AIAA JOURNAL

Vol. 44, No. 1, January 2006

Filtered Density Function for Subgrid Scale Modeling

of Turbulent Combustion
Peyman Givi
University of Pittsburgh, Pittsburgh, Pennsylvania 15261

Nomenclature ξ = fine-grained density

b = normalized subgrid scale (SGS) stresses ρ = density
C0 = constant in the filtered density function (FDF) model σ = number of scalars, σ = Ns + 1
C
= constant in the FDF model τi j = molecular stresses
Cφ = constant in the FDF model φ, φ = scalar field, scalar
F = joint velocity-scalar filtered density function (VSFDF) ψ, ψ = composition space
Fφ = scalar filtered density function (SFDF) ω = mixing frequency
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F = joint velocity-scalar filtered mass density  = filtered value

function (VSFMDF)  L = Favre filtered value
Fφ = scalar filtered mass density function (SFMDF) | = conditional filtered value
Gi j = kernel of the generalized Langevin model (GLM)
G = filter function Superscripts
h = enthalpy
+ = properties of the stochastic Monte Carlo particles
Jiα = ith component of the diffusive flux of scalar α
(n) = index of the Monte Carlo particles
Miα = ith component of the subgrid scalar flux of species α
Np = number of particles
Ns = number of species Introduction
p
Sα
Ti j
=
=
=
pressure
production rate of species α
subgrid scale stresses
I N the late 1980s, this author was preparing a review paper on
large-scale numerical simulations of turbulent reactive flows. The
intent was to provide a survey of the contributions made in both di-
t = time rect numerical simulation (DNS) and large eddy simulation (LES).
u = velocity vector However, when that paper was finally published,1 its content was
ui = ith component of u heavily biased toward DNS. This was not intentional; it merely re-
v = velocity space flected the state of progress on LES of turbulent combustion at that
vi = ith component of v time. But with all of the enthusiasm for DNS in the combustion com-
W = Wiener–Levy process munity, the limitations of such simulations were well recognized 2,3
x = position vector (even with the most optimistic predictions of growth in supercom-
xi = ith component of x puter technology). It was also clear that the future of large-scale
Y = mass fraction simulations of turbulent combustion would heavily depend on the
α = index of scalar development of LES.4
β = model parameters Now, at the time of writing the present review, it is not surprising
 = molecular diffusion coefficient to witness the extent of the contributions in developing subgrid scale
t = SGS diffusion coefficients (SGS) models and/or the broad applications of LES for prediction
γ = model parameters of a variety of turbulent reacting flow systems. In fact, the span of
 = grid spacing the developments has been much more than can be reviewed, with
E = size of the ensemble domain justice, in a single paper. But several excellent sources are available
G = filter width that focus on reviews of various such methodologies.5−14
δ = Dirac delta function The present review is devoted primarily to SGS closures based
δi j = Kronecker delta on the “filtered density function” (FDF) method. This method

= subgrid scale dissipation is analogous to probability density function (PDF) modeling,
ν = dynamic molecular viscosity which has proven very effective in Reynolds-averaged simulations

Peyman Givi is the William Kepler Whiteford Professor of Engineering at the University of Pittsburgh. Previously
he held the position of UB Distinguished Professor at the State University of New York at Buffalo, where he received
the Professor of the Year Award given by Tau Beta Pi in 2002. He has also worked as a Research Scientist at Flow
Industries, Inc., in Seattle (1985–1988). He has had frequent visiting appointments at the NASA Langley Research
Center and the NASA Glenn Research Center and has received the agency’s Public Service Medal (2005). Professor
Givi is among the first 15 engineering faculty nationwide who were honored to receive the Presidential Faculty
Fellowship from President George Bush at the White House (1992). In 1990 he received the Young Investigator
Award of the Office of Naval Research (ONR) and the Presidential Young Investigator Award of the National
Science Foundation (NSF). He received his Ph.D. from Carnegie Mellon University in 1984 and his B.E. from
Youngstown State University in 1980, where he was named the 2004 Distinguished Alumnus by the local chapter
of Phi Kappa Phi. He is an Associate Fellow of AIAA.

Presented as Paper 2003-5081 at the AIAA/ASME/SAE/ASEE 39th Joint Propulsion Conference, Huntsville, AL, 20–23 July 2003; received 11 January
2005; revision received 12 July 2005; accepted for publication 15 July 2005. Copyright
c 2005 by the American Institute of Aeronautics and Astronautics,
Inc. All rights reserved. Copies of this paper may be made for personal or internal use, on condition that the copier pay the $10.00 per-copy fee to the Copyright
Clearance Center, Inc., 222 Rosewood Drive, Danvers, MA 01923; include the code 0001-1452/06 $10.00 in correspondence with the CCC.
16
 GIVI 17

[commonly referred to as Reynolds-averaged Navier–Stokes
(RANS)].7,11,12,15−19 Several of other SGS closures are explained
in the context of FDF.
SGS Closure Problem
To isolate the effects of chemical reactions in SGS modeling, we
consider the problem formulation in the simplest way: single-phase
(gaseous) combustion in a low-Mach-number flow with negligible
radiative heat transfer and viscous dissipation. For computational
prediction of this flow, the primary transport variables are the fluid
density ρ, the velocity vector u i , i = 1, 2, 3 along the xi direction,
the total specific enthalpy h, the pressure p, and the mass frac-
tions of Ns species, Yα (α = 1, 2, . . . , Ns ). These variables satisfy
the conservation equations of mass, momentum, enthalpy (energy)
and species’ mass fractions20 :
∂ρ ∂ρu i
+ =0
∂t ∂ xi
∂ρu j ∂ρu i u j ∂p ∂τi j
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One of the first contributions in LES of reactive flows, similar
to that of nonreacting flows, was made in atmospheric sciences.30
In this work, the effects of SGS scalar fluctuations (as they appear
in the chemical source term) are assumed to be negligible; that is,
Sα (φ) L ≈ Sα (φ L ). This assumption is compatible with that made
in some of the later contributions,9,31,32 in which it is argued that
all of the essential SGS contributions are included in the numerical
discretization procedure.
Modeling of the scalar fluctuations has been the subject of broad
investigations in RANS for more than 50 years, resulting in a va-
riety of closure strategies.11,33−35 Within the past 10 years or so,
almost all of these closures have been considered for LES. Ex-
amples are the eddy-break-up models,36,37 moment methods,38 the
flamelet concept,39−45 the linear eddy model (LEM),46−49 the con-
ditional moment method (CMM),50,51 and many others.52−61 In ad-
dition, several of the closures previously developed for LES of
nonreacting flows have been extended for use in reacting flow
(1) simulations.62−64

Filtered Density Function

+ =− + (2)
∂t ∂ xi ∂xj ∂ xi The predictive capability of PDF methods in RANS is very well
established.7,11,12,15−19 This is due to the inherent property of the
∂ρφα ∂ρu i φα ∂ Jiα PDF to include the complete statistical information about its vari-
+ =− + ρ Sα (3)
∂t ∂ xi ∂ xi ables. It appears that the use of PDF methods for SGS modeling was
first suggested by this author.1 However, it was the formal definition
where t, τi j , Jiα , and Sα denote time, the viscous stress tensor, the of the “filtered density function” (FDF) by Pope3 that facilitated the
scalar fluxes, and the chemical source term, respectively. Equa- implementation of LES via PDF. For the scalars’ array φ(x, t) and
tion (3) represents the transport of the species’ mass fractions and the velocity field u(x, t), the joint velocity-scalar filtered density
enthalpy in a common form with φα ≡ Yα , α = 1, 2, . . . , Ns , φσ ≡ h. function (VSFDF) is defined as
With these assumptions, Sσ ≈ (1/ρ)(∂ p/∂t) can be assumed to
+∞
be negligible. Thus, Sα = Sα (φ), φ = [Y1 , Y2 , . . . , Y Ns , h] are func- F(v, ψ, x, t) ≡ ξ [v, u(x , t), ψ, φ(x , t)]G(x − x) dx (8)
tions of the composition variables (φ). Implementation of LES in- −∞
volves the use of the spatial filtering operation7,21−24

+∞
ξ [v, u(x, t), ψ, φ(x, t)]
  
Q(x, t) = Q(x , t)G(x , x) dx (4)
−∞

3 
σ
= δ[vk − u k (x, t)] δ[ψα − φα (x, t)] (9)
where G denotes the filter function of width G , and Q(x, t) repre- k =1 α=1
sents the filtered value of the transport variable Q(x, t). In variable where δ denotes the delta function and v, ψ denote the composi-
density flows it is convenient to consider the Favré filtered quan- tion domains of the random velocity vector and the scalar array,
tity, Q(x, t) L = ρ Q/ρ. We consider spatially invariant and lo- respectively. The term ξ [v, u(x, t), ψ, φ(x, t)] is the “fine-grained”
calized filter functions, G(x , x) ≡ G(x − x) with the properties25 density.15,65 In variable density flows, it is convenient to consider
G(x) = G(−x) and the velocity-scalar “filtered mass density function” (VSFMDF)

∞ as
G(x) dx = 1 F(v, ψ, x, t)
−∞

+∞
Moreover, we only consider “positive” filter functions26 for which
≡ ρ(x , t)ξ [v, u(x , t), ψ, φ(x , t)]G(x − x) dx (10)
all the moments −∞

∞
The integral property of the FDF and FMDF is such that
x m G(x) dx
−∞

+∞
F(v, ψ, x, t) dv dψ = 1
exist for m ≥ 0. Application of the filtering operation to the transport −∞
equations gives

+∞
∂ρ ∂ρu i  L F(v, ψ, x, t) dv dψ = ρ(x, t) (11)
+ =0 (5)
∂t ∂ xi −∞

∂ρu j  L ∂ρu i  L u j  L ∂ p ∂τi j  ∂ Ti j The systematic means of determining the FDF is by solving its trans-
+ =− + − (6) port equation. An alternative approach is based on assumed methods
∂t ∂ xi ∂xj ∂ xi ∂ xi in which the shape of the FDF is specified a priori. This has been
  pursued in several studies, most of which assume that the thermo-
∂ρφα  L ∂ρu i  L φα  L ∂ Jiα ∂ Miα chemical variables depend only on the mixture fraction, for ex-
+ =− − + ρ Sα 
∂t ∂ xi ∂ xi ∂ xi ample, infinitely fast reaction, equilibrium chemistry.66 Therefore,
the PDF is univariate.43,62,67−74 For LES of nonequilibrium reactive
where Ti j = ρ(u i u j  L − u i  L u j  L ) and Miα = ρ(u i φα  L − flows, it is necessary to assume the joint FDF of multiscalars.38,75
u i  L φα  L ) denote the SGS stress tensor and the SGS scalar fluxes, Consistent with popular methods of generating univariate76,77 and
respectively. For nonreacting flows the SGS closure is associated multivariate78−80 distributions, all of the assumed SGS scalar FDFs
with Ti j and Miα (Refs. 27–29). In reacting flows, an additional in the contributions cited are based on the first- and the second-order
model is required for the filtered reaction rate. moments. The PDFs generated in this way offer sufficient flexibility
 18 GIVI

and are affordable for LES. However, it is now well understood that where ν is the molecular diffusion coefficient. Assuming constant ν,
the true FDF strongly depends on the actual physics of mixing in a the transport equation for the velocity-scalar filtered density function
given flow condition.81 (VSFDF) for an incompressible flow is
The transport equation for the FDF is obtained by multiplying the   
transport equation for the fine-grained density by the filter function ∂F ∂(vk F) ∂2 F ∂ ∂ p 
+ =ν + v, ψ F
and integrating over space. Details of the procedure can be found in ∂t ∂ xk ∂ xk ∂ xk ∂vk ∂ xk 
Refs. 82–86; the final form is similar to the PDF transport equation   
in RANS. For example, for the VSFMDF, ∂2 ∂φα ∂φβ 
   − ν v, ψ F
∂ψα ∂ψβ ∂ xk ∂ xk 
∂F ∂(vk F) ∂ 1 ∂ p 
+ = v, ψ F   
∂t ∂ xk ∂vk ρ ∂ xk  ∂2 ∂u i ∂u j 
− ν v, ψ F
      ∂vi ∂v j ∂ xk ∂ xk 
1 ∂ J j  1 ∂τk j 
α
∂ ∂
+ v, ψ F − v, ψ F   
∂ψα ρ ∂xj  ∂vk ρ ∂xj  ∂2 ∂u i ∂φα  ∂
−2 ν v, ψ F − [Sα (ψ)F] (18)
∂vi ∂ψα ∂ xk ∂ xk  ∂ψα
∂
− [Sα (ψ)F] (12) This equation is also exact, but the unclosed terms are exhibited by
∂ψα
the “conditionally filtered dissipation” fields on the RHS. In this
where | the “conditional” filtered values are defined as case, spatial diffusion of the FDF is exhibited by the first term on
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the RHS.
Q(x, t) | u(x, t) = v, φ(x, t) = ψ ≡ Q | v, ψ The literature on LES/FDF methods is growing at a relatively fast

pace. The scalar FDF (SFDF) is considered in Refs. 82, 83, 87, and
ρ(x , t)Q(x , t)ξ [v, ψ, u(x , t)φ(x , t)]G(x − x) dx 88, the scalar filtered mass density function (SFMDF) in Refs. 83 and
= 89–91, the velocity FDF (VFDF) in Refs. 84 and 92, the velocity-
F(v, ψ, x, t)
scalar FDF (VSFDF) in Refs. 85 and 93, and the velocity-scalar
(13) FMDF (VSFMDF) is currently under development.86,94

with the property Modeling and Simulation

+∞
Intimately related to the FDF methodology is the procedure by
which its transport equation is solved. The coupling between nu-
Q(x, t) | v, ψF(v, ψ, x, t) dv dψ = ρ(x, t)Q(x, t) L
merics and SGS modeling is important in all LES9 but is particu-
−∞
larly noticeable in FDF. The simulation procedure is very similar
(14) to that followed in numerical simulation of most other stochastic
phenomena. This involves consideration of a set of stochastic dif-
ferential equations (SDEs).95−97 All of the modeling in the FDF
All of the terms in Eq. (12) involving conditional filtered values
transport equation is via selection of the parameters of the SDEs.
require closures. These are the first three terms on the right-hand side
The diffusion process98 has proven effective for this purpose. The
(RHS), which account for molecular transport and pressure effects.
coefficients in the Langevin equation governing this process are set
However, the effects of SGS convection given by the second term
in such a way that the resulting Fokker–Planck equation99 defines
on the left-hand side (LHS) and combustion (the last term on the
the modeled FDF transport equation. In addition to providing the
RHS) are in closed forms. The “marginal” FMDF of the scalar (or
closure, the SDEs are much more amenable to numerical simula-
the velocity) field is obtained by integration of the VSFMDF over
tions than are the high-dimensional Fokker–Planck or the actual
the velocity (scalar) composition domain:
FDF transport equations. Significant developments have been made

+∞
in implementation of the diffusion process in RANS/PDF.7,100 Use
has also been made of these developments for LES/FDF. The most
Fφ (ψ, x, t) = F(v, ψ, x, t) dv (15)
−∞
comprehensive model to date is based on the generalized Langevin
model (GLM)7,101−103 combined with the linear mean square esti-
mation (LMSE)15,104,105 closure. For an incompressible flow, this
So, for example, integrating Eq. (12) over the v field yields the
model reads
transport equation for the scalar filtered mass density function √
(SFMDF): dxi+ = u i+ dt + 2ν dWix (19a)
   
1 ∂ J j 
α
∂Fφ ∂[u i (x, t)|ψFφ ] ∂ ∂ p ∂ 2 u i  
+ = ψ Fφ du i+ = − + G i j u +j − u j  dt
∂t ∂ xi ∂ψα ρ ∂xj  ∂ xi
+ 2ν
∂ xk ∂ xk
∂ √ ∂u i  
− [Sα (ψ)Fφ ] (16) + 2ν dWkx + C0
dWiu (19b)
∂ψα ∂ xk
Again, the effects of chemical reaction appear in a closed form.   
dφα+ = −Cφ ω φα+ − φα  + Sα dt (19c)
However, in this case, the SGS convection term (second term on the
LHS) requires closure. In the form Eq. (12) is presented, the effects where X i+ , Ui+ , φα+ are probabilistic representations of position, ve-
of molecular action are expressed in terms of the “conditional filtered locity vector, and scalar variables, respectively. The W terms denote
diffusion.” Alternatively, the influence of diffusion on the spatial the Wiener–Lévy processes98,106 in the velocity (U ) and the physical
transport can be isolated. For that, the molecular-transport terms (X ) space.
must be specified. We assume Newton’s law of viscosity, Fourier’s The terms G i j , ω, and
denote the kernel of GLM, the SGS mix-
law of heat conduction, and Fick’s law of mass diffusion, with the ing frequency, and the SGS dissipation rate, respectively. In RANS,
assumption of unity Lewis and Schmidt numbers typically ω =
/k,
= C
(k)3/2 /G , with k denoting the SGS ki-
 ∂u netic energy k = 12 (u i u i  − u i u i ) and the model parameters
∂u j 2 ∂u k  ∂φα C0 , Cφ , and C
need to be specified. Many choices are available
Jiα = −ρν
i
τi j = ρν + − δi j , (17)
∂xj ∂ xi 3 ∂ xk ∂ xi for the GLM kernel G, each corresponding to an equivalent closure
 GIVI 19

for the “pressure-strain” correlation. The general form is103
 ∂u k  C0 = 2.1, Cφ = 1, C
= 1, have been shown to be satisfactory in this
G i j = ω α1 δi j + α2 bi j + α3 bi j + Hi jkl
2
∂ xl
where α are model constants, bi j = (Ti j /Tkk ) − 13 δi j , and the choice
of G corresponds to a particular pressure-strain model. For example,
with H = 0, α2 = α3 = 0, and α1 = −( 12 + 34 C0 ) Rotta’s model107 is
recovered. The general form of H is103
Hi jkl = β1 δi jδkl + β2 δikδ jl + β3 δilδ jk + γ1 δi j bkl + γ2 δik b jl
+ γ3 δil b jk + γ4 bi j δkl + γ5 bik δ jl + γ6 bil δ jk
where the magnitudes of β and γ are set in such a way as to satisfy
realizability and to correspond to a particular pressure-strain model.
It is to be noted that this tensor also affects the SGS scalar field in
addition to hydrodynamics. Regardless of the choice for this tensor
(and the resulting G), it is emphasized that the resulting GLM clo-
sure would be at least equivalent to a second-order SGS model. It is
to be noted that most current non-FDF closures are of zeroth order.
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that the SGS energy becomes too high in comparison with the re-
solved (and/or the total) energy. The values suggested in RANS,7
(20)
regard and also yield very good predictions. For an excellent dis-
cussion on this issue, we refer to Heinz.12,109 More simulations with
varying resolutions are needed to investigate this issue further. In
fact, quality assessment of FDF and other LES methods is the subject
of intensive current research.110
From the computational standpoint, solution of the SDEs [e.g.,
Eqs. (19) and/or (24)] is significantly easier than the modeled FDF
transport equations [(18), (22), or (16)]. The most effective way is
(21) via Monte Carlo (MC) methods. These methods have been used
for simulation of a wide variety of stochastic problems111 and
have benefited significantly from modern developments in SDE
solver technology.112 They have been the primary means of solv-
ing the PDF in RANS16,113−116 and, thus far, the primary method of
choice for solving the FDF in LES. Typically, the method is imple-
mented by representing the FDF by an ensemble of, say, N p parti-
cles. These particles carry information pertaining to their positions
x(n) (t), velocities u(n) (t), and scalar values φ(n) (t), n = 1, . . . , N p .

A comparison of the Fokker–Planck equation corresponding to This information is updated via temporal integration of the mod-
these SDEs and the exact VSFDF transport equation implies the eled SDEs (19). Although it is potentially, or eventually, possible to
following closure: simulate FDF exclusively via MC, the most practical procedure is
       via “hybrid” methods in conjunction with “deterministic” schemes.
∂ ∂ p  ∂ p ∂2 ∂u i ∂u j 
 v, ψ − F −ν v, ψ F There has been significant progress in developments of high-order
∂vk ∂ xk ∂ xk ∂vi ∂v j ∂ xk ∂ xk  finite difference (FD), finite volume, and spectral methods. A hybrid
   method would make use of this high-order accuracy, which is not
∂2 ∂u i ∂φα  yet achievable in methods exclusively via MC. Moreover, the influ-
− 2ν v, ψ F
∂vi ∂ψα ∂ xk ∂ xk  ence of the MC’s dispersion and statistical errors is less significant
in hybrid methods. Finally, in many cases it is easier to specify the
  
∂2 ∂φα ∂φβ  model parameters in a deterministic fashion than via MC. These
−ν v, ψ F issues are investigated in detail in the context of RANS/PDF117,118
∂ψα ∂ψβ ∂ xk ∂ xk  and constitute a major element of the computational procedure in
LES/FDF.89,92,93 To understand the operational procedure, the ele-
∂u i  ∂u j  ∂ 2 F 1 ∂2 F ∂u i  ∂ 2 F ments of the computation as utilized in our typical LES/FDF are
≈ ν + C0
+ 2ν
∂ xk ∂ xk ∂vi ∂v j 2 ∂vk ∂vk ∂ xk ∂ xk ∂vi shown in Fig. 1. The computational domain is discretized on a num-
ber of fixed grid points with spatial spacing . The MC particles
∂ ∂ are distributed randomly and are free to move anywhere within the
− [G i j (v j − u j )F] + [Cφ ω(ψα − φα )F] (22)
∂vi ∂ψα domain as governed by Eq. (19a). This transport is Lagrangian, and
thus the solution is free of the constraints associated with typical
At the marginal level, the convective term in the scalar transport
FD simulation on fixed grid points.
equation requires a closure. The simplest, and up to now the most
Statistical information, for example, filtered values, at any point is
widely used, model is based on the gradient diffusion approxima-
obtained by considering an ensemble of N E computational particles
tion. For the SFDF the model reads
residing within an ensemble domain of side length  E centered
∂ Fφ around the points. For reliable statistics with minimal numerical
[u i |ψ − u i ]Fφ = −t (23) dispersion, it is desirable to minimize the size of ensemble domain
∂ xi
and maximize the number of the MC particles.16 In this way, the
which implies
 
∂( + t )
dxi+ = u i  + dt + 2( + t ) dWix (24)
∂ xi

where  and t are the molecular and the SGS diffusion coefficients
and must be specified. Equation (23) is in accord with that often used
in conventional LES27−29,108 at the first moment level:
∂φα 
u i φα  − u i φα  = −t (25)
∂ xi
In SFDF it is not necessary to have  = ν, because the hydrodynamic
field must be determined by other (non-FDF) means. In this case,
the mixing frequency in LMSE must be modified. This is typically
achieved via
  
ω = C ( + t ) 2G (26)

In our limited previous studies87,89,92−94 some of the effects of

the model parameters on various flowfield statistics are assessed.
It is shown that although the magnitudes of the SGS and the re-
solved fields depend on the magnitudes of the model constants
(as they should), the “total” stresses are somewhat independent of
these values! Of course, the values cannot be set in such a way
Fig. 1 Elements of computation as used in a typical LES/FDF. Solid
squares denote the FD points, and the circles denote the MC particles.
Also shown are three different ensemble domains. Courtesy of Sheikhi
et al.91
 20
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Fig. 2 Instantaneous contours of the filtered values of the mixture frac-
tion as obtained by FD and MC simulations. Courtesy of Sheikhi et al.91
ensemble statistics tend to the desired filtered values. Transfer of
information from the grid points to the MC particles is accomplished
via interpolation. The transfer of information from the particles to
the grid points is accomplished via ensemble averaging as described
previously.
With a hybrid method as such, some of the quantities are obtained
by MC, some by FD, and some by both. That is, there is a “redun-
dancy” in determination of some of the quantities. In general, all
of the equations for the filtered quantities can be solved by FD, in
which all of the unclosed terms are evaluated by MC. This process
can be done at any filtered moment levels.93 This redundancy is
actually very useful in monitoring the accuracy of the simulated re-
sults. An example of the duplicated field is given in Fig. 2, in which
the instantaneous filtered values of the mixture fraction in Sandia’s
piloted diffusion flame119 is obtained by both FD and MC. In the
former, the results are based on the solution of Eq. (7). In the latter,
the solution is obtained by ensemble averaging of the MC particles.
The similarity of the results as observed in this figure and verified
by rigorous statistical analysis ensures the accuracy of simulations.
Other SGS Closures
It is instructive to view some of the other SGS closures in the
context of FDF. Currently most other methods deal primarily with
marginal statistics of the scalar field. Although most of these other
methods appear “simpler” than FDF, they all must deal with similar
closure issues. For example, in the limit of equilibrium chemistry
all of the statistics of the reacting fields are related to those of the
mixture fraction. The SFMDF of the mixture fraction can be ob-
tained from the solution of Eq. (12) [or (16)] with S = 0. So, there
is still a need for modeling of the molecular terms. Even in cases
where the shape of FDF is assumed, its distribution is parameter-
ized with the low-order moments of the mixture fraction. Typically,
the first two moments are used for this parameterizations, and thus
there is a need for closure of the “total SGS dissipation” as ap-
pears in the SGS variance equation. Several means of dealing with
this closure are available.120−124 The problem becomes a bit more
complex when the SGS chemical reaction is assumed to be in the
“flamelet” regime.6 Even with the one-dimensional flamelet model,
the thermochemical variables are parameterized by the mixture frac-
tion and its rate of dissipation.39,40,42,43 Therefore, there is a need
for a priori specification of the joint FDF of the mixture fraction and
its dissipation. A review of different methods for dealing with this
issue is available.41 Equations (12), (16), and (18) with S = 0 show
the dependence between the FDF of the mixture fractions and the
conditional filtered diffusion (and/or the conditional filtered dissi-
pation). This dependency is being considered in other closures via
assumed FDFs.125
GIVI
Modeling of the conditional filtered dissipation is also required
in the CMM.50,51 This issue has been recognized at the early stages
of development of CMM in RANS.5,126,127 With this model, the
conditional filtered mean values of the thermochemical variables
[LHS of Eq. (13)] are obtained by their modeled transport equations.
This is obviously computationally less demanding than solving the
full FDF transport equation. But to determine the actual filtered
quantities, the FDF of the mixture fraction must be specified.
The MC simulation of LES/FDF has certain similarities with the
operational procedure followed in LES/LEM.46−49 Implementation
of LEM is also based on stochastic representation of the flow. In
the original development of LEM for RANS,128,129 the processes
of molecular diffusion, chemical reaction, and turbulent convec-
tion are considered separately. This is achieved by a reduced one-
dimensional (linear) description of the scalar field, which makes it
possible to resolve the flow scales even for flows with relatively
high Reynolds, Schmidt, and Damköhler numbers. The interpreta-
tion of the one-dimensional domain is dependent on the particular
flow under consideration. In this way, the processes of molecular
diffusion and chemical reaction are taken into account exactly, but
the effects of convection are modeled. This is achieved by “random
rearrangement” (or stirring) events in such a way that the displace-
ments of fluid elements result in a diffusivity equal to the “turbulent
diffusivity.” For LES, this procedure is followed within each of the
computational cells, and stirring is performed to yield the desired
SGS diffusivity. Menon and colleagues have made extensive use of
LEM for LES of a wide variety of reacting flows.49 The methodology
is expected to be utilized even further with recent improvements and
generalizations of this one-dimensional turbulence modeling.130,131
Prospects
It is useful to summarize some of the fundamental properties of the
FDF in comparison with “conventional” LES: 1) The FDF accounts
for the effects of chemical reactions in an exact manner regardless
of the speed of reaction (flamelet regime, distributed reaction zones,
etc.). 2) The FDF provides all the higher SGS moments of the flow
whereas most other LES strategies predict only the mean values,
at best. 3) Even in nonreacting flows, most conventional LES pro-
cedures are not free of artificial diffusion errors because they are
mostly conducted on fixed grids.
Since its original conception,1,3 the FDF has become very popu-
lar for combustion applications. In fact, the popularity has reached a
point where there was a special session dedicated to this methodol-
ogy at the most recent Joint Meeting of the Combustion Institute.132
This is not surprising considering the general success of PDF meth-
ods in RANS. In addition to our previous work as cited, the method-
ology has experienced widespread usages by many others. Ex-
amples are contributions in its basic implementations,133−136 fine-
tuning of its subclosures,12,137,138 and its validation via laboratory
experiments.139−143 The methodology is finding its way into com-
mercial codes135,144 and has been the subject of detailed discussions
in several recent textbooks.7,11,12 Most contributions thus far are
based on the marginal scalar FDF (SFDF and SFMDF) method
of Colucci–Jaberi.83,87,89,90 The velocity FDF (VFDF) method of
Gicquel84,92 and the joint velocity-scalar FDF (VSFDF) method
of Drozda–Sheikhi85,86,93,94 are considered emerging technologies.
Presently, the most serious issue associated with FDF is its com-
putational cost. In most cases, LES/FDF is more expensive than
conventional LES. The cost obviously depends on the parameters
of the simulations. For example, for the piloted methane diffu-
sion flame considered by Sheikhi et al.,91 the simulations required
about 110 h of CPU time on a SUN Fire 4800 with six processors.
This includes the times required for consistency tests and ensem-
ble averaging of data. The computational time for LES without
including SGS effects is about 10–12 times less. However, such
simulations yield erroneous predictions and in many cases lead to
numerical instabilities. For further comparative assessments we re-
fer to previous work.87,89,92,93 Typically, the cost ratios for non-FDF
LES:LES/FDF:DNS are O(1):O(10):O(100). The overhead in com-
parison to non-FDF methods is expected considering all of the SGS
 GIVI
statistical information LES/FDF provides. The computational time
for FDF is significantly less than that of DNS. It is not claimed that
LES/FDF is an alternative to DNS, nor is it claimed that FDF is
capable of reproducing all DNS results. But it is emphasized that
this comparison could be done for cases where DNS is possible. The
close proximity of values obtained by LES/FDF and DNS, and the
substantially lower computational costs of FDF, makes it as a vi-
able tool for simulations of reacting flow systems for which DNS is
not possible. Current work of Yilmaz145 in development of a highly
parallel (scalable) FDF computational code is expected to reduce
the cost. With such a development, it is predicted that LES/FDF
will distinguish itself as a major tool for prediction of engineering
combustion problems.
Acknowledgments
Our current research in subgrid-scale modeling is sponsored
by the U.S. Air Force Office of Scientific Research under Grant
F49620-03-1-0022 (Program Manager, Julian M. Tishkoff), the Na-
tional Science Foundation under Grant CTS-0426857, and the Of-
Downloaded by TSINGHUA UNIVERSITY on August 19, 2019 | http://arc.aiaa.org | DOI: 10.2514/1.15514
fice of the Secretary of Defense through Contract FA9101-04-C-
0014 with Arnold Air Force Base. Acknowledgment is also made
to the donors of the Petroleum Research Funds administrated by
the American Chemical Society for their support under Grant ACS-
PRF 41222-AC9. Computational resources are provided by the Pitts-
burgh Supercomputing Center and the National Center for Super-
computing Applications at the University of Illinois at Urbana. I
am honored to have the opportunity to collaborate with Stephen
B. Pope (Cornell University) on filtered density function and prob-
ability density function methods. I am also indebted to my cur-
rent Ph.D. students at the University of Pittsburgh, Mahdi Mohebbi,
Mehdi B. Nik, M. Reza H. Sheikhi, and S. Levent Yilmaz, and my
former students and collaborators, Virgil Adumitroaie (currently at
the Jet Propulsion Laboratory, NASA), Paul J. Colucci (UTRC),
Tomasz G. Drozda (Sandia Laboratories), Steve H. Frankel (Purdue
University), Sean C. Garrick (University of Minnesota), Laurent
Y. M. Gicquel (CERFACS, Toulouse), Farhad A. Jaberi (Michigan
State University), Sunil James (Rolls–Royce Co.), Cyrus K. Madnia
(University of Buffalo), Farzad Mashayek (University of Illinois at
Chicago), Richard S. Miller (Clemson University), Cristian R. Nas-
tase (University of Wyoming), and Craig J. Steinberger (SUN), for
their leaderships in all of our previous or ongoing related work.
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