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In fluid mechanics, the field quantities like fluid velocity, fluid density, pressure, etc. may vary
in time, t, and across three-dimensional space, herein specified by three coordinates as a vector x ¼
(x, y, z) or (x1, x2, x3). For multivariable functions, such as f(x1, x2, x3, t), there are important dif-
ferences between partial and total derivatives, for example between vf/vt and df/dt.
Partial Differentiation
(v/vt)f(x1, x2, x3, t) means differentiate the function f(x1, x2, x3, t) with respect to time, t,
treating all other independent variables as constants. Additional information and specifi-
cations are not needed. And, multiple partial derivatives that operate on different variables
can be applied in either order, that is, (v/vt)(vf/vxi) ¼ (v/vxi)(vf/vt) and (v/vxi)(vf/vxj) ¼
(v/vxj)(vf/vxi).
Total Differentiation
(d/dt)f(x1, x2, x3, t) means differentiate the function f(x1, x2, x3, t) with respect to time, t,
including the time variation of the spatial coordinates. This total time derivative has meaning
along a space-time path specified through the three-dimensional domain. Such a path
885
886 APPENDIX B
specification may be given as a vector function of time, for example x ¼ (X1(t), X2(t), X3(t)).
Without such a path specification, the total time derivative of f is not fully defined; however,
when the path is specified, then:
When studying fluid mechanics, the space-time path, x(t), most commonly chosen is that of a
fluid particle. This path specification is commonly denoted by use of capital Ds:
D d
f ðx; tÞ h f ðx; tÞ
Dt dt following a fluid particle
" # (B.1.1)
vf dX1 vf dX2 vf dX3 vf
¼ þ þ þ :
vx1 dt vx2 dt vx3 dt vt
following a fluid particle
Here, the evaluation of the total derivative following a fluid particle can be formally completed
by using the fluid-particle velocity matching condition:
d dX1 ðtÞ dX2 ðtÞ dX3 ðtÞ
fluid particle velocity h xðtÞ ¼ ; ; ¼ ðu1 ; u2 ; u3 ÞjxðtÞ ¼ uðx; tÞ; (B.1.2)
dt dt dt dt
where u(x, t) is the fluid velocity at the particle location, and u1, u2, and u3 are the Cartesian
components of the fluid velocity. The third equality in (B.1.2) provides three velocity-
component matching conditions:
When the various parts of (B.1.3) are substituted into (B.1.1), a final form for Df/Dt
emerges:
D vf vf vf vf vf vf vf
f ðx; tÞ ¼ þ u1 þ u2 þ u3 ¼ þ u$Vf ¼ þ ui ; (B.1.4)
Dt vt vx1 vx2 vx3 vt vt vxi
which is the same as (3.4). Here the final two equalities involve vector and index no-
tation, respectively. These notations are described in Chapter 2. All three forms of Df/Dt
are used in this text. Total and partial differentiation are the same when they operate on
the same independent variable and this independent variable is the only independent
variable.
APPENDIX B 887
which parametrically specifies a set of curves C. Along any such curve, df/ds ¼ g and this
equation can be integrated starting from an initial condition or boundary condition to
determine f.
EXAMPLE B.1
Consider one-dimensional unidirectional wave propagation as specified by:
vf ðx; tÞ vf ðx; tÞ
þ UðtÞ ¼ 0 where f ðx; 0Þ ¼ fðxÞ; (B.1.9, B.1.10)
vt vx
f represents a propagating disturbance of some type, and U is the propagation velocity.
In this case A ¼ 1 and B ¼ U; thus, (B.1.8) specifies the C curves via
ZT
dX
¼ UðTÞ; or XðTÞ ¼ Xo þ UðsÞ ds: (B.1.11)
dT
0
These two equations define the set of C curves in x-t space along which the behavior of f is
easily determined from the first equation of (B.1.7) with g ¼ 0:
0 1
Z
To þs
df
¼ 0; or fo ¼ f ðx; tÞ ¼ f ðXðsÞ; TðsÞÞ ¼ f @Xo þ UðsÞ ds; To þ sA: (B.1.14)
ds
0
Here fo is the constant value of f(x, t) that is found when s varies along a particular C
curve, and Xo and To are constants of integration that specify the x-t location of s ¼ 0 on
this C curve. These constants can be evaluated using the initial condition specified in
(B.1.10) in terms of f at T ¼ To + s ¼ 0, and the last form for f in (B.1.14):
fo ¼ f ðXo ; 0Þ ¼ fðXo Þ (B.1.15)
Here it is important to note that the constant fo may be different for the various C
curves that start from different x-t locations. To reach the final solution of (B.1.9), elimi-
nate fo and Xo from (B.1.15) using (B.1.12) through (B.1.14) in favor of x, t, and f(x, t):
0 1
Zt
f ðx; tÞ ¼ f@x UðsÞ dsA: (B.1.16)
o
This approach to differential equation solving where special paths are found that simplify
the governing equation (or equations) can be formalized and generalized; it is called the
method of characteristics. But, independent of this and perhaps more important, the two
fundamental and enduring features of partial differential equation solving are displayed
here.
v vX v vY v vZ v vT v v vX v vY v vZ v vT v
¼ þ þ þ ; ¼ þ þ þ ;
vx vx vx vx vj vx vz vx vs vy vy vx vy vj vy vz vy vs
(B.2.1)
v vX v vY v vZ v vT v v vX v vY v vZ v vT v
¼ þ þ þ ; and ¼ þ þ þ :
vz vz vx vz vj vz vz vz vs vt vt vx vt vj vt vz vt vs
EXAMPLE B.2
Consider the case where (x, y, z, t) and (x, j, z, s) represent Cartesian systems with
parallel axes that are moving with respect to each other at a constant velocity (U, V, W)
when observed in (x, y, z, t), so that x ¼ x Ut, j ¼ y Vt, z ¼ z Wt, and s ¼ t.
Application of the above derivative transformations (B.2.1) produces:
v v v v v v v v v v v
¼ ; ¼ ; ¼ ; and ¼ U V W þ : (B.2.2)
vx vx vy vj vz vz vt vx vj vz vs
Perhaps unexpectedly, extra differentiations only appear in the transformed time deriv-
ative, even though the time variable transformation equation was simplest.
The second situation that requires changing independent variables occurs when a com-
bination of independent variables (and parameters) is found that might simplify a partial
differential equation. Here the usual goal is to convert a partial differential equation having
multiple independent variables into a total differential equation with one independent var-
iable. If h ¼ H(x, y, z, t) is the combination variable, then a straightforward application of the
chain rule for partial differentiation produces:
v vH d v vH d v vH d v vH d
¼ ; ¼ ; ¼ ; and ¼ : (B.2.3)
vx vx dh vy vy dh vz vz dh vt vt dh
890 APPENDIX B
EXAMPLE B.3
Consider a function with two independent variables, f(x, t), for which we hypothesize
the existence of a special combination (or similarity) variable h ¼ xta, where a is a real
number, that facilitates the solution of the partial differential equation for f(x, t). Mathe-
matically, this hypothesis can be stated as: f(x, t) ¼ f(h) ¼ f(xta), and partial derivatives of
f can be obtained from the first and last equations of (B.2.3) with H ¼ xta:
v vðxta Þ d df
f ðx; tÞ ¼ f ðhÞ ¼ ta ; and
vx vx dh dh
v vðxta Þ d df a df
f ðx; tÞ ¼ f ðhÞ ¼ axta1 ¼ h :
vt vt dh dh t dh
The gradient operator, V, is the general-purpose directional derivative for multiple spatial
coordinates. It is a vector operator, and it exists in all suitably defined coordinate systems. Its
properties are a combination of those of ordinary partial derivatives and ordinary vectors. It
has components and its position and operation character (multiply, dot product, cross
product, etc.) matter within a set or grouping of functions or variables. For example,
ðu$VÞv s vðV$uÞ in general, even though these two expressions would be an equal if V were
replaced by an ordinary vector. Some properties of V are listed here:
v v v
• In Cartesian coordinates, x ¼ ðx; y; zÞ: V ¼ ex þ ey þ ez where the es are unit
vx vy vz
vectors
vr vr vr
• The gradient of the scalar field r is: Vr ¼ ex þ ey þ ez
vx vy vz
vu vv vw
• The divergence of a vector field u ¼ ðu; v; wÞ is: V$u ¼ þ þ
vx vy vz
ex ey ez
• The curl of a vector field u ¼ ðu; v; wÞ is: V u ¼ det v=vx v=vy v=vz .
u v w
Vector Identities Involving V
Here r and f are scalar functions, u and F are vector functions, and x is the position vector.
V$x ¼ 3 (B.3.1)
Vx ¼ 0 (B.3.2)
.
3
V $ x jxj ¼ 0 (B.3.3)
APPENDIX B 891
ðu$VÞx ¼ u (B.3.4)
VðrfÞ ¼ rVf þ fVr (B.3.5)
V$ðruÞ ¼ rV$ u þ ðu$VÞr (B.3.6)
V ðruÞ ¼ rV u þ ðVrÞ u (B.3.7)
V$ðu FÞ ¼ ðV uÞ$F u$ðV FÞ (B.3.8)
Vðu$FÞ ¼ u ðV FÞ þ F ðV uÞ þ ðu$VÞF þ ðF$VÞu (B.3.9)
V ðu FÞ ¼ ðF$VÞu FðV$uÞ þ uðV$FÞ ðu$VÞF (B.3.10)
V ðVrÞ ¼ 0 (B.3.11)
V$ðV uÞ ¼ 0 (B.3.12)
V ðV uÞ ¼ VðV$uÞ V2 u (B.3.13)
• For a closed surface A that contains volume V with n ¼ the outward normal on A,
Gauss’ Theorem is:
Z Z Z Z
rn dA ¼ Vr dV for scalars; and u$n dA ¼ V$u dV for vectors:
A V A V
The Dirac delta function is commonly denoted d(x), where x is a real variable. It is a unit-
area impulse that exists at only one point in space; it is zero everywhere except where its
argument is zero. The Dirac delta-function can be defined as a limit of a smooth function,
such as:
pffiffiffiffiffiffi 1
dðxÞ ¼ lim 2ps exp x2 2s2 : (B.4.1)
s/0
The value of d(x) is infinite at x ¼ 0 but its integral is unity. Here are a few properties of d(x)
for a, b, and xo real constants and b > a:
xdðx aÞ ¼ adðx aÞ; (B.4.2)
892 APPENDIX B
Zb
1 for a xo b
dðx xo Þdx ¼ ; (B.4.3)
0 for xo < a or b < xo
a
ZþN
f ðxÞdðx xo Þ dx ¼ f ðxo Þ: (B.4.4)
N
These properties ease the evaluation of complicated integrals when a Dirac delta function
appears in the integrand. In more dimensions where x ¼ ðx; y; zÞ, the following notation is
common:
dðx xo Þ ¼ d x xo d y yo d z zo :
In the study of fluid mechanics, the usual notation for the Dirac delta-function is poten-
tially confusing because d is also commonly used to denote a length scale of interest in the
flow field, such as a boundary-layer thickness or the length scale of a similarity variable.
Thus, specific mention of the Dirac delta function is made where it is used in the text.
EXAMPLE B.4
R þN
Evaluate the integral: I ¼ N FðxÞ½ðxo xÞ2 þ r2o 1=2 eikx dðx ctÞ dx. Here the limits of
integration ensure that x will equal ct somewhere in the integration. Equation (B.4.4)
implies that the value of this integral is determined by replacing x with ct in the integrand;
therefore: I ¼ FðctÞ½ðxo ctÞ2 þ r2o 1=2 eikct .
y, x2
x, x1
z
R
ϕ
x
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
Position: x ¼ ðR; 4; zÞ ¼ ReR þ zez ; x ¼ R cos 4; y ¼ R sin 4; z ¼ z; or R ¼ x2 þ y2 ,
4 ¼ tan1 ðy=xÞ
Unit vectors: eR ¼ ex cos 4 þ ey sin 4, e4 ¼ ex sin 4 þ ey cos 4, ez ¼ same as Cartesian
Unit vector dependencies: veR =vR ¼ 0; veR =v4 ¼ e4 ; veR =vz ¼ 0
ve4 =vR ¼ 0; ve4 =v4 ¼ eR ; ve4 =vz ¼ 0
vez =vR ¼ 0; vez =v4 ¼ 0; vez =vz ¼ 0
v 1 v v
Gradient Operator: V ¼ eR þ e4 þ ez
vR R v4 vz
Surface integral, S, of f(R, q, z) over the cylinder defined by
Z2p ZþN
R ¼ x: S ¼ f ðx; 4; zÞx dz d4
4¼0 z¼N
894 APPENDIX B
z
θ
ϕ
x
v 1 v 1 v
Gradient Operator: V ¼ er þ eq þ e4
vr r vq r sin q v4
Zp Z2p
Surface integral, S, of f(r, q, 4) over the sphere defined by r ¼ x: S ¼ f ðx; q; 4Þx2 sin q d4 dq
q¼0 4¼0
ZþN Z2p
Surface integral, S, of f(r, q, 4) over the cone defined by q ¼ j: S ¼ f ðr; j; 4Þr sin j d4 dr
r¼0 4¼0
APPENDIX B 895
ZþN Zp
Surface integral, S, of f(r, q, 4) over the half plane defined by 4 ¼ z:S ¼ f ðr; q; zÞr dq dr
r¼0 q¼0
ZþN Zp Z2p
Volume integral, V, of f(r, q, 4) over all space: V ¼ f ðr; q; 4Þr2 sinq d4 dq dr
r¼0 q¼0 4¼0
vj 1 vj
Gradient of a scalar j: Vj ¼ er þ eq
vr r vq
!
1 v vj 1 v2 j
Laplacian of a scalar j: V j ¼2
r þ
r vr vr r2 vq2
1 v 1 vuq
Divergence of a vector: V$u ¼ ðrur Þ þ
r vr r vq
!
1 vðruq Þ 1 vur
Curl of a vector, vorticity: u ¼ V u ¼ ez
r vr r vq
! !
ur 2 vuq 2 vur uq
Laplacian of a vector: V u ¼ er
2
V ur 2 2
2
þ eq V uq þ 2
2
r r vq r vq r2
Strain rate Sij and viscous stress sij for an incompressible fluid where sij ¼ 2mSij:
vur 1 1 vuq ur 1 r v uq 1 vur 1
Srr ¼ ¼ srr ; Sqq ¼ þ ¼ sqq ; Srq ¼ þ ¼ srq
vr 2m r vq r 2m 2 vr r 2r vq 2m
vr 1 v 1 v
Equation of continuity: þ ðrrur Þ þ ðruq Þ ¼ 0
vt r vr r vq
Navier-Stokes equations with constant r, constant n, and no body force:
!
vur vur uq vur u2q 1 vp u r 2 vuq
þ ur þ ¼ þ n V2 ur 2 2 ;
vt vr r vq r r vr r r vq
!
vuq vuq uq vuq ur uq 1 vp 2 vur uq
þ ur þ þ ¼ þ n V uq þ 2
2
;
vt vr r vq r rr vq r vq r2
1 v v 1 v2
where V ¼
2
r þ 2 2.
r vr vr r vq
896 APPENDIX B
vj 1 vj vj
Gradient of a scalar j: Vj ¼ eR þ e4 þ ez
vR R v4 vz
1 v vj 1 v2 j v 2 j
Laplacian of a scalar j: V2 j ¼ R þ 2 þ
R vR vR R v42 vz2
1 v 1 vu4 vuz
Divergence of a vector: V$u ¼ ðRuR Þ þ þ
R vR R v4 vz
1 vuz vu4 vuR vuz 1 vðRu4 Þ 1 vuR
Curl of a vector, vorticity: u ¼ Vu ¼ eR þe4 þez
R v4 vz vz vR R vR R v4
uR 2 vu4 2 vuR u4
Laplacian of a vector: V2 u ¼ eR V2 uR 2 2 þ e 4 V2 u 4 þ 2 2 þez V2 uz
R R v4 R v4 R
Strain rate Sij and viscous stress sij for an incompressible fluid where sij ¼ 2mSij:
vuR 1 1 vu4 uR 1 vuz 1
SRR ¼ ¼ sRR ; S44 ¼ þ ¼ s44 ; Szz ¼ ¼ szz
vR 2m R v4 R 2m vz 2m
R v u4 1 vuR 1 1 vuz 1 vu4 1
SR4 ¼ þ ¼ sR4 ; S4z ¼ þ ¼ s4z ;
2 vR R 2R v4 2m 2R v4 2 vz 2m
1 vuR vuz 1
SzR ¼ þ ¼ szR
2 vz vR 2m
vr 1 v 1 v v
Equation of continuity: þ ðRruR Þ þ ðru4 Þ þ ðruz Þ ¼ 0
vt R vR R v4 vz
Navier-Stokes equations with constant r, constant n, and no body force:
vuR u24 1 vp uR 2 vu4
þ ðu$VÞuR ¼ þ n V uR 2 2
2
;
vt R r vR R R v4
vu4 uR u4 1 vp 2 vuR u4
þ ðu$VÞu4 þ ¼ þ n V u4 þ 2
2
;
vt R rR v4 R v4 R2
vuz 1 vp
þ ðu$VÞuz ¼ þ nV2 uz
vt r vz
!
v u4 v v 1 v v 1 v2 v2
where: u$V ¼ uR þ þ uz and V ¼
2
R þ 2 2þ 2 .
vR R v4 vz R vR vR R v4 vz
APPENDIX B 897
vj 1 vj 1 vj
Gradient of a scalar j: Vj ¼ er þ e4 þ e4
vr r vq r sin q v4
1 v 2 vj 1 v vj 1 v2 j
Laplacian of a scalar j: V2 j ¼ r þ sin q þ
r2 vr vr r2 sin q vq vq r2 sin2 q v42
Strain rate Sij and viscous stress sij for an incompressible fluid where sij ¼ 2mSij:
vur 1 1 vuq ur 1 1 vu4 ur uq cot q 1
Srr ¼ ¼ srr ; Sqq ¼ þ ¼ sqq ; S44 ¼ þ þ ¼ s44 ;
vr 2m r vq r 2m r sin q v4 r r 2m
sin q v u4 1 vuq 1 1 vur r v u4 1
Sq4 ¼ þ ¼ sq4 ; S4r ¼ þ ¼ s4r ;
2r vq sin q 2r sin q v4 2m 2rsin q v4 2 vr r 2m
r v uq 1 vur 1
Srq ¼ þ ¼ srq
2 vr r 2r vq 2m
Equation of continuity:
vr 1 v 2 1 v 1 v
þ rr ur þ ðruq sinqÞ þ ðru4 Þ ¼ 0
vt r2 vr r sin q vq r sin q v4
898 APPENDIX B
vur u q þ u4
2 2
þ ðu$VÞur
vt r
1 vp 2ur 2 vðuq sin qÞ 2 vu4
¼ þ n V ur 2 2
2
2 ;
r vr r r sin q vq r sin q v4
vuq 2
ur uq u4 cot q
þ u$V uq þ
vt r r
" #
1 vp 2 vur uq 2cos q vu4
¼ þ n V uq þ 2
2
;
rr vq r vq r2 sin2 q r2 sin2 q v4
vu4 u4 ur uq u4 cot q
þ u$V u4 þ þ
vt r r
" #
1 vp 2 vur 2cos q vuq u4
¼ þ n V u4 þ 2
2
þ
rrsin q v4 r sin q v4 r2 sin2 q v4 r2 sin2 q
where
v uq v u4 v
u$V ¼ ur þ þ ;
vr r vq rsin q v4
1 v 2v 1 v v 1 v2
V ¼ 2
2
r þ 2 sin q þ 2 2 :
r vr vr r sin q vq vq r sin q v42