Getting started: PDE notation

scalar unknowns u = u(x, t), x ∈ Rd , d ∈ {1, 2, 3}, t ∈ R+

vector unknowns v = v(x, t), v ∈ Rm , m = 1, 2, . . .

∇ = i ∂x
∂ ∂
+ j ∂y ∂
+ k ∂z x = (x, y, z), v = (vx , vy , vz )

[ ]T
∇u = i ∂u ∂u ∂u
∂x + j ∂y + k ∂z =
∂u ∂u ∂u
∂x , ∂y , ∂z gradient
∂vy
∇·v= ∂vx
+ + ∂vz
divergence
∂x

∂y ∂z
  ∂vy

i j k ∂vz
−
=
∂y ∂z

∇ × v = det  ∂
∂x
∂
∂y
∂
∂z  ∂vx
∂z − ∂vz
∂x  curl
∂vy
vx vy vz ∂x − ∂vx
∂y
∂2u ∂2u ∂2u
∆u = ∇ · (∇u) = ∇2 u = ∂x2 + ∂y 2 + ∂z 2 Laplacian

. . . . . .
Tensorial quantities

Velocity gradient ∇v = [∇vx , ∇vy , ∇vz ]

 ∂vy

∂vx ∂vz
1111111111111111
0000000000000000
 ∂x
∂vx
∂x
∂vy
∂x
∂vz 
= ∂y ∂y ∂y 
∂vx ∂vy ∂vz v
∂z ∂z ∂z 1111111111111111
0000000000000000

The trace (sum of diagonal elements) of ∇v equals ∇ · v.

Deformation rate tensor D(v) = 12 (∇v + ∇vT )

 ( ) ( ) 
∂vx 1 ∂vy
+ ∂v x 1 ∂vz
+ ∂vx
 ( ∂x ) 2 ∂x ∂y 2 ( ∂x ∂z )
 ∂vy ∂vy ∂vy 
= 1 ∂vx
∂y + ∂x
1 ∂vz
+ 
 2
( ) ( ∂y ) 2 ∂y ∂z 
1 ∂vx ∂vz 1 ∂vy ∂vz ∂vz
2 ∂z + ∂x 2 ∂z + ∂y ∂z

Spin tensor S(v) = ∇v − D(v)

. . . . . .
Vector multiplication

Scalar product of two vectors a, b ∈ R3

 
b1
a · b = aT b = [a1 a2 a3 ]  b2  = a1 b1 + a2 b2 + a3 b3 ∈ R
b3

∂u ∂u ∂u
v · ∇u = vx + vy + vz convective derivative
∂x ∂y ∂z

Dyadic product of two vectors a, b ∈ R3

   
a1 a1 b1 a1 b2 a1 b3
a ⊗ b = abT =  a2  [b1 b2 b3 ] =  a2 b1 a2 b2 a2 b3  ∈ R3×3
a3 a3 b1 a3 b2 a3 b3

. . . . . .
Elementary tensor calculus

1 αT = {αtij }, T = {tij } ∈ R3×3 , α ∈ R

2 T 1 + T 2 = {t1ij + t2ij }, T 1 , T 2 ∈ R3×3 , a ∈ R3
[ ]
t11 t12 t13 ∑3
3 a · T = [a1 , a2 , a3 ] t21 t22 t23 = ai [ti1 , ti2 , ti3 ]
t31 t32 t33 i=1
[ ][ ] [ ]
t11 t12 t13 a1 ∑3 t1j
4 T · a = t21 t22 t23 a2 = t2j aj
t31 t32 t33 a3 j=1 t3j
 1 1 1  2 2 2 
t11 t12 t13 t11 t12 t13 { 3 }
∑ 1 2
5
1 2 
T · T = 21 22 23
t 1
t 1
t 1  2
t t 2
21 22 23t 2 
= tik tkj
t131 t132 t133 t231 t232 t233 k=1

∑
3 ∑
3
6 T 1 : T 2 = tr (T 1 · (T 2 )T ) = t1ik t2ik
i=1 k=1

. . . . . .
Divergence theorem

Let Ω ⊂ Rd , d ∈ {1, 2, 3} be a bounded domain and n be the outward

unit normal to the boundary Γ. Let f : Ω → Rd be differentiable. Then
∫ ∫
∇ · f dx = f · n ds
Ω Γ

Example: Ω = {x ∈ R3 : ∥x∥ < 1}, Γ = {x ∈ R3 : ∥x∥ = 1}

√ √
∥x∥ = x · x = x2 + y 2 + z 2 Euclidean norm of x

Consider f (x) = x so that ∇ · f ≡ 3 in Ω, n = ∥x∥ x

on Γ
∫ ∫ [ ]
4
∇ · f dx = 3 dx = 3|Ω| = 3 π13 = 4π
Ω Ω 3
∫ ∫ ∫ ∫
x·x
f · n ds = ds = ∥x∥ ds = ds = 4π
Γ Γ ∥x∥ Γ Γ

. . . . . .
Equations of fluid dynamics

. .
Physical principles Mathematical equations
. .
1 Mass is conserved continuity equation
2 Newton’s second law momentum equations
3 Energy is conserved energy equation
. .

It is important to understand the meaning of each equation in order

to develop a good numerical method and interpret the results

. z
Description of fluid motion v
. (x1 ; y1 ; z1 )

Eulerian monitor the flow characteristics k (x0 ; y0 ; z0 )

in a fixed control volume i j y

Lagrangian track individual fluid particles as

. they move through the flow field x

. . . . . .
Description of fluid motion

Trajectory of a fluid particle

dx
= vx (x, y, z, t), x|t0 = x0
x = x(x0 , t) dt
dy
x = x(x0 , y0 , z0 , t) = vy (x, y, z, t), y|t0 = y0
dt
y = y(x0 , y0 , z0 , t) dz
z = z(x0 , y0 , z0 , t) = vz (x, y, z, t), z|t0 = z0
dt

A streamline is a curve which is tangent to the velocity vector

v = (vx , vy , vz ) at every point. It is defined by the relation
y

dx dy dz v dy
=
vy
= = y(x)
dx vx
vx vy vz
x

Streamlines can be visualized by injecting tracer particles into the flow

. . . . . .
Flow models and reference frames

Eulerian Lagrangian

S S

integral
V V

fixed CV of a finite size moving CV of a finite size

differential
dS dS
dV dV

fixed infinitesimal CV moving infinitesimal CV

Good news: all flow models lead to the same equations

. . . . . .
Eulerian vs. Lagrangian frame

.
Substantial time derivative
.
d
. dt is the time rate of change following a moving fluid particle

Let u = u(x, t), where x = x(x0 , t). The chain rule yields

du ∂u ∂u dx ∂u dy ∂u dz ∂u
= + + + = + v · ∇u
dt ∂t ∂x dt ∂y dt ∂z dt ∂t
substantial derivative = local derivative + convective derivative

.
Reynolds transport theorem
. ∫ ∫ ∫
d ∂u(x, t)
u(x, t) dV = dV + u(x, t)v · n dS
. dt Vt V ≡Vt ∂t S≡St

. . . . . .
Derivation of PDE models

Modeling philosophy
Generic conservation law
1 Choose a physical principle ∫ ∫ ∫
d
conservation of mass u dV + f · n dS = q dV
dt V S V
conservation of
momentum S n f = vu − d∇u
V
conservation of energy dS f

flux function
2 Apply it to a flow model ∫ ∫ ∫
∂u
Eulerian/Lagrangian dV + ∇ · f dV = q dV
V
∂t V V
finite/infinitesimal CV
Partial differential equation
3 Extract integral relations or ∂u
PDEs which embody the +∇·f =q in V
∂t
physical principle

. . . . . .
Continuity equation

Physical principle: conservation of mass

∫ ∫ ∫
dm d ∂ρ
= ρ dV = dV + ρv · n dS = 0
dt dt Vt V ≡Vt ∂t S≡St

accumulation of mass inside CV = net influx through the surface

∫ [ ∂ρ ]
Divergence theorem yields V ∂t + ∇ · (ρv) dV = 0

∂ρ
+ ∇ · (ρv) = 0
∂t

dρ
∇ · (ρv) = v · ∇ρ + ρ∇ · v ⇒ + ρ∇ · v = 0
dt

Incompressible flows: dρ
dt =∇·v=0 (constant density)

. . . . . .
Conservation of momentum

Physical principle: f = ma (Newton’s second law)

dS total force f = ρg dV + h dS, h=σ·n

dV n
h body forces g gravitational, electromagnetic,. . .
g surface forces h pressure + viscous stress

Cauchy stress tensor: flux of momentum

σ = −pI + τ

Newtonian fluids: viscous stress is given by

τ = (λ∇ · v)I + 2µD(v)

1 2
D(v) = (∇v + ∇vT ), λ≈− µ
2 3
. . . . . .
Conservation of momentum

.
Normal stress: stretching
.
τxx = λ∇ · v + 2µ ∂v
∂x
x y

∂vy
τyy = λ∇ · v + 2µ ∂y xx

τzz = λ∇ · v + 2µ ∂v
∂z
z

. x

.
Shear stress: deformation
.
( )
∂v
τxy = τyx = µ ∂xy + ∂v x
∂y
y

( ) yx

τxz = τzx = µ( ∂v∂z

x
+ ∂vz
∂x )
∂vy
τyz = τzy = µ ∂v ∂y + ∂z
z

. x

. . . . . .
Momentum equations

Newton’s law for a moving volume

∫ ∫ ∫
d ∂(ρv)
ρv dV = dV + (ρv ⊗ v) · n dS
dt Vt V ≡Vt ∂t S≡St
∫ ∫
= ρg dV + σ · n dS
V ≡Vt S≡St
∫ [ ] ∫
∂(ρv)
+ ∇ · (ρv ⊗ v) dV = [∇ · σ + ρg] dV, σ = −pI + τ
V ∂t V

∂(ρv)
+∇·(ρv⊗v) = −∇p+∇·τ +ρg
∂t
[ ] [ ]
∂(ρv) ∂v ∂ρ dv
+ ∇ · (ρv ⊗ v) = ρ + v · ∇v + v + ∇ · (ρv) = ρ
∂t ∂t ∂t dt
| {z } | {z }
substantial derivative continuity equation

. . . . . .
Conservation of energy

Physical principle: δe = s + w (first law of thermodynamics)

dS δe accumulation of internal energy

dV n
s heat transmitted to the fluid particle
h
w rate of work done by external forces
g

Heating: s = ρq dV − fq dS Fourier’s law of heat conduction

q internal heat sources
fq diffusive heat transfer fq = −κ∇T
T absolute temperature
κ thermal conductivity

Work done per unit time = total force × velocity

w = f · v = ρg · v dV + v · (σ · n) dS, σ = −pI + τ

. . . . . .
Energy equation

|v|2
Total energy per unit mass: E =e+ 2
e specific internal energy due to random molecular motion
|v|2
2 specific kinetic energy due to translational motion

Integral conservation law for a moving volume

∫ ∫ ∫
d ∂(ρE)
ρE dV = dV + ρE v · n dS accumulation
dt Vt ∂t
∫V ≡Vt ∫ S≡St

= ρq dV + κ∇T · n dS heating
∫V ≡Vt S≡St
∫
+ ρg · v dV + v · (σ · n) dS work
V ≡Vt S≡St

∫ [ ∂(ρE) ] ∫
V ∂t + ∇ · (ρEv) dV = V [∇ · (κ∇T ) + ρq + ∇ · (σ · v) + ρg · v] dV

∇ · (σ · v) = −∇ · (pv) + ∇ · (τ · v) = −∇ · (pv) + v · (∇ · τ ) + ∇v : τ
. . . . . .
Energy equation

Total energy equation

∂(ρE)
+∇·(ρEv) = ∇·(κ∇T )+ρq−∇·(pv)+v·(∇·τ )+∇v : τ +ρg·v
∂t
[ ] [ ]
∂(ρE) ∂E ∂ρ dE
+ ∇ · (ρEv) = ρ + v · ∇E + E + ∇ · (ρv) = ρ
∂t ∂t ∂t dt
| {z } | {z }
substantial derivative continuity equation
dv
Momentum equations ρ = −∇p+∇·τ +ρg (Lagrangian form)
dt
dE de dv ∂(ρe)
ρ =ρ +v·ρ = + ∇ · (ρev) + v · [−∇p + ∇ · τ + ρg]
dt dt dt ∂t
Internal energy equation

∂(ρe)
+∇·(ρev) = ∇·(κ∇T )+ρq −p∇·v+∇v : τ
∂t
. . . . . .
Summary of equations

1. Continuity equation / conservation of mass

∂ρ
+ ∇ · (ρv) = 0
∂t
2. Momentum equations / Newton’s second law

∂(ρv)
+ ∇ · (ρv ⊗ v) = −∇p + ∇ · τ + ρg
∂t
3. Energy equation / first law of thermodynamics

∂(ρE)
+∇·(ρEv) = ∇·(κ∇T )+ρq −∇·(pv)+v·(∇·τ )+∇v : τ +ρg·v
∂t
|v|2 ∂(ρe)
E = e+ , + ∇ · (ρev) = ∇ · (κ∇T ) + ρq − p∇ · v + ∇v : τ
2 ∂t

This flow model is called the compressible Navier-Stokes equations

. . . . . .
Conservation form

Generic conservation law for a scalar quantity

∂u
+∇·f =q where f = f (u, x, t) is a flux function
∂t
Divergence form of the Navier-Stokes equations
 
ρ
∂U
+∇·F = Q where U =  ρv 
∂t ρE
   
ρv 0
F= ρv ⊗ v + pI − τ , Q= ρg 
(ρE + p)v − κ∇T − τ · v ρ(q + g · v)

representation of equations in generic form simplifies programming

discretization techniques are developed for a generic conservation law
. . . . . .
Constitutive relations

Variables: ρ, v, e, p, τ , T Equations: continuity, momentum, energy

The number of unknowns exceeds the number of equations!

Newtonian stress tensor

1 2
τ = (λ∇ · v)I + 2µD(v), D(v) = (∇v + ∇vT ), λ≈− µ
2 3
Thermodynamic relations
p = ρRT ideal gas law R specific gas constant
e = cv T caloric equation cv specific heat at constant
of state volume

Now the system is closed: five PDEs for five independent variables
ρ, v, e + algebraic relations for computation of p, τ and T

It remains to specify appropriate initial and boundary conditions

. . . . . .
Initial and boundary conditions
Initial conditions

ρ|t=0 = ρ0 (x), v|t=0 = v0 (x), e|t=0 = e0 (x) in Ω

Boundary conditions w

inlet Γin = {x ∈ Γ : v · n < 0} in out

ρ = ρin , v = vin , e = ein w

wall Γw = {x ∈ Γ : v · n = 0} outlet Γout = {x ∈ Γ : v · n > 0}

v=0 no-slip condition v · n = vn or −p + n · τ · n = 0
( ∂T )
T = Tw or ∂n =
f
− κq v · s = vs or s·τ ·n=0

The problem is well-posed if there exists a unique solution which

depends continuously on the initial and boundary conditions

. . . . . .
Dimensionless form

Sometimes equations are normalized to

facilitate the scale-up of obtained results to real flow conditions

avoid round-off due to manipulations with large/small numbers
assess the relative importance of terms in the model equations

Dimensionless variables and numbers

t x v p T − T0
t∗ = , x∗ = , v∗ = , p∗ = , T∗ =
t0 L0 v0 ρv02 T1 − T0
ρv0 L0 |v|
Reynolds number Re = µ
Mach number M= c

Froude number F r = √v0 Strouhal number St = L0

v 0 t0
L0 g
v0 L0 µ
Peclet number Pe = κ
Prandtl number Pr = ρκ

. . . . . .
Model simplifications

Derivation of a simplified model

1 determine the type of flow to be simulated

2 separate important and unimportant effects
3 omit redundant terms and/or equations
4 prescribe correct initial/boundary conditions

Objective: derive analytical solutions / reduce computational cost

Compressible Navier-Stokes equations

ρ = const µ=0

Incompressible Navier-Stokes equations Compressible Euler equations

Stokes flow boundary layer inviscid flow potential flow

. . . . . .