient
of the mean wind. In the planetary boundary layer, the vertical gradient is much
larger than the horizontal gradients so that we can limit the discussion to the vertical
direction. The mixing length theory is somewhat analogous to the mean free path
concept. A parcel of fluid displaced vertically will conserve the horizontal velocity
for a length lm before mixing with the environment. Consider then a fluid parcel at
time t passing the level z = 0 with an instantaneous velocity u and a moment for unit
mass ρu. When this parcel reaches the level z at time t, it has a momentum deficit

M = ρ[u(z, t) − u(0, 0)] (8.48)

And using the decomposition u = u + u  we have

M = ρ[u(z) − u(0)] + ρ[u  (z, t) − u  (0, 0)] (8.49)

In this expression we can neglect the contribution of the turbulent term to the momen-
tum deficit and the difference of the averaged value can be written as z∂u/∂z so
that M becomes
∂u
M = ρz (8.50)
∂z
8.4 The Atmospheric Boundary Layer: The Mixing Length 265

Now we can write w = dz/dt and the momentum flux in the z direction becomes

∂u dz 1 ∂u d 2
τx z = Mw = ρz = ρ z  (8.51)
∂z dt 2 ∂z dt

The last term can be also written as

 
d 2 dz
z  = z = 2zw  (8.52)
dt dt

If the fluid at any point did not exchange momentum with the environment then
the product zw  would continue to increase with time as z increases. This is not a
realistic situation and we expect the correlation between w and z to decrease with
time and with the distance travelled. We could assume that such correlation is lost
for a distance of the order of lm that we call mixing length. In this approximation,
2zw  ≈ 2 Cwlm and the momentum flux becomes

∂u
τx z = Cρwlm (8.53)
∂z

with C a proportionality coefficient. In analogy with the stress in the viscosity theory
we can introduce an eddy viscosity νT = Cwlm .
This concept has an immediate consequence for the solution of Eqs. (8.46–8.47)
because all the eddy terms appearing in them can be neglected except for the terms
u  w  and v w , Those terms can now be written as (see also Appendix “Vorticity
and Friction in the Boundary Layer”)

∂u ∂v
− ρu  w  = A z , −ρv w  = A z (8.54)
∂z ∂z

where A z is the exchange coefficient. Application of such relation will be made in

the appendix to explain some features of the planetary boundary layer.
A simple application of these concepts is to find the change of wind with altitude
in the so-called surface layer (the first few tens of metres above the surface. We can
assume that u  nnd w are of the same order
∂u
w ≈ −u  ≈ lm (8.55)
∂z

So that 2
  ∂u
u w  = −lm2 = −u 2∗ (8.56)
∂z

The quantity u 2∗ is the friction velocity and may be assumed constant in the surface
layer. In this layer lm = kz with k the Karman constant. So we have
266 8 Turbulence

∂u u∗
= (8.57)
∂z kz

It can be integrated with the condition U  = 0 for z = z 0 to get


u∗ z
U  = ln (8.58)
k z0

It can be used to evaluate the wind in the surface layer.

8.5 Two-Dimensional Turbulence

Most of the geophysical fluids are two dimensional especially when considering
large scale flows. The ocean has an average depth of 4 km compared to a horizontal
extension of 103 km and the same holds in the atmosphere with a depth of roughly a
scale height (8 km) when only the troposphere is considered. A good way to study
2D turbulence is to start from the Navier–Stokes equation

∂v 1
+ v · ∇v = − ∇ p + ν∇ 2 v (8.59)
∂t ρ

where for a two-dimensional fluid v = −∇ψ × k with ψ the streamfunction. Taking

the curl of (8.59), we obtain the vorticity equation

∂ 2
∇ ψ + v · ∇(∇ 2 ψ) = ν∇ 4 ψ (8.60)
∂t

where the vorticity is ω = ∇ 2 ψ. Now in absence of viscosity ν = 0 the kinetic energy

is conserved 
(∇ψ)2 d V = const (8.61)
V

We can also show that another property related to vorticity is conserved. It is easy to
show that 
(∇ 2 ψ)2 d V = const (8.62)
V

The quantity (∇ 2 ψ)2 = ω2 is called enstrophy A useful relation can be found between
the conserved energy and enstrophy using
  
(∇ψ)2 d V = ∇ · ψ∇ψd V − ψ∇ 2 ψd V
8.5 Two-Dimensional Turbulence 267

And because the first member on the right-hand side is zero we have
 
(∇ψ)2 d V = − ψ∇ 2 ψd V (8.63)

Which is equivalent to
1 2 1
E= u  = ψω (8.64)
2 2
The above considerations are valid when ν = 0 while on the contrary we expect both
energy and enstrophy to be dissipated for the viscous case. First of all in (8.59), we
use the equivalence

∇ 2 u = ∇(∇ · u) − ∇ × (∇ × u) = −∇ × ω

So that we have
dv
= −ν∇ × ω (8.65)
dt
Multiplication by v gives

d  1 2
u = −ν[ω2 + ∇ · (ω × v)] (8.66)
dt 2
We now average this equation and notice that ensemble average is equivalent to space
average. Also the isotropic turbulence implies that all the divergences are integrated
to zero. The energy dissipation rate becomes

dE d 1 2
= = u  = −νω2  = −2ν Z (8.67)
dt dt 2

where Z = 21 ω2  is the just defined enstrophy. As for the vorticity, we start with the
equation
dω
= ν∇ 2 ω (8.68)
dt
Multiplication by ω gives

d  1 2 
2
ω = −ν (∇ω)2 − ∇ · (ω∇ω) (8.69)
dt
That once averaged gives

dZ d 1 2
η= = ω  = −ν(∇ω)2  = −2ν P (8.70)
dt dt 2
268 8 Turbulence

where P = 21 (∇ω)2  is the palinstrophy. Enstrophy was introduced by Cecil Leith

in a paper in 1968 and is from the greek word σ τρωφη meaning “turning”. On the
other end palinstrophy was introduced three years later by Annick Pouquet as a com-
bination of π αλιν (palin meaning “again”) and σ τρωφη (strofi meaning ‘turning’).
For the considerations that follow it is interesting to express some of these quan-
tities in spectral form. Kolmogorov first hypothesis states that the statistical equilib-
rium of turbulence depends only on the dissipation rate of energy  and the viscosity
ν. It is assumed turbulence to be isotropic such that its spectrum can be obtained
from the averaged kinetic energy per unit volume
  ∞
1 1 2
u dV = E(k)dk (8.71)
V 2 0

where V is the volume of integration, E(k) is the energy spectrum and k the wave
number. The formulation (8.69) is equivalent to assuming a streamfunction with a
Fourier transform 
ψ(k, t) = dkψ(k, t) exp(ik · x) (8.72)

and from the definition of enstrophy we have

 ∞
Z= k 2 E(k)dk. (8.73)
0

The dimension of the energy dissipation , viscosity, wavenumber and energy spec-
trum can be easily found

energy L2 L2 1 L3
[] = = 3, [ν] = , [k] = , [E(k)] = (8.74)
time T T L T2
where L is the length unit and T is the time unit. Just from dimensional considerations
we have 
[k] =  1/4 ν −3/4 = kk (8.75)

called the Kolmogorov wave number which corresponds to a length scale lk =

(ν 3 /)1/4 . This length represents the size of the smallest eddy present in the fluid. In
the case of the Earth atmosphere with ν ≈ 0.1 cm2 s−1 and k ≈ 10 cm2 s−3 so that the
dissipational length scale is of the order of 0.1 cm several orders of magnitude larger
than the mean free path (10−4 cm). Eddies smaller than that are readily dissipated.
The eddies of size k rotates with velocity u k ≈ Z k that is
  1/2
uk ≈ k = (ν)1/4 (8.76)
ν
8.5 Two-Dimensional Turbulence 269

Their energy is dissipated in a time

k  ν 1/2
τk = ≈ (8.77)
uk 

In the previous example of the atmosphere this time is about 0.1 s, Kolmogorov did
assume that the energy spectrum should have the form

E(k) = u 2k k f (k k) (8.78)

where f is a dimensionless function of the dimensionless quantity k k. The wave

number k is comprised between the scale of the volume containing the fluid L and
k . In the range L −1 ≤ k ≤ −1
k (called the inertial subrange), there is no dissipation
of energy while the eddies break up in smaller eddies and the energy is simply
transferred between them. In this range the energy must be independent of scale so
it is assumed that the function f is simply a power law

f (k k) = α(k k)n (8.79)

In this range also E(k) must be independent of viscosity because of the negligible
dissipation so if we substitute the value of u k and k in (8.76) we have

E(k) = ν 1/2  1/2 ν 1/4  −1/4 αν 3n/4  −n/4 k n

The requirement of E(k) independent on ν impose n = −5/3 so that the spectrum

results (see also Appendix “An Example of Similarity Theories and Dimensional
Analysis”)
E(k) = α 2/3 k −5/3 (8.80)

At this point we may ask if a deterministic theory of turbulence is possible. We

can evaluate the number of degrees of freedom (N ), for example, in the case of
the atmosphere. In this case we can assume the dimension of the “vessel” to be
1000 km while the smallest eddy has dimension of the order of 1 mm. We have for
the N ≈ (L/k )3 ≈ (109 /1)3 = 1027 which is a very large number indeed larger than
the Avogadro number. In general if we use the value for k we have
  3/4
N ≈ L3 (8.81)
ν3

and approximating  ≈ u 3 /L
9/4
UL
N≈ = (Re )9/4 . (8.82)
ν
270 8 Turbulence

For large atmospheric flows U ≈ 10 ms−1 , L = 106 m, ν = 103 m2 s−1 we have

Re = 1012 and N = 1027 . You do not need further proof to abandon the idea of
a deterministic theory of turbulence.

8.5.1 Energy and Enstrophy Transfer

Until now we did not mention explicitly what makes 2D turbulence so peculiar with
respect to the 3D analogue. The main difference is found rewriting the vorticity
equation for a 3D flow where Eq. (8.60) becomes

∂ 2
∇ ψ + v · ∇(∇ 2 ψ) = ∇ 2 ψ · ∇v + ν∇ 4 ψ. (8.83)
∂t
The extra term of the right-hand side is absent in the two-dimensional case because
in this case the vorticity is always normal to the velocities. The net result is an extra
source term corresponding to the so-called vortex stretching. The absence of such
term in 2D turbulence implies that both energy and enstrophy are conserved. To
demonstrate this we calculate the kinetic energy
 
1 1
K = (u 2 + v2 )d A = (∇ψ)2 d A (8.84)
2 A 2 A

and the enstrophy  

1 1
Z= ω2 d A = (∇ 2 ψ)2 d A (8.85)
2 A 2 A

where in both cases A is a finite area. When ν = 0 the vorticity is conserved

d∇ 2 ψ/dt = 0. In this case the vorticity is conserved on parcels so that the inte-
gral of any function of vorticity is zero when integrated over A. So we have

d f (ω) d
= 0, f (ω)d A = 0. (8.86)
dt dt A

To understand how energy and enstrophy are transferred, we will follow the example
given in Salmon. Suppose that both energy and enstrophy are contained at wavenum-
ber k0 and then transferred to wavenumbers k1 and k2 with k1 = k0 /2 and k2 = 2k0 .
The conservation of energy requires

E0 = E1 + E1 (8.87)

while for conservation of enstrophy we have

2
1 2
E o k02 = E1 k + E 2 (2k0 )2 (8.88)
2 0
8.5 Two-Dimensional Turbulence 271

Solving for E 1 and E 2 we have

E 1 = 0.8E 0 , E 2 = 0.2E 0 , (8.89)

so that 80% of energy ends up in the lower wave number and 20% in the higher wave
number. It can be easily found that

Z 1 = 0.2Z 0 (8.90)

which show the lower wavenumber contains only 20% of the initial enstrophy, i.e.
energy and enstrophy move in opposite directions. A more general proof that energy
and enstrophy move in opposite direction can be found is if we consider the quantity

I = (k − ke )2 E(k)dk (8.91)

where ke is the centroid of the distribution


k E(k)dk
ke =  . (8.92)
E(k)dk

The quantity I is an indication of the width of the distribution. Expanding (8.89) we

obtain   
I = k E(k)dk − 2ke k E(k)dk + ke
2 2
E(k)dk.


The second term can be substituted by ke E(k)dk following the definition (8.90)
so that we have  
I = k E(k)dk − ke
2 2
E(k)dk (8.93)

so that 
k 2 E(k)dk − I
ke2 =  (8.94)
E(k)dk

and its derivative

d 2 1 dI
ke = − <0 (8.95)
dt Ē dt
where we have used the fact that both energy and enstrophy are conserved and where
Ē = E(k)dk. Equation (8.95) shows that the centroid of energy moves to lower ke
and so larger scales. In a similar manner we can work on enstrophy calculating the
integral 
d
(k 2 − ke2 )2 E(k)dk > 0. (8.96)
dt
272 8 Turbulence

Expanding we have

   
d d
(k −
2
ke2 )2 E(k)dk = k4 Edk − 2ke k Edk + ke
2 2 4
Edk
dt dt
 (8.97)
d
= k 4 Edk
dt

From the definition of enstrophy Z (k) = k 2 E(k) so that if (8.94) is positive we have

 2 
d k Z (k)dk
 >0 (8.98)
dt Z (k)dk

and the conclusion is that the centroid of the enstrophy moves to higher wavenumber
and shorter scales.
The conclusion we may draw at this point is that in two dimensional turbulence
energy is transferred to larger scales while the opposite happens for enstrophy. If the
fluid turbulence is excited at some wavenumber ki , the energy propagates to lower
wavenumbers and larger scale. The spectrum is represented by (8.78). For the case of
enstrophy the cascade rate is given by enstrophy at wavenumber k, k 2 E(k) divided
by the eddy turnover time analogous to (8.75) which we now calculate in a different
way. If u(l) is the velocity for eddies of size l the energy density E(k) = lu(l)2 so
that
E(k) ≈ lu(l)2 ≈  2/3 l5/3 (8.99)

so that
u(l) ≈  1/3 l1/3 ⇒ τk = k −1 u(l) = k −2/3  −1/3 . (8.100)

The rate of enstrophy cascade is then

k 2 E(k)
η≈ (8.101)
τk

and using τk we have

E(k) = βη−2/3 k −3 (8.102)

with β an universal constant similar to the Kolmogorov constant. The turnover time
can be found as
lk
tk ≈ (8.103)
vk

where from dimensional arguments

vk ≈ η1/3 k −1 (8.104)
8.5 Two-Dimensional Turbulence 273

Fig. 8.5 The transfer on

ε2/3 k-5/3
energy and the enstrophy in
the Kolmogorov spectrum η2/3 k-3
1
energy kν (η/ν3)
transfer, ε

energy
stirring
ε, η enstrophy
transfer, η

dissipation

wavenumber

with the result that tk ≈ η−1/3 at all scales. The viscous scale can be obtained from
t ≈ l2 /ν and using tk we have
η1/6
kν ≈ 1/2 . (8.105)
ν
Now we calculate the dissipation rate for enstrophy

d vk2
Z =ν ω∇ 2 ωd A ≈ ν ≈ νkν4 vk2 ≈ η (8.106)
dt A l4k

where we have used (8.102) and (8.103). At this point we can locate three different
regions in the Kolmogorov spectrum. If the turbulence is excited at some initial wave
number energy is transferred to longer scale (shorter wavenumber) according to
(8.97) while enstrophy is transferred to lower scales (longer wavenumber) according
to (8.100). This happens up to wavenumber kν when enstrophy is dissipated at a rate
independent of the viscosity ν according (8.104). These processes are summarized
in Fig. 8.5.

Appendix

Analytical Solution to the Diffusion Equation

We consider the one-dimensional diffusion equation

∂u ∂ 2u
=D 2 (8.107)
∂t ∂x

and we look for a solution of the form u(x, t) with initial condition u(x, 0) = ϕ(x).
A general solution could be found using the Fourier transform
274 8 Turbulence
 ∞
1
û(k, t) = u(x, t)e−ikx d x = (8.108)
2π −∞

so that  ∞
∂ 1 ∂
û(x, t) = u(x, t)e−i(kx d x (8.109)
∂t 2π −∞ ∂t

and similarly
 ∞ 2
∂2 1 ∂
û(k, t) = u(x, t)e−i(kx d x =
∂x 2 2π −∞ ∂ x 2
 ∞ 
1 ∂ k2 ∞
u(x, t)(−ik)e−i(kx d x = − u(x, t)e−i(kx d x = −k 2 û(k, t).
2π −∞ ∂ x 2π −∞
(8.110)
We now take the Fourier transform of (8.107) and the boundary condition to get

∂ ˆ
û(k, t) + Dk 2 û(k, t) = 0, û(k, 0) = ϕ(k) (8.111)
∂t
that is equivalent to
∂  Dk 2 t 
e û(k, t) = 0 (8.112)
∂t
and can be integrated with respect to t to give

û(k, t) = f (k)e−Dk t ,
2
(8.113)

where f (k) is a function of k to be determined. The initial condition gives û(k, 0) =

ϕ̂(k). To find the solution u(x, t) we could start from a function S(x, t) with Fourier
transform Ŝ(k, t) = e−Dk t . In this case we have
2

 ∞  ∞
1 1 1 x2
e−Dk e− 4Dt
2
S(x, t) = Ŝ(k, t)e ikx
dx = t+ikx
dx = √
2π −∞ 2π −∞ 4π Dt
(8.114)
Then we use the rule to find the Fourier transform of a product û(k, t) = e−Dk t ϕ(k) =
2

Ŝ(k, t)ϕ(k) we recur to the convolution

 ∞  ∞
1 (x−y)2
u(x, t) = S(x − y)ϕ(y)dy = √ e− 4Dt ϕ(y)dy. (8.115)
−∞ 4π Dt −∞

This is the solution to the diffusion equation where the initial condition must be
specified. Suppose, for example, ours is a point source such that at time zero we have
the source in x0
u(x, 0) = ϕ(x) = Qδ(x − x0 ). (8.116)
Appendix 275

The substitution of such condition in Eq. (8.113) gives

1 (x−x0 )2
u(x, t) = √ e− 4Dt (8.117)
4π Dt

which is the familiar form of the diffusion from a point source.

Kolmogorov and Parachutes

An unthinkable application of the Kolmogorov theory is reported by Marc Brachet.

He considers an object of dimension l and mass m in free fall. In the laminar regime
the terminal velocity is determined by the equilibrium between gravity and viscous
force. Dimensional analysis gives viscosity as [L 2 T −1 ] and force as [M L T −2 ] and
ρ as [M L −3 ] so that the viscous force is
mg
FV = νρ lv = mg ⇒ v ≈ (8.118)
ρν l

To find the corresponding turbulent force we notice that the power is given by

v2 v3
= ≈ (8.119)
t l
And because power is the product of velocity times force we have

 = Ftur b v → Ftur b = ρ l2 v2 (8.120)

where ρ has been added to have consistent dimension. Then we have the terminal
velocity for the turbulent case 
mg
vtur b = (8.121)
ρ l2

And the ratio between the forces

Ftur b ρ l2 v 2 lv
= = = Re (8.122)
Fv νρ lv ν

Notice that (8.118) is quite similar to Stokes terminal velocity except for some
numerical factor. However if we calculate this velocity with g = 10 m2 s−1 , m =
100 kg, ρ = 1 kgm−3 , l = 1 m and ν = 10−5 m2 s−1 we obtain v = 108 ms−1 . With
the same data we obtain a vtur b of 33 ms−1 with l = 1 m and 3.3 ms−1 after opening
the parachute l = 10 m. The Reynolds number is very high confirming that the
motion has to be considered turbulent.
276 8 Turbulence

Watching the River Flow

We take this example from Falkovich. In principle, the flow of a river is a simple
application of the Navier–Stokes equation. Assume that the river bed is an inclined
plane as in Fig. 8.6 then the equation of Navier Stokes becomes at steady state

∇p
+ ν∇ 2 v + g = 0 (8.123)
ρ

It can be projected in the x and z directions to obtain (notice that v has only the
x component)
dp
+ ρg cos α = 0
dz
(8.124)
d 2v
ν 2 + g sin α = 0
dz

Boundary conditions in this case are important and are for v to be zero at z = 0 while
the stress should be normal and balance the pressure

dv
τx z (h) = ρν = 0, τzz (h) = − p(h) = − p0
dz

and the solution is then

g
p(z) = p0 + ρg(h − z) cos α, v(z) = z(2h − z) sin α (8.125)
2ν

Using ν = 10−2 cm2 s−1 and taking a “serious” river with h = 10 m and α = 10−4
(100 m/1000 km) we get v(h) ≈ 100 km s−1 which is an impossible result. To correct
this result we need to invoke turbulence. At small Reynolds number the viscous drag
is of the order ν∇ 2 v ≈ νv/ h 2 and at high Reynolds number the drag is just v2 / h (see
Appendix “The Oseen Correction to the Stokes Drag and the Stokes Paradox”) that
must balance the gravity acceleration along the plane g sin α ≈ gα. Thus we have

v≈ gαh (8.126)

h p0
v
v
river river
z
river bed river bed
α
x

Fig. 8.6 The river flowing on a smooth river bed (left) where the velocity is always normal to its
gradient. On the right, the river flows over an irregular bed
Appendix 277

that for the previous data gives a more reasonable 10 cms−1 . Another possible way to
address this problem is to introduce the eddy or turbulent viscosity that was defined
in (8.53). Qualitatively from (8.46–8.47) we see that the acceleration Du/Dt is
determined by terms like ∂u  v /∂ y and where according to the mixing length theory
(Eq. (8.56)) the correlation term can be expressed as lm2 (∂u/∂ x)2 so that we can
assume an equivalent turbulent viscosity given by

∂u 2
νT = l ≈ uh ≈ ν Re (8.127)
∂y m

where the Reynolds number Re = uh/ν and ν is the fluid viscosity. The drag is then
given (as stated earlier) by
ν∇ 2 u ≈ νu/ h 2 (8.128)

with ν → νT . This simple example on the flow of a river is good to introduce the
concept of similarity starting from the definition of Reynolds number Re = u L/ν.
However, we know that the kinematic viscosity is just the product of the mean free
path (l) by the thermal velocity (vT ) so that the Reynolds number

Re = u L/vT l

We see that Re can be both large and small depending on the ratio u/vT . The con-
clusion is that the dimensionless velocity is a function of dimensionless variables
v = u f (r/L , Re ). Flows with the same Re can be obtained from one another by sim-
ply changing the units of v and r : such flows are called similar. We mentioned this
property when we talk about ships or aircraft. Now if we consider the Navier–Stokes
equation
(v · ∇)v = −∇( p/ρ) + ν∇ 2 v

When v is normal to ∇v the non-linear terms cancel out. However if β is the angle
between the normal to v and ∇v we have

Re (β) ≈ v(h)hβ/ν

At steady state, the viscous term and the acceleration balance so that gα ≈ v/ h 2 and
so
Re (β) ≈ gαβh 3 /ν 2

For a rain puddle with h = 1 mm and α ≈ 10−2 we have Re (β) ≈ 100β while for a
river Re (β) ≈ 1012 β. The laminar regimes may be possible for the puddle but not
for a river.
278 8 Turbulence

An Example of Similarity Theories and Dimensional Analysis

The Kolmogorov spectrum is an example of how dimensional analysis could describe

a complex phenomenon like turbulence. We will give here another example taken
from the micrometeorology book by Pal Arya. Micrometeorology studies what hap-
pens in the planetary boundary layer where as we have seen turbulence plays a quite
important role. The idea is to find in the layer just above the surface a relation between
a number of atmospheric parameters like: the potential temperature gradient ∂θ/∂z
as a function of height, the surface heat flux H0 , what they call the buoyancy parame-
ter g/T0 (whose meaning will see in a minute), and of course the relevant properties
of the fluid like density ρ and specific heat at constant pressure c p . The quantity
g/T0 appears, for example, when we calculate the buoyancy of a parcel of air with
a temperature difference T with respect to the environment at temperature T0 . In
this case the acceleration is just gT /T0 . To summarize we would like to have a
functional form of the type

∂θ
f , H0 , g/T0 , z, ρ, c p =0 (8.129)
∂z

Then assume that the product of the quantities appearing in (8.116) to be equal to a
dimensionless quantity D1 such that
 a b
∂θ H0 g
D1 = zc (8.130)
∂z ρc p T0

where we have grouped H0 and ρ, c p in a single variable. Assigning the right basic
dimensions (length L, time, T and temperature K ) we have

[L 0 T 0 K 0 ] = [K L −1 ][K L T −1 ]a [L T −2 K −1 ]b [L]c (8.131)

And equating the exponents on both sides we get a linear system of equations

−1 + a + b + c = 0
−a − 2b = 0 (8.132)
1+a−b =0

It once solved gives the solutions a = −2/3, b = 1/3, c = 4/3 so that we get from
(8.117)
  
∂θ H0 −2/3 g −1/3 4/3
z =C (8.133)
∂z ρc p T0

Another way to obtain similarity relation is to formulate a scale (for example, for z)
and then scale all the other accordingly. For example, we can use (8.129) to find
Appendix 279
 2/3 1/3
∂θ H0 g
= z −4/3
∂z ρc p T0

An then  2/3 1/3

∂θ H0 g
θf = z = z −1/3 (8.134)
∂z ρc p T0

Similarly for the velocity


−3 −1 −2 −1 H0 g H0 g 1/3
u 3f= [L T ] = [K L T ][L T K
3
][L] = z ⇒ uf = z
ρc p T0 ρc p T0
(8.135)
This approach is particularly useful to find the fluctuations of temperature and vertical
velocity that obey in the convective surface layer to
σθ σw
= Cθ , = Cw
θf uf

where the constant can be measured. Then we have

σθ
= Cθ (H0 /ρc p )2/3 (g/T0 )−1/3 z −1/3
θf
σw  1/3 (8.136)
= Cw (H0 /ρc p )(g/T0 )z
uf

This similarity theory is quite successful in predicting the fluctuations of temperature

and vertical velocity and was formulated by the Russian scientist O.M. Obukhov from
which originated also the Monin–Obukhov length.

The Wind Profile Similarity

We would like to introduce the heat flux in the surface layer whose horizontal com-
ponent is different from zero. What is really important is the vertical component that
according to what we have seen in the previous paragraph can be written as

H = c p ρw T  . (8.137)

In this form the temperature is not conserved for vertical motion so we recur to a trick
using a dry adiabatic vertical profile for the atmospheric temperature Ta = T + d z
where d = g/c p is the adiabatic lapse rate and this can be assimilated to the potential
temperature θ which is conserved
280 8 Turbulence
 R/c p
p0
θ=T (8.138)
p

and it can be easily verified that


∂θ θ ∂T
= + d . (8.139)
∂z T ∂z

Based on the K parameterization of the flux we have

 
∂ Ta ∂T T̄ ∂ θ̄
H = −c p ρ K h = −c p ρ K h + d = −c p ρ Kh (8.140)
∂z ∂z θ̄ ∂z

where overbars indicate average values. Our purpose is to find a length that character-
izes the vertical motion of the atmosphere. To this end we consider the production of
mechanical energy in a layer of fluid of thickness z with the upper surface moving
with velocity u 1 with stress τ2 and the lower surface with velocity u 2 and stress τ2 .
The work done per unit mass is then

1 τ1 u 1 − τ2 u 2 1 ∂(uτ )
W = = (8.141)
ρ z ρ ∂z

that can be written as

τ ∂u u ∂τ
W = + . (8.142)
ρ ∂z ρ ∂z

Considering that in the first term the stress is proportional to the velocity gradient
and it can be written as 2
τ ∂u ∂u
M= =ν (8.143)
ρ ∂z ∂z

and it is always positive. This term represents the dissipation of mechanical energy
into heat. The second term depends entirely on the gradient of the viscous stress and
thus affects only the kinetic energy of the fluid. We can then assume that (8.142)
represents the production of mechanical energy. Using the K parameterization and
Eq. (8.57) we have

∂u 2 u3
M = Km ≈ ∗ (8.144)
∂z kz

where we have used K m = ku ∗ z. Being proportional to 1/z the mechanical pro-

duction decreases very rapidly with altitude above the surface. The production of
buoyant energy can be found starting from the change of potential energy φ

dφ dz
ρ = ρg = ρgw. (8.145)
dt dt
Appendix 281

Then assuming ρ = ρ + ρ  and w = w (absence of a steady vertical component)

we have for the buoyant energy

g g gH
B=− ρ  w  = w T   = (8.146)
ρ T  c p ρT 

where we have used H = c p ρw T  . In presence of a temperature inversion, the

production of buoyant energy is negative and turbulence must do work against gravity.
Sometime the negative ratio between M and B is also called the flux Richardson
number
B gH g K h ∂θ /∂z
Rf = − = = (8.147)
M c p ρT τ (∂u/∂z)2 θ  K m (∂u/∂z)2

although this number can be expressed in terms of observable quantities the ratio
between K h and K m is known to be approximately unity. Also in this case the bound-
ary for the onset of the turbulent regime is regulated by the Richardson number

g ∂θ /∂z
Ri = . (8.148)
ρ (∂u/∂z)2

The transition to turbulence is for this ratio to be around 0.25. Now equating B and
M we obtain a length L M

u 3∗ gH c p ρT u 3∗
= =⇒ L M = . (8.149)
kz c p ρT  kg H

This measure is known as Monin–Obukhov length and it is used to describe the

behaviour of wind and temperature in the first portion of the planetary boundary layer.
These profiles are expressed as a function of the dimensionless height ζ = z/L M .
The values for L M are in the range −∞ to ∞ with the first limit reached for the flux
approaching zero from the negative side (stable condition) and +∞ reached with the
flux approaching zero from the positive side (unstable conditions). Usually however
is |ζ |  1, that is, in the layer near the surface the buoyancy effects can be neglected
while for |ζ |  1 the buoyancy effect dominates with respect to the shear dominated
turbulence. In simplified terms this means that, if properly scaled, all mean wind and
temperature profiles are the same and we can introduce functions of just ζ which
describe both
φm (ζ ) = (kz/u ∗ )(∂u/∂z)
(8.150)
φh (ζ ) = (kz/θ∗ )(∂θ /∂z)

where the surface flux is H0 = −ρc p u ∗ θ0 . In principle the temperature and wind
appearing in (8.150) can be integrated to give, for example, for the wind u
282 8 Turbulence

Fig. 8.7 The behaviour of 3.5

φm as a function of the
scaled height ζ = z/L
3

2.5

6u
u 6z
2

*
φm= kz 1.5

0.5

0
-2.5 -2 -1.5 -1 -0.5 0 0.5

 z 
u 1 z
= ln − ψm (8.151)
u∗ k z0 L

where 

z z/L
dζ
ψm = 1 − φm (ζ ) . (8.152)
L z 0 /L ζ

To determine the temperature profile it is then necessary to determine the function

φm (ζ ) that is taken in the form

(1 − γ1 ζ )−1/4 , for ζ < 0, (unstable)
φm = (8.153)
(1 + β1 ζ ), for ζ ≥ 0, (stable)

and the coefficient to be determined are γ1 and β1 . Figure 8.7 shows a typical result
for a function φm .

Measuring Turbulence with SODAR

SOund Detection And Ranging (SODAR) is an instrument that using turbulence

can obtain measurement of important parameters in the boundary layer. A possible
scheme of a sodar is illustrated in Fig. 8.8. There is a transmitter antenna that emits
 z
Appendix

scattering angle

τ
scattering volume u θ

cΔ
ΔΩ
w
wind S0
S(θ)

monostatic bistatic
antenna antenna
283

Fig. 8.8 .
284 8 Turbulence

pulses of sounds that are scattered at some altitude. The scattered signal can be
detected either with the same transmitter antenna (monostatic sodar) or by an antenna
located at distance d from the transmitter (bistatic sodar).
The power received by a monostatic sodar in this case is given by

A
P(r ) = P0 exp(−2αr )σ (r ) (8.154)
r2
where P0 is the transmitted power, A is the effective area of the receiver, α is some
kind of atmospheric attenuation and sigma the scattering cross section. We may
consider that the scattering volume is determined by the pulse length τ while only
part of the incident power is scattered at the angle θ . The differential scattering cross
section is defined as the portion of the incident scattered in the solid angle d in the
direction θ .   2π  π
dσ dσ dσ
→σ = d = dφ dθ sin θ (8.155)
d d 0 0 d

A quite complicated theory of the interaction of sound waves with the atmosphere
gives for this cross section

 
T (K ) θ v (K )
σ (θ ) = 2π k cos θ
4 2
+ cos2 (8.156)
(2T )2 2 c2

where
T (K ) = 0.033C T2 K −11/3
(8.157)
V (K ) = 0.061C V2 K −11/3

And
−2/3
C T2 = (T1 − T2 )2 r1,2
−2/3
(8.158)
C V2 = (v1 − v2 )2 r1,2

where the subscripts on the temperature and velocity indicate two different points of
measurement at distance r1 and r2 . In the above relations x is the speed of sound, k is
the wavenumber of the incident sound k = 2π/λ and K is related to the Kolmogorov
length scale lt , K = 2π/lt . For backscattering (θ = 2π ) in (8.155) only the first term
survives and the cross section becomes


4 T (K )
σπ = 2π k (8.159)
(2T )2

where now K = 2k so that with the help of (8.157) we have

σπ = 7.15 · 10−3 λ−1/3 C T2 /T 2 (8.160)

Appendix 285

This relation is true only if the scale of the irregularities lt = λ/2 is within the inertial
range of the Kolmogorov spectrum as shown in Fig. 8.5. This condition is satisfied
with sodar with carrier frequency between 1.5 and 6 kHz, that is, λ = 4–20 cm. The
scattering cross section can be obtained from (8.154) as

Pr 2 exp(2αr )
σπ = (8.161)
P0 A

This paragraph pretends to be just an introduction to the sodar techniques and on its
capabilities.

The Taylor Frozen Turbulence Hypothesis

We have mentioned the Taylor frozen turbulence hypothesis in connection with time
and space averages of the turbulent velocity. Notice that this is a rather important fact
because it simplifies dramatically all the measurements related to turbulence because
it is much more simpler to observe temporal variations at some location and relate
them to space changes. Consider the local change of temperature at some point that
results by summing up the total change to the advection term

∂T dT
= − V · ∇T
∂t dt
The temperature advection is the change of temperature at the sensor due to the
advection of warmer or colder air (V · ∇T ). The total derivative is the change in
temperature of an air parcel moving past the sensor. Taylor’s hypothesis says that we
can assume that the turbulent eddies (which we can think of as large air parcels) are
frozen as they advect past the sensor and thus the change in temperature within each
eddy is negligible that is dT /dt = 0. As a consequence we have

∂T
= −V · ∇T (8.162)
∂t
This means that local temperature gradients, which might be present from one side
of an eddy to another, are advected across the sensor by the mean wind without the
eddy changing, which corresponds to the Taylor frozen field hypothesis. An example
made by Stull may clarify the process. Suppose to have an eddy which measures
100 m in length with its front having a temperature 5 K higher than the back that is
∂ T /∂ x = 0.05 K/m. Suppose now that the wind velocity is 10 m/s, then after 10 s
the front of the eddy hits the sensor it will measure a temperature of 5 K, assuming
that the eddy has not changed as it is advected. The local change in time will then be
∂ T /∂t = −0.5 K/s so that (8.162) is satisfied

−0.5 = −10 × 0.05

286 8 Turbulence

This implies that x

v(t) = v (8.163)
V

where v(t) may be the fluctuating velocity over the average wind velocity. This
relation shows that time can be substituted with the scaled space coordinate and
so justifies the equivalence between the time average and space average. Consider
however that in practice such approximation is valid only if v/V  1. Formally the
hypothesis can be formulated by stating that in a turbulent flow for which the mag-
nitude of the fluctuations is not too great, it is possible to deduce spatial turbulence
quantities from time series measured at a single point in the flow.

References

Textbooks

Blackadar AK (2013) Turbulence and diffusion in the atmosphere: lectures in environmental sci-
ences. Springer, Berlin
Blackadar PA (2004) Turbulence. Cambridge University Press, Cambridge
Emeis S (2010) Measurement methods in atmospheric sciences: in situ and remote. Borntraeger
Science Publishers, Germany
Falkovich G (2011) Fluid mechanics for physicist. Cambridge University Press, Cambridge
Pal Arya S (2001) Introduction to micrometeorology. Academic Press, New York
Pope SB (2000) Turbulent flows. Cambridge University Press, Cambridge
Salmon R (1998) Lectures in geophysical fluid dynamics. Oxford University Press, New York
Stull RB (1988) An introduction to boundary layer meteorology. Kluwer, Dordrecht
Tennekes H, Lumley JL (1972) A first course in turbulence. MIT Press, Cambridge
Vallis JK (2017) Atmospheric and oceanic fluid dynamics. Cambridge University Press, Cambridge
Wyngaard JC (2010) Turbulence in the atmosphere. Cambridge University Press, Cambridge

Article

Brachet M. A primer in classical turbulence theory. http://www.lps.ens.fr/~brachet/Turbulence_

Lecture_Notes_files/Cours_Chili3.pdf
Chapter 9
Magnetohydrodynamics

Magnetohydrodynamics (or MHD in short) is the study of the fluid dynamics of

conducting fluids. The name originates from the fact that conducting fluids may
carry currents that generate magnetic fields. We know that in presence of a magnetic
field B a charge q moving at velocity v is subject to a force F = qv × B. This relation
is equivalent to the force acting on a current j that is j × B and the interesting thing
is that, because of this interaction, the magnetic field will change the current that
will fed back into B. Among the conducting fluids (with major examples the molten
metals), the most important is plasma that is a substance made up of an equal number
of positive and negative charges. Magnetohydrodynamics is of a great interest for
astrophysics or space physics but also for planetary scientists when they talk about
the origin of planetary magnetic fields. The main application of MHD for earthbound
scientists is the confinement of hot plasma to produce thermonuclear fusion or the
production of energy. At the same end, liquid metals are forced through magnetic
fields. So we have so many interests in introducing MHD and discover its many
applications.

9.1 Some Preliminaries

We will review here some matters related to elementary plasma physics including
the interaction of charged particle with electromagnetic fields, plasma oscillations
and so on.

© Springer Nature Switzerland AG 2020 287

G. Visconti and P. Ruggieri, Fluid Dynamics,
https://doi.org/10.1007/978-3-030-49562-6_9
288 9 Magnetohydrodynamics

9.1.1 Particles Motion

We start by considering the motion of an electron subject to a magnetic field B and

the equation of the motion is
dv
me = −ev × B (9.1)
dt
where m e is the mass of the electron and e its charge. It is evident that if initially the
charge has a velocity component parallel to the field it is not affected. On the other
hand if perpendicular to the field, an equilibrium is established between the Lorenz
force v × B and the centrifugal force such that ev B = m e ω2 r so that the particle
rotates around the field direction with angular velocity

eB
ωc = (9.2)
me

which is called electron cyclotron frequency. If we take into account the angle α
between the magnetic field and the velocity v, the component of the velocity perpen-
dicular to the field is v sin α and we define a Larmor radius given by

v sin α v⊥
rL = = (9.3)
ωe ωe

And the magnetic moment associated to the current 2π e/ωe becomes

eωe mv⊥ 2
μ = πr L2 = (9.4)
2π 2B

9.1.2 Plasma Oscillations

We discuss some properties related to the collective behaviour of the particles (ions
and electrons) that constitute the plasma. Within the plasma the electrons are moved
in some direction so that their density is changed. This will determine a repulsive
force (if the density is increased) that will try to restore the initial situation. In an one-
dimensional model, we consider to move the electrons in the direction x as shown
in Fig. 9.1. Then their initial density n 0 will change to
 
n 0 x n0 s
n= = ≈ n0 1 − (9.5)
x + s 1 + s/x x

In the hypothesis s  x. The positive ions are assumed not to move due to their
greater mass and so their density stays the same. The change in charge is then given
by
9.1 Some Preliminaries 289

Fig. 9.1 The plasma volume A B

contained between A and B
moves to A and B  creating
a different charge
distribution
x
Δx
A’ B’
s s +Δs

x+s
Δx+Δs

s ∂s
ρ = −e(n − n o ) = en 0 = en 0 (9.6)
x ∂x
The electric field E can be found from the Gauss theorem in differential form
ρ ∂ Ex en 0 ∂s
∇ ·E= ⇒ = (9.7)
0 ∂x 0 ∂ x

It can be integrated to give with E x = 0 when s = 0

n0
Ex = e s (9.8)
0

So that the force is proportional to s and the equation of motion becomes

d 2s e2 n 0
− eE x = m e = − s (9.9)
dt 2 0

It is a harmonic oscillator with frequency

e2 n 0
ω2p = (9.10)
0 m e

9.1.3 Debye Length

In a plasma, particles of opposite sign tend to attract one another and repel particles of
the same sign. The attraction will then create a cloud of oppositely charged particles
around the attracting particle that will create a shield which will tend to mask its
290 9 Magnetohydrodynamics

charge from the outside. Consider a test charge q surrounded by protons and electrons
with respective densities n p and n e while the average density will be denoted by n̄.
The electric potential generated by such distribution obeys the Poisson equation

n p − ne q
∇ 2 = −e − δ(r) (9.11)
4π 0 4π 0

with δ as the Dirac δ.

The electrostatic potential energy of the proton in such a field is e so that the mean
density will be altered according to the Boltzmann distribution ex p(−e /k B T ) and
analogously for the electrons ex p(e /k B T ). So we have
np
= exp{−e /kb T } ≈ 1 − e /kb T
n̄ (9.12)
ne
= exp{+e /kb T } ≈ 1 + e /kb T
n̄
where we have used the fact that e  kb T . The first term in Eq. (9.11) becomes

n p − ne e2 n̄
−e =−
4π 0 2π 0 k B T

And the Poisson equation becomes

e2 n̄ q
∇2 = − − δ(r) (9.13)
2π 0 k B T 4π 0

This is now composed of the point charge contribution (the second term) while the
first term is the effect of the electrons cloud. The solution of this equation is given
by √
q
= e− 2r/D (9.14)
4π 0 r

where 
0 k B T
D= (9.15)
n̄e2

is the so-called Debye length and gives an idea of the thickness of the sheath surround-
ing the charge q. This thickness decreases with increasing density n̄ and decreasing
temperature. We have now introduced a few concepts and it is interesting to estimate
their value in different situations. Table 9.1 is adapted from the beautiful book by
Thorne and Blandford summarizes the data for different plasma.
These data are important for the study of different environments but also for some
practical applications. For the ionosphere, for example, the electromagnetic waves
propagate for frequencies larger than ω P and are reflected for smaller ones. It was
important some years ago for long-distance communications.
9.2 The MHD Equations 291

Table 9.1 Typical values for electron density (n), temperature (T ), magnetic field (B), Debye
length (D), plasma frequency (ω P ), cyclotron frequency (ωC ) and Larmor radius (r L ) for some
plasma environments
Plasma n (m−3 ) T (K) B (T) D (m) ω P (rad ωc (rad r L (m)
s−1 ) s−1 )
Gas discharge 1016 104 – 10−4 1010 – –
Fusion Experiments 1020 108 101 10−4 1012 1012 10−5
Ionosphere 1012 103 10−5 10−3 1012 108 10−1
Magnetosphere 107 107 10−8 102 105 103 104
Sun’s core 1032 107 – 10−11 1018 – –
Solar wind 106 105 10−9 10 105 102 104
Interstellar medium 105 104 10−10 10 104 10 104
Intergalactic medium 1 106 – 105 102 – –

9.2 The MHD Equations

We are now confronted with a problem related to the fact that we have to apply
Maxwell’s equations to a moving fluid. In the fluid reference frame, the fields E and
B are related to the inertial frame fields E and B by the Lorenz transformations. The
electric field transforms as
 
 v·E
E = (1 − γ ) v + γ (E + v × B) (9.16)
v2

with γ = (1 − v2 /c2 )−1/2 and c speed of light. This field determines the current
density j through the relation
j = σ E  (9.17)

where σ is the electric conductivity. Then in the approximation that we can neglect
relativistic effects (v  c), the electric field in the fluid is

E = E + v × B (9.18)

That in non-relativistic case means E   E so that

E ≈ −v × B (9.19)

And with similar considerations

B ≈ B, j ≈ j (9.20)

Then we can rewrite (9.17) as

292 9 Magnetohydrodynamics

j = σ (E + v × B) (9.21)

We can now proceed to rewrite the Maxwell equations for the fluid so that the time
evolution for the magnetic field

∂B
= −∇ × E (9.22)
∂t
Assume that the fluid is characterized by a typical length L and time T and the order
of magnitude of the above equation is

B/T ≈ E/L ⇒ E ≈ L/T B ≈ U B

In the equation
∂E
∇ × B = μ0 j + μ0 0 (9.23)
∂t

We compare the order of magnitude of the last term (displacement currents) E/(c2 T )
with the left-hand side B/L. Their ratio is

E L EU U2B U2
· ≈ = ≈ 1
c2 T B c2 B c2 B c2
Displacement currents can be neglected in a plasma and so electromagnetic waves
as well. The current is then simply

μ0 j = ∇ × B (9.24)

We substitute (9.19) into (9.22) to get

∂B
= ∇ × (v × B) (9.25)
∂t
Finally, the force on the fluid is given by the sum of the electric and Lorenz terms

F = ρE + j × B (9.26)

where ρ is the charge density which produces the electric field ∇ · E = ρ/0 Again
the ratio between the electric force and the magnetic force is given by

ρE 0 E 2 μ0 L 1 U2
≈ · · ≈ 2 1
JB L B B c
The electric force can then be neglected and the force can be written as

F=J×B (9.27)
9.3 Vorticity and Magnetic Field 293

We now proceed to obtain an equation describing the time evolution of B involving

only the fields and the velocity of the fluid. This is done by eliminating E between
(9.21)–(9.26). Obtain the electric field from (9.21) E = j/σ − v × B so that

j ∇ ×B
E= −v×B= −v×B
σ μσ

where we have used (9.24). Then we take the rotor of the last equation and substitute
in (9.22) to get
∂B ∇ × (∇ × B)
= + ∇ × (v × B) (9.28)
∂t μσ

Using the vector rules and the conditions ∇ · B = 0 and ∇ · v = 0 we get

∂B
= B · ∇v + η∇ 2 B = 0 (9.29)
∂t

where η = (μσ )−1 is a magnetic diffusion coefficient. This equation shows a source
term (the first on the right hand side) and a diffusion dissipative term and will be our
main tools to discuss the origin of planetary magnetic fields. The same equations
were discussed in Sect. 3.2.1.

9.3 Vorticity and Magnetic Field

In Chap. 2, we treated vorticity and discussed the Kelvin theorem. The description
can be made from another point of view starting from the equation of motion

∂v ∇p
+ v · ∇v = − ∇ (9.30)
∂t ρ
 1 2
Using the vector identity ∇ × v = ∇ 2
v − (v · ∇)v (9.30) becomes
 
∂v 1 2 1
+∇ v ) − v × ω + ∇ p = −∇ (9.31)
∂t 2 ρ

where ω = ∇ × v is the vorticity. Taking the curl of (9.30) we have the vorticity
equation
∂ω 1
+ v · ∇ω − ω · ∇v + ω∇ · v − 2 ∇ρ × ∇ p = 0
∂t ρ

For a barotropic fluid this reduces to

∂ω
= ∇ × (v × ω) (9.32)
∂t
294 9 Magnetohydrodynamics

And using the zero divergence for the velocity

∂ω 1
+ v · ∇ω − ω · ∇v − 2 ∇ρ × ∇ p = 0
∂t ρ

Then multiplying by 1/ρ and rearranging we get

 
d ω ω 1
= · ∇v + 3 ∇ρ × ∇ p = 0 (9.33)
dt ρ ρ ρ

In the case of η = 0 (that is infinity conductivity), Eq. (9.32) is identical with (9.28)
with very interesting implications.

9.4 The Frozen Field

Equation (9.32) can be used to demonstrate the Kelvin’s theorem that states that in
a barotropic fluid the circulation is conserved. The same can be shown for the flux
of the magnetic field as stated by the Alfven’s frozen flux theorem. To this end, we
consider a surface S that is moving with the fluid and which is bounded
 by a material
curve C. We are interested to the flux of the magnetic field B = S B · nd S and
how it changes with time 
d d
b = B · nd S
dt dt S

The changes to B may come either from changes in B or movement of S. The

changes in the surface can be accounted for considering an element of the curve C,
δl that during the interval δt sweeps out an area (Fig. 9.2)

δS = vδt × δl

And the magnetic flux through the area is

Fig. 9.2 The flux of the

magnetic field through a
dS’
surface S that moves to S  S’
remain constant
vdt

dS
S
δ
C
9.4 The Frozen Field 295

B · δS = B · (vδt × δl) = [(B × v) · δl]δt

And the change of flux is then

 
(B × v) · δl = ∇ × (B × v) · nd S
C S

where we have used the Stokes theorem. The total rate of change is then
    
d ∂B ∂B
B = · nd S + ∇ × (B × v) · nd S = − ∇ × (v × B) · nd S
dt S ∂t S S ∂t

In the limit of infinite conductivity η = 0, Eq. (9.28) requires d B /dt = 0 that shows
how the magnetic flux through a perfectly conducting fluid is a constant.
There is also a more elegant way to obtain the same conclusion and that is to write
(9.25) in a slightly different form using ∇ × (v × B) = v(∇ · B) − B(∇ · v) + (B ·
∇)v − (v · ∇)B. So that

∂B
+ (v · ∇)B = (B · ∇)v − B(∇ · v)
∂t
where we have taken into account the divergence of B to be zero. The equation of
mass conservation
dρ
+ ρ∇ · v = 0
dt
And the equation for B becomes
   
d B B
= · ∇v (9.34)
dt ρ ρ

It has the same form of (9.33) for a barotropic fluid. This equation is the same
satisfied by an infinitesimal material line element δr as it is stretched by a velocity
gradient
d
δr = δv = δr · ∇v (9.35)
dt
The lines of force of the magnetic field are then material lines, that is, they follow
the deformations of the plasma. This will be the basis for some theory on the origin
of planetary magnetic fields. Remember, however, that this will be strictly valid only
for σ → ∞ and all the other cases (9.28) must be taken into account and we can
specify two characteristic times: an advection and diffusion time

L L2
tadv = , tdi f f = (9.36)
U η
296 9 Magnetohydrodynamics

B0

x
v B L

B0

Fig. 9.3 The frozen field concept applied to a channel of width L traversed by a conductor with a
velocity distribution shown on the left. The unperturbed field is B0

And their ratio is called the magnetic Reynolds number

tdi f f LU
Rm = = (9.37)
tadv η

Low values of Rm mean that the advection is not important and the magnetic field
will relax to a diffusive state while for Rm  1 advection will dominate.
We will return to the frozen field concept but it is worth to make a simple example.
Consider a channel like to one shown in Fig. 9.3 with a rectangular section. In the
channel, there is a flow of some conducting material and a magnetic field B0 is
applied along the y direction while the channel is oriented in the x direction. The
frozen field concept gives immediately a field component in the x direction. At the
equilibrium (9.28) reads
∇ × (v × B) = −η∇ 2 B (9.38)

The cross product (v × B) gives the only component along z of the order of u(y)B0
so that if W is the width of the channel the order of magnitude of (9.38) will be

∂ Bx
B0 u(y) ≈ η 2
∂y W

And calling ζ the shear ∂u/∂ y we have

ζW2
Bx ≈ B0 (9.39)
η

In a while, we will examine some interesting applications of these concepts.

9.5 The Planetary Dynamos 297

Table 9.2 The relevant magnetic characteristics of the planets of the solar system. Notice the large
tilt for Uranus and Neptune. Adapted from Schubert and Soderlund (2011)
Planet Surface B (µT) Dipolarity Axial tilt (deg)
Mercury 0.30 0.71 3
Venus – – –
Earth 38 081 10
Mars <0.1 – –
Jupiter 550 0.95 8
Saturn 38 0.85 <0.5
Uranus 32 0.42 59
Neptune 27 0.31 45

9.5 The Planetary Dynamos

A quite interesting application of magnetohydrodynamcs deals with the study of the

magnetic field of the planets, stars, galaxies and so on. We will concentrate on the
planetary magnetic fields just to give an idea of a very complex problem. Until 1919
when Joseph Larmor for the first time put forward the idea of the magnetic field
generations, it was thought the Earth was a gigantic permanent magnet. However, if
we look at Eq. (9.28) and neglect the source term we have a diffusion equation for
the magnetic field and the diffusion time was defined by (9.36) (again we discussed
that in Sect. 3.2.1). For the Earth an estimation for η gives 2 m2 s−1 so that taking
L ≈ 3000 km we have tdi f f ≈ 150,000 years much shorter than the age of the solar
system. It is quite evident that we need a source for the field. Actually, it can be
shown that for induction to overcome diffusion the magnetic Reynolds number must
be greater than π 2 so that tdi f f ≈ L 2 / p 2 η ≈ 20,000 years.
Most of the planets in the solar system have a magnetic field and Table 9.2 sum-
marizes the situation. In that table adapted from a paper by Schubert and Soderlund
the most significant data are the so-called dipolarity that gives an indication how the
dipole moment of the planet is near the perfect one (dipolarity =1) and the tilt of the
dipole axis with respect the rotation axis.
The most evident characteristic is the tilt of the dipole axis with respect the rotation
axis. Also notice that the most relevant magnetic field are around those planets with
rapid rotation rate except for Mars. In this case like Venus, there is no magnetic
field. However, crustal rocks are magnetized and indicate that Mars may have lost
its mechanism that generates the field. These considerations seem to indicate that
the mechanism that produces the field could be related to the rotation rate and the
presence of convective motions in the nucleus. As for the tilt there is a theorem
known as Cowling theorem that affirms how a steady axisymmetric field cannot be
maintained by dynamo action. To demonstrate this consider as in Fig. 9.4 a magnetic
field given by
B = Bθ (r, z)θ̂ + Bρ (r, z)ρ̂ (9.40)
298 9 Magnetohydrodynamics

Toroidal
field, Bθ
Poloidal
field, Bp

N N

Fig. 9.4 The transformation of a poloidal field B p in a toroidal field Bo on the left. On the right,
an idealized poloidal field is represented with the neutral points N

With Bθ the toroidal (azimuthal) component and Bρ the poloidal component. We

assume the field in steady state and by symmetry, each meridional half-plane must
contain at least one neutral point in the poloidal field (denoted “N”). We write Ohm’s
law (9.21) with σ = 1 and calculate the path integral

j · ds = E · ds + (v × B) · ds
C
 C
C (9.41)
= (∇ × E) · dS + (v × B) · ds
S C

where we have used the Stokes theorem. The first integral on the right-hand side is
zero because the field is steady (see (9.22)) while the second is zero because the field
is always parallel to the path. We are then reduced to

j · ds = 0 (9.42)
C

However, the current cannot vanish because closed surfaces surround N. There-
fore, this magnetic field configuration cannot sustain itself by dynamo action.

9.5.1 The Faraday Self-Excited Dynamo

An interesting and very simple model for the generation of a planetary magnetic field
is the so-called self-excited Faraday dynamo illustrated schematically in Fig. 9.5.
This is made up of a conducting disk of radius R which rotates at an angular velocity
ω = θ̇ . A conducting coil is connected to the axis and to the disk periphery. The
electric circuit formed has a self-inductance L a resistance R so that the voltage
developed is
9.5 The Planetary Dynamos 299

I
I

B
B ω ω

Fig. 9.5 The Faraday dynamo on the left and the homopolar dynamo on the right, where the current
generated flows through the coil

dI
L + RI = V (9.43)
dt
The voltage across the disc can be calculated from the Lorentz force acting on a
circle of width dr and radius r so that d V = ωr Bdr that once integrated would give
V = bω. Equation (9.43) becomes

dI
L + R I = bω (9.44)
dt
The rotation of the disk gives rise to torque due to the interaction of the current
with the magnetic field that with the same reasoning can be calculated as bI and the
equation of motion is then
dω
C = G − kω − bI (9.45)
dt
where C is the moment of inertia, G is the applied torque to maintain rotation and k is
some viscous coefficient that takes care of dissipation. There is a non-linearity hidden
here and is the fact that b depends on the current. We assume that such dependence
is of the kind b = M I with M coefficient of mutual inductance so that (9.44) and
(9.45) become
dI
L + (R − ωM)I = 0
dt (9.46)
dω
C + kω + M I 2 − G = 0
dt
These equations already give some information. We see that the current grows expo-
nentially if ω > ωc = R/M. To understand the process we can take the dissipative
term as constant kω = D then multiply the first of (9.46) by I and sum to the second
multiplied by ω to find and energy equation
300 9 Magnetohydrodynamics

d 1 2 
Cω + L I 2 = (G − D)ω − R I 2 = 0 (9.47)
dt 2
We see that the energy provided by G is dissipated by the mechanical term (D) and
joule heating. It is interesting to find the stationary solution for this equation that is
 
(G − D)ω (G − D)
I =± =± (9.48)
R M

where we have substituted ωc for ω. We have motion only if the applied torque
is larger than the dissipation. However, the main result is that we have current in
two directions so that also the field could be in the two directions. The self-excited
dynamo only demonstrates that there is a mechanism that may produce a magnetic
field whose direction has a chaotic character. However, we can see that the single
disk dynamo cannot give meaningful indications on the magnetic field behaviour.
We can neglect the dissipation and can eliminate one of the variables (ω) or I from
(9.46) to obtain a single differential equation

d2 y
= 1 − ey (9.49)
dτ 2
√
where τ = 2G Mt/C L and y = ln(M I 2 /G). It can be shown √ that we have an
oscillatory behaviour if ω = R/M while a constant current ± R/M for ω = R/M.
The inversion time can be obtained from the expression

dy 2
ẏ = = [E − V (y)] (9.50)
dt m

With V (y) obtained from (9.49), V (y) = e y − y − 1. So that the inversion time
result in
√  inv
T = 2 dt (9.51)
0

where dt is obtained from (9.50). It can be shown that the inversion time increases
with increasing energy and does not show any periodic behaviour. Single-disk
dynamo is just too simple and more complicated arrangements do not give better
results as we will show in the appendix.

9.6 The Turbulent Dynamo

As of today numerical simulation for the generation of the magnetic field is a very
active field of research (see, for example, the paper by Gary Glatzmaier and Paul
Roberts on the issue of Nature of 21 September 1995). Here we would like to give
9.6 The Turbulent Dynamo 301

some basic idea on the principles that inspire such simulation. Still we need some
data and one of the most interesting is the so-called westward drift. The magnetic
field of the Earth can be expanded in spherical harmonics or in other words it is
possible to isolate the contribution to the magnetic field of the dipole, quadrupole
and so on. When the contribution of the dipole is subtracted from the main field the
residual shows a drift that changes across the surface with main westward component.
Assuming that the dipole contribution is mainly from the Earth’s core such a drift can
be attributed to the relative velocity of the core with respect to the rest of the Earth.
Different methods indicate that such velocity is of the order of 4 × 10−4 ms−1 that
is about 20 km/year which is a very small velocity indeed. The equation of motion
for the material in the core could be written as
dv
ρ + 2ρ × v = −∇ p + J × B + ρν∇ 2 v + ρgαθ r̂ (9.52)
dt
where  is the angular velocity of the Earth and the last term is the buoyancy
contribution with α expansion coefficient and θ the temperature deviation. We assume
balance between Coriolis term and Lorentz force |2ρ × v| ≈ |J × B| so that

∇ × B = μJ ⇒ |J| ≈ |B/μ|, |B|2 ≈ 2μρU∗

where U∗ is the velocity at the core mantle boundary (CMB). From the definition
of magnetic Reynolds number U∗  = η Rm so that |B|2 = 2μρη Rm that suggests a
unit for |B| = μρη. For the Earth this gives a value of 13 × 10−4 T that is 13 gauss
near the observed value of 8 gauss. We can now find an application of the frozen field
approximation for the simplest case where we assume that the field B in cylindrical
coordinates (s, φ, z) is given by


1 ∂ ∂A
B= (s A), B, − (9.53)
s ∂s ∂z

where A is the scalar potential, B the poloidal (zonal) field. A, B and v are indepen-
dent of φ. Then the induction equation reads in these coordinates

∂A v
+ · ∇(s A) = η∇ 2 A
∂t s  
∂B B  v   (9.54)
φ
+ sv · ∇ = η∇ 2 B + ∇ × ∇(s A)
∂t s s φ

where ∇ 2 = ∇ 2 − 1/s 2 . The last term in the second equation creates the toroidal
field (i.e. along the parallels) from the poloidal field B M . In analogy with (9.39), we
could write at the steady state (notice that A has dimension L B
 
L vφ
B≈ |B M | (9.55)
η
302 9 Magnetohydrodynamics

For example for the Earth if we assume vφ ≈ U∗ = 10−4 ms−1 , |B M | ≈ 5 gauss we

obtain B = 500 gauss that a factor of 100 is larger than the surface magnetic field.
At this point we need to model the poloidal field and to this end we assume that
both the magnetic field and the velocity are made up of a slow component and a fast
(turbulent) part
B = B + B
(9.56)
v = v + v

As we have made several times before we make the substitution in the induction
equation and average over time to get

∂B
= ∇ × [v × B] + ∇ × v × B  + η∇ 2 B (9.57)
∂t
While for the time-varying component

∂B
= ∇ × [v × B + v × B] + ∇ × [v × B − v × B ] + η∇ 2 B 
∂t
(9.58)
When the average is performed we can write

v × B  = −αB + β∇ × B (9.59)

with α and β given by

α ∝ v · ∇ × v , β ∝ v · v  (9.60)

Then the dynamo equation (9.57) becomes

∂B
= ∇ × [v × B] + ∇ × (αB) + (β + η)∇ 2 B (9.61)
∂t
In a fast dynamo β  η so that β can be intended as a turbulent diffusivity. On the
other hand, the term αB reinforce the field.
A simple example may clarify a bit the situation. We start from the α effect and
assume the field to have the form B = B0 exp[(ikx) + σ t] and consider only the α
effect
∂B
= η∇ 2 B + ∇ × (αB) (9.62)
∂t
We have dropped the parenthesis for simplicity. By keeping in mind the expansion
for the field we have
iαk × B0
(σ + ηk 2 )B0 = iαk × B0 ⇒ B0 = ) (9.63)
(σ + ηk 2
9.6 The Turbulent Dynamo 303

Then we have

(σ + ηk 2 )k × B0 = iαk × (k × B0 ) = −iαk 2 B0

And after the substitution from (9.63) we get

iαk × B0
(σ + ηk 2 )k × B0 = −iαk 2
σ + ηk 2

So that
(σ + ηk 2 )2 = α 2 k 2

From which the condition for positive σ (growth of the wave) is

α
σ > 0, ⇒ >1
ηk

As for the omega effect we consider a Cartesian system x − z and a magnetic field
given by B = (Bx , 0, Bz ) exp(σ t + iky) and the dynamo equation then becomes

σ Bx = −ηk 2 Bx + ωBz
(9.64)
σ Bz = −ηk 2 Bz − iαk Bx

We can eliminate the field components and obtain an equation for σ

σ 2 + 2ηk 2 σ + (η2 k 4 + iαωk) = 0

which has the solution 

αωk
σ = −ηk 2 ± (1 − i)
2

So that we have a positive real σ if

α ω
>2 (9.65)
ηk ηk 2

In the context of a spherical geometry, the x component can be interpreted as the

toroidal field that generates a poloidal field. These conclusions were reached by
Eugene Parker in the late 50s and are the base for any dynamo model. Some of these
conclusions are shown in Fig. 9.6.
304 9 Magnetohydrodynamics

v
B

ω B

j
B

Fig. 9.6 On the left the α effect is shown when the differential rotation changes a poloidal field in a
toroidal component. On the right, the  effect is shown. In this case, an initial straight line of force
is deformed by the convection v and then twisted by the rotation ω with a possible final detachment
which induces a current j

9.7 Magnetohydrodynamic Waves

Plasma is a medium that can propagate waves that have some peculiar properties. As
a matter of fact, we have known sound waves where the restoring force is pressure. In
the case of plasma, we have to consider the Lorentz force on current as an additional
player. The derivation of the magnetohydrodynamics waves is rather involved so that
we will describe them in the appendix. Here we will use a much more simple and
intuitive approach. However, we need to introduce some notion of electromagnetism
starting with the energy of a magnetic field.
We consider a solenoid made up of n coil per unit length and cross section A and
length l. We know that the energy stored in such a solenoid is given by

1 2
E= LI (9.66)
2
where I is the current and L is the self-inductance. The current as a function of the
magnetic field B is given by
B
I = (9.67)
μ0 n

with μ0 magnetic permeability. The self-inductance of the solenoid on the other hand

L = μ0 n 2 Al (9.68)

So that the energy density is given by

LI2 B2
u= = (9.69)
2 Al 2μ0
9.7 Magnetohydrodynamic Waves 305

We now consider the equation of motion for a plasma which contains the Lorentz
force and reads  
∂v
ρ + v · ∇v = j × B − ∇ p (9.70)
∂t

And at the equilibrium the pressure gradient equilibrates the Lorentz force. The
current density is expressed as a function of the field B so that

∇ ×B
j×B= ×B = ∇p (9.71)
μ0

In the appendix we show that the term involving the field may have two contribu-
tions which depends on ∇(B 2 /2μ0 ) and ∇ · (BB/μ0 ). However, when there are no
torsional forces the stress is reduced to B 2 /μ0 . At this point, we need to make a
distinction about the propagation direction of the wave. The first case to consider is
a wave which propagates in direction parallel to the magnetic field. In this case like
sound waves, the velocity of the wave is the square root of the ratio between energy
density and mass density. So we have

B
vA = √ (9.72)
μ0 ρ

Incidentally a sound wave with frequency ω has an energy density ρω2 s 2 /2 with s
displacement so that applying the same rule we get the phase velocity ωs. Relation
(9.72) was originally found by Hannes Alfven in 1942. He made an example for a
region of the Sun with a field of 15 × 10−4 T and density 5 × 10−6 kg m−3 to find a
velocity of ≈ 0.6 ms−1 .
The other case is when the propagation is in direction perpendicular to the field.
In this case we need to recur to the analogy with sound waves which obey to the
equation of state pρ −γ = cost with γ the specific heat ratio. For small deviations p1
and ρ1 from the basic state p0 and ρ0 , it is easy to show that

p1 / p0 = γρ1 /ρ0 (9.73)

And if we define vs2 = γ p0 /ρ0 as the sound velocity we have

p1 = vs2 ρ1 (9.74)

Now in case of the MHD waves we need to add the magnetic pressure to the gas
pressure and the equivalent relation to (9.74) is
 
B2
∇ p+ = vsm
2
∇ρm (9.75)
2μ0

We can eliminate pressure by observing that

306 9 Magnetohydrodynamics

γp 2B 2
∇p = ∇ρm , ∇ B2 = ∇ρm
ρm ρm

And the velocity of the waves is then

 1/2 
γp B2
vsm = + = vs2 + v2A (9.76)
ρm μ0 ρm

The velocity is a combination of the speed of sound and the Alfven waves. These
are also called magnetosonic waves.

9.7.1 Dispersion Relations for MHD Waves

In the appendix, we will show that for plane wave solutions of the type

v1 (r, t) = v1 (r, t) exp{i(k · r − ωt)}

The following dispersion relation is obtained for the MHD waves:

−ω2 v1 + (vs2 + v2A )(k · v1 )k

(9.77)
+(k · vA )[(k · vA )v1 − (vA · v1 )k − (k · v1 )vA ] = 0

Now we can discuss the different wave modes.

For propagation perpendicular to the magnetic field k ⊥ B0 (where B0 is the basic
magnetic field) we have k · vA = 0 so that the dispersion relation (9.77) becomes

−ω2 v1 + (vs2 + v2A )(k · v1 )k = 0

So that v1 = (vs2 + v2A )(k · v1 )k/ω2 and so k  v1 And we get


ω
v1 = (vs2 + v2A )k 2 v1 /ω2 , ⇒ = vs2 + v2A (9.78)
k
That is we obtain the magnetosonic wave as expected. This case is shown in Fig. 9.7.
We can go a little farther if we write Eq. (9.25) for the perturbed field

∂B1
= ∇ × (v1 × B0 )
∂t
Assume now a plane wave solution for B1 so that the ∇ operator becomes k and the
last equation reads

ωB1 = −k × (v1 × B0 ) (9.79)

Appendix 307

oscillatory motion oscillatory motion

B perpendicular to the propagation B parallel to the propagation

Fig. 9.7 The tick straight lines represent the magnetic field while the grey areas are density enhance-
ments of the fluid. On the left the propagation is perpendicular to the field while on the left is parallel

And then make the simplifying assumptions k ⊥ B0 , k  v1 and v1 ⊥ B0 . We

have immediately
v1 B0
B1 = (9.80)
ω/k

where the phase velocity ω/k becomes equal to the sound velocity vs if the fluid
pressure is greater than the magnetic pressure or to the Alfven velocity v A for the
opposite case. For the Alfven wave we can evaluate the ratio between the magnetic
energy of the wave and the kinetic energy
1
2
ρv12
B12 /2μ0

From (9.80), we have v12 = v2A (B1 /B0 )2 that once substituted in the above equation
gives 1 for the ratio of the two energies. In the Alfven wave, the energy is divided
equally between kinetic and magnetic.
For propagation parallel to the magnetic field we have k · vA = kv A and the dis-
persion relation reduces to
 2 
vs
(k 2 v2A − ω )v1 +
2
− 1 k 2 (v1 · vA )vA = 0 (9.81)
vA

The first case is when v1  B0  k and (9.81) gives vs = ω/k we have a sound wave.
On the other hand, if v1 ⊥ B0  k then v1 · vA = 0 and then ω/k = va .
308 9 Magnetohydrodynamics

Appendix

Waves in Plasma

We start then from the continuity equation, equation of motion and the thermody-
namic equation relating pressure to density.

∂ρ
+ ∇ · (ρv) = 0
∂t 
∂v (9.82)
ρ + v · ∇v = j × B − ∇ p
∂t
p = Kρ 5/3

Then we have the Maxwell equations

∂B
∇ × (v × B) =
∂t
∇ × B = μ0 j (9.83)
∇ ·B=0

At this point, we use the perturbation approach with respect to a situation in which
the fluid is at rest with a basic field B0 perturbed by B while the velocity v will be
indicated by v. Equation (9.82) becomes

∂ρ
+ ρ0 ∇ · v = 0
∂t
∂v 1 (9.84)
ρ0 = −∇ p − B0 × (∇ × B)
∂t μ0
p/ p0 = γρ/ρ0

We can substitute the last equation to the equation of motion to get

∂v 1
ρ0 + vs2 ∇ρ + B0 × (∇ × B) = 0 (9.85)
∂t μ0

with vs2 = γ p0 /ρ0 the sound velocity. We write the first of (9.83) in the perturbed
quantities to obtain
∂B
∇ × (v × B0 ) = (9.86)
∂t
Take the derivative with respect to t of (9.85)
Appendix 309
 
∂ 2v vs2 ∂ρ B0 ∂B
+ ∇ + × ∇× =0
∂t 2 ρ0 ∂t μ0 ρ0 ∂t

Substituting ∂ρ/∂t from (9.82) and ∂B/∂t from (9.86) we have

∂ 2v
ρ0 = vs2 ∇(ρ0 ∇ · v) − B0 × {∇ × [∇ × (v × B0 )]} (9.87)
∂t 2
We define the vector analogous to (9.72)

B0
vA = √ (9.88)
ρ0 μ0

And (9.87) becomes

∂ 2v
ρ0 = vs2 ∇(ρ0 ∇ · v) − vA × {∇ × [∇ × (v × vA )]} (9.89)
∂t 2
This rather complicated equation conceals a wave equation and to show that we use
a development in Fourier component writing

v(r, t) = v(k, ω) exp[i(ωt + k · r]]

So that ∂ 2 /∂t 2 → −ω2 and ∇ → ik and (9.89) becomes

−ω2 v + vs2 k(k · v) − vA × {k × [k × (v × vA )]}

Following the rules of vector calculus

[k × (v × vA )] = (k · vA )v − (k · v)vA

That is once substituted in the previous equation gives the results (9.77)

[ω2 − (k · vA )2 ]v − (vs2 + v2A )(k · v)k + (k · vA )(v · vA )k + (k · vA )(k · v)vA = 0

(9.90)
The different modes implied by such relation have been discussed before.

The Chaotic Dynamo

Sir Edward Bullard published his paper on the homopolar dynamo in 1955. We have
discussed that before and found that the main results are a possible instability of the
dynamo when an additional resistance is added to the equivalent circuit. In normal
310 9 Magnetohydrodynamics

conditions, the dynamo gives rise to a steady oscillation but not to a change in the
sign of the current and then of the magnetic field.
A couple of years later Tsuneji Rikitake published a paper in which he studied the
coupling of two disk dynamos that produced a chaotic behaviour. At that time (1957),
Lorenz was to yet publish his seminal paper (1963) so that Rikitake reported now
inversion of the current and magnetic field but failed to discover Chaos. About 40
years later Raymond Hide showed some inconsistency in the Rikitake disk dymano.
Before going to the description of the double dynamo, we need to return to the
Bullard dynamo and find some strange behaviour that could be an indication of some
peculiar behaviour if we consider an external load of resistance R1 and inductance
L 1 the equations for the dynamo become
 
dI Mω R
=I −
dt L L
d I1 Mω R1
= I− I1 (9.91)
dt L1 L1
dω G M
= − I (I + I1 )
dt C C
where the symbols are the same as in (9.46). We now make the following transfor-
mations:
   
I = G/M I  , I1 = G/M I1 , ω= G L/C Mω , t= C L/G Mt 
(9.92)
So that (9.91) becomes
   
dI   R LC 1/2
=I ω −
dt  L MG
 
d I1 L   R1 LC 1/2  (9.93)
= ωI − I1
dt  L1 L1 M G
dω
= 1 − I  (I  + I1 )
dt 
We know that the dynamo has an unstable behaviour if L/R < L 1 /R1 so that non-
dimensional parameters appearing in (9.93) which determine the behavior should be

R L1 R1 LC L
and
L R1 L1 MG L1

In the Bullard paper, the parameters were chosen in such a way that (9.93) read

dI d I1 dω

= I  (ω − 4), = I  ω − 2I1 , = 1 − I  (I  + I1 )
dt  dt  dt 
Appendix 311

12 7

10 ω‘ 6
I’1
8 5
I’
Amplitude

6 4

I’1
4 3

2 2

0 1

-2 0

-4 -1
0 20 40 60 80 100 -1 0 1 2 3 4 5
I’
Time

Fig. 9.8 On the left we show the results for the Bullard dynamo with an additional load. Notice
the growing instability and the change of sign. On the right, the phase space diagram is represented
for i  and ω and the curves have a counterclockwise sense

The stability of the solution can be found as usual assuming the perturbation changes
as ex p( pt) so that the characteristic equation becomes

5
p3 + 2 p2 + p+4=0
3

The roots of this equation are −2.1 and 0.0545 ± 1.3761i. In t  units, this corresponds
to having a period for small oscillations of 2π/1.3761 = 4.57. Small disturbances
will grow of a factor e in (0.0545 × 4.57)−1 = 4.02 period. Figure 9.8 shows some
of these solutions. The additional electrical load produce oscillations that grows in
time but again do not show sign of inversion. The double disc dynamo is shown in
Fig. 9.9 and the equations of motions are readily written

d I1 M1 ω1 R1
= I2 − I1
dt L1 L1
d I2 M2 ω2 R2
= I1 − I2
dt L2 L2
(9.94)
dω1 G1 M1
= − I1 I2
dt C1 C1
dω2 G2 M2
= − I1 I2
dt C2 C2

Where the symbols are the same as before simply refer to the different dynamo.
We make them all equals so that

L1 = L2 = L , R1 = R2 = R, M1 = M2 = M, C1 = C2 = C G! = G2 = G

Then we use the normalization

312 9 Magnetohydrodynamics

Fig. 9.9 The Rikitake ω1 ω2

dynamo is made up of two
coupled Bullard dynamos.
The current from dynamo 1 i1
creates the field for the
dynamo 2 and vice versa.

i2

   
G G GL GL
I1 = x, I2 = y, ω1 = z, ω2 = (z − a),
M M CM CM
  (9.95)
CM  C
t= t, v=
GL GLM

where a and v are two parameters. We find the system

ẋ = −vx + zy
ẏ = −vy + (z − a)x (9.96)
ż = 1 − x y

It is easy to show that the volume in the phase space decrease with time that is

V̇ = ∇ · Fd V

where F has components ẋ, ẏ, ż. This means the system is dissipative like the Lorenz
system. From (9.95), it is evident that ω1 − ω2 = a and is constant with time. The
equilibrium point can be obtained putting to zero the system (9.96) so that

vx0 − z 0 Y0 = 0, vy0 − (z 0 − a)x0 = 0, x0 y0 − 1 = 0 (9.97)

And putting in the third equation k = x0 with k parameter, we have the solution

x0 = ±k, y0 = ±1/k, z 0 = vk 2 (9.98)

where v(k 2 − 1/k 2 ) = a. The stability of such points carried out with the usual Jaco-
bian method shows the two points are unstable. As shown in Fig. 9.10, the resulting
trajectories in the phase space develop in two planes one parallel to the x − y plane
assuming both positive and negative values that is in principle changing the sign of
the magnetic field.
Hide in a 1995b paper pointed out the effects of introducing mechanical friction in
the Rikitake dynamo. This may be done by adding a term like γ ω1 on the right-hand
Appendix 313

60
40
20
60 x 0
40 -20
20 -40
z 0
-60
-20
60
-40
40
-60
60 20
40 y 0
20
-20
0
y -40
-20
60
-40 20
40 -60
0 1 2 3 4 5 6 7 8 9 10
-20
-60 -40 60
-60 x
40
20
z 0
-20
-40
-60
TIME

Fig. 9.10 The solution of the Rikitake dynamo with the parameters v = a = 0.1. On the left, the
phase space diagram is shown with the characteristic trajectories lying in two different planes. On
the right, the behaviour of the single variables as a function of time. Notice the slight decrease of
the amplitudes with time

side of third Eq. (9.94) and a similar term on the last equation. So we subtract the
resulting equations
d
(ω2 − ω1 ) = −γ (ω2 − ω1 ) (9.99)
dt
with the solution

ω2 (t) − ω1 (t) = [ω2 (0) − ω1 (0)] exp(−γ t) (9.100)

The difference between angular velocity is shown to be no longer constant. The

reduction with time of this difference precludes any chaotic behaviour of the dynamo.

The Bow Shock of the Magnetosphere

A nice application of what we have learned so far is the study of the interaction of
the solar wind with the magnetic dipole field of the Earth. The solar wind is a flow
of plasma originating from the Sun. Near the Earth 95% of is made up of ionized
hydrogen, and 4% is doubly ionized helium. The speed of the particle is between
200 and 800 km s−1 and the density between 3 and 10 cm−3 . It is then possible to
define two Mach numbers referred to the sonic waves Ms = V /vs and Alfvenic waves
314 9 Magnetohydrodynamics

interplanetary magnetic field lines

ψ magnetosheat
downstream
region

bow shock
magnetotail

upstream
region

Fig. 9.11 A very simplified scheme of the interaction of the solar wind with the Earth magnetic
field

M A = V /V A and these numbers are very large of the order of 10 so that the solar
wind flow is supersonic.
The interaction between the solar wind and the dipole field is determined by the
balance between the kinetic energy of the wind and the magnetic pressure. It can be
shown that this balance occurs at a distance
 1/6
Be2
d=a (9.101)
2π nm p V 2

where a is the equatorial radius of the Earth, Be the magnetic field on the equatorial
plane, n the density of the solar wind, m p the proton mass and V the velocity.
This gives a ratio d/a ≈ 10. Because of the supersonic flow a bow shock is formed
upstream that has some peculiar characteristics. For example, it does not move like
a shock wave produced by an airplane. Also because of the low density and the
very long mean free path this shock is collisionless. After crossing the bow shock,
the flow becomes slower, denser and hotter and its kinetic pressure compresses the
magnetic field like shown in Fig. 9.11. The boundary between the bow shock and
the internal cavity formed is called magnetopause. If we call ψ the angle between
the normal to the discontinuity and the direction of the flow and consider a cylinder
of length V and unitary section, its projection in the incoming direction is V cos ψ
and the flux F = ρV cos ψ is the same upstream and downstream. The tangential
momentum carried by the flux is then F V sin ψ = ρV 2 sin ψ cos ψ. The component
of the tangential velocity V sin ψ is constant across the discontinuity.
Appendix 315

We now denote with suffixes u and d the upstream and downstream quantities so
that vu = V sin ψ and
F = ρu vu = ρd vd (9.102)

If we call Pu and Pd the pressures upstream and downstream we should also have

ρu vu2 + Pu = ρd vd2 + Pd (9.103)

To get an energy equation, we observe that the energy carried out by the flux is given
by F( 21 V 2 + ) where  is the internal energy per unit mass. We must consider that
when the cylinder of length V is pushed through the discontinuity it performs a work
pV = F P/ρ. The balance is then

1 2 Pu 1 Pd
vu + u + = vd2 + d + (9.104)
2 ρu 2 ρd

We have now F 2 /ρu = ρu vu2 and F 2 /ρd = ρd vd2 and from (9.103) we get
 −1
1 1
F = (Pd − Pu )
2
− (9.105)
ρu ρd

And similarly Eq. (9.104) gives

 
1 1 1 −1
u − d + (Pu + Pd ) − =0 (9.106)
2 ρu ρd

This relation simply says that the change in internal energy is given by the work
done by the average pressure between the upstream and downstream values. We now
rewrite the Mach number as 
ρu
Mu = vu
γ Pu

with γ the ratio of the specific heat. Based on the above relation in the approximation
of large Mach numbers (M1  1), it is possible to find the ratios between densities,
pressure and temperature on both sides of the bow shock. We have

ρd γ +1 Pd 2γ Mu2 Td 2γ (γ − 1)Mu2
= , = , = (9.107)
ρu γ −1 Pu γ +1 Tu (γ + 1)2

We notice that the downstream density is larger by a factor of 4 and independent of the
Mach number for γ = 5/3 while both compression ratio and temperature grow with
the square of the Mach number according to 1.25Mu2 and 0.3225Mu2 , respectively.
The relation between the Mach numbers on the other hand is
316 9 Magnetohydrodynamics

2 + (γ − 1)Mu2
Md2 = (9.108)
2γ Mu2 − γ + 1

For large Mach numbers it becomes

γ −1
Md2 = (9.109)
2γ

In all this treatment taken from the very useful book by Bertotti and Farinella we have
neglected the presence of the electromagnetic fields. Because of the zero divergence
of the magnetic field and the irrotational nature of the electric field both the fields
are continuous across the shock.

The Rayleigh Taylor Instability with Magnetic Field

We treated the Rayleigh Taylor instability in paragraph 6.3 and we now ask what
happens if we add a magnetic field. This is a problem familiar to the astrophysicists
so we recur to its treatment in the book by Clarke and Carswell on astrophysical fluid
dynamics.
We assume two fluids of density ρ1 and ρ2 stratified parallel to the x direction
and subject to a gravitational field in the z direction (see Fig. 9.11). The equations
for conservation of mass and for the motions are
∂ρ
+ ∇ · (ρv) =0
∂t  (9.110)
∂v
ρ + v · ∇v =j × B − ∇ p + ρg
∂t

We also assume g to have components only along z and B to have the unperturbed
component (B0 ) along x. A perturbation to the displacement of the fluid is performed
in the form
η = η(x) exp[i(kx − ωt)] (9.111)

So that
∂η
v= = −iωη (9.112)
∂t
The second Eq. (9.110) can be written in its components

−ρω2 ηx =ikp1
∂p (9.113)
−ρω2 ηz = − − ρg + (j × B0 )
∂z
Appendix 317

Fig. 9.12 The scheme for z

ρ1
the Rayleigh Taylor B
instability in the presence of x
a magnetic field B. The two
fluids are initially stratified
in the direction of B. The ρ2
sine wave is the perturbation

where p1 is the perturbation pressure. We now assume that the magnetic field is given
by the basic field (B − 0) plus a perturbation B = B0 + B1 where the perturbation
has the form (Fig. 9.12)

B1 = B1 (x) exp[i(kx − ωt)]

And using (9.93) we have

− iωB1 = ∇ × (−iωη × B0 ), ⇒ B1 = ∇ × (η × B0 ) (9.114)

Consider now that the product in parenthesis has the only component in the direction
normal to the plane x − z so that the rotor will have the components

∂ηz
B1z = B0 ikηz , B1x = −B0 (9.115)
∂z

From Eq. (9.93), the only current component will be along the y direction (normal
to the x − z plane) and is given by
 
d 2 ηz
jx = B0 − k 2 ηz (9.116)
dz 2

The terms corresponding to pressure gradient and the density we consider first of all
the first of (9.113) so that

ρω2 ω 2 dη
z
p1 = − ηx = ρ (9.117)
ik k dz

where we have used (9.112). We have for the gradient

 
dp1 d ω 2 dηz
= ρ (9.118)
dz dz k dz

The term involving the density perturbation can be written as

dρ0
ρ1 = −ηz (9.119)
dx
318 9 Magnetohydrodynamics

The second Eq. (9.113) becomes

   2  

d dηz k dρ0 1 k B0 2 d 2 ηz
ρ0 − k 2 ρ0 ηz − g ηz − − k 2
η z =0
dx dz ω dx μ0 ω dz 2
(9.120)
This equation must be integrated along the interface and must satisfy the conditions
to be finite for z → ±∞ and for ηz to be continuous across the interface. These
conditions produce the dispersion relation
   
ρ2 − ρ1 2 k 2 B02
ω = kg
2
+ (9.121)
ρ2 + ρ1 μ0 ρ2 + ρ1

Compared with the expression (6.37) we see that the effect of the magnetic field
is of stabilization. As a matter of fact, the additional term on the right is always
positive. However, we have to keep in mind that this case refers to a field parallel to
the interface. In general (9.121) is substituted by
 
ρ2 − ρ1 2 (k · B0 )2
ω = kg
2
+
ρ2 + ρ1 μ0 ρ2 + ρ1

We see that the stabilization is still effective if the second term is larger than the first
one that is for a wavelength

2π 2B02
λ= < cos θ 2
k gμ0 ρ

where ρ = ρ1 − ρ2 and θ is the angle between k and B0 . One of the effects of the
presence of the magnetic field is the modification of the convection and a lower gas
pressure necessary to achieve balance in the outer region of solar photosphere. This
could account for the dark appearance of the sunspot. Chandrasekhar notes that the
additional term has the same effect of an additional surface tension as we saw in
Chap. 6. This tension could arise from the magnetic pressure term B 2 /2μ0 .
Finally, in the case of homogeneous plasma ρ1 = ρ2 = ρ the frequency (9.121)
is the same as the Alfven wave.

Plasma Confinement

One of the most promising energy sources for the future could be nuclear fusion.
One of the techniques is to produce very-high-temperature plasma where fusion can
take place according to the reaction

deuterium + tritium ⇒ α + neutr on + 22.4 MeV (9.122)

Appendix 319

where the fast neutron can be absorbed in a lithium blanket and the heat drives a
generator. A crucial point is the confinement of such a hot plasma than cannot be
done in a vessel and the idea is to use magnetic fields instead.
To understand how it works we need to reconsider the equation of motion, for
example, (9.84) where the magnetic force is given by

(∇ × B) × B B2 (B · ∇)B
Fm = j × B = =− + (9.123)
μ0 2μ0 μ0

And the equation of motion becomes

 
∂v B2 (B · ∇)B
ρm = −∇ p+ + (9.124)
∂t 2μ0 μ0

We now remember that according to the frozen field hypothesis for a fluid of infinite
conductivity the field lines move with the fluid so that if the magnetic field is static
then also the fluid will not move, that is it will be confined. In this case according to
Eq. (9.124) we have the equilibrium
 
B2 (B · ∇)B
∇ p+ = (9.125)
2μ0 μ0

This relation in principle gives the value of B able to confine a conductive fluid at
pressure p. The equilibrium given by (9.125) is equivalent to j × B = ∇p so that the
pressure gradient is normal to both the current density and the magnetic field so we
have
B · ∇ p = 0, j·∇p = 0 (9.126)

The first of these equations state that the pressure must be constant along the magnetic
field lines that is the field lines must lie along surface at constant pressure. The same
is true for the second so that surfaces with p = const (isobars) normal to ∇ p are
both magnetic surfaces and current surfaces. Also from the second relation (9.83)
∇ × B = μ0 j it follows
∇ · (∇ × B) = μ0 ∇ · j = 0 (9.127)

So that
∇ ·j=0 (9.128)

This means that both the magnetic field and the current have null divergence so
that both the field and current lines are closed. It can be shown that if the variations
of the variables B, j, p are smooth and if the magnetic and isobaric surfaces are
contained in a finite volume then the surfaces assume a toroidal shape.
We now examine two cases of confinement starting with the linear geometry as
shown in Fig. 9.13a. The geometry corresponds to a solenoid of infinite length that
produces an axial field B. In this case according to (9.125), the maximum pressure
320 9 Magnetohydrodynamics

(a)

Induced
currents

jθ

B Bθ
r z
z

jz
(b)

Fig. 9.13 The scheme for θ -pinch confinement in (a) and z-pinch in (b). In a, a field is generated
along the axis of the cylinder while in b an axial current is generated by the azimuthal field Bθ

that can be confined is given by

Pmax = B 2 /2μ0

We can add some detail to this method (known also as θ − pinch) by considering a
cylindrical coordinate system so that we have

(j × B)r = (∇ p)r
(9.129)
(∇ × B)θ = (μ0 j)θ

which translates into

∂
jθ Bz = p
∂r (9.130)
∂
Bz = −μ0 jθ
∂r
So that we can eliminate j to obtain
 
∂ Bz2 B2
+ p = 0, ⇒ z + p = const
∂r 2μ0 2μ0

So that
Bz2 B2
+ p = ext (9.131)
2μ0 2μ0
Appendix 321

where Bext is the external applied field. In practice the axial field produces an
azimuthal current (called diamagnetic) that develops a pressure gradient according
to j × B = ∇p that counteracts the gas pressure.
Another method of confinement (known as Z-pinch) utilizes a current along the
axis of an infinite cylinder of radius a (Fig. 9.13b). This current generates an azimuthal
magnetic field Bθ so that the force j × B is again in the radial direction. In this case
Eq. (9.125) reduces to in a cylindrical coordinate system

dp 1 d
=− Bθ (r Bθ ) (9.132)
dr μ0 r dr

Multiplying both sides by r 2 and integrating between 0 and a we have

 a  a
dp 1 d
r2 dr = − r Bθ (r Bθ )dr (9.133)
0 dr μ0 0 dr

Integrating by parts we obtain

 a
1
2 r pdr = [a Bθ (a)]2 (9.134)
0 2μ0

If the plasma can be considered a perfect gas the pressure is given by p = nkT with
k Boltzmann constant and n number density. So that
 a  a  a
kT kNT
2 r pdr = 2 r nkT dr = 2πr ndr = (9.135)
0 0 π 0 π

where N is the number of particles per unit length

 a
N= 2πr ndr (9.136)
0

From the circulation theorem we have

μ0 I
a Bθ =
2π
And using (9.134) we obtain the a relation between temperature and current

μ0 I 2
kT N = (9.137)
8π
The plasma temperature is then proportional to the square of the current and decreases
with increasing N . The Z-pinch method is unstable and an additional axial magnetic
field must be added to increase the stability. However, the Z-pinch is important
because on it is based the most used Tokamak technique.
322 9 Magnetohydrodynamics

To show the requirements for fusion we can make a numerical example out of the
(9.137) equation (known also as Bennet equation). We use an equivalent tempera-
ture of 10 keV corresponding to a temperature 104 × 1.6 × 10−19 /1.38 × 10−23 =
1.15 × 108 K and a current of 1.3 × 106 A. The density N can be calculated from
(9.137)
μ0 I 2 10−7 (1.3 × 106 )2
N= = ≈ 5 × 1019 m −1
8π kT 2 104 × 1.6 × 10−19

As a didactic application of the Z-pinch effect, we can mention the so-called can
crusher. It consists of putting a soft drink can in a solenoid where a strong current
is produced by a discharge of a large capacitor. The field developed by the current
produces a radial force (according to Eq. (9.123)) that crushes the can. Typical values
are 900 V with a 7–8 ×10−3 F storing about 3000 J of energy. When discharged this
may produce a magnetic field of the order of 10 T with a power of about 20 M watt.
A natural Z-pinch can be observed in the lighting bolts.

References

Textbooks

Bertotti B, Farinella P (1990) Physics of the earth and the solar system. Kluwer, Dordrecht
Chandrasekhar S (1961) Hydrodynamic and hydromagnetic stability. Dover, New York
Clarke CJ, Carswell RF (2014) Principles of astrophysical fluid dynamics. Cambridge University
Press, Cambridge
Ghil M, Childress S (1987) Topics in geophysical fluid dynamics: atmospheric dynamics, dynamo
theory and climate dynamics. Springer, Berlin
Pringle J, King A (2007) Astrophysical flows. Cambridge University Press, Cambridge
Reid WH (ed) (1978) Mathematical problems in the geophysical sciences, 2. Inverse problems,
dynamo theory and tides. American Mathematical Society, Providence

Articles

Bullard E (1955) The stability of a homopolar dynamo. Math Proc Camb Philos Soc 51:744
Busse FH, Simitev RD (2015) Planetary dynamos. Treatise Geophys 10:239
Hide R (1995) Structural stability of the Rikitake, dynamo. Geophys Res Lett 22:1057
Ito K (1980) Chaos in the Rikitake two-disc dynamo system. Earth Planet Sci Lett 51:451
Rikitake T (1958) Oscillations of a system of disk dynamo. Math Proc Camb Philos Soc 54:89
Schubert G, Soderlund KM (2011) Planetary magnetic fields: observations and models. Phys Earth
Planet Int 187:92
Stevenson DJ (2013) Planetary magnetic fields. Earth Planet Sci Lett 208:1
Index

A Climate potential, 249

Adams Williamson equation, 7 Climate variability, 213
Adiabatic Closure problem, 253, 262, 264
gradient, 146 Complex variables, 94, 97
motion, 3 Compressible fluid, 24, 49
Advection, 52, 68, 71, 195, 205, 228, 236 Conformal mapping, 99
warm, cold, 21 Continuity equation, 19
Aerodynamics, 85 Coriolis acceleration, 39, 77, 151, 187, 193,
Angular momentum, 33, 44, 186 301
Archimedes’ law, 4 Cowling theorem, 297
Atmospheric pressure, 2 Cumulative distribution function, 256

B
D
Baroclinic fluid, 37
D’Alembert paradox, 91
Barotropic, 2, 34, 294
instability, 190, 192 Debye length, 290
Bénard convection, 73 Density, 7, 13, 16
Bernoulli theorem, 23 Derivative, substantial, Lagrangian, 20, 22
Bifurcation, 163, 164, 217, 226, 230, 238, Diffusion, 51
244 Diffusion equation, 51, 206
subcritical, 165 analytical solution, 273
supercritical, 165 Dimensional analysis, 52, 275
Blasius theorem, 56 Distribution
Blausius theorem, 92 exponential, 258
Borda mouthpiece, 26 lognormal, 260
Boundary layer, 56, 76 normal, 208, 258
Brownian motion, 210 uniform, 258
Brunt Väisälä, 147 Divergence, 20, 21, 32, 125, 196
Burgers equation, 236 Drag coefficient, 54, 64, 106
Dynamo, 297
alpha and omega effects, 304
C Bullard, 310
Cascade rate, 272 chaotic, 309
Centrifugal acceleration, 8, 10 Faraday, 298
Chaos, 216 Rikitake, 310
Circulation, 31 turbulent, 302
© Springer Nature Switzerland AG 2020 323
G. Visconti and P. Ruggieri, Fluid Dynamics,
https://doi.org/10.1007/978-3-030-49562-6
324
E approximation, 1
Eady model, 197
Earthquakes, 7
Earth’s interior, 6, 160
Eddies, 253
stress, 264
viscosity, 265
Efflux coefficient, 26
Ekman
pumping, suction, 81
Ekman pumping, 83
ENSO, El Nino, 231
Enstrophy, 266
cascade, 272
transfer, 270
Entropy, 3, 142, 146
Equations of motion, 22
Equatorial radius, 8, 314
Euler equation, 36, 141, 167
Exchange coefficient, 265
Expected value, 257
F
Faraday
Dynamo, 298
self-excited Dynamo, 298
Feigenbaum relation, 217
Flattening, 9
Flow from a tank, 25
Flow past a sphere, 60
Fractals, 219
Frisbee, flight of, 107
Froude number, 54
Frozen field, 294
G wave number, 268
Gaussian noise, 208, 255
Geostrophic
approximation, 39, 186
equilibrium, 76, 152
motion, 38, 40, 42
Geostrophic approximation, 44
Golf balls, 106
Gravitational potential, 2, 9
Great Red Spot, 113
Ground effects, 110
Gulf current, 79
H Lorenz-Malkus water wheel, 240
Hydrostatic
adjustment, 9
Index
earth interior, 6
equation, 1, 13
equilibrium, 2, 4
I
Incompressible, fluid, 25, 42, 49
Inertia, moment of, 9, 33
Instabilities, 163
baroclinic, 192
barotropic, 190
centrifugal, 184
gravitational (Jeans), 166
inertial, 186
Kelvin-Helmholtz, 172
Rayleigh Taylor, 170, 181, 316
shear flows, 168
symmetric, 187
Irrotational flow, 85
Isostasy, 5, 13
Isothermal, 14
J
Jupiter, 16, 43
K
Karman constant, 265
Kelvin circulation theorem, 34
Kinetic energy, 55, 123, 131, 194, 211, 266,
314
Kolmogorov
and parachutes, 275
constant, 272
length scale, 284
spectrum, 273
Kutta-Zhukhovsky lift theorem, 92, 101
L
Laminar flow, 205, 253
Lane–Emden
equation, 13
Laplace equation, 86
Lift deflection of air stream, 95
Lifting flow, 91
Line vortex, 87
Logistic map, 216
Loop oscillator, 222
Lorenz system, 225
Lyapunov exponents, 218
Index 325

M Q
Mach number, 56 Quantum mechanics, 35
Magnetic diffusion coefficient, 293
Magnetic field, 293
Rayleigh Taylor instability, 316 R
toroidal, poloidal, 298 Rayleigh friction, 82
Magnetohydrodynamics, 287 Rayleigh Taylor Earth, 181
equations, 288 Refractive seismology, 160
waves, 304 Reynolds number, 53, 60
Magnetosphere, bow shock, 313 life at low, 64
Magnus effect, 91 Richardson number, flux, 175
Mean free path, 253, 264, 277 River flow, 276
Mixing length, 253, 263, 277 Rossby
Monin-Obukhov length, 279 number, 39, 114
waves, 157, 192, 233

N S
Navier Stokes, 50 Sailing, physics of, 103
Navier Stokes equation, 50, 53, 58, 205, 255, Saturn, 16
266, 276 Scallop theorem, 65
Non lifting flow, cylinder, 89 Sea breeze, 37
Non-linearities, in Navier–Stokes equation, Shape of the Earth, 8
205 Ship waves, 133
Similarity theory, wind profile, 279
Sodar, 282
O Solitons, 137
Oblateness, 9 bump, 140
Oseen correction, 68 single, 140
Solitons, two soliton solutions, 140
Stability, 3, 146, 163, 217
Stagnation point, 90
P
Stellar structure, 13
Palinstrophy, 268
Stochastic resonance, 247
Pendulum, 220
Stokes drag, 63
chaotic, 237 Stokes formula, 212
non linear, 220 Stokes paradox, 68
Pinch-effect, 320 Stratified fluid, 3, 174
Pipe flow, 58 Stratified shear flows, 174
Pitot tube, 27 Stream function, 40
Plane source, doublet, 87, 88 Stream tube, 24
Planetary dynamos, 297 Supernovae remnants, 179
Plasma confinement, 318 Supersonic flow, 119, 314
Plasma frequency, 291
Plasma oscillations, 287, 288
Poincarè T
maps, 220 Taylor Proudman, theorem, 42
sections, 219 Tea leaves, 77
Poiseuille flow, 58 Thermocline, 232
Polytrope, 14 Thermohaline circulation, 227
Potential flow, 86 Theta-pinch, 320
Potential temperature, 146, 187, 278 Thrust, propeller, 27
Probability density function, 255 Tokamak, 321
Propeller, thrust, 27 Tsunami, 117, 143
326 Index

Turbulence, 56, 253 planetary, 44

fluxes, 254 potential, 113
homogeneous, 254 relative, 44
isotropic, 254, 268 Vorticity equation, 43
statistical description, 255
two dimensional, 266
W
Wave drag, 135
V Waves, 117
Valley wind, 70 atmospheric, 146
Velocity potential, 85 buoyancy, 147
Vena contracta, 26, 30 capillary, 128
Viscosity, 47 deep water, 127
coefficient, 49 equatorial, 154
Viscous stress, 57, 280 Kelvin, 152
Vortex, 87 mountain, 149
Vortex line, 32, 87 ocean, 151
Vorticity, 31 seismic, 6, 158
absolute, 44 shallow water, 128
and magnetic field, 293 sound, 117
equation, 44, 79, 197, 266, 293 Western boundary current intensification, 79
geostrophic, 44 Wind generator, 28