Chapter 4, Lectures 11 and 12, Boundary layer analysis: Inner and outer

approximations
Martin Z. Bazant

I. ASYMPTOTIC MATCHING FIG. 2: Concentration profile for convection-diffusion-

reaction problem
Consider a system in which a reactant is being trans-
In the remainder of the problem, the will be dropped
ported by both convection and diffusion while being con-
from dimensionless variables for convenience.
sumed in a second order reaction:
We will now consider the limits of fast diffusion, fast
convection, or fast reactions.

1. Fast diffusion (Pe, Da << 1)

In this limit, the equations turn into a regular per-
turbation problem. We will seek perturbative solu-
tions of the form:

Θ = Θ0 + PeΘ1,0 + DaΘ0,1 + PeDaΘ1,1 + . . . (5)

Here, the subscripts Θi,j denote the i-th order of Pe

and the j-th order of Da. Taking only the zeroth
FIG. 1: Nonlinear convection diffusion reaction sketch order terms:
Θ000 = 0
The differential equation governing this process at (6)
steady state is: Θ0 (0) = 0, Θ0 (1) = 1

Dc00 + U c0 = kc2 The solution at this order is:

(1)
c(x = 0) = 0, c(x = L) = c0
Θ0 = x (7)
The nondimensional set of equations with dimensionless
variables Θ = c/c0 and x̃ = x/L can be expressed as: Next consider the first order in Pe:
00
Θ 00 + PeΘ 0 = DaΘ 2 Θ1,0 + Θ00 = 0
(2) (8)
Θ(0) = 0, Θ(1) = 1 Θ1,0 (0) = Θ1,0 (1) = 0

As a review, the dimensionless constants are defined as: The solution is:
UL drift 1
Pe = = (3) Θ1,0 = x(1 − x) (9)
D diffusion 2
Next consider the first order in Da:
kL2 c0 reaction
Da = = (4) 00
D diffusion Θ0,1 = Θ02
(10)
A sketch of the concentration profile is given, dependent Θ0,1 (0) = Θ0,1 (1) = 0
on whether convection, diffusion, or reactions dominate.
The solution is:
1
Θ0,1 = x(x3 − 1) (11)
12

Thus we can write the asymptotically valid solution

as:

Pe Da
Θ ≈x+ x(1 − x) − x(1 − x3 ) + O(DaPe)
2 12
(12)
 2

2. Fast reactions ( Da >> 1, Pe = O(1)) The boundary conditions are the Dirichlet bound-
Now we will investigate singular perturbation of ary condition on the boundary, and a matching con-
ODEs, focusing on fast reactions first. The dom- dition with the inner solution, assuming asymptot-
inant balance in a boundary layer that forms will ically that Da >> 1 such that y → ∞:
be between reaction and diffusion:
Θ(0)
b = 1, Θ(∞)
b =0 (20)
d2 Θ
∼ DaΘ 2 At leading order, these equations become:
dx2 (13)
1 b 000 = Θ
b 02
∼ Da Θ
δ2 (21)
Θ
b 0 (0) = 1, Θ
b 0 (∞) = 0
The boundary layer thickness is thus on the order
of: The solution to this equation is:

δ = Da−1/2 (14) 1
Θ
b0 = √ (22)
(1 + y/ 6)2
Scaling analysis of the convection term with the
given boundary layer thickness shows that it is Therefore, the uniformly valid solution at leading
much smaller than the diffusion term in the bound- order is:
ary layer: 1

Pe

Θ= q  +O (23)
dΘ Pe Da
Pe ∼ = O(Da1/2 Pe) << Da (15) 1 + (1 − x) Da
6
dx δ
3. Fast convection Pe>> 1, Da= O(1)
In this case, we will need to perform a singular
perturbation. To start, let’s consider first the re-
sult of a regular perturbation “outer solution” that
will motivate the singular perturbation that fol-
lows. The regular perturbation solution is of the
form:
1
Θ = Θ0 + Θ1 + . . . (24)
Pe
The leading order equation and boundary condi-
tions for this problem are:
0
Θ0 = 0
(25)
Θ 0 (0) = 0, Θ 0 (1) = 1
FIG. 3: Formation of boundary layer in problem with
fast reactions Evidently, both boundary conditions cannot be sat-
isfied by the outer solution. The outer solution in
The leading order outer solution from the regular this case is Θ 0 = 1 The boundary layer is formed
perturbation analysis is: at x = 0, so the rescaling must be done at this
reference point.
Θ0 = 0 (16)
This does not satisfy both of the boundary condi-
tions. Therefore, we need to rescale the problem.
The rescaling we choose is:
1−x
y= (17)
δ
Because the boundary layer occurs at x = 1. The
inner solution is of the form:
Θ ∼ Θ(y)
b =Θ
b 0 + δΘ
b1 + . . . (18)
After applying the rescaling, the differential equa-
tion becomes:
FIG. 4: Formation of boundary layer in problem with
d2 Θ
b Pe dΘ b
b2
− =Θ (19) fast convection
dy 2 Da1/2 dy
 3

Balancing the dominant terms gives: the inner approximation that is valid in the bound-
ary layer. Here, we will need to rescale our equa-
1 Pe tions. Using scaling analysis, we can determine the
∼ (26)
δ2 δ scaling of δ .
The scaling of the boundary layer thickness is thus: x  α 
y= , ∼ , δ= (32)
δ δ2 δ α
δ = Pe−1 (27)
The inner solution will take the form:
4. Slow diffusion Da >> 1, Pe >> 1, and α =
Pe/Da = O(1) Θ ∼ Θ(y)
b =Θ
b 0 + Θ
b1 (33)
Here we consider the case where both reaction and
The differential equation and boundary conditions
convection are much faster than diffusion, but are
become:
comparable to each other. Here, if we choose a
small parameter  = 1/Da, the differential equa- d2 Θ
b dΘ
b  b2
tion that results is: 2
+ = 2Θ
dy dy α
Θ 00 + αΘ 0 = Θ 2 (28) Θ(0)
b =0 (34)

Now we are considering the case between the others lim Θ

b = lim Θ
y→∞ x→0
we have considered, as shown in this sketch:
The final boundary condition will be determined
by matching to the outer solution at each order
of approximation. At leading order, the singular
perturbation problem is:

b 000 + Θ
Θ b 00 = 0, Θ
b 0 (0) = 0 (35)

The solution to this set of equations is:

b = A 1 − e−y


Θ (36)

The coefficient A, is determined by asymptotic

matching:

b = lim Θ → A = α
lim Θ (37)
y→∞ x→0 α+1
FIG. 5: Sketch of solutions in different limiting regimes
The inner and outer solutions are sketched below:
In this case, we will go through the procedure of
asymptotic matching of the inner and outer solu-
tions. First, we will calculate the outer approxima-
tion, Θ using the regular perturbation technique.
The solution will have the form:

Θ ≈ Θ = Θ 0 + Θ 0 + . . . (29)

At leading order, the equations are:

0 2
αΘ 0 = Θ 0
(30)
Θ 0 (1) = 1

The solution to this differential equation is:

1
Θ0 = (31)
1 + 1−x
α

The solution is singular because it cannot satisfy

FIG. 6: Inner and outer solutions at leading order
the boundary condition at x = 0. Next, we turn to
 4

Now we have found the leading order solution for ing the overlap:
both the inner and outer sides. Now we will use
those solutions to find a uniformly valid solution b x ) − Θ̌
that merges the two solutions together: Θ(x) ∼ Θ(x) + Θ( (40)
δ

Therefore, the uniformly valid solution at leading

order is:
α α −y
Θ≈ + e + O() (41)
α+1−x 1+α

Higher order corrections: Outer region

Now, we will consider the same problem of slow
diffusion, but with α = 1. This will be a way to
simplify the equations while extending the approx-
imations to higher order. The differential equation
and boundary conditions are:

Θ 00 + Θ 0 = Θ 2
(42)
Θ(0) = 0, Θ(1) = 1
FIG. 7: Using inner and outer solution to find uniformly
valid solution
We will assume that the overall solution has the
The inner and outer solutions represent two asymp- asymptotic form:
totic approximations of the same function. As
 → 0: Θ(x) ≈ Θ0 + Θ1 + . . . (43)
(
Θ(x) for fixed x = O(1) The outer solution has the asymptotic form:
Θ(x, ) ∼ b (38)
Θ(y) for fixed y = xδ = O(1)
Θ(x) ≈ Θ 0 + Θ 1 + . . . (44)
However, neither of these solutions is uniformly
valid. To construct a uniformly valid solution, the And the inner solution has the asymptotic form
solutions must be matched in the intermediate re-
gion, and the overlap of the solutions must be sub-
Θ(y)
b ≈Θ
b 0 + Θ
b1 + . . . (45)
tracted. First, the matching is accomplished as
stated previously:
First, the outer solution will be examined. As
b = lim Θ = Θ̌
lim Θ (39) shown earlier, at leading order the solution is with
y→∞ x→0 α = 1:

Here Θ̌ is used to denote the overlapping part. The 1

order of limits in this expression is important, be- Θ0 = (46)
2−x
cause there is one important limit of  → 0 before
taking the limit y = x/δ → ∞: At O() the differential equation and boundary con-
dition are:
00 0
Θ 0 + Θ 1 = 2Θ 0 Θ 1
(47)
Θ 1 (1) = 0

The solution is:

2 ln(2 − x)
Θ1 = (48)
FIG. 8: Order of limits (2 − x)2

The uniformly valid solution is determined by A sketch of the outer solution up to order  is given
adding the inner and outer solution, and subtract- below:
 5

A sketch of the solution at each order is given be-

low:

FIG. 10: Sketch of inner solution with increasing order

The overlapping solution at each order is thus:

1
Θ̌0 =
FIG. 9: Outer solution with and without the O() term 2
(55)
x ln(2)
Θ̌1 = + 
Now we turn to finding higher order corrections 4 2
for the inner region or boundary layer. We need Now we will use the solutions thus far to determine
to zoom into the boundary layer by rescaling with the universally valid solution. The universally valid
y=x/δ and δ =  = 1/Da. solution is composed of the outer solution plus the
Again, at leading order, we have shown that the inner solution minus the overlap.
solution is (with α = 1):
Θ = Θ0 + Θ1 + O(2 )
b 0 = 1 (1 − e−y )
Θ (49) b 0 − Θ̌0
Θ0 = Θ 0 + Θ (56)
2
b 1 − Θ̌1
Θ1 = Θ 1 + Θ
The coefficient 1/2 was given by matching the in-
ner and outer solutions at leading order. Now lets The result of applying these definitions is:
consider next order, at O():
1 1
b 100 + Θ
Θ b 10 = Θ
b 02 Θ0 (x, ) = − e−x/
2−x 2
Θ
b 1 (0) = 0 (50) 2 ln(2 − x)
Θ1 (x, ) =
(2 − x)2
lim Θ
b 1 = lim Θ 1 = Θ̌1   (57)
y→∞ x→0 1 x 1
+ 2( + 1)e−x/ + e−2x/
The equations can be solved by plugging in for Θ b0 4  2
 
and then using an integrating factor. The result is: 5 ln(2) −x/
− + e
8 2
b 1 = 1 (y + 2(y + 1)e−y + 1 e−2y − 5 ) + k(1 − e−y )
Θ
4 2 2 Thereefore, there is O(2 ) accuracy everywhere,
(51) even in the intertermediate region. The solution
looks like:
To determine k, matching must be performed. Tak-
ing the limit as y → ∞:
 
 lim Θb 1 = Θ̌1 =  y − 5 + k = x +(− 5 +k) (52)
y→∞ 4 8 4 8
Taking the limit as x → 0 using the outer solution:
x ln(2)
 lim Θ 1 = Θ̌1 = + (53)
x→0 4 2
Therefore, the value of k can be found to be:

ln(2) 5 FIG. 11: Universally valid solution with increasing order

k= + (54)
2 8