Lecture Dgfem Ws2006.Ps

Contents
1 Theoreti al ba kground
1.1 Linear adve tion equation . . . . . . . . . . . . . . . . . . . . . . . . .
1.1.1 Example: The equation of mass transport . . . . . . . . . . . .
1.1.2 Wave solutions of the Cau hy problem for linear adve tion equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.1.3 Solution using the method of hara teristi s . . . . . . . . . . .
1.1.4 Riemann problem of two gases. Conta t dis ontinuity . . . . .
1.1.5 Two-dimensional adve tion type problems . . . . . . . . . . . .
1.2 Linear diusion equation . . . . . . . . . . . . . . . . . . . . . . . . . .
1.2.1 Mole ular diusion: Fi k's law . . . . . . . . . . . . . . . . . .
1.2.2 Solution of the diusion equation . . . . . . . . . . . . . . . . .
1.3 The steady-state linear adve tion-diusion rea tion problem . . . . . .
.
.
3
3
3
.
.
.
.
.
.
.
.
6
7
11
12
15
15
16
19
2 Fun tion-analyti al ba kground

2.1 Classi al solutions . . . . . . . . . . . . . .
2.2 Sobolev spa es and weak solutions . . . . .
2.3 Variational formulation for ellipti problems
2.4 Galerkin method . . . . . . . . . . . . . . .
.
.
.
.
21
21
21
26
32
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
3 Finite Element method

35
3.1 FEM for adve tion-diusion problems . . . . . . . . . . . . . . . . . . . 35
3.2 Implementation of a nite element method . . . . . . . . . . . . . . . . . 40
4 Turbulent boundary layer ows
4.1 Governing equations for vis ous uid ow . . . . . . . .
4.2 Reynolds number. Laminar and turbulent ow . . . . .
4.2.1 Flat plate boundary layer ow . . . . . . . . . .
4.3 Laminar ow . . . . . . . . . . . . . . . . . . . . . . . .
4.4 Turbulent ow. . . . . . . . . . . . . . . . . . . . . . . .
4.5 Statisti al approa h . . . . . . . . . . . . . . . . . . . .
4.6 Universal solutions . . . . . . . . . . . . . . . . . . . . .
4.7 Statisti al theory and modelling . . . . . . . . . . . . . .
4.7.1 The Reynolds averaged Navier-Stokes equations .
4.7.2 The Reynolds stress tensor . . . . . . . . . . . .
4.7.3 The turbulent boundary layer equations . . . . .
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
41
41
42
44
46
46
48
49
50
50
52
52
1
Contents
4.7.4 Prandtl's mixing length model . . . . . . . . . . . . . . . . . . . 53

4.7.5 Universal form of the turbulent boundary layer equations . . . . 54
4.8 k-! turbulen e model . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
5 DG-FEM for s alar onservation laws

5.1 Weak formulation for DG-FEM . . . . . . . . .
5.2 Fun tional setting, tra es and numeri al uxes
5.3 Jump and averaging operators . . . . . . . . . .
5.4 DG-FEM formulation for hyperboli problems .
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
57
57
58
59
61
6 DG-FEM for diusion type problems

63
6.1 Weak formulation for DG-FEM for diusion type problems . . . . . . . 63
6.2 Consisten y and onservation . . . . . . . . . . . . . . . . . . . . . . . . 65
7 Finite-volume methods
67
7.1 Finite-volume formulation . . . . . . . . . . . . . . . . . . . . . . . . . . 67
7.2 Expli it solution using low-storage Runge-Kutta method . . . . . . . . . 69
7.3 Interpretation of expli it s hemes. Downwind numbering . . . . . . . . . 71
In this hapter the two basi type equations onsidered in this ourse are presented
linear adve tion equation

linear diusion equation (heat-transport equation)
1.1 Linear adve tion equation

Let
R d be a d-dimensional domain (d = 2; 3. The linear adve tion equation
des ribes the transport of a s alar valued quantity u like density , temperature or
on entration of a pollutant n under the a tion of an external adve tive velo ity eld
~a.
We introdu e the notation
d
X
v
~v =
~a r
ai
(1.1)
xi
i=1
Then the linear adve tion equation reads
u
~u = 0
+ ~a r
t
(1.2)
In the parti ular ase of a 1-dimensional spa e-domain we have
u
u
+ a
= 0
t
x
(1.3)
1.1.1 Example: The equation of mass transport

In this se tion we explain that the linear adve tion equation indeed des ribed the
transport of a passive s alar eld under onsideration. As an example, we study the
equation of mass transport with
Passive s alar quantity is uid density u

Adve tive eld is the uid velo ity ~u ~a.
3
The physi al prin iple of onservation of mass states that mass an neither be reated
nor destroyed. Thus for any arbitrary ontrol volume V R d (where the ontrol
volume is at rest, i.e., does not move)
Time rate of hange of mass inside V = Mass ux through boundary of V
Z
Z

~u ~n d
(1.4)
d~x =
t V
V
Therein V denotes the boundary of ell V and ~n is the outer unit normal ve tor. The
mass ux through boundary of V is asso iated with the mass transported ( onve ted)
by the velo ity ~u through boundary of V .
Now we want to understand this equation physi ally. For this purpose we onsider the
following simple situation of a uniform ow in a ylindri al du t (see Fig. 1.4).
We assume a ow eld parallel to the ylinder side walls. Denote the uid density,
and therefore the innitesimal volume dV represents an innitesimal " uid parti le"
of mass dm = dV . We onsider a ontrol volume V bounded by the ross-se tions
A1 , A2 and by the ylinder side walls. Denote ~n1 and ~n2 the unit normal ve tor of A1
and A2 respe tively poinint in outward dire tion. Note that at the in ow boundary
A1 we have ~u ~n1 < 0 and at the out ow boundary A2 ~u ~n2 > 0. Finally, on the
ylinder side walls, the velo ity eld is tangential to the wall ~u ~n = 0 (no penetration
ondition). We start with the onservation prin iple
dm= dV
11
00
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
000
111
00
11
000
111
000
111
000
111
A1
A2
0
1
1
0
0
1
0
1
0
1
0
1
0
1
0
1
11
00
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
A : Area
u : velocity
11
00
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
V: control volume
Figure 1.1: Control volumes and surfa e uxes in FVM

Change of mass m inside V =
in time interval t
Mass min in owing

through A1 in t
Mass mout out owing

through A2 t
Note that there is no mass ux through the ylinder side walls.

So we have to ompute the mass ux m_ = m=t through a given surfa e A, i.e. the
mass m rossing A in the time interval t. A uid parti le dm onve ted with the
velo ity eld ~u rosses A in t, if ~u ~nt > dist(dm; A), where ~n is the surfa e normal
ve tor of A, ~u ~n is the omponent of velo ity parallel to ~n and dist(dm; A) denotes
the distan e of dm from A.
4
Thus all uid parti les ontained in the ylinder sket hed in Fig. 1.2 pass through
ross se tion A in time t. The asso iated mass m in this ylinder of volume
V = ~u ~nt A is given by
m = V = ~u ~nt A:
Thus the mass ux through A is given by
m
= ~u ~n A:
t
More generally the mass ux through A is given by the integral
m_ =
m_ =
~u ~n d:
Putting this all together the prin iple of mass onservation applied to the ontrol
Cylinder of
volume V
cross section A
u. n t
Figure 1.2: Mass passing through ross se tion A in time t

volume V be omes
Z

d~x =
t V
A1
~u ~n d
A2
~u ~n d
Z
W
~|{z}
u ~n d
=0 on W
where W denotes the ylinder side wall. Using the denition of the boundary V of
V we arrive at the desired form
Z
Z

~u ~n d
(1.5)
d~x =
t V
V
This is alled the onservative (or integral) form of the equation des ribing the prin iple
of mass onservation.
Using Gaussian Theorem we have
Z
V
~u ~n d =
r~ (~u) d~x
5
Therefore (1.5) an be written as

Z
Z

~ (~u) d~x = 0
~ (~u) d~x =
+ r
(1.6)
d~x +
r
t V
V
V t
whi h is alled divergen e form. Now for a moment we assume that and ~u are smooth.
Then from the fa t that (1.6) holds for an arbitrary ontrol volume ontaining ~x, we
infer that the integrand must vanish identi ally:

~ (~u) = 0
+ r
(1.7)
t
This form is alled dierential form of the prin iple of onservation of mass.
In the ase of non-smooth data, we an also infer (1.9). However, then the issue is
"in whi h sense does this equation hold ?" This question will lead us to the on ept
of weak solutions of (1.9). Using this on ept we will derive a ondition of fundamental importan e, the so- alled Rankine-Hugoniot ondition. We are interested in
solutions of (1.9) whi h are pie ewise C 1 ( ontinuously dierentiable) but whi h may
have jumps (dis ontinuities). If su h a fun tion solves (1.9) in the weak sense, then it
does also solve (1.6) if and only if the data on both sides of the dis ontinuity satisfy a
ertain ondition, the above mentionned Rankine-Hugoniot ondition.
In this le ture we are interested in to alled in ompressible uid ow. A ow is alled
in ompressible if
r~ ~u = 0
(1.8)
Air ows an be treated to be in ompressible if jj~ujj < 0:3Ma, where Ma is the speed
of sound (whi h is about 340ms 1 for air at standard onditions). Then using the
relation
r~ (~u) = |r~{z ~u} + r~ ~u
=0
the linear adve tion equation be omes

~ = 0
+ ~u r
t
(1.9)
1.1.2 Wave solutions of the Cau hy problem for linear adve tion
equations
We study the Cau hy problem dened by this equation in the spa e-time domain
R R + f (x; t) 2 R 2 : x 2 R ; t 2 R ; t > 0 g
u
u
+ a
= 0
in R R +
(1.10)
t
x
u(x; t) = u0 (x)
in R f 0 g
(1.11)
A Cau hy-problem is a partial dierential equation whi h is dened on the entire R d
(d 2 N ) for the spatial variable(s) and on the half plane of positive real numbers R >0
6
for the temporal variable. Therefore is is an initial value problem and we only have
to impose an initial boundary ondition (i.e., a boundary ondition for the temporal
variable at t = 0).
The solution of the Cau hy problem is given by
u(x; t) = u0 (x at)
(1.12)
To see this, we dene z (x; t) = x at and then substitution gives
u0 (z (x; t))

du z
u (z (x; t))
du z
du
+ a 0
+ a 0
= 0
= 0 (a a ) = 0
t
x
dz |{z}
t
dz x
dz
= a
A solution of the form (1.12) has the following properties:
A solution of the form u(x; t) = u0 (x at) is often alled wave solution, as su h
a solution preserves the shape of the initial solution ( alled wave form) u0 (x)
and propagates at a onstant speen a to the right (if a > 0) or left (if a < 0) as
time evolves.
The solution u(x; t) is onstant along ea h ray x at = x0 whi h are alled

hara teristi urves (or simply hara tersti s) or wave-fronts.
a is alled wave speed: the wave-front, i.e., the solution u(x; t) whi h is onstant
along ea h ray x at = x0 , propagates with speed a.
Remark 1
A solution of the form
u = u(x a(x)t) ; or
u = u(x a(u; x; t)t)
(1.13)
an also be interpreted as wave solution. Su h waves preserve the initial waveform

u0 (x) although the initial waveform may be lo ally stret hed or ompressed due to
variations in the wave speed a.
1.1.3 Solution using the method of hara teristi s

Now we study the linear adve tion problem with a = onst (linear) or a = a(u; x; t)
(quasi-linear). Both have wave solutions. We rewrite (1.10) as a formal s alar produ t
in the spa e-time or x-t plane.

u
u
u u
+ a
= (1; a)
;
t
x
t x
= 0
(1.14)
u
We note that u
t + a x is the dire tional derivative of u(x; t) in the x-t plane in the
dire tion (a; 1). If we x (x0 ; t0 ) in the x t plane and step to (x0 + a; t0 + 1) in (a; 1)
dire tion, then the solution for u remains onstant. Then (1.14) states that there is
no hange in the solution u in the dire tion of (a; 1) in the x-t plane.
In the t x plane, the slope of the urve x = x(t) is dx=dt, and so we have
dx
= a
(1.15)
dt
In pra ti e it is more onvinient to use the x-t plane to sket h the hara teristi s. In
that ase the slope of the urve t = t(x) is dt=dx = 1=a.
Proposition 1 Let u be a solution of (1.10). Then

u = onst
along hara teristi urves (x0 ;t0 ) (t)

dx
(x0 ;t0 ) (t) = f(x(t); t) 2 R 2 :
= a ; t 2 R + ; (x0 ; t0 ) 2 (x0 ;t0 ) (t)g
dt
(1.16)
Proof.
u
u dx u
u
d
u(x(t); t) =
+
=
+ a
= 0
dt
t
x dt
t
x
(x0 ;t0 ) (t) is the hara teristi urve rossing point (x0 ; t0 ) in the x-t plane. For a
linear adve tion equation, for ea h point (x; t) in the x-t plane there is exa tly one
hara teristi line passing through (x; t). The hara teristi s provide method for det
u(x,t)
u(x, 3 t )
u(x,t)
u(x, 2 t )
u(x, t )
3t
(x 1 ,t1)
slope
dt/dx=1/a
2t
x = a t
x
2x
3x
x
u(x,0)
t=0
u 0 (x)
a
( , 0)
Figure 1.3: Illustration of hara teristi urves

termining the solution expli itely. Here we des ribe the method for a = onst. Figure
4.3 (right) des ribes the more general ase of non- onstant a.
1. For ea h (x; t) determine su h that
x = + at
2. The u(x; t) is given by
u(x; t) = u(; 0)
Remark 2 The method of hara teristi s allows us to al ulate the solution of a
partial dierential equation of adve tion type by nding the solution of the orresponding ordinary dierential equation for the hara teristi urves. The hara teristi
urves are a one-parametri family of urves in the x-t plane whi h are the integral
urves of the ordinary dierential equation dx=dt = a.
Example As an example we onsider the following quasi-linear partial dierential
equation
u
u
+
= 0
t
x
u(x; 0) = (x)
u(0; t) = b(t)
R+
on R + f0g
on f0g R +
in
R+
First we divide the PDE by x to obtain

1 u
u
+
= 0
t
x x
We apply (1.16) and see that a = a(x; t) = 1=x so that
dx
1
u = onst for
=
dt
x
or u = onst for dt=dx = x whi h an be integrated to give
1
u = onst for t = x2 + onst
2
The wavefronts are parabolas t = x2 =2 + onst whi h are shifted by the parameter
onst in t-dire tion.
t=x 2 /2
b(t)
c(x)
Figure 1.4: Sket h of hara teristi s for the example

Now we have to spe ify the solution u(x; t) for ea h point (x; t) in the spa e-time domain R + R + . The value u(x; t) is ompletely determined by the uniquely determined
9
hara teristi line passing through (x; t). Note that wavefronts (or hara teristi s) with
t x2 =2 pass through the positive x-axis and hen e for ea h (x; t) on su h a hara teristi the solution is determined by (x). The wavefronts with t x2 =2 pass through
the positive t-axis and thus the solution at (x; t) lo ated on su h a hara teristi is
determined by b(t).
Now we onsider an arbitrary point (x1 ; t1 ). The wavefront through (x1 ; t1 ) is
1 2
(x
2
t t1 =
x21 )
Case 1. If t1 x21 =2 then this wavefront interse ts the positive x-axis at x = x0 , say,
where t = 0 and therefore
1
t1 = (x20 x21 ):
2
Solving this expression for x0 gives
x0 =
x21 2t1 :
Sin e any two points (x0 ; t0 ), (x1 ; t1 ) on the same hara teristi urve have the same
value of u, we on lude that u(x1 ; t1 ) = u(x0 ; 0) = (x0 ) whi h implies that
u(x1 ; t1 ) =
q
x21
2t1
Case 2. If t1 > x21 =2, then the wavefront interse ts the positive t axis at t = t0 , where
t0
1 2
x :
2 1
t1 =
Solving this equation for t0 gives

1 2
x :
2 1
t0 = t1
Sin e any two points (x0 ; t0 ), (x1 ; t1 ) on the same hara teristi urve have the same
value of u, we on lude that u(x1 ; t1 ) = u(0; t0 ) = b(t0 ) whi h implies that

u(x1 ; t1 ) = b t1
1 2
x
2 1
After dropping the subs ripts we obtain the nal solution

(
u(x; t) =
x2 2t ;
b t 12 x2 ;
t 21 x2
t > 21 x2
As a remark, we wish to summarize the following important notes

10
Initial and boundary onditions. The solution in R + R + is ompletely
determined by the onditions at t = 0 and x = 0. The ondition at t = 0 is

alled initial ondition as it pres ribes the solution at the initial time t = 0.
The ondition at x = 0 is alled boundary ondition as it imposes the ondition
on the boundary of the spatial domain R + . The outer unit normal ve tor n
of
the spatial domain
= (0; 1) at x = 0 is n
= 1 and points into the negative
x-dire tion. As a(x; t) = 1=x > 0 as x ! 0 (in fa t , a(x; t) ! 1 as x ! 0) we
have a n
< 0 at x = 0.
Putting is together, we have to pres ribe onditions at t = 0 and where an
< 0
(whi h means here: at x = 0). This ondition says that "we have to impose
initial and boundary onditions where hara teristi s enter the domain in the
x-t plane".
Finally, we study the so- alled Riemann problem for the linear s alar adve tion equation. Riemann problems are of fundamental importan e for the theoreti al and numeri al solution of hyperboli onservation laws.
1.1.4 Riemann problem of two gases. Conta t dis ontinuity

A Riemann problem is a onservation law to be solved in R with pie ewise onstant
initial data whi h have a single dis ontinuity. The Riemann problem for the linear
s alar adve tion equation reads
u
u
+ a
= 0 in R R +
t
x
(
ul
; x<0
u(x; 0) =
ur
; x>0
Its solution is given by
(
ul ; x < at
u(x; t) =
ur ; x > at
In order to illustrate the physi al meaning of the solution of the Riemann problem,
we onsider the situation of two gases in a one-dimensional tube initially separated
by a diaphragm. To ea h gas on the left and right hand side of the diaphragm, there
orresponds a spe i onstant density l and r resp. This situation may be des ribed
by the following Riemann problem for the equation of mass onservation with onstant
velo ity u

+ u
= 0 in R R +
t
x
(
l
; x<0
(x; 0) =
r
; x>0
(
l ; x < ut
(x; t) =
r ; x > ut
11
At t = 0, imagine the situation of a one-dimensional tube with two regions x < 0

Gas tube
gas 1: O2
diaphragm
gas 2: N O 2
Contact discontinuity at x = a t
Figure 1.5: Illustration of solution of linear s alar Riemann problem and onta t dis ontinuity.
and x > 0, separated by a rigid diaphragm, see Fig. 1.5. Suppose at ea h side of the
diaphragm, there are dierent gases, say for x < 0 we have Oxygen O2 with density
l and for x > 0 we have Nitrogen dioxide NO2 with density r . (We assume that
pressure and temperature are the same on both sides). We apply a onstant velo ity
eld u > 0 and assume that the diaphragm is instantaneously removed. This is the
situation at t = 0.
Now the velo ity eld transports the gas mole ules with adve tion speed u > 0. The
dis ontinuity in (initially at x = 0 for t = 0) travels to the right with hara teristi
speed u and is lo ated at x = ut at time t. This dis ontinuity is a so alled onta t
dis ontinuity: The gas initially on one side of the diaphragm never mixes with gas
from the other side. As time evolves, the two gases remain in onta t along the
hara terisi urve in the x t plane along whi h there is a jump in density. This is
the onta t dis ontinuity.
1.1.5 Two-dimensional adve tion type problems

In this se tion we onsider an adve tion type problem in a spatially two-dimensional
domain. We study a problem with onstant adve tion eld ~u = (ux ; uy )T in the
spatial domain
= (0; Lx ) (0; Ly ) with three gases involved, say X1 = O2 (Oxygen),
X2 = NO2 (Nitrogen dioxide) and X3 = N2 (Nitrogen). At t = 0, we pres ribe that
ex lusively gas mole ules of type X3 are in
. At the in ow boundary, we supply gas
X1 for x > x0 and gas X2 for x < x0 . This is the situation sket hed in Fig. 1.6 (left).
We onsider the orresponding initial-boundary value problem for the on entration
12

t=0
Gas X
t = t1
Gas X3
Gas X
Gas X3
2
x
Gas X2
x
Gas X2
Gas X1
Gas X1
Figure 1.6: Adve tion type equation for on entration. Solution at t = 0 and t = t1 .
n = nX1 of gas X1 .
n
n
n
+ ux
+ uy
t
x
y
n(x; y; 0)
n(x; y; t)
n(x; y; t)
n(x; t) =
n0
0
= 0
in
R +
= 0
= n0
= 0
in
f0g
auf f(x; y) 2
auf f(x; y) 2
(~u) j x > x0 g R +
(~u) j x < x0 g R +
; y < uuxy (x x0 ) and x x0 < ux t

; otherwise
For t large enough (here: t > maxfLx =ux ; Ly =uy g), the solution be omes stationary
or steady-state (i.e., independent of t)
(
n(x; t) =
n0
0
; y < uuxy (x x0 )
; otherwise
Now the aim is to illustrate what happens physi ally. As time evolves, the mole ules
of gas X1 and X2 are adve ted into the domain whereas the mole ules of gas X3
are adve ted out of the domain. Between ea h two dierent gases, there is a onta t
dis ontinuity, see Fig. 1.10 (left and right). Adve tive transport of mole ules is along
the integral urves of the velo ity eld ~u, whi h are straight lines for the ase ~u = onst,
see 1.10 (right).
At time t4 , all mole ules of gas X3 have left the domain, f. Fig. 1.10 (left). New
mole ules of gas X1 resp. X2 enter the domain at the in ow boundary and the same
number of mole ules of X1 resp. X2 leave the domain at the out ow boundary. Thus at
two arbitrary times t5 ; t6 > t4 , albeit the individual mole ules still hange, the solution
at t5 and t6 is exa tly the same, see Fig. 1.10 (left): For (x; y) with y < uy =ux (x x0 )
we have ex lusively gas mole ules of type X1 and otherwise ex lusively mole ules of
typ X2 . This is alled a stationary solution of the orresponding time-dependent
13
t = t2
t = t3
Gas X 3
Gas X
Gas X3
Gas X
x
Gas X2
x
Gas X2
Gas X1
Gas X1
Figure 1.7: Adve tion type equation for on entration. Solution at t = 0 and t = t1 .
t=t
t=0
uy
ux
Gas X3
Gas X 2
Gas X 2
x
Gas X2
Gas X1
x
Gas X2
Gas X1
Figure 1.8: Adve tion type equation for on entration. Left: At t = t4 the stationary
solution is rea hed. Right: Corresponding velo ity (adve tion) eld.
problem.
Remark 3 In the above example, the gas mole ules are transported ex lusively along
the integral urves of the velo ity eld. In parti ular, there is a separation between
the two gases at all times alled onta t dis ontinuity. However, this is an idealized
situation. In a real uid, there is a mixing of mole ules due to their thermal random
motion. The solution is a superposition of two solutions stemming from two dierent
kinds of transport pro esses, viz., adve tion and diusion:
An adve tion type solution: the mole ules are adve ted along the integral urves
of the adve tion eld.
A diusion type solution: the mole ules diuse isotropi ally in all dire tions.
Diusion is due to the individual random thermal motion of the mole ules. Diusion an be observed whenever the on entration of a substan e (being the number of
mole ules of the substan e per unit volume) varies from pla e to pla e. Then diusion
o urs in the dire tion in whi h the on entration de reases. Diusion tends to equalize the mole ular distribution of the diusing substan e until statisti al equilibrium is
rea hed. The next se tion is dedi ated to diusion type pro esses.
14
1.2 Linear diusion equation

The (linear) diusion equation des ribes diusion type pro esses whi h is fundamental
transport pro ess in physi s
Diusion of gas mole ules ( on entration), des ribed by Fi k's law

Diusion of heat (thermal energy), des ribed by Fourier's law
Diusion of momentum (internal fri tion in vis ous uids)
1.2.1 Mole ular diusion: Fi k's law
Fig. 1.9 illustrates a diusion pro ess. At t = 0 the two gases X1 and X2 are separated
by a diaphragm (left). After removing the diaphragm at t = 0, a few mole ules of
gas X1 and X2 are found on the other's side after some while t1 (middle). After a
ertain time t2 , the mixture of the two gases is homogeneous. A statisti al equilibrium
has been rea hed and (on the ma ros opi level) no further diusion an be observed
(right).
Gas X1
11
00
11
00
11
00
111
000
111
000
111
000
111
000
11
00
11
00
11
00
11
00
00
11
11
00
00
11
111
000
000
111
000
111
11
00
00
11
00
11
111
000
000
111
000
111
000
111
11
00
11
00
11
00
t=0
11
00
11
00
11
00
11
00
11
00
11
00
00
11
11
00
00
11
00
11
00
11
11
00
00
11
111
000
000
111
000
111
000
111
Diaphragm
11
00
00
11
00
11
00
11
11
00
00
11
00
11
11
00
00
11
00
11
00
11
111
000
000
111
000
111
000
111
11
00
11
00
11
00
t = t1
111
000
111
000
111
000
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
000
111
111
000
000
111
000
111
11
00
00
11
00
11
11
00
00
11
00
11
00
11
11
00
00
11
00
11
11
00
00
11
00
11
00
11
11
00
00
11
00
11
111
000
000
111
000
111
000
111
11
00
11
00
11
00
111
000
111
000
111
000
000
111
111
000
000
111
000
111
111
000
111
000
111
000
111
000
111
000
111
000
111
000
111
000
111
000
111
000
111
000
111
000
111
000
111
000
00
11
11
00
00
11
00
11
111
000
000
111
000
111
000
111
111
000
111
000
111
000
11
00
00
11
00
11
00
11
11
00
00
11
00
11
00
11
111
000
111
000
111
000
000
111
000
111
111
000
000
111
111
000
111
000
111
000
11
00
11
00
11
00
111
000
000
111
000
111
11
00
11
00
11
00
00
11
00
11
11
00
00
11
00
11
00
11
11
00
00
11
111
000
111
000
111
000
111
000
111
000
111
000
00
11
00
11
11
00
00
11
00
11
11
00
00
11
111
000
000
111
000
111
111
000
111
000
111
000
00
11
00
11
11
00
00
11
11
00
11
00
11
00
11
00
11
00
11
00
11
00
00
11
11
00
00
11
11
00
00
11
00
11
000
111
000
111
111
000
000
111
11
00
11
00
11
00
11
00
11
00
11
00
111
000
111
000
111
000
111
000
111
000
111
000
111
000
000
111
000
111
111
000
000
111
11
00
00
11
00
11
11
00
00
11
00
11
000
111
000
111
111
000
000
111
00
11
11
00
00
11
00
11
000
111
111
000
000
111
000
111
00
11
00
11
11
00
00
11
11
00
11
00
11
00
11
00
00
11
11
00
00
11
Gas X 2
11
00
11
00
11
00
11
00
11
00
11
00
11
00
000
111
000
111
111
000
000
111
00
11
00
11
11
00
00
11
111
000
111
000
111
000
111
000
t = t 2 : statistical equilibrium is reached
Figure 1.9: Gaseous diusion.

We onsider the diusion of a substan e into itself. We onsider a situation sket hed
in Fig. 1.10 where the on entration of a substan e varies in a ertain dire tion, whi h
is designated as the x-axis, and is onstant in the other dire tions. The on entration
is the number of mole ules per unit volume and is in this situation a fun tion of the
x- oordinate alone: = (x).
Then we dene the parti le urrent density j as the net number of parti les that
ross, per unit time, a unit area pla ed perpendi ular to the dire tion of diusion.
jE =
Net number of parti les that diuse through a surfa e A in time t

area(A) t
where "net number" means the number of parti les rossing A in dire tion of the
surfa e normal ~n of A minus the number of parti les rossing A in the dire tion of ~n.
The parti le urrent density j is of dimension m2 s 1 . Then Fi k's law states that
j =
d
dx
15
000
111
000
111
000
111
00
11
00
11
11
00
00
11
00
11
00
11
00
11
00
11
11
00
00
11
00
11
00
11
00
11
11
00
00
11
000
111
111
000
000
111
11
00
00
11
00
11
000
111
111
000
000
111
11
00
00
11
00
11
00
11
11
00
00
11
00
11
11
00
00
11
00
11
000
111
00 111
11
000
11
00
111
00 000
11
000
111
111
000
000
111
000
111
000
111
00
11
11
00
00
11
00
11
00
11
00
11
11
00
00
11
111
000
000
111
000
111
11
00
11
00
11
00
000
111
111
000
000 11
111
00
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
00
11
000
111
000
111
000
111
000
111
000
111
000
111
000
111
11
00
111
000
000
111
000
111
000
111
11
00
111
000
00
11
000
111
11
00
111
000
00
11
000
111
00
11
000
111
00
11
000
111
00
11
00
11
000
111
00
11
000
111
000
111
00
11
000
111
000
111
000
111
11
00
000
111
000
111
000
111
11
00
000
111
000
111
11
00
000
111
000
111
00
11
00
11
00
11
00
11
11
00
00 111
11
00
11
000
111
11
00
000
00
11
000
111
11
00
000
111
000
111
000
111
000
111
000
11 111
00
111
000
11
00
000
111
11
00
111
000
11
00
000
111
11
00
111
000
11
00
000
111
000
111
000
111
00
11
000
111
000
111
00
11
000
111
00
11
00 111
11
000
111
000
00
11
000
111
00
11
000
111
00
11
000
111
000
111
000
111
00
11
000
111
000
111
000
111
00
11
000
111
000
111
000
111
00
11
000
111
000
111
000
111
000
111
Larger concentration
000
111
000
111
111
000
000
111
00
11
11
00
00
11
111
000
000
111
000
111
000
111
11
00
11
00
11
00
11
00
00
11
00
11
00
11
00
11
00
11
11
00
00
11
Smaller concentration
Figure 1.10: Illustration of Fi k's law for mole ular diusion.

where D is a oe ient hara teristi of the substan e, alled the diusion oe ient
and d =dx is the on entration gradient in x-dire tion. The minus sign indi ates that
the net ow due to diusion is in the dire tion in whi h de reases.
In the general situation, Fi k's law states that the parti le urrent density is related
to the on entration gradient by
~
~j = Dr
We onsider an arbitrary losed ontrol volume V with surfa e (boundary) V and
outer normal ve tor ~n
. Then in the absen e of an adve tion eld the hange in
the number of parti les in V is equal to the number of parti les diusing through the
boundary of V via the parti le urrent density:
Z
Z
Z
d
~ ) ~nV d
~j ~nV d =
( Dr
dV =
dt V
V
V
Appli ation of Gaussian Theorem gives
Z
Z
d
r~ Dr~ d
dV =
dt V
V
Assuming that , D are su iently smooth (at least in the sense of Sobolev fun tions)
we obtain the dierential form of the diusion equation

~ Dr
~
= r
t
1.2.2 Solution of the diusion equation

In this se tion we solve the one-dimensional diusion equation analyti ally

~2 u
u = r
t
First we note that given a solution u(x; t) of (1.17), the stret hed fun tion
p
a = onst > 0
u~(x; t) u( ax; at) ;
is also a solution of (1.17), sin e u~xx = auxx and u~t = aut .
16
(1.17)
(1.18)
A spe ial Cau hy problem

We solve the Cau hy problem for (1.17) with initial ondition
(
u(x; 0) = H (x) =
1
0
; x>0
; x<0
(1.19)
The fun tion H is often alled Heavyside fun tion. As H is invariant with respe t to
stret hing, we make the ansatz
x
1 1
u(x; t) = u( p x; t) = u( p ; 1)
t
t
t
where we formally use a = t
in (1.18). Thus we seek
G(x; t) = g(z (x; t)) ;
px :
t
z (x; t) =
Then we have
dg 1
dg z
p
=
dz x
dz t
d2 g 1

dg 1
p
= 2
Gxx =
Gx =
x
x dz t
dz t
dg x
dg z
=
Gt =
dz x
dz 2t3=2
Gx =
From these relations we obtain the following ordinary dierential equation for g
Gxx
Gt = 0
2
x
= 0
() ddzg2 1t + dg
dz 2t3=2
d2 g
dg x
p =0
2 +
dz
dz
2 t
Now we substitute h = dg=dz and use z = x= t to obtain
dh
=
dz
d
dh=dz
=
ln(h) =
h
dz
=)
ln(z ) =
()
z
h
2
d z2
dz 4
~2
z2
4
z 2
h(z ) = 2 e ( 2p )
17
Integration of the last equation gives g(z ) resp. G(x; t)
=)
or
Z z
h(z ) dz = 1 + 2
0
Z x=pt
z 2
G(x; t) = 1 + 2
e ( 2p ) dz
0
Z x=p4t
p
2
e s ds
G(x; t) = 1 + 2 2
g(z ) = 1 +
Z z
z 2
e ( 2p ) dz
where in the last equation we substituted s = z=(2 ) and dz = 2 ds.

Finally we determinepthe onstants 1 and 2 by
p using the initial ondition. Note that
as t ! 0 we have x= t ! +1 (x > 0) and x= t ! 1 (x < 0) and
Z 1
p
p
2
e s ds = 1 + 2
x>0 :
lim G(x; t) = 1 + 2 2
t!0
| 0 {z
}
p
= =2
x<0 :
p
lim G(x; t) = 1
t!0
from whi h we infer that
1 =
1
;
2
2 =
The solution G(x; t) of the Cau hy problem on R

1
1
G(x; t) = + p
2

p1
2
R + then reads
Z x=p4t
2
e s ds
(1.20)
Now we want to visualize the solution (1.20). The ru ial point is the integral
Z x=p4t
2
e s ds
I (x; t; ) =
0
whi h depends on x, t and the parameter . First we x x > 0 (for the ase x < 0
thepargument is similar) and
p . We onsider the dependen e on t. At t = 0 we have
x= t = 1 and I (x; t; ) = =2.
As t in reases, the upper limit of the integral de reases and so the value of I (x; t; )
be omes smaller. As a physi al intepretation, re all that the gradient in u in the
initial ondition auses a diusion of u in the negative x-dire tion. As t in reases,
u(x; t) de reases due to diusion in the negative x-dire tion.
Now we study the dependen e of I (x; t; ) on x for xed t and . For small values of
x the upper limit of the integral is smaller than for large values of x. Thus I (x; t; )
be omes smaller as x ! 0. As a physi al interpretation, in the vi inity of x = 0 the
gradient of u is maximal and hen e this region is ae ted largest by diusion.
Finally we study the ee t of the parameter on the diusion pro ess. If is de reased,
18
1.3 The steady-state linear adve tion-diusion rea tion problem
then for xed x, t the integral I (x; t; ) be omes larger and the diusion pro ess is
slower. For a larger value of , (for x x, t) the integral I (x; t; ) be omes smaller and
the diusion pro ess is faster.
Diusion means that the initial dis ontinuity at x = 0 is smeared out as time in reases.
Put in other words, a diusion type pro ess smoothens strong gradients/dis ontinuities
in the initial data.
As an illustration, Figures 1.11, 1.12 show snapshots of the solution u(x; t) at three
dierent times t0 = 0, t1 and t2 . In Fig. 1.11 we have a small diusivity . The initial
dis ontinuity is smeared out slowly. In 1.12 we have a a relatively large diusivity
and the initial dis ontinuity is smeared out rapidly.
t=0
t = t1
t=t
Figure 1.11: History of u(x; t) for three times t0 = 0 < t1 < t2 for small diusivity .
t=0
t = t1
t = t2
Figure 1.12: History of u(x; t) for three times t0 = 0 < t1 < t2 for large diusivity .
1.3 The steady-state linear adve tion-diusion rea tion

problem
The linear diusion-rea tion type equation is of the form
r~ ( r~ u) + ~b r~ u + u = f
in
(0; t0 )
A typi al example is the heat-transport equation, whi h governs the spa e-time evolution of the temperature T in a spa e-time domain
(0; t0 )
T
~T
+ ~u r
t
with the following notation
p
r~ (r~ T ) = q_V
in
(0; t0 )
~u: onve tive velo ity eld

19
: density of the uid

: heat ondu tion oe ient
q_V : volumetri heat sour e
An initial ondition is imposed
T (~x; 0) = T0 (~x)
Moreover we have to spe ify boundary onditions on
. We assume a non-overlapping
partitionning of
into D , N , and R . There are three types of boundary onditions
Diri hlet boundary onditions.

T = Tw
D (0; t0 )
on
A Diri hlet boundary ondition for temperature states that the boundary temperature remains onstant and is not ae ted by the uid temperature. Of ourse
the uid temperature does a t on the boundary temperature. But in a variety
of situations of pra ti al relevan e this is approximately the ase, in parti ular if
the boundary is onne ted to an innitely large energy reservoir. E.g., a heating
system operating at, say Tw = 22 C or a old oor in the basement of a building
without isolation may have the same temperature as the outside surrounding.
Neumann boundary onditions.

~ T ~n = q_
r
on
(0; t0)
The right hand side term q_ is a surfa e-spe i heat ux, i.e., heat ux per unit
area. For a perfe t insulator q_ = 0.
Robin boundary onditions. A Robin boundary ondition is e.g. given by

Newton's ooling law
~ T ~n = h (Tw
r
T0 )
R (0; t0 )
where Tw and T0 denote the wall-temperature and the free-stream uid temperature resp., and h is alled the onve tive heat-transfer oe ient, whi h is a
typi al quantity of engineering interest in indoor air ow simulation.
20

2.1 Classi al solutions
We onsider the linear adve tion-diusion-rea tion problem with Diri hlet boundary
ondition in a domain with smooth boundary
. We assume that ~b, , h are smooth
fun tions.
r~ ( r~ u) + ~b r~ u + u = f in
(2.1)
u = h
on D
(2.2)
A solution u of (2.1)-(2.2) is alled lassi al solution if
u is in C 2 (
) and satises (2.1) pointwise for ea h x 2
.
u is also in C 1 (
) and u = g on
pointwise for ea h x 2
.
2.2 Sobolev spa es and weak solutions

Solutions in the lassi al sense are very restri tive. In parti ular, C 2 -smooth solutions
annot be expe ted in general for pra ti al problems. In a physi al sense, the value of
a fun tion at a ertain point ~x 2
is irrelevant. In physi al experiments, instead of
pointwise values u(~x) only weighted averages an be measured.
A fundamental property of a solution is that it should be "bounded" at least in an
integral sense, whi h leads to the on ept of Lp -fun tions.
Denition 1 We dene by Lp (
the spa e of measurable and square-integrable fun tions
Z
p
L (
) = f u :
! R j ju(x)j2 d~x < 1 g
Moreover on L2 (
) we dene the norm jj jj0;p by
jjujj0;p =
For p = 1 the norm is given by
Z
ju(x)jp d~x
1=p
jjujj0;1 = ess: supx2

ju(x)j
21
Thus in prin iple, for any bounded domain

, a fun tion u does not belong to Lp (
)
only if it has a singularity, whose p-th power annot not integrated.
Example 1 Consider
= f~x 2 R d : j~xj < 1g. For d = 2, the fun tion u(x) =
ln(j~xj) is in L2 (
), but u(x) = j~xj 1 is not in L2 (
). But for d = 3, u(x) = j~xj 1
does belong to L2 (
). Thus the regularity of a singularity also depends on the spa e
dimension of
.
Denition 2 Denote u :
! R . Then we dene its support supp(u) by
supp(u) = f x 2
j u(x) 6= 0 g
Denition 3 We denote by C01 (
) the set of innitely-times ontinuously dierentiable fun tions from
to R for whi h supp(u) is a ompa t subset of
.
Example. We onsider the C01 (R )-fun tion
(
1
Ce 1 t2
0
!(x) =
jtj < 1
jtj > 1
In R d we onsider the C01 (R d )-fun tion

(
!(x) =
1
Ce 1 jj~xjj2
0
and we hoose C su h that

Z
jj~xjj < 1
jj~xjj > 1
!(~x) d~x = 1
j~xj1
Now we des ribe the averaging pro edure by Sobolev for smoothening Lp -fun tions.
For u 2 Lp (
) we dene
Rd
!(~x) d~x =
Z d
~x ~z
uh (x) =
u(~z)!
d~z
(2.3)
h
R
For given ~x, only the values ~z with jj~z ~xjj h ontribute to the integral. Thus
(2.3) an be interpreted as the average of u over the jj~x ~zjj h. Now the following
Theorem holds
Theorem 1 Let u 2 Lp (
) (1 p < 1) and let u be extended by zero in R d
. Then
for ea h h > 0< the fun tion uh dened by (2.3) is innitesimal times dierentiable.
Moreover, uh 2 Lp (
) and
lim jju uh jj = 0
h!0
The averaging pro edure by Sobolev an be interpreted as a measurement of a physi al
quantity: Ea h measurement devi e for determining a physi al quantity u does not
return pointwise value at ~x but a spe ied sampling (averaged) value in the neighbourhood of ~x. This average may be hara terised by its sampling fun tion . Then
ea h measurement may be des ribed by h ( ~x) where
22
: R d ! R is C 1 -smooth
we dene h = (~x=h) and the support of h has radius h, whi h an be interpreted as the sampling radius of the measurement instrument.
The statement that the measurement devi e is positionned at ~x orresponds to

onsidering ( ~x) and therefore supp() f ~z : jj~x ~zjj < hg
A parti ular example is !((~x ~z)=h) with sampling radius h.
From the point of physi al measurement, we say that u and v annot be distinguished
if
hu; i = hv; i
8 2 C01 (R d )
with
Z d
hu; i = u(~x)(~x) d~x
R
We then say that u and v are equation in a weak-sense or integral-sense.

The orresponding natural measure for the dieren e u v is then the L2 -norm
Z
jju vjj0;
=
ju(x) v(x)j2 d~x
Then the on ept of a weak derivative of a fun tion is motivated by the rule of partial
integration: For any smooth fun tion u 2 C 1 (
), the rule of integration by parts
be omes
Z
Z
8 2 C01 (
)
(2.4)
u dx = ( 1) ( u) dx
as and
vanish on
as 2 C 1 (
). Equation (2.4) makes sense also for rough
fun tions, whi h leads to the following

DenitionP4 Denote
a domain, and denote = (1 ; : : : ; d ) 2 N d a multi-index
with jj = di=1 i . A fun tion v 2 L1lo (
) is alled weak derivative of u 2 L1lo (
) if
Z
u dx = ( 1)
v dx
8 2 C01 (
)
We then all v the th-weak derivative of u and write = v.
Note that L1lo (

) is used to allow also for unbounded domains
.
Now we are in a position to dene the Sobolev spa e H m (
) of fun tions whi h are
m-times dierentiable in the weak sense.
Denition 5 We dene the Sobolev spa e H m;p (

) by
H m;p (
) =
f v 2 L2 (
) j u 2 Lp (
) 0 jj n g
23
For 1 p < 1 the norm on H m;p (

) is given by
0
jjujjm;p =
0jjm
1 p1
jj ujjp0;p A
For p = 1 the norm on H m;1 (

) is given by
jjujjm;p = 0jmax
jj ujj0;1
jm
Remark 4
The ontinuous, pie ewise smooth fun tions belong to H 1 (

)
The on ept of Lp -fun tions allows to onsider also fun tions with singularities,
whi h are gently enough to be integrated in a ertain way. For u(x) = ln(j~xj)
~ u(x) = j~xj 2~x. Therefore for d = 2, u does not belong to H 1 (
), but
we have r
1
u 2 H (
) for d = 3.
An example of a H 1 -fun tion for d = 2; 3 is
u(x) = ln(ln(j~xj 1 ) + 1) ;
r~ u(x) = ln(j~xj 11 ) + 1 j~x~xj2
The dominator in the rst term goes very slowly to 1 as jxj ! 0 in a way that
~ u at x = 0 be omes integrable.
the singularity of r
Hen e we see that fun tions in H 1 (
) are not ne essarily ontinuous. For
d = 2; 3, we need a fun tion to have H 2 (
)-regularity to be ontinuous (Relli h embedding theorem).
Major advantage of the spa e H m;p (

) is that it is omplete: With respe t to the
Lp -norm every Cau hy sequen e of elements in H m;p (
) onverges to an element
in H m;p (
). The averaging pro edure by Sobolev demonstrated that C 1 (
) is
dense in H m;p (
) (for a C 0;0 smooth domain
).
Denote
a bounded Lips hitz domain and denote C m;1 (
) the set of Lips hitz ontinuous fun tions. Then
C m;1 (
) = H m+1;1 (
)
For p = 2 we an dene a s alar produ t on H m;2 (

)
(u; v)H m;2(
)
X Z
0m
u v d~x
and H m;2 (
) be omes a Hilbert-spa e.
Finally we have to take are regarding boundary onditions of a Sobolev fun tion in
H m;2 (
). For m 2 fun tions in H m;2 (
) are smooth (for d = 2; 3) and values on
24

are well-dened. On the other hand, boundary onditions do not make sense for
L2 -fun tions. The question is if meaningful boundary onditions an be dened for
H 1 (
) fun tions. As C 1 (
) is dense in H 1 (
), this an be a omplished as shown in
the following.
Theorem 2 Denote
R d a bounded Lips hitz domain. Then the so- alled tra e-
operator
: u 7! uj ;
u 2 C 1 (
)
has a unique and ontinuous extension from C 1 (
) onto H 1;2 (
) su h that
jj ujj1=2;2; C jjujj1;2;
;
u 2 H 1;2 (
)
where C is a onstant independent of u. Moreover, the tra e operator is surje tive,

i.e., for ea h u~ 2 H 1=2;2 ( ) there exists u 2 H 1;2 (
) su h that u = u~ and
jjujj1;2;
C jju~jj1=2;2; ;
u 2 H 1;2 (
)
where C is a onstant independent of u~.

We set H 1=2;2 ( ) H 1 (
).
Remark 5 In some denitions of the tra e operator C 1 (

) is used instead of C 1 (
)
Proof First we onsider the spe ial ase
= (0; 1)2 . Given v 2 C 1 (
), for ea h two
points (0; y) and (x; y) we have
v(x; y)
v(0; y) =
whi h an be rearranged as
Z x
v(0; y) =
Therefore we have
jv(0; y)j2

Z x
v
(x; y)d

v
(x; y)d + v(x; y)

Z x
2
(; y)jd + jv(x; y)j
j v
0
2
Z 1
v
j (; y)jd + jv(x; y)j
0
Z 1
v
2 j (; y)j2 d + jv(x; y)j2
0
where we used the inequality (a + b)2 2a2 + 2b2 in the last step. Integration rst
over y from 0 to 1 and then over x from 0 to 1 gives
Z 1
jv(0; y)jdy = 2
Z 1Z 1
(; y)j2 d dy + 2
j v

Z 1Z 1
jv(x; y)j2 dydx:

25
The left hand side integral is the L2 -norm of v along the boundary segment f0g (0; 1)
and the right hand side term an be bounded from above by the full H 1 -norm of v.
Putting together the ontributions from all four boundary segments we get
jjvjj2L2 (
) 8jjvjj2H 1 (
)
This argumentation an be modied to work also for polygonally bounded domains.
For urvilinear boundaries, we an transform the boundary lo ally to artesian oordinates.
Using the tra e inequality, given v 2 H 1 (
) we an dene its tra e v = vj as a
fun tion in L2 (
). Given v 2 H 1 (
) we onsider a sequen e (vk ) C 1 (
) with
jjvk vjjH 1 (
) ! 0 as n ! 1. Then the tra e inequality implies that
jjvk vl jjL2 (
) (
)jjvk vl jjH 1(
) ; k; l 2 N
As the right hand side goes to zero for k, l ! 1, the tra es (vk j
) on
is a Cau hy
sequen e in the Lebesgue-spa e L2 (
). The limit fun tion vj
is then dened as
tra e v of v 2 H 1 (
).
2
Finally we give the on ept of so- alled strong solutions of the ellipti boundary value
problem (2.1)-(2.2)
r~ ( r~ u) + ~b r~ u + u = f in
u = h
on D
For this purpose we interpret derivatives in the weak sense and boundary onditions
are treated in the sense of the tra e operator
Denition 6 We onsider the ellipti boundary value problem (2.1)-(2.2). We assume
the following regularity of the data
, bi 2 H 1;1 (
), 2 L1 (
)
f 2 L2 (
)
h 2 H 1=2;2 ( )
Then a fun tion u 2 H 2 (
) is alled strong solution of (2.1)-(2.2), if u satises (2.1)
in L2 (
)-sense, and if u satises (2.2) in L2 ( )-sense.

We assume that on one part of the boundary D
Diri hlet data are imposed and
on the other N
, D [ N = , D \ N = ; Neumann data are pres ribed.
r~ ( r~ u) + ~b r~ u + u = f in
(2.5)
u = 0
on D
(2.6)
~
ru ~n = g
on N
(2.7)
26
First we assume that the solution u of (2.5)-(2.7) belongs to C 1 (

). Then equation
(2.5) holds pointwise for ea h x 2
. We multiply (2.5) with a so- alled test fun tion
v 2 C 1 (
) with v = 0 on D and integrate over the domain
r~ ( r~ u)v dx +
~b r
~ uv dx +
uv dx =
We apply integration by parts to the Lapla ian term, i.e.

Z
r~ ( r~ ) dx =
~r
~ dx
r
~
r
fv dx
(2.8)
~n d
Then (2.8) be omes

Z
~ur
~ v dx
r
~ uv ~n d +
r
~b r
~ uv dx +
uv dx =
fv dx
Now we onsider the boundary integral arising from integration by parts

Z
~ uv ~n d =
r
=
~ u v ~n d +
r
|{z}
=0
~ u ~n v d
| r
{z }
=g
gv d
This boundary integral does not depend on the unknown solution u and is therefore
treated as a right hand side term. Then we obtain
Z
~ur
~ v dx +
r
~b r
~ uv dx +
For a moment assume that

homogeneous Diri hlet data
uv dx =
fv dx +
u = 0
in
on D
with orresponding variational formulation
~ur
~ v dx +
r
gv d
= ;, i.e., we onsider the following problem with
r~ ( r~ u) + ~b r~ u + u = f
Z
Z
~b r
~ u + u
v dx =
(2.9)
(2.10)
fv dx
(2.11)
Now the aim is to relax the regularity of the test- and ansatz fun tions:
(1) If u 2 C01 (
) satises equation (2.11) holds for all v 2 C01 (
) then it will also
hold for ea h v 2 H01 (
), as C01 (
) is a dense subspa e of H01 (
).
(2) We an then allow the solution u to belong to H01 (
), as C01 (
) is a dense
subspa e of H01 (
).
27
Then the variational form (or weak form) for the ellipti boundary value problem
(2.9)-(2.10) reads:
Find u 2 H01 (
) su h that
with
a(u; v) =
f (v) =
Z
Z
8 v 2 H01 (
)
a(u; v) = f (v)
~ur
~ v dx +
r
~b r
~ uv dx +
uv dx
fv dx
(2.12)
(2.13)
(2.14)
The theory for existen e and uniqueness of a solution of (2.12) is based on the framework of linear fun tional analysis.
We introdu e the on ept of a dualspa e V of a normed spa e V
Denition 7 The dual spa e V of a spa e V with norm jj jjV is dened by
V =f f : V
with norm
! R j f is linear and bounded g
jjf jjV
sup
v2V;jjvjjV =1
jf (v)j
Remark 6 The dual spa e of H 1 (

) is denoted by H 1 (
). Ea h fun tion f
an be asso iated one-to-one with a orresponding the linear fun tional
(f; ) : H 1 (
) ! R ;
u 7!
2 L2 (
)
fu d~x:
Existen e and uniqueness of the solution of the variational form of a ellipti boundary
value problem are ensured by the famous Lax-Milgram Lemma.
Theorem 3 (Lax-Milgram) Denote V a real Hilbert-spa e and A(u; v) : V V

a bilinear form with the following properties
A(; ) is bounded, i.e.,

9 C > 0 su h that jA(u; v)j C jjujjV jjvjjV
A(; ) is stri tly oer ive, i.e.,
9 > 0 su h that A(u; u) jjujj2V
8 u2V
Then for ea h linear form f : V ! R whi h is bounded with

jjf jjV sup jf (v)j
v2V;jjvjjV =1
28
8 u; v 2 V
!R
(2.15)
(2.16)
there exists a uniquely determined solution u of the problem

Find u 2 V su h that
A(u; v) = f (v)
8v 2 V
(2.17)
Moreover we have the following a-priori estimate (or stability estimate)
jjujjV 1 jjf jjV
(2.18)
Some omments on the proof
First we have to show that A(; v) is inje tiv, i.e.

A(u; v) = 0 8v 2 V implies
u=0
(2.19)
This follows immediately from the stri t oer ivity of A as

0 = A(u; u) jjujj2V
) u=0
(2.20)
Se ondly we have to show that A(; v) is surje tive, i.e., we have to show that for
ea h f 2 V there exists at least one u 2 V su h that A(u; v) = f (v) 8v 2 V .
In a rst step we show that the set
Range(A) A(V ) f f 2 V j 9 u 2 V su h that A(u; v) = f (v) 8v 2 V g
is losed. Let f be an element in A(V ) and let (fn ) be a sequen e in A(V ) with
fn ! f (as n ! 1). Consider un and um in V with
(2.21)
A(un ; v) = fn (v) 8v 2 V

(2.22)
A(um; v) = f (v) 8v 2 V
m
Then
jjfn fm jjV jjun um jjV jA(un um ; un um )j jjun um jj2V

Therefore (un ) is a Cau hy sequen e in V and onverges, as V is a Hilbert spa e:
un ! u (n ! 1) with some u 2 V . Then as A is ontinuous

A(u; v) = A(nlim
!1 un ; v) = nlim
!1 A(un ; v) = nlim
!1 fn (v) = f (v) 8v 2 V
The nal step is to show that Range(A) = V , i.e., A is surje tive. V is also a
Hilbert spa e, in parti ular, it is omplete. We have shown that A(V ) is losed.
As ea h losed subset of a omplete subset is omplete, we have that A(V ) is
also omplete. The argument is now to onsider the proje tion operator from
V to A(V ).
2
Then existen e and uniqueness of a weak solution of the ellipti boundary value problem (2.9)-(2.10) an be proven by virtue of Theorem 3.
29
Theorem 4 Assume that the domain

R d is Lips hitz-bounded. Moreover assume
that the data , ~b = (b1 ; : : : ; bd ), , f have the following regularity:
, bj , 2 L1 (
) (j = 1; : : : ; d),
Additionally assume that at least one of the following two ondition holds
r~ ~b 2 L1 (
) and 21 r~ ~b 0 or:
the homogeneous problem "Find u 2 H01 (

) with a(u; v) = 0 for ea h v 2 H01 (
)"
has the unique solution u = 0.
Then for ea h f 2 H 1 (
) there exists a solution u 2 H01 (
) of (2.9)-(2.10), whi h is
uniquely determined.
Proof First we introdu e the L2 -s alar produ t

(u; v) =
~ u; r
~ v)) =
((r
uv dx ;
r~ u r~ v dx
and write
~ u; r
~ v)) + (~b r
~ u + u; v)
a(u; v) = (( r
f (v) = (f; v)
Then we have the following estimates, whi h show that a(; ) and f () are bounded
j(( r~ u; r~ v))j + j(~b r~ u + u; v)j

jjujjH 1 jjvjjH 1 + (jjbjjL1 + jj 1 jj) jjujjH 1 jjvjjH 1
3 maxf jj jjL1 ; jjbj jjL1 ; jj jjL1 g jjujjH 1 jjvjjH 1
jjf jjL2 jjvjjL2 jjf jjH 1 jjvjjH 1
Se ondly we have to show that a(; ) is stri tly oer ive Note that the following useful
ja(u; v)j

jjf (v)jj
relation holds
~b r
~ u udx =
=
from whi h we infer

Then we an obtain
Z
Z
r~ (~bu) udx +
~ ~b)u udx
(r
~b r
~ u udx =
Z
Z
~b ~n d
u| 2 {z
}
=0
~b (r
~ u) udx
~ ~b)u2 dx
(r
~ u; r
~ u)) + (~b r
~ u; u) + ( u; u)
a(u; u) = (( r
~ u; r
~ u)) + (( 1 r
~ ~b)u; u)
= (( r
2
30
~ ~b = 0. Assume that 9 0 > 0 su h that

Re all that for in ompressible uid ows r
0 a.e. in
. Moreover assume that 90 > 0 su h that 0 a.e. in
. Then
~ ujj2L2 + jj 0 jjL1 jjujj2L2
a(u; u) jj0 jjL1 jjr
minf jj0 jjL1 ; jj 0 jjL1 g jjujj2H 1
Remark 7 In the general ase (2.5)-(2.7) where N is non-empty, we set

V = f v 2 H 1 (
) j v = 0 on D g
Then the variational form of (2.5)-(2.7) reads

Find u 2 H01 (
) su h that
a(u; v) = f (v)
where
Z
Z
~b r
~ uv dx +
~ur
~ v dx +
r
a(u; v) =
f (v) =
fv dx +
8 v2V
Z
uv dx
gv d
Finally we summarize some results on the regularity of the solution. Here we only
onsider the ase of homogeneous Diri hlet boundary onditions.
Theorem 5 Denote
a bounded C 1;1 -domain and assume the following regularity of
the data
2 H 1;1 (
)
bj , 2 L1 (
), and r~ ~b 2 L1 (
)
Moreover assume that the homogeneous problem "Find u su h that a(u; v) = 0 for all
v 2 H01 (
)" has the unique solution u = 0.
Then for any f 2 L2 (
) the solution u is H 2 -regular.
Moreover we have the following results
In the interior of
, H 2 regularity of the solution an be obtained even for nonsmooth domains; i.e. u 2 H 2 (
0 ) for any ompa t set
0
.
The statement of the theorem an be "shifted" for k 1: If
is a C k;1-domain,
~ ~b 2 H k 1;1 (
), then for any
and if 2 H k;1 (
), bj , 2 H k 1;1 (
), and r
k
1
k
given f 2 H (
), we have regularity u 2 H (
).
The regularity assumption
2 C 1;1 is often too restri tive for problems of pra ti al
relevan e: However, H 2 -regularity an be obtained even for onvex domains.
Theorem 6 Denote
a bounded and onvex domain. Then under the assumtions of
Theorem 5, the solution u is in H 2 (
).
For non- onvex Lips hitz-domains this statement is wrong. But then it is still possible
to get u 2 H 1+s (
) with s 2 [0; 21 if 2 C 0;t (
) is Holder ontinuous.
31
2.4 Galerkin method

The Galerkin method is a proje tion method for solving the variational problem: Given
a bounded and stri tly oer ive bilinear form A(; ) and a linear form f 2 V
Find u 2 V su h that
A(u; v) = f (v) 8v 2 V
(2.23)
where V is an innite-dimensional Hilbert spa e.
Denition 8 Denote Vh V a nite-dimensional sub spa e of the Hilbert spa e V .

Then the Galerkin method for (2.23) reads:
Given a bounded and stri tly oer ive bilinear form A(; ) and a linear form f 2 V ,
Find uh 2 Vh su h that
A(uh; v) = f (v)
8v 2 Vh
(2.24)
Remark 8 From the fa t that the Galerkin solution uh and the ontinuous solution u
satisfy
A(uh; v) = A(u; v) = f (v)
8v 2 Vh
we get the important Galerkin orthogonality relation
A(uh u; v) = 0
8v 2 Vh
whi h means that the error en = u uh is perpendi ular on the ansatz spa e Vh with
respe t to the "s alar produ t" A(; ).
Re all that the best approximation u of an element x in a normed spa e X with respe t
to a subset U X dened by
jjx ujj = vinf

jjv xjj
2U
satises the orthogonality relation
(u x; v) = 0
8v 2 U ;
i.e., x u ? U with respe t to (; ).
The Galerkin proje tion immediately gives Cea's lemma, whi h shows that the error
in the Galerkin method jju uh jjV is determined by how well the exa t solution u an
be approximated by the subspa e Vh .
Theorem 7 (Lemma by Cea.) Denote u the solution of (2.23) and uh the solution
of (2.24). Then
jjuh ujjV C vinf

jjv ujj
2Vh
with onstant C 1 depending on A but independent of Vh .
32
(2.25)
2.4 Galerkin method
Proof. From the Galerkin orthogonality we have
A(u uh ; uh ) = A(u uh ; v) = 0
Then we obtain the following estimate
jju uh jj2V
A(u uh ; u uh )
= A(u uh ; u v) C jju uh jjV jju vjjV
2
from whi h immediately follows the assertion.
The nite dimensional Galerkin equations (2.24) is equivalent to the solution of a

system of linear equations. Denote 1 ; : : : ; n a basis for Vh , then ea h uh 2 Vh an
be written as a linear ombination
v =
n
X
i=1
vi i
with oe ients vi 2 R . We write for the dis rete solution uh of (2.24) uh =

and obtain
n
n
X
X
ui A(i ; j )
A( ui i ; j ) =
Pn
i=1 ui i
i=1
i=1
The Galerkin equations (2.24) are equivalent to the system of linear equations
n
X
i=1
ui A(i ; j ) = (f; j )
n
X
i=1
Aij ui = fj
j = 1; : : : ; n
(2.26)
j = 1; : : : ; n
where
Aij = A(j ; i ) ;
fj = f (j )
Noti e that the Galerkin method is only a semidis rete method, as an expli it evaluation of the integrals by using quadrature formulas is not spe ied.
Remark 9 (Examples of global Galerkin ansatz spa es) If the spa e domain is
arthesian
= (0; Lx ) (0; Ly ), then a tensor produ t ansatz an be made
Vh = Qm (
) =
f p(x; y) =
m
X
i;j =0
ij xi yj g
with h = 1=m.
33

Using the monomial basis 1; x; y; x2 ; xy; y; : : : then gives that the Matrix Ah
is similar to the Hilbert matrix with ondition number N = (m + 1)2 growing as
ond2 (Ah ) = O(eN ).
Tensor produ t bases of L2 -orthogonal polynomials (e.g., Legendre polynomials
or Ts hebys he polynomials) lead to a matrix Ah whi h is dense, but with a very
suitable ondition ond2 (Ah ) = O(N ). This approa h leads to so- all Spe tralGalerkin methods: On geometri ally simple domains like re tangular box or ylindri domains this leads to very fast methods.
In fundamental uid dynami s resear h, this is a very popular method for solving
the nonlinear Navier-Stokes equations for turbulent ows in simple geometries,
whi h are periodi in at least one dire tion, i.e., turbulent ow in a hannel/pipe
or thermal onve tion problem in a re tangular box/ ylinder.
Remark 10 (Global vs. lo al ansatz spa e) As mentioned above, the problem of
approximating ontinuous fun tions by global polynomials is ill- onditioned. Very similarly it an be seen, that the Lapla e problem
d2 u
= f in[0; 1 ;
dx2
u(0) = u(1) = 0
is also ill- onditioned. We set i = xi , j = xj . For i; j 1 we obtain
Aij =
Z 1
dxi dxj
dx =
dx dx
Z 1
xi 1 xj 1 dx =
1
dx
i+j 1
similar to the Hilbert matrix Aij = (i + j + 1) 1 .

The Lemma by Cea (Lemma 7) shows that the Galerkin dis retisation is losely related
by the approximation of the exa t solution by a nite-dimensional subspa e. In interpolation theory, it is well known that using global polynomials with in reasing degree
does not always lead to an improvement in the approximation. Instead, the on ept
of spline interpolation uses a pie ewise polynomial interpolation of low degree. This is
the underlying idea of the Finite-element method.
34

3.1 FEM for adve tion-diusion problems
Finite-element method for the adve tion-diusion-rea tion problem with homogeneous
Diri hlet boundary onditions are pres ribed.
r~ ( r~ u) + ~b r~ u + u = f
u = 0
in
on
(3.1)
The orresponding Galerkin method reads: Given Vh V

Find uh 2 Vh with uh = 0 on
su h that
with
a(u; v) =
f (v) =
Z
Z
~ur
~ v dx +
r
a(uh ; vh ) = f (vh )
~b r
~ uv dx +
8 vh 2 Vh
uv dx
fv dx
Dis retisation of the boundary

. If
is urvilinear bounded, then an approximation for
is used.
{ Polygonal approximation of
(linear splines)
{ Spline interpolation of
(pie ewise higher order polynomials)
Triangulation of
. A triangulation of
is a set of ells T , i.e., Th = f T j T
g of
, whi h satisfy the following properties
{ Ea h T is of simple geometry (i.e., a triangle or a quadrilateral in 2D, or a

tetrahedron or a hexaeder in 3D
{
= [T 2Th T
{ T \ T 0 = ; for all T 6= T 0
{ The subs ript h denotes an appropriate s ale parameter regarding T , i.e.,
the (maximal or minimal) ell diameter.

{ For two adja ent ells T and T 0 , T \ T 0 is either a ommon point or a
ommon entire fa e. Put in other words, hanging nodes are not allowed.
35
Dene the lo al degrees of freedom. On ea h ell T 2 Th we dene

{ a lo al basis of test- and ansatz fun tions BT = f Nilo j Nilo : T !
Nlo :dof
R gilo
=1 and
{ a set of nodal fun tionals f ilo gNilo lo :dof
=1 asso iated with the lo al degrees
lo :dof
of freedom f xilo gN
,
x
2
T
.
ilo
ilo =1
The set of lo al degrees of freedom is the dual spa e of the set of lo al testand ansatz fun tions. For ea h xilo the orresponding nodal fun tional ilo is
dened by
ilo 2 B ;
ilo : Njlo 7! ilo (Njlo ) = Njlo (xilo )
T
We require that the basis is so- alled unisolvent, i.e., ea h Ni 2 BT is uniquely

determined by the pres ribed values i (Nj ) = Nj (xi ). In the sequel we assume
(
1
0
i (Nj ) = Nj (xi ) =
if
if
i=j
i 6= j
Then we make the following ansatz for the lo al solution (restri ted to T )
u(x)jT =
Nlo :dof
X
i;lo =1
u(T;ilo ) N(T;ilo ) (x)
The ansatz fun tions are dened on the referen e element. In 2D the referen e
triangle is
Tb = f (; ) j ; 0 ; 0 ; 1g:
Given a triangle T with orner points (x0 ; y0 )T , (x1 ; y1 )T , (x2 ; y2 )T we onsider
the following ane linear mapping
FT :
Tb
!T ;

FT

! FT

= B
x0
y0
B =
x1 x0 x2
y1 y0 y2
whi h maps the orner points of Tb to the orner points of T

FT 00 = xy 0
0

; FT 10 = xy 1
1

; FT 01 = xy 2
2
Linear ansatz. On the referen e triangle Tb, the basis fun tions are
N1 (; ) = (1 )(1 ) ; N2 (; ) = ; N3 (; ) =
36
x0
y0
Quadrati ansatz.
N1 (; ) = (1 )(1 2 2) ;
N2 (; ) = (2 1) ;
N3 (; ) = (2 1) ;
N4 (; ) = 4 (1 )
N5 (; ) = 4
N6 (; 0 = 4(1 )
The ansatz fun tions an be plotted easily by taking into a ount that
(
N1 (; ) = (1 )(1 2 2) =

(
1 if = = 0
0 if + = 1 or + =
1
2
1 if = 1 ; = 1
0 if = 0 or = 21
N2 (; ) = (2 1) =
1 if = 1 ; = 1
0 if = 0 or =
N3 (; ) = (2 1) =
N4 (; ) = 4 (1 ) =
(
N5 (; ) = 4 =
1
2
1 if = 21 ; = 0
0 if = 0 or = 1
1 if = 21 ; = 21
0 if = 0 or = 1
(
N5 (; ) = 4(1 ) =
1 if = 21 ; = 0
0 if = 0 or = 1
Denition of global degrees of freedom. The aim is to dene global degrees of

freedom su h that the approximative solution u an be written globally as
u(x) =
Nglob
X:dof
i;glob
ui;glob i;glob
For this purpose we dene

Dene a mapping from the lo al degrees of freedom to the global degrees of
freedom
lo !glob :
f 1; : : : ; Nelmt g f 1; : : : ; Nlo :dof g !

7 f 1; : : : ; Nglob:dof g ;
(T; ilo ) 7! lo !glob (T; ilo ) = iglob
Moreover we have a mapping from the global degrees of freedom to the lo al

degrees of freedom. However, in general ea h global d.o.f. has a ontribution
from several lo al d.o.f.s. For ea h global degree of freedom iglob with nodal
fun tion i;glob (N ) = N (xi;glob ), we have a list of asso iated ells T (iglob) and a
37
Table 3.1: Notation lo al and global degrees of freedom

Symbol
Nelmt
T
Nlo :dof
ilo
Nglob:dof
iglob
Meaning
number of ells (elements)
ell T 2 Th , asso iated with the ell id T 2 f 1; : : : ; Nelmt
number of lo al degrees of freedom per ell (whi h is assumed to be onstant)
lo al degree of freedom ilo 2 f 1; : : : ; Nlo :dof
number of global degrees of freedom
global degree of freedom iglob with orresponding
nodal fun tional iglob = (xiglob ) for some test fun tion .
list of asso iated lo al degrees of freedom L(iglob)
T (iglob) =
L(iglob) =
f T 2 Th j xi;glob 2 T g
f (T; ilo ) 2 f 1; : : : ; Nelmt g f 1; : : : ; Nlo :dof g :
xilo = xiglob is lo al d.o.f. ilo in ell T g
Ea h lo al ansatz fun tion on ell T is extended by zero to a fun tion on

. For
lo al d.o.f. (T; ilo ) we dene
(
(T;ilo ) (x) =
N(T;ilo ) (x)
0
x2T
else
For ea h global degree of freedom iglob dene the orresponding ansatz fun tion
iglob (x) = (T;ilo ) (x) ;
with ilo given by xilo = xiglob
Then we an make the following global ansatz for the solution u
u(x) =
Nglob
X:dof
i;glob=1
ui;glob i;glob
Assembling of the linear system, see (2.26).

a(iglob ; vjglob ) =
f (jglob ) =
T 2T
T 2T
a((T;i) ; (T;j ) )
f ((T;j ) )
Thus the remaining problem is to assemble a((T;i) ; (T;j ) ), f ((T;j ) ) on ea h ell

T . Then these lo al ontributions are added to the orresponding line/ olumn
of the global stiness matrix and right hand side ve tor.
38

/*--------------------------------------------------| Global stiffness matrix and r.h.s. ve tor
---------------------------------------------------*/
double A_glob[N_glob_dof[N_glob_dof;
double f_glob[N_glob_dof;
/*--------------------------------------------------| Lo al stiffness matrix and r.h.s. ve tor
---------------------------------------------------*/
double A_lo [N_lo _dof[N_lo _dof;
double f_lo [N_lo _dof;
set_entries_zero(A_glob);
set_entries_zero(f_glob);
/*---------------------------------------------------| Loop over all elements
----------------------------------------------------*/
for(elmt = 0; i< N_elmt; elmt)
{
/*---------------------------------------------------| On the urrent ell
| ompute lo al entries of stiffness matrix
| and right-hand side ve tor
----------------------------------------------------*/
for(i = 0; i< N_lo _dof; i++)
{
for(j = 0; j < N_lo _dof; j++)
{
A_lo [j,i = assemble_a(i,j);
}
f_lo [i
= assemble_f(i);
}
/*---------------------------------------------------| Add entries of lo al stiffness matrix/ r.h.s. ve tor
| to global stiffness matrix/ r.h.s. ve tor
----------------------------------------------------*/
for(i = 0; i< N_lo _dof; i++)
{
iglob = global_dof[elmt,i;
for(j = 0; j < N_lo _dof; j++)
39

{
jglob = global_dof[elmt,j;
A_glob[jglob[iglob = A_lo [j[i;

}
f_glob[iglob = f_lo [i;
}/**for(elmt = 0; i< N_elmt; elmt)**/
VERGLEICH QUADRAT element zu tetra el
3.2 Implementation of a nite element method
40

4.1 Governing equations for vis ous uid ow
In vis ous uids, the prin iple of onservation of momentum for an arbitrary losed
ontrol volume V states that
Time rate of hange of
momentum inside V = Flux of momentum through V due to onve tion
+ Flux of momentum through V due to vis ous for es
+ Flux of momentum through V due to pressure for es
Z
Z
Z
Z

Fv~
n d
p~n d
(~u)~u ~n d
~u d~x =
t V
V
V
V
where F v denotes the vis ous stress tensor, ~u is the uid velo ity, the density and p
is the pressure. Vis osity is a diusion type transport me hanism for momentum. We
assume a onstant-property Newtonian uid, i.e, F v is related to the strain rate tensor
T (~
u ) by
Fv =
2T (~u )
where

1~
1 ~
~ ~u)T
r
~u + (r
T (~
u ) S(~u)
r

~u I ;
with S(~u) =
3
2
The onstant proportionality fa tor is the oe ient of vis osity of the uid and is
of dimension m 1 kgs 1 The kinemati vis osity is dened by = =. For air under
standard onditions = 1:5 5 m2 s 1 .
By appli ation of Gaussian Theorem for integration by parts the momentum equation
be omes
Z
Z
Z

~ (~u
~u) d~x +
r~ p d~x = 0
r
~u d~x +
t V
V
V
The momentum equation an be written in dierential form as follows

~ (~u
~u) + r
~p r
~ (2T (~u )) = 0
~u + r
(4.1)
t
Here we use the notation
j
(~u
~u)ij = ui uj ;
r~ ~u = u
xi
41
We now onsider the in ompressible Navier-Stokes equations, i.e., the equation of onservation of mass and momentum for an in ompressible uid
r~ ~u = 0

~ (~u
~u) + r
~p
(~u) + r
t
r~ (2S(~u)) = 0
Rapid
flow
u(y)
u(y)
moving
frame of
reference
Rapid flow
net
momentum
transfer
y
y
Slow flow
x
noslip on the wall
Flux of momentum
through area A
due to viscosity
Slow
flow
Figure 4.1: Illustration of vis osity. Mean ow is in x-dire tion with velo ity varying
in y-dire tion aused by the no-slip ondition at the wall ~u = 0. Due
to the thermal statisti al motion of the mole ules, they are ontinuously
rossing plane P whi h is atta hed to a frame of referen e moving with
mean velo ity ~u. As ea h mole ule arries a momentum of the mean uid
motion in x-dire tion, this results in a momentum ow a ross plane P .
4.2 Reynolds number. Laminar and turbulent ow

The momentum equations are non-linear. Thus it an be expe ted that for small
uid velo ity, the ow solution behaves almost linear, whereas for large velo ity, the
non-linear hara ter of the equations dominates. The transition between both limiting
ases is des ribed physi ally by the so- alled Reynolds number.
The Reynolds number appears in a natural way when transforming the Navier-Stokes
equations from dimensional to non-dimensional variables. For this purpose, denote
dimensional quantities by a tilde. Then the momentum equation reads (in a omponentwise notation)

d
d
X
X

p~

u~i u~j
~u~ +
(~u~i u~j ) + x~
~
+

x
~

x
~

x~j x~i
t~ i
i
j =1 j
j =1 j
We introdu e the following non-dimensional quantities
u~
~
x~
ui = i ;
=
1
xi = i ;
Lref
Uref
ref
42
= 0
(4.2)
(4.3)
Then (4.2) an be written by substitution of (4.3) and by using the hain rule of
dierentiation
d
X
t
x p~
xj
2
ref Uref ~ ui + ref Uref
(ui uj ) + i

x
~
x

x~i xi
t t
j =1 j j

d
X
xj ui xi uj

xj
~
+
Uref

x
~
x

x~j xj x~i xi
j =1 j j
= 0
The non-dimensionalisation of t follows from the denition of x and u and the nondimensional variables for p and arise naturally from the Navier-Stokes equations.
Thus the other quantities are then non-dimensionalised a ording to
t =
t~Uref
;
xref
p =
p~
2 ;
ref Uref
=
~
~ref Uref xref
By substitution of x= x~ we obtain

d
2

ref Uref
U2 X
1 p~
ui + ref ref
(ui uj ) +
xref t
xref j =1 xj
xref xi

d

ui uj
Uref X
= 0

~
+
x2ref j =1 xj xj xi
Now we substitute p~ and ~ and obtain

d
2
ref Uref

U2 X
U 2 p
ui + ref ref
(ui uj ) + ref ref
xref t
xref j =1 xj
xref xi

d
ref Uref xref X
ui uj

= 0

+
x2ref
xj xi
j =1 xj
2 x 1 and obtain the NavierWe then divide the equation by the ommon fa tor ref Uref
ref
Stokes equations in non-dimensional form
d
X

p
ui +
(ui uj ) +
t
x
x
i
j =1 j
The parameter
d
X

ui uj

+
x
x
xi
j
j =1 j
= 0
(4.4)
is alled Reynolds number Re and is identied as
Re =
1
~u~ x~
= ref ref

~
(4.5)
The denition of the Reynolds number relies on two referen e values, i.e., a referen e
velo ity and a referen e length.
43

Uoo
Uoo
L
Figure 4.2: Choi e of hara teristi length for Reynolds number. Left: The hord
length of an airfoil used as referen e length for (global) Reynolds number
Re. Right: The distan e from the leading edge of a at plate L = x
determines the lo al ow onditions and is therefore used for dening a
lo al Reynolds number Rex .
Referen e velo ity.

{ The referen e velo ity hara terises the global ow eld. For external ows,
the typi al hoi e is the so- alled far-eld velo ity u1 , whi h is the velo ity
at the fareld boundary remote from the obsta le.
{ In order to hara terise the lo al ow behaviour, a lo al Reynolds number
based on a lo al uid velo ity and a lo al length s ale might be useful in

some ases.
Referen e length.
{ The referen e length for the global Reynolds number is the diameter of the
onguration, i.e., the hord length of an airfoil, the diameter of a sphere

or ylinder, or the diameter of a hannel or pipe.
{ In some ases, a lo al Reynolds number is used to determine the lo al
ow state. E.g., for a ow over a at plate, the ow state at a ertain
position is determined by its distan e in streamwise dire tion from the origin
of the plate. For the ow around an airfoil, the transition from laminar
to turbulent ow is determined by the lo al Reynolds number, whi h is
omputed from the distan e to the stagnation point.
The non-dimensional form of the Navier-Stokes equations also gives rise to the existan e of similarity solutions: Two ow solutions around the two obje ts of same
geometry but at dierent sizes are the same, provided the Reynolds number of the
two ows are the equal; this is the underlying prin iple of wind tunnels, whi h allow
to predi t the ow behaviour of large air rafts by performing measurements at small
models of same geometry in a wind-tunnel.
4.2.1 Flat plate boundary layer ow

In this le ture we fo us on a parti ular type of ow, whi h is, however, of fundamental
importan e in aerodynami s: Boundary layer ows. These are ows with one domi44
nant ow dire tion alled the stream-wise dire tion (by onvention: the x-dire tion),
whi h are bounded (at least in part) by one or more solid surfa es; onveniently, the
wall-normal dire tion is the y-dire tion (in a wall-tted lo al oordinate system for
urvilinear surfa es). Su h ows may be internal su h as the ow through pipes and
du ts; or they may be external su h as the ow around air raft and ships' hulls.
Here we onsider the ow over a at plate, whi h shows a variaty of important features
of the full Navier-Stokes equations. We assume a at plate of length L denoted by W
("W" stands for wall) and lo ated in the half plane
f ~x 2 R 3 j 0 x L ; y = 0 g
We onsider the ow in the bounded domain ( K; L) (0; C ) ( B; B ), i.e.,
= f ~x 2 R 3 j
K < x < L ; 00 < y < C ;
B < z < Bg
with K; L 0. We assume periodi boundary onditions at z = B and z = B .
w
Assume that the in ow boundary

whi h is lo ated at x = K is at su iently
large distan e from the plate su h that we an assume undisturbed time-independent
on ow onditions in ~ex -dire tio (so- alled far-eld boundary onditions for x ! 1).
At the wall, the uid velo ity is zero (so- alled no-slip), as the uid mole ules are
adherent to the wall. Moreover we use the initial ondition ~u = 0.

~ (~u
~u) + r
~p
(~u) + r
t
r~ ~u = 0
in
(0; T )
(4.6)
r~ (2T (~u )) = 0
in
(0; T )
(4.7)
~u = U1~ex
~u = 0
~u = 0
on (0; T ) (4.8)
on W (0; T ) (4.9)
in
f0g
(4.10)
For the dis ussion of this hapter, it is not ne essary to des ribe the boundary onditions at the other boundaries.
4
Uoo
lam
turb
Figure 4.3: Sket h of ow over at plate in an (ideal) innite domain (left) and in a
bounded domain used for a numeri al simulation (right).
45
4.3 Laminar ow
The time tl required for the uid to travel at speed U1 over the distan e L (re all
that L is the length of the plate) is
L
(4.11)
U1
Hen e, at a rst glan e, it sounds reasonable that there exists a time t0 tl su h that
a steady state solution is obtained whi h is of the form
tl =
~u(~x; t) = u(x; y)~ex
t t0
(4.12)
Noti e that the steady-state solution does not depend on the z- oordinate, as the
onguration is homogeneous in spanwise dire tion.
Remark 11 Of ourse, for time-dependent boundary onditions, i.e., U1 = U1 (t) or

for a moving boundary W = W (t) we annot expe t to obtain a steady-state solution.
However, steady-state solutions an be observed only if the riti al parameter, i.e., the
Reynolds number, is not too large; moreover, su h steady state solutions are stable.
To be more pre ise, if Re is small, then for ea h on ow velo ity U1 there exists a
steady state solution whi h is stable and, moreover, a global attra tor. Then for small
disturban es in the on ow onditions or in the shape of the geometry during a ertain
time interval (t1 ; t1 +dt), whi h lead temporarily to small disturban es in the solution,
are damped out and for t t2 > t1 + dt, the same steady state solution as before the
disturban e is re overed. Su h steady state solutions are referred to as steady laminar
ow.
Of parti ular interest are so- alled similarity solutions. Consider the steady state
solution u(x; y) at two dierent streamwise positions x1 and x2 . Then proles at
dierent streamwise positions x ollaps when they are plotted using the similarity
transformation
r
u(x1 ; y=g(x1 ))
u(x2 ; y=g(x2 ))
x
=
;
g(x) =
U1
U1
U1
independent of the Reynolds number.
4.4 Turbulent ow.

If the Reynolds number in in reased, then there is a riti al Reynolds number at whi h
a bifur ation o urs. The steady state solution is then no longer stable and it be omes
a repellor. The attra tor is then a so- alled turbulent solution whi h is
unsteady
three-dimensional
46
4.4 Turbulent ow.
neither periodi nor quasi-periodi

irregular, random-like.
Here a quasi-periodi solution means that it is a superposition of a nite number of
periodi solutions with mutually dierent frequen ies.
Remark 12 Note that ow an be laminar, even if the Reynolds number is larger than
the riti al Reynolds number. This is the ase if no disturban es are present (neither
in the geometry nor in the on ow onditions), e.g. for a re-entry spa e vehi le (with
a very smooth surfa e) in the outer part of the atmosphere (where the uid is almost
perfe tly at rest).
Now we want to des ribed the unsteadyness of turbulent solutions in the framework of
dynami al systems: the time-evolution of the velo ity-eld is interpreted as the orbit of
the time-evolution operator of the initial-boundary value problem of the Navier-Stokes
equations whi h wanders on random-like ( haoti ) urves on a fra tal(?) manifold in
the spa e of admissible solutions.
For in ompressible ow, at ea h time t the solution belongs to
~ ~u = 0 g
H1div (
) = f ~u :
! R d j ui 2 H 1 (
) i = 1; : : : ; 3 ; r
We remark that the total kineti energy of the uid in the entire domain
is given by
jju(t)jjengy =

j~u(~x; t)j2 d~x
Denition 9 The time-evolution operator Gt is the mapping
Gt : H1div (
) 7! H1div (
) ;
~u0 () 7! ~u(; t)
where ~u(; t) is the solution of (4.6)-(4.10) for the initial ondition ~u(; t) = ~u0 ().
After a transient initial period, the total energy of the uid remains onstant. Hen e,
there exists time t0 and a total energy e0 su h that
f Gt~u0 gtt0 H1div;e0 (

) = f ~u 2 H1div (
) ; jj~u(; t)jjengy = e0 g
Using the framework of dynami al systems, we an hara terise the dierent types of
solutions as follows.
A steady-state solution ~ust orresponds to f Gt~u0 gtt0 = f ~ust g

A periodi or quasi-periodi solution orresponds to a losed orbit f Gt~u0 gtt0 ,
whi h is a single losed urve of regular shape.
A turbulent solution is no longer a single losed urve of regular shape. Instead,
it des ribes a random-like urve whi h lies dense in a ertain subset of H1div;e0 (
)
of ompli ated, fra tal (?) stru ture.
47
Remark 13 A prominent example are the Reynolds number ee ts for the ow behind
a ir ular ylinder, often alled van-Karman vortex street. For the ow around a
ylinder, the three stages of in reasing ow omplexity an be observed, as Reynolds
number is in reased. For small Re, the stationary solution is a globally stable attra tor.
As Re is in reased, the steady state solution be omes a repellor. The solution be omes
unsteady, but periodi . As Re is in reased, the solution be omes superposition of more
and more frequen ies. At a ertain Reynolds number, these frequen ies an no longer
be distinguished and the ow be omes turbulent and appears fully random.
4.5 Statisti al approa h

For turbulent-boundary layer ows, albeit the solution looks haoti and irregular,
it turns out that there are fundamental laws for the statisti s (like mean value and
varian es) of the ow eld.
Denition 10 The ensemble averaging lter over an ensemble of N ow experiments
is dened by
h ~u iN = N1
~u(i)
N
X
i=1
~u(i) (~x; t)
Therein, denote
the solution of the ith ow experiment where the in ow boundary
onditions U1 and the shape of the boundary W are disturbed by small hanges whi h
are random with a probability fun tion whi h is independent and identi ally distributed.
The time averaging lter h i(t;t+t) over the interval (t; t + t) is dened by
Z
t+t
~u(~x; t) dt
h ~u i(t;t+t) = 1t
t
The spa e averaging lter h i(z;z+z) in the homogeneous (spanwise) z- oordinate
dire tion over the interval (z; z + z ) is given by
h ~u i(z;z+z) = 1z
Z z +z
~u(x; y; z; t) dz
Remark 14 The ensemble averaging on ept is only of theoreti al interest: It would

require to setup a large number of N very similar ow experiments, or to run a numeri al simulation on N workstations with randomly perturbed in ow onditions.
On the other hand, the on ept of time-averaging and spa e-averaging (over homogeneous ow dire tions) allows to onsider only one ow experiment (or simulation).
In the following we will see that all three averaging on epts give the same average
provided the ow is statisti ally onverged.
Denition 11 A at plate turbulent boundary layer ow is alled statisti ally steady

(statisti ally onverged) if the following limit values exist
lim h ~u iN ;
N !1
48
lim
t!1
h ~u i(t;t+t) ;
lim
z !1
h ~u i(z;z+z)
4.6 Universal solutions
After a ertain time (in the sense of (4.11)) and if the spanwise extent of the domain
is large enough, then the ow be omes statisti ally steady: The ergodi theorem now
states that averaging over time or over the homogeneous oordinate dire tion give the
same solution, whi h is therefore two-dimensional and steady-state.
Proposition 2 (Ergodi theorem) Consider a fully developed turbulent boundary

layer ow, whi h is homogeneous in (spanwise) z- oordinate dire tion. Then
lim h ~u iN =
N !1
lim
t!1
h ~u i(t;t+t) = lim
h ~u i(z;z+z) = u(x; y)~ex ~u(x; y)
z!1
As both time-averaging and spa e-averaging (over homogeneous dire tion) are the same,
we may dene the statisti al averaging operator h i by
~u
h ~u i = Nlim
h ~u iN = lim
h ~u i(t;t+t) = lim
h ~u i(z;z+z) (4.13)
!1
t!1
z!1
Denition 12 The velo ity eld ~u(~x; t) in a turbulent boundary layer ow an be
de omposed
~u(~x; t) = ~u(x; y) + ~u0 (~x; t)

into a mean part ~u whi h is time-independent
~u(x; y) =
(4.14)
h ~u i
(4.15)
and into an unsteady random part with zero mean, alled the turbulent u tuating part
and denoted by ~u0
~u0 (~x; t) = ~u(~x; t)
~u(x; y) ;
~u0 = 0
(4.16)
The ensemble averaging lter has the important properties that it is linear and that
ltering and dierentiation ommute.
Proposition 3 The ensemble averaging hiN lter has the following properties
Linearity (i):
Linearity (ii):
Commutativity with dierentiation w.r.t. xj :
Commutativity with dierentiation w.r.t. t:
Proje tion identity:
Non- ommutativity w.r.t. nonlinear expressions:
h + iN = h iN + h iN
h iN = h iN ; 2 R

h x
iN = x h iN
j
h
i = t h iN
t N
h h iN iN = h iN
h h iN iN 6= h iN h
iN
4.6 Universal solutions

The question arises if for the mean ow u(x; y) a similarity solution exists, i.e., if
solutions at dierent streamwise positions and at dierent Reynolds numbers ollaps
49
if plotted in suitably s aled oordinates.

After a ertain distan e x from the leading edge of the plate (where the lo al Reynolds
number Rex = U1 x= is large enough), the ow is alled fully developed turbulent.
Now the surprising answer is: Yes, provided the ow is fully developed turbulent.
Denote y99 = y99 (x) the elevation where u(x; y99 ) = 0:99U1 whi h is alled the
boundary-layer thi kness.
We dene so- alled universal oordinates

~u+ =
u
;
u
y+ =
yu
;

u =
w
;

w =
u
j
y y=0
where w is alled wall-shear stress, as it is the for e exerted by the uid on the
wall (or vi e versa by Newton's law a tio equals re-a tio). The quantity u has
dimension of velo ity and is alled fri tion velo ity.
In 1925 Prandtl found that in the near-wall region y / 0:2y99 the solution is
universal (i.e., independent of streamwise position x and Reynolds number) and
given by
(
y+
: y+ / 5
+
+
u (u ) = 1
(4.17)
+
: y+ ' 40
ln(y ) + C
with onstant = 0:41, and C = 5:1. In the intermediate range 5 / y+

no simple analyti formula an be given.
/ 40,
4.7 Statisti al theory and modelling

A ording to Hadamard (1923) problems in mathemati al physi s Hadamard (1923)
are alled well-posed if the following three requirements are satised:
there exists a solution

the solution is uniquely determined
the solution depends ontinuously on the data
In turbulent ows, the unsteady ow solution ~u(~x; t) is not well-posed, but there are
many important situations where the statisti ally averaged mean- ow is well-posed.
The statisti ally averaged Navier-Stokes equations are often alled Reynolds averaged
Navier-Stokes equations.
4.7.1 The Reynolds averaged Navier-Stokes equations

We apply the ensemble averaging lter hi to the Navier-Stokes equations. As ltering
is a linear operation we get
h t ~ui + hr~ (~u

~u)i + 1 hr~ pi
50
hr~ (2 S(~u))i = 0
For the ensemble averaging operator is an be seen immediately, that ltering and
dierentiation are ommutative operations

(4.18)
h~ui + r~ h~u
~ui + 1 r~ hpi r~ (2 S(h~ui)) = 0
t
We then substitute the mean (average) velo ity and pressure
h~ui = U~ ; hpi = P
However, the non-linear term gives rise to a problem
h~u
~ui 6= h~ui
h~ui
At least, the non-linear term an be written in the form
h~u
~ui = h(U~ + ~u0 )
(U~ + ~u0 )i
= hU~
U~ i + 2hU~
~u0 i + h~u0
~u0 i
= hU~
U~ i + 2U~
h~u0 i + h~u0
~u0 i
|{z}
=0
= hU~
U~ i + h~u0
~u0 i
where in the last line we used the fa t that U~ is no longer random. We nally substitute
the relation
h~u
~ui = hU~
U~ i + h~u0
~u0 i
into (4.18) and obtain

~
~ (U~
U~ ) + r
~ h~u0
u~0 i + 1 r
~P
~ 2 S(U~ ) = 0
U + r
r
t

We already know that the mean solution for the at plate turbulent boundary layer is
steady state, i.e., U~ =t = 0. The so- alled Reynolds averaged Navier-Stokes equations
be ome
r~ U~ = 0
(4.19)

r~ (U~
U~ ) + r~ h~u0
u~0 i + 1 r~ P r~ 2 S(U~ ) = 0
(4.20)
Remark 15
Equation (4.20) is the governing equation for the mean ow quantities U~ , P .
However, these are 4 equations with 10 unknowns P , Ui (i = 1; 2; 3) and hu0i u0j i
(i; j = 1; 2; 3). Hen e the mean- ow equations are un losed.
The Reynolds averaged Navier-Stokes equations have the same form as the original Navier-Stokes equations, but one-extra term in luded.
~ h~u0
u~0 i is alled the Reynolds stress tensor.
This extra term r
51
4.7.2 The Reynolds stress tensor

~ h~u0
~u0 i are the averaged ee t of the quadrati , nonThe Reynolds stress tensor r
linear turbulent onve tion term.

~ (~u) for a linear adve tionWe re all the interpretation of the onve tive term r
diusion-rea tion type problem. From the orresponding onservation form we see
that
Z
Z
V
(~u) ~nd =
d
X
V j =1
uj nj d
and therefore the omponent uj gives the transport of in xj -dire tion via the
onve tive eld ~u; put in other words
Z
V
uj nj d = Transport of due to omponent uj of the onve tive eld ~u
in xj -dire tion a ross the part of the

boundary of V with normal omponent ~n ~ej = nj
This formulation an be used to give an interpretation of the Reynolds stress tensor,
whi h an be written in onservation form as
Z
V
h~u0
u~0 i ~nd =
d
X
V j =1
hu0i u0j i nj d
It is worthwhile pointing out that in the situation of the Reynolds stress tensor
the onve tive eld is the random u tuating velo ity eld ~u0
the transported quantity is random u tuating momentum ~u0 (or to be more
pre ise ~u0
Thus the omponent hui uj i gives the statisti ally averaged transport of random u0i momentum in xj -dire tion due to the random onve tive eld u0j . Put in other words
Z
V
hu0iu0j i nj d = Statisti ally averaged
transport ( ux) of random momentum in xi -dire tion u0i

due to the omponent u0j of the random onve tive eld ~u0
in xj -dire tion a ross the part of the
boundary of V with normal omponent ~n ~ej = nj
4.7.3 The turbulent boundary layer equations

For the at plate turbulent boundary layer equation we already know that the steady
mean- ow solution is of the form U~ (~x) = U (x; y)~ex . We then substitute the ansatz
0 1
U
U~ = V A
0
52
into the equation for the U omponent in (4.20) and obtain
2U
V
0 0

1 P
2U
U
2 = 0
U +
U +
h
u u i + hu0 v0 i +
2
x
y
x
y
x
x
y
This equation is alled boundary-layer equation be ause it is based on the ansatz
designed for boundary layer ows. Now the following additional assumptions are made
U
U O(1)
x
V
U O(1)
y
0 0
hu u i O(1)
x
2U
2 O(1)
x
1 P
O(1)
(4.21)
x
whi h are all satised provided the pressure gradient is negligible small. Then the
boundary layer equations redu e to
2U
0 0
h
uvi 2 = 0
y
y
This equation is often alled equilibrium stress balan e equation; however, this equation is un losed as the turbulent u tuation term hu0 v0 i is unknown.
4.7.4 Prandtl's mixing length model
In 1925, Ludwig Prandtl proposed a on ept to model hu0 v0 i

hu0 v0 i = t U
(4.22)
y
together with an algebrai model for the so- alled turbulent vis osity or eddy vis osity
t designed for wall-bounded ows
t = t (U; U=y; y)
Substitution into the equilibrium stress balan e equation gives

U
( + t )
= 0
(4.23)
y
y
Remark 16 Equation (4.23) states that in the near-wall region turbulent boundary
layer ow, the dominant pro ess is diusion of momentum in wall-normal dire tion.
There are two dierent sour es of wall-normal diusion, viz., (i) laminar diusion due
to the thermal random motion of the mole ules and (ii) turbulent diusion due to the
turbulent u tuation motion of the uid.
53
The turbulent vis osity t is of dimension m2 s 1 . This motivates the ansatz to write
t as a produ t of a hara teristi velo ity u and a hara teristi length lm
t = u lm
The natural length s ale from the law of the wall is the fri tion velo ity u , and the
natural length s ale for a wall-bounded ow is the wall-distan e:
u = u ;
lm = y
with a suitable onstant to be determined later.

hu0 v0 i = t U
;
t = u y
(4.24)
y
Note that due to the no-slip ondition ~u(; t) = 0, U~ = 0, ~u0 = 0 at the wall and hen e
hu0 v0 i = 0 at the wall.
4.7.5 Universal form of the turbulent boundary layer equations
Now we integrate the equilibrium stress balan e equation from y0 = 0 to y0 = y

Z y
U
U
U

( + t ) dy0 = ( + t ) jy
jy=0
y
y
y
y
0
as t = u y vanishes at the wall y = 0; and hen e
U

U
( + t ) jy = jy=0 w
y
y

Now we write in universal oordinates
U

yu
u+ =
;
y+ = ;
t+ = t
(4.25)
u

Then the hain rule for dierentiation gives

U u+ y+
= w
u+ y+ y

+
2

u u
,
( + t ) + = w
y

+
( + t ) u
1
,
= 2 w
y+
u
u+
,
(1 + t+ ) + = 1
y
In universal oordinates, Prandtl's model for t be omes
u y

t+ = t = = y+

( + t )
54
4.8 k-! turbulen e model
Remark 17 The fa t that the mean- ow and the turbulent u tuations are zero at
the wall implies that hu0 v0 i = 0. An additional onsequen e is that hu0 v0 i and hen e
t are mu h smaller for y+ / 10 then predi ted by the Prandtl relation. This ee t
is alled blo king as it stems from the vis ous ee t of the proximity of the wall. It is
modelled by redu ing t very lose +to the wall e.g., by using the so- alled van Driest
damping fun tion D(y+ ) = 1 e y =26 :

+
t+ = y+ 1: e y =26
Remark 18 Note that the non-dimensional wall-distan e y+ = yu = an be interpreted as a lo al Reynolds number. Therefore for small y+ -values (very lose to the
wall) we an assume laminar ow, whereas for large y+ -values fully developed turbulent
ow onditions are expe ted.
Vis ous sublayer. y+
have t and thus
/ 5: Very lose to the wall, due to hu0 v0 ijy=0 = 0 we
t+ 1
+
) u
= 1 ) u+ = y+
y+
Logarithmi boundary layer. y+ ' 40: At a su ient distan e from the

wall, t and thus
1
1
u+
= + ) u+ = ln y+ + C
(4.26)
t+ = y+ 1 )
+
y
y

The onstants and C are determined by omparison with experimental data
= 0:41, C = 5:1.
Due to the logarithmi dependen e u+ ln y+ , the relation (4.26) is alled
logarithmi law of the wall, and the region (40=u ; 0:2y99 ) where (4.26) holds is
alled logarithmi part of the boundary layer.

Remark 19 We note that in the logarithmi part of the boundary layer
U
u = y
y
whi h is the relation originally used by Prandtl; it follows from
U u+ y+
1 u
u
U
y = + +
y = u
y =
y
u y y
yu =

From this relation it an be seen that the Prandtl mixing length model is an algebrai
turbulen e model t = t (U; U=y), whi h reads in its original form
2 U ; l = y
hu0 v0 i = t U
;
t = lm
m
y
y
where lm is alled mixing length.
4.8 k-! turbulen e model

55
56

The linear adve tion equation is the non- onservative form of the linear s alar onservation law
r~ (~bu) = f in
(5.1)
The general form of a s alar onservation law reads
r~ F~ (u) = f in
(5.2)
where F~ is alled ux fun tion. In the linear ase F~ (u) = ~bu. For rst order problems,
a ording to hara teristi theory only boundary onditions at the in ow boundary
an be pres ribed; hen e
r~ F~ (u) = f in
(5.3)
u = g on
(5.4)
5.1 Weak formulation for DG-FEM

We multiply this equation with a fun tion v and integrate over the domain
r~ F~ (u) v dx =
f v dx
We write the integral over

as a sum over all ell K and apply the rule of integration
by parts on ea h ell K
Z
,
,
K 2Th
F~ (u)
K 2Th
r~ v dx +
K
r~ F~ (u) v dx =
r~ F~ (u) v dx =
F~ (u) ~n v ds
f v dx
K 2Th
X
K 2Th
f v dx
f v dx
where ~n is the outward normal ve tor to K . This is the weak formulation used to
dene the DG-methods.
Now we introdu e the nite element spa es asso iated to the triangulation Th = f K g
of
. We set
Vh = f v 2 L2 (
) j vjK 2 P (K ) 8K 2 Th g
57
where P (K ) is the spa e of polynomial fun tions of degree less than of equal p 1 on
K.
The orresponding weak problem then reads
Find uh 2 Vh su h that 8K 2 Th
Z
Z
~ v dx +
F~ (u) ~n v ds =
F~ (u) r
K
f v dx
8v 2 P (K )
(5.5)
Histori ally, it is well known that the dire t numeri al solution of (5.5) is not stable.
We remark that for setting v 1 the lassi al nite volume method (FVM) is re overed
Find uh
2 Vh su h that
K
F~ (u) ~n ds =
f dx
8K 2 Th
(5.6)
In FVM the term F~ (u) in the surfa e integral is repla ed by a suitable approximation
~ (u)
alled numeri al ux and denoted by F[
Z
K
F~ (u) ~n ds
K
~ (u) ~n ds
F[
(5.7)
The hoi e of the numeri al ux determines stability and a ura y of the method and
also ae ts e.g. the symmetry of the stiness matrix.
Therefore the following general DG-FEM formulation is onsidered:
Find uh 2 Vh su h that 8K 2 Th
Z
Z
~ (u) ~n v ds =
~ v dx +
F[
F~ (u) r
K
K
f v dx
8v 2 P (K )
(5.8)
5.2 Fun tional setting, tra es and numeri al uxes

The spa e of solution Vh is a subspa e of H 1 (Th ) whi h is dened by
H 1 (Th ) = f v :
! R : vjK 2 H 1 (K ) 8K 2 Th g
The tra es of fun tions in H 1 (Th ) may dened as follows: Dene the union of
boundaries and inner boundaries of the elements K 2 Th
Union of boundaries of the elements:
= [K 2Th K
0
Union of inner boundaries of the elements:
= n
Then the tra e of fun tions in H 1 (Th ) is given by

jTh : H 1 (Th ) 7! T ( ) K 2Th L2 (K )
u 7! jTh u = K 2Th jK u
Fun tions in T ( ) are thus double-valued on
58
and single-valued on
.
5.3 Jump and averaging operators
The spa e L2 ( ) an then be identied as the subspa e of T ( ) onsisting of

fun tions for whi h the two values oin ide on all internal edges
L2 ( ) =
f jTh v 2 T ( ) : jKi v = jKj v 8Ki \ Kj 6= ; g
The general form of a s alar onservation law with ux fun tion F~ reads
r~ F~ (u) = f in
Then the numeri al ux are taken to be linear fun tions
Fb~ : [H 1 (Th )d ! [T ( )d ; F~
7! Fb~
(5.9)
~ (u) is alled onsistent if

Denition 13 The numeri al ux ve tor F[
~ (u) = F~ (u)j
F[
(5.10)
~ (u) is alled onservative if F[

~ (u) is single-valued on
F[
The term onservative omes from the following important property, whi h holds whenever the numeri al ux ve tor is single-valued: Denote S the union of any olle tion
of elements, then (7.1) be omes
Z
S
F (u) ~n ds =
\
~
f dx
sin e the integrals on ea h inner boundaries of S mutually an el out.
5.3 Jump and averaging operators

In this se tion we introdu e some tra e operators that will help us to operate with the
numeri al uxes and to obtain the desired DG-FEM formulation. For s alar fun tions
~ g
q 2 T ( ) and ve tor valued fun tions ~ 2 [T ( )d we want to dene average fqg, fphi
0
~
and jump dqe, de on the skeleton of inner fa es as follows.
Denition 14 (Average and jump operator) Denote Eh the set of all edges and
Eh0 the set of interior edges. Let e 2 Eh0 be an interior edge share by elements K1 , K2 .
Dene the unit normal ve tors ~n1 , ~n2 on e pointing exterior to K1 and K2 , respe tively.
We set qi qjKi and dene on e
f g : T ( ) ! L2 ( 0 )
fqg = 12 (q1 + q2 ) ;
de : : T ( ) ! [L2 ( 0 )d
dqe = q1~n1 + q2~n2
on e 2 Eh0
59
For ~ 2 [T ( )d we dene ~ 1 and ~ 2 analogously by
f g : [T ( )d ! [L2 ( 0 )d
de : : [T ( )d ! L2 ( 0 )
f~g = 12 (~1 + ~2 ) ; d~e = ~1~n1 + ~2~n2 on e 2 Eh0
Denote Eh the set of boundary edges. For e 2 Eh we set
dqe = q~n ; f~g = ~ on e 2 Eh

(5.11)
Noti e that the jump dqe of a s alar fun tion q is a ve tor parallel to the normal,
and the jump d~ e of a ve tor fun tion is a s alar quantity. This denition has the
advantage that it does not depend on assigning any ordering to the elements Ki .
Moreover we noti e that on boundary edges fqg and d~ e need not to be dened as
su h terms do not appear in the orresponding formulations.
Lemma 1 For all q 2 T ( ) and for all ~ 2 [T ( )d the following identity holds
X Z
K 2Th
K
q~ ~n ds =
dqe f~gds +
Proof. We write the right hand side as

Z
dqe f~gds +
fqgd~eds =
dqe f~gds +
fqgd~eds
dqe f~gds +
(5.12)
Z
fqgd~eds
Due to the denition on boundary fa es 5.11 we have

Z
dqe f~gds =
q~ ~nds
Now we onsider an inner fa e e 2 Eh0 ommon to K1 and K2

Z
dqe f~gds +
Z
fqgd~eds
Z
~ 1 + ~ 2
1
ds +
(q1 + q2 )(~ 1 ~n1 + ~ 2 ~n2 )ds
2
e
e2
Z
Z
Z
Z
~
~
~
~
q1~n1 1 ds + q1~n1 2 ds + q2~n2 1 ds + q2~n2 2 ds
=
2
2
2
2
eZ
eZ
eZ
eZ
q1 ~
q2 ~
q2 ~
q1 ~
~n ds +
~n ds +
1 ~n1 ds +
2 ~n2 ds
+
2 1 1
2 2 2
e 2
e 2
Z e
Z e
q1 ~ 1 ~n1 ds + q2 ~ 2 ~n2 ds
=
(q1~n1 + q2~n2 )
Summing over all K then gives the assertion.
60
5.4 DG-FEM formulation for hyperboli problems
5.4 DG-FEM formulation for hyperboli problems

Now we apply this equation to
X Z
K 2Th K
~ (u) ~n v ds
F[
~ (u) and q = v. Sin e the numeri al ux is assumed to be onservative

We set ~ = F[
~ (u)e vanishes and we obtain
the jump dfF[
X Z
K 2Th
K
F (u) ~n v ds =
[
~
XZ
e2Eh
~ (u)g ~n dve ds
fF[
X Z
e6
fF (u)g ~n dve ds +
[
~
X Z
e
~ (u)g ~n dve ds
fF[
On the in ow boundary
the boundary ondition an be substituted. Then the
variational problem be omes
Find uh 2 Vh su h that a(uh ; v) + b(uh ; v) = f (v) + hg; vi 8v 2 Vh (5.13)
with
a(u; v) =
b(u; v) =
f (v) =
hg; vi =
K 2Th
X Z
e6
~ v dx ;
F~ (u) r
~ (u)g ~n dve ds
fF[
f v dx
X Z
e
(5.14)
(5.15)
(5.16)
~ (g)g ~n dve ds
fF[
(5.17)
61
62

In this hapter the DG-FEM for diusion type problems is des ribed. For sake of
simpli ity we onsider the lapla e problem
u = f in
u = 0 on
where
is assumed to be a polygonal domain and f is a given fun tion in L2 (
).
6.1 Weak formulation for DG-FEM for diusion type

problems
In the previous hapter it was des ribed that DG-FEM is naturally applied to the
~ F~ (u) = f . This motivates to formulate the Lapla e
onservative formulation r
problem as a rst-order system
~u
~ = r
r~ ~ = f in
u = 0
on
Multipli ation of these equations by test fun tions ~ and v respe tively, integration
over the domain
and writing the integral over
as a sum over all ell K gives
Z
X
X
K 2Th
K 2Th
~ ~ dx =
K 2Th
X
r~ ~ v dx =
K 2Th
K
K
r~ u ~ dx
f v dx
We apply formally the rule of integration by parts on ea h ell K

Z
K 2Th
K 2Th
~ ~ dx =
~ v dx =
~ r
K 2Th
X
K 2Th
Z
~ ~ dx +
ur
f v dx +
K
K
u ~ ~n ds
~ ~n v ds
63
where ~n is the outward normal ve tor to K . This is the weak formulation used to
dene the DG-methods. We dene the test- and ansatz-spa es
Vh =
dh =
f v 2 L2 (
) : vjK 2 P (K ) 8K 2 Th g
f 2 [L2 (
)d : vjK 2 [P (K )d 8K 2 Th g
The orresponding weak formulation is obtained by introdu ing the numeri al uxes
~ u and u on the boundary of K
~b and ub as suitable approximations for = r
Find uh 2 Vh and h 2 h su h that 8 K 2 Th
Z
K 2Th
K 2Th
X
~ v dx =
~h r
K 2Th
~h ~ dx =
Z
K 2Th
~ ~ dx +
uh r
f v dx +
K
K
~ h
u h ~ ~n ds
~n v ds
8~ 2 [P (K )2
8v 2 P (K )
We sum of intergrals over ells K an be written as integral over
~h ~ dx =
~ v dx =
~h r
f v dx +
~h ~ dx =
~ v dx =
~h r
f v dx +
K
K 2Th
~ ~ dx +
uh r
K 2Th K
X Z
Now we apply Lemma 1 and obtain

Z
X Z
~ ~ dx +
uh r
u h ~ ~n ds
~ h ~n v ds
du h e f~ g ds +
f~ h g dve ds +
8v 2 P (K )
Z
fu h g d~ e ds
d~ he fvg ds
(6.1)
(6.2)
Now we want to express h solely in terms of uh , so that the nal formulation will
only involve uh . For this purpose, we onsider the following relation, whi h also follows
from Lemma 1
Z
r~ ~ v d x =
r~ ~ uh d x =
Z
~ uh dx
~ r
~ ~nv ds
f~ g dve ds +
~ vdx
~ r
In this equation we set v = uh

Z
~ vdx
~ r
f~ g duh e ds +
Substitution of this equation into (6.1) gives

Z
64
~h ~ dx =
r~ uh ~ dx +
du h uh e f~ g ds +
0
Z
0
Z
d~ e fvg ds
d~ e fvg ds (6.3)
fu h uh g d~ e ds
6.2 Consisten y and onservation
~ v and obtain
In this equation we take ~ = r
Z
~ v dx =
~h r
r~ uh r~ vdx +
du h uh e fr~ vg ds +
fu h uh g dr~ ve ds
The left hand side of this equation is then substituted into (6.2)
Z
r~ uh r~ vdx +
f v dx +
whi h is written as
with
B (uh ; v) =
Z
f g dve ds +
r~ uh r~ v dx +
h
fv dx
fu h uh g dr~ ve ds
d~ h e fvg ds
8v 2 Vh
(6.4)
i
du h uh e fr~ vg
f~ h g dve ds
fu h uh g dr~ ve
~ h
Bh (uh ; v) =
du h uh e fr~ vg ds +
d~ h e fvg ds
(6.5)
6.2 Consisten y and onservation

Let u solve the boundary value problem
u = f in
u = 0 on
2
We onsider (6.3) with v 2 H (Th ) (re all that then by denition v 2 H 2 (K ) 8K 2 Th )
Z
r~ ~ v dx =
~ uh and obtain
we set ~ = r
Z
uh v dx =
r~ uh r~ vdx
~ vdx
~ r
f~ g dve ds +
0
Z
fr~ uh g dve ds
This is substituted into (6.5) and we obtain
B (uh ; v) =
+
=
+
+
r~ uh r~ v dx +
Z
Z
0
h
fu h uh g dr~ ve
dr~ uh e fvg ds
i
du h uh e fr~ vg
f~ h g dve ds
d~ h e fvg ds
fr~ uh g dve ds +
du h uh e fr~ vg
fu h uh g dr~ ve
uh v dx +
d~ e fvg ds
dr~ uh e fvg ds
f~ h g dve g ds
i
d~ h e fvg ds
65
Sin e f 2 L2 (
) and
is assumed to be a onvex polygonal domain, we know that
~ ug = r
~ u, dr
~ ue = 0 and u = f we get
u 2 H 2 (
). As fug = u, due = 0, fr
B (uh ; v) =
+
+
f v dx +
r~ u dve ds
i
du h e fr~ vg
f~ h g dve ds
( fu h g
~ ve
u )dr
d~ h e fvg ds
From this equation we see that onsisten y of the formulation and onservativity of
the uxes are strongly related.
First we assume that the numeri al uxes are onsistent. Then, (i) ub = uj whi h
~ u.
implies that dube = 0, fubg = u on . Moreover, from (6.3) we see that = r
If we assume that (ii) the ve tor ux b is onsistent, then we get that dbe = 0,
fbg = = r~ u on . Substitution of there relations gives onsisten y, i.e.
B (uh ; v) =
f v dx
On the other hand it an be shown that if (6.6) holds for all v

numeri al ux must be onsistent.
66
(6.6)
2 H 2 (Th ) then the
We onsider the nite-volume method for paraboli problems. We remark that the
dierential form of a onservation law
u
~ F~ (u) + r
~ ( r
~ u) = f in
+ u + r
t
originates from the following onservative formulation: For any ontrol volume V
d
u dx +
dt V
udx +
V
F~ (u) ~nd +
V
~ u ~nd =
r
f dx
(7.1)
7.1 Finite-volume formulation

This onservative formulation is the natural starting point for the nite volume method.
(1) De ompose a set of dual grid ells (or ontrol volumes) Th = f Vi gN
i=1 with
Vi \ Vj = ; for i 6= j and [Ni=1 V i =
. Moreover denote Pi the bary enter of ell
Vi .
(3) We seek a dis ret solution whi h is onstant on ea h dual grid ell Vi :
8 VZi Th nd Z ui 2 P0 (Vi) Z s.t.
d
~ ui ~nd =
r
F~ (ui ) ~nd +
ui dx +
u dx +
dt V i
V
V
V
In the following we onsider the situation sket hed in Figure 7.1
f dx
(4) Compute (re over) the gradients: As the solution that we seek is pie ewise onstant, the gradients in the vis ous uxes would vanish.
~ u is "re oved" from u using the GreenAs a remedy, in nite-volume methods r
Gauss divergen e theorem. For the situation of Figure 7.1 denote
Z
u
u~ek ~n d
dx =
x
Vi k
Vi
where ~ek denotes the unit ve tor in the xk -dire tion. In ve tor notation this
equation be omes
Z
Z
~ru dx =
u~n d
Vi
Vi
67
Pi2
00
11
11
00
00
11
000
111
111
000
000
111
000
111
111
000
000
111
S i, i2
P i3
Pi
00
11
11
00
00
11
Pi1
000
111
111
000
000
111
000
111
111
000
000
111
S i, i1
S i, i3
S i, i4
11
00
00
11
00
11
00
11
111
000
000
111
000
111
000
111
Pi4
111
000
000
111
000
111
000
111
Figure 7.1: Control volumes and surfa e uxes in FVM
~ u pie ewise onstant on ea h Vi . Then we obtain

We seek r
r~ ui = Vol(1V )
i
Vi
u~n d
Using the notation in Figure 7.1, the surfa e integral is omputed via
Z
4
1
1 X
ui + uij
u~n d =
area(Si;ij )
Vol(Vi ) Vi
Vol(Vi ) j =1 2
r~ ui =
~ (u) for the onve tive ux F~ (u) and r

~ u
(5) Introdu e a numeri al ux fun tion F[
~u
for the vis ous ux r
8 VZi Th nd Z ui 2 P0 (Vi)Z s.t.

d
u dx +
dt V i
udx +
V
~ (ui ) ~nd +
F\
V
~d
r
ui ~nd =
f dx
(7.2)
(6) For the numeri al ux fun tion for the vis ous uxes, a entral s heme is used
Z
V
~d
r
ui ~nd =
=
4 Z
X
j =1 Si;ij
4
X
~
j =1
~d
r
ui ~nd
~ uij
rui + r
area(Si;ij )
2
(7.3)
(7) The design of a numeri al s heme for the onve tive uxes is the most riti al
issue in nite-volume methods. Here we restri t ourselves to the situation of
68
7.2 Expli it solution using low-storage Runge-Kutta method
linear adve tion F~ (u) = ~bu with a onstant adve tion eld ~b.
Z
V

~bu
i ~nd =
4 Z
X

~bu
i ~nd
j =1 Si;ij
4
X
j =1
~bu ~n area(Si;ij )
u
where u = i
uij
~b ~n > 0
~b ~n < 0
(7.4)
where ~n is the outer normal ve tor of ontrol volume Vi for fa e Si;ij .
7.2 Expli it solution using low-storage Runge-Kutta

method
We solve the FV-s heme using an expli it Runge-Kutta method. We introdu e the
ve tor of unknowns
~u = (u1 ; u2 ; : : : ; un )T
and the ve tor of invis id ( onve tive) and vis ous uxes
F~ i (~u) = (Fi1 (~u);

F~ v (~u) = (Fv1 (~u);
with
Fij (~u)
Fvj (~u) =
Fi2 (~u)T ; : : : ;
Fv2 (~u)T ; : : : ;
Z
Z
Vj
Vj
Fin (~u))
Fvn (~u))
F~d
uj ~nd
~d
r
uj ~nd
If we use (7.3), (7.4), then the dis retisation sten il for the uxes of ell Vj takes into
a ount only dire t neighbours of ell Vj ; hen e Fi does only depend on ui and the
dire t neighbours uij .
As we seek a solution whi h is pie ewise onstant w.r.t. the ontrol volumes, therefore
we have
Z
d
u dx = uj Vol(Vj )
dt V j
Moreover we dene
R~ (~u) = (Rea 1 (~u); Rea 2 (~u); : : : ; Rea n (~u))T
S~ (f~) = (Sr 1 (f~); Sr 2 (~u); : : : ; Sr n (~u))T
with
Rea j (~u) =
Vj
udx ;
Sr j =
Vj
f dx
69
Then the nite volume formulation (7.2) be omes

Find (u1 ; u2 ; : : : ; un ) 2 R n s.t.
(7.5)
d
uj Vol(Vj ) + Fij (~u) + Fij (~u) + Rea j (~u) = Sr j
dt
In FVM, it is onvenient to dene the so- alled residual for ell Vj as
1
Resj (~u) =
Sr
Fij (~u)
Fvj (~u)
Rea j (~u)
(7.6)
Vol(Vj ) j
The nite volume method then be omes
d
u = Resj (~u)
dt j
or in ve tor notation
!
d
~u = Res(~u)
dt
R
Now we onsider the situation where (7.1) has a steady state solution, i.e., limt!1 ddt Vi u dx = 0
forall ells Vi (or limt!1 ~u = 0) and u is then solution of the orresponding steady
state problem
Z
udx +
V
F~ (u) ~nd +
The FV-formulation for (7.7) then be omes
V
~ u ~nd =
r
f dx
(7.7)
Find (u1 ; u2 ; : : : ; un ) 2 R n s.t. Res(~u) = 0

(7.8)
Problem (7.8) is solved iteratively in pseudo-time using an expli it s heme, e.g., a
Runge-Kutta method. We repla e (7.8) by
!
d
~u = Res(~u)
(7.9)

dt
where t denotes a ti ious pseudo time. The steady state solution of (7.9) satises
d~u=dt = 0 and hen e satises (7.8).
The steady state solution is omputed by mar hing in pseudo time t using a so- alled
low-storage K -stage Runge-Kutta s heme. Using a suitable time step size t (whi h
depends on the problem data and ~b) we introdu e an upper index n to denote the
pseudo time step and a lower index k to denote the Runge-Kutta stage.
(1) Initial guess ~(u)0 = 0
(2) UNTIL CONVERGENCE DO: Given ~un from the previous pseudo time
step,
!
~un1 = ~(u)n + Res(~un0 )
!
~un2 = ~(u)n + Res(~un1 )
::: = :::
!
~unk = ~(u)n0 + Res(~unk 1 )
70
7.3 Interpretation of expli it s hemes. Downwind numbering
and update the solution
~un+1
~unk
This modi ation of the lassi al Runge-Kutta s heme is alled low-storage version,
as the intermediate results ~unk do not have to be stored for the nal update of the
solution.
For an expli it s heme the time-step t is limited by the Courant-Friedri h-Levy
ondition:
"
#
hi
h2i

t =
C
+
jj~bjj1;Vi 4 CFL
where hi is the smallest size of ell Vi . The onstant CCFL is alled Courant-Friedri hLevy number. For a 3-stage low storage RK-s heme, CCFL 2 (0; 1:4).
u oo
u oo
Propagation of the numerical solution

through the dual grid. This illustrates
the hyperbolic nature of the problem.
Figure 7.2: Transport of the numeri al solution using an expli it s heme
7.3 Interpretation of expli it s hemes. Downwind

numbering
Finally it is worthwhile to ompare the expli it solution strategy and an impli it
method using an iterative linear solver: Figure 7.2 illustrates the transport of the
numeri al solution for a hyperboli problem through the omputational domain. Note
that if the solution has to pass through N ells to travel from the in ow boundary to
the out ow boundary, then at least N Runge-Kutta steps are required to obtain the
steady-state solution. If the same problem is solved using an impli it s heme, then
the arising linear system requires at least N iteration steps, e.g. of Ja obi-type or
Gauss-Seidel type. Rea hing a onverged solution for an iterative linear solver an be
71
measured in terms of the denition of the residual from numeri al linear algebra; this
is equivalent to the situation that a steady-state solution for the iteration in pseudo
time has been obtained.
Usually the number of pseudo time iterations is mu h smaller then the number of iteration steps for the linear solver, sin e in the expli it FV-s heme, the information travels
along the hara teristi s (whi h is the most-e ient way) from the in ow boundary
through all ells to the out ow boundary. The number of iterations required for an
iterative linear solver to onverge an be redu ed signi antly if the grid-points are also
ordered with respe t to the transport of physi al information (downwind numbering).
Hen e an understanding of the hara teristi transport of information helps arising
in expli it s hemes gives valuable ideas for the design of linear-solvers for impli it
methods. Of oarse, these improved linear solvers an be used also for ontinuous
Finite-Element methods and DG-FEM.
72

Lecture Dgfem Ws2006.Ps

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Lecture Dgfem Ws2006.Ps

Uploaded by

Copyright:

Available Formats

Contents

2 Fun tion-analyti al ba kground

3 Finite Element method

4.7.4 Prandtl's mixing length model . . . . . . . . . . . . . . . . . . . 53

5 DG-FEM for s alar onservation laws

6 DG-FEM for di usion type problems

 linear adve tion equation

1.1 Linear adve tion equation

In the parti ular ase of a 1-dimensional spa e-domain we have

1.1.1 Example: The equation of mass transport

 Passive s alar quantity is uid density   u

Figure 1.1: Control volumes and surfa e uxes in FVM

Mass min in owing

Mass mout out owing

Note that there is no mass ux through the ylinder side walls.

1.1 Linear adve tion equation

Figure 1.2: Mass passing through ross se tion A in time t

Therefore (1.5) an be written as

the linear adve tion equation be omes

1.1 Linear adve tion equation

To see this, we de ne z (x; t) = x at and then substitution gives

u0 (z (x; t))

A solution of the form (1.12) has the following properties:

 A solution of the form u(x; t) = u0 (x at) is often alled wave solution, as su h

 The solution u(x; t) is onstant along ea h ray x at = x0 whi h are alled

A solution of the form

u = u(x a(u; x; t)t)

an also be interpreted as wave solution. Su h waves preserve the initial waveform

1.1.3 Solution using the method of hara teristi s

Proposition 1 Let u be a solution of (1.10). Then

along hara teristi urves (x0 ;t0 ) (t)

Figure 1.3: Illustration of hara teristi urves

1.1 Linear adve tion equation

Remark 2 The method of hara teristi s allows us to al ulate the solution of a

Example As an example we onsider the following quasi-linear partial di erential

First we divide the PDE by x to obtain

Figure 1.4: Sket h of hara teristi s for the example

Solving this expression for x0 gives

Solving this equation for t0 gives

After dropping the subs ripts we obtain the nal solution

As a remark, we wish to summarize the following important notes

1.1 Linear adve tion equation

 Initial and boundary onditions. The solution in R + R + is ompletely

determined by the onditions at t = 0 and x = 0. The ondition at t = 0 is

1.1.4 Riemann problem of two gases. Conta t dis ontinuity

At t = 0, imagine the situation of a one-dimensional tube with two regions x < 0

1.1.5 Two-dimensional adve tion type problems

1.1 Linear adve tion equation

; y < uuxy (x x0 ) and x x0 < ux t

1.2 Linear di usion equation

1.2 Linear di usion equation

 Di usion of gas mole ules ( on entration), des ribed by Fi k's law

t = t 2 : statistical equilibrium is reached

Figure 1.9: Gaseous di usion.

Net number of parti les that di use through a surfa e A in time t

Figure 1.10: Illustration of Fi k's law for mole ular di usion.

1.2.2 Solution of the di usion equation

1.2 Linear di usion equation

A spe ial Cau hy problem

in (1.18). Thus we seek

G(x; t) = g(z (x; t)) ;

Now we substitute h = dg=dz and use z = x= t to obtain

Integration of the last equation gives g(z ) resp. G(x; t)

where in the last equation we substituted s = z=(2  ) and dz = 2 ds.

6 DG-FEM for diusion type problems

linear adve tion equation

Passive s alar quantity is uid density u

To see this, we dene z (x; t) = x at and then substitution gives

u0 (z (x; t))

A solution of the form u(x; t) = u0 (x at) is often alled wave solution, as su h

The solution u(x; t) is onstant along ea h ray x at = x0 whi h are alled

Example As an example we onsider the following quasi-linear partial dierential

Initial and boundary onditions. The solution in R + R + is ompletely

1.2 Linear diusion equation

1.2 Linear diusion equation

Diusion of gas mole ules ( on entration), des ribed by Fi k's law

Figure 1.9: Gaseous diusion.

Net number of parti les that diuse through a surfa e A in time t

Figure 1.10: Illustration of Fi k's law for mole ular diusion.

1.2.2 Solution of the diusion equation

1.2 Linear diusion equation

where in the last equation we substituted s = z=(2 ) and dz = 2 ds.

1.3 The steady-state linear adve tion-diusion rea tion

~u: onve tive velo ity eld

: density of the uid

Diri hlet boundary onditions.

Neumann boundary onditions.

Robin boundary onditions. A Robin boundary ondition is e.g. given by

The statement that the measurement devi e is positionned at ~x orresponds to

We then all v the th-weak derivative of u and write = v.

Denition 5 We dene the Sobolev spa e H m;p (

For 1 p < 1 the norm on H m;p (

For p = 2 we an dene a s alar produ t on H m;2 (

Remark 5 In some denitions of the tra e operator C 1 (

A(; ) is bounded, i.e.,

jjujjV 1 jjf jjV

First we have to show that A(; v) is inje tiv, i.e.

jjfn fm jjV jjun um jjV jA(un um ; un um )j jjun um jj2V

j(( r~ u; r~ v))j + j(~b r~ u + u; v)j