Analogy between the Electromagnetic and Hydrodynamic Equations: Application to Turbulence

by Haralabos Marmanis M. Sc., University of Illinois, 1996 Diploma, Aristotle University of Thessaloniki, 1994

Thesis Submitted in partial ful llment of the requirements for the Degree of Doctor of Philosophy in the Division of Applied Mathematics at Brown University

May 2000

Abstract of \Analogy between the Electromagnetic and Hydrodynamic Equations: Application to Turbulence," by Haralabos Marmanis, Ph.D., Brown University, May 2000 In this thesis we have accomplished the following tasks: 1. A new theory of turbulence is initiated, for the purpose of describing the dynamical behavior of averaged ow quantities in incompressible uid ows of high Reynolds numbers. It is based on a new analogy between electromagnetism and turbulent hydrodynamics. The central idea of the theory is the presentation of turbulent dynamics as an interplay between the vorticity eld (w = r u) and the Lamb vector (l = w u). Two important concepts are introduced: a) the turbulent charge and b) the turbulent current. This leads to a closed linear system of equations for the averaged vorticity and the averaged Lamb vector. The averaged distributions of the turbulent charge and the turbulent current appear as source terms in this system. The premise of the theory is that the averaged distributions of the sources are the most natural choice of turbulent quantities to be modeled. The general framework of the theory is presented. 2. The case of homogeneous turbulence is studied next. Direct numerical simulations of decaying homogeneous turbulence in a periodic box are conducted. The Fourier coe cients of the vorticity eld are recorded as functions of time, while turbulence decays. These functions are projected onto the temporal eigenfunctions provided by the theory. Three eigenfunctions su ce to reproduce the time evolution of a Fourier coe cient, for nearly all the period of decay. The eigenvalues of the vorticity are discrete, which suggests that the phenomenon of intermittency arises naturaly in this context. The statistical properties of turbulent waves are inquired and shown to result in a Kolmogorov type of spectrum. 3. Two cases of inhomogeneous turbulence are studied: Flow in a channel, and ow in a circular pipe. Direct numerical simulations are used to calculate the distribution of the turbulent sources. The partial universality of the averaged velocity pro le, from the center of the duct to the wall, is inferred by the partial universality of the turbulent current. This kind of universality gives excellent agreement with the experimental data available for circular pipes, in a regime of Reynolds numbers that spans four orders of magnitude. We suggest that the proposed theory is most suitable for the study of ows that are unsteady and involve complex geometries. The implementation of the theory in a numerical code will result in a powerful tool for the design of industrial applications. Aside from the simplicity of the equations to be solved, the linearity of the equations suggests that a library of cases can be built so that knowledge about one kind of geometry can be readily used for another (more complex) kind of geometry, under the same ow conditions.

c Copyright by Haralabos Marmanis 2000

This dissertation by Haralabos Marmanis is accepted in its present form by the Division of Applied Mathematics as satisfying the dissertation requirement for the degree of Doctor of Philosophy

Date

GEORGE KARNIADAKIS, Director

Recommended to the Graduate Council Date

MARTIN MAXEY, Reader

Date

KATEPALLI R. SREENIVASAN, Reader

Date

ROBERT H. KRAICHNAN, Reader

Approved by the Graduate Council Date Peder J. Estrup Dean of the Graduate School and Research ii

The Vita of Haralabos Marmanis Haralabos Marmanis was born in Athens (Greece) on January 19, 1970. He obtained a diploma in civil engineering from the Aristotle University of Thessaloniki, and a M.Sc. degree in theoretical and applied mechanics from the University of Illinois. A list of his publications reads as follows: 1. Marmanis, H. and Thoroddsen, S.T. 1996 Scaling of the ngering pattern of an impacting drop
Phys. Fluids 8 (6), 1344-1346

2. Marmanis, H. 1998 The kinetic theory of point vortices

Proc. Roy. Soc. A , 454, 587-606

3. Marmanis, H. 1998 Analogy between the Navier-Stokes and Maxwell's equations: Application to Turbulence.
Phys. Fluids 10 (6), 1428-1437

4. Marmanis H. 1999 Turbulence, electromagnetism and quantum mechanics: A common perspective. In Photon: Old problems in light of new ideas, Ed. V.V. Dvoeglazov Nova Science Publications A list of conferences, and symposia, attended reads as follows: iii

1. Marmanis H. 1996 A New Theory of Turbulence: The Meta uid Dynamics,

International Symposium on Theoretical and Computational Fluid Dynamics,

Florida State University, November 6-8, Tallahassee, Florida. 2. Marmanis H. and Thoroddsen S. T. 1996 The Fingering Pattern of an Impacting Drop,
49th Annual Meeting of the American Physical Society (APS)

Division of Fluid Dynamics, Syracuse University, November 24-26, Syracuse, New York. 3. Marmanis H. and Karniadakis G. 1997 Temporal Eigenfunctions of Vorticity in Decaying Isotropic Turbulence,
50th Annual Meeting of the American Physical Society (APS)

Division of Fluid Dynamics, University of California at Berkeley, November 23-25, San Francisco, California. 4. Crawford C., Marmanis H. and Karniadakis G. 1998 The Lamb Vector and its Divergence in Turbulent Drag Reduction,
International Symposium on Sea-water Drag Reduction (ISSDR),

Newport, Rhode Island 5. Marmanis H., Du Y. and Karniadakis G. 1998 Turbulence Control via Geometry Modi cations and Electromagnetic Fields, ECCOMAS '98, Athens, Greece iv

6. Marmanis H. and Karniadakis G. 1998 Theoretical derivation of the mean ow in inhomogeneous turbulence,
51th Annual Meeting of the American Physical Society (APS)

Division of Fluid Dynamics. Philadelphia, Pennsylvania

Acknowledgments
This work has started, in the summer of 1993, from the encouragement that the author received by Dr. Robert H. Kraichnan. Since that time, Dr. Kraichnan has helped the author with his perspicacious comments and his moral support. Hence, it is an honor for the author to dedicate this work to him as a cordial devoir. Although the initiation of this work was due to Dr. Kraichnan, the completion of it is due to Professor George Karniadakis. Starting with the dawn of 1996, he has continuously provided support and guidance that were necessary in order to deal with the labyrinth of our modern academic life. Thus, in a state of grati cation, the author wishes to express his gratitude and to thank him wholeheartedly. The vivid discussions and the congenial academic atmosphere in the division of Applied Mathematics has played a catalytic role in the present work. Especially, Professor David Gottlieb, Professor Martin Maxey, Professor Chi-Wang Shu, and Dr. Andrew Poje have helped or advised the author, several times and in manifold ways. It is a pleasure for the author to avow this support. Finally, the author would like to acknowledge and thank Mike Kirby and the rest of our CFD group for many hours of fruitful and enjoyable confabulations. Financial support, by the National Science Foundation under the grants CTS-9417520 and CTS-9619232 and by the Air Force grant AFOSR F49620 94-1-0313, is gratefully acknowledged.

vi

Contents
1 Introduction
1.1 The De nition of the Problem . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2 The basic eld variables: Vorticity and Lamb's vector . . . . . . . . . . . . 1.3 An outline of the thesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1
3 9 12

2 The General Theory

2.1 The new concepts and equations . . . . . . . . . . . . . . . . . . . . . . . . 2.2 The new equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

14
14 19

3 Homogeneous Turbulence
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.2 Direct numerical simulation and validation . . . . . . . . . . . . . . . . . . . 3.3 Signal analysis of the vorticity . . . . . . . . . . . . . . . . . . . . . . . . . . 3.4 Kolmogorov spectra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.5 Concluding remarks for homogeneous turbulence . . . . . . . . . . . . . . .

30
31 35 40 48 54

4 Inhomogeneous Turbulence
4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4.2 Turbulent duct ows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vii

64
64 67

4.2.1 The scaling of the turbulent current in channel ows . . . . . . . . . 4.2.2 A candidate universality for circular pipes . . . . . . . . . . . . . . .

71 75

5 Concluding remarks
5.1 The motive and the rationale . . . . . . . . . . . . . . . . . . . . . . . . . . 5.2 A summary of the results . . . . . . . . . . . . . . . . . . . . . . . . . . . .

83
83 87

viii

List of Tables
2.1 The correspondence between microscopic electromagnetism and unaveraged turbulent hydrodynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.1 The above values describe the initial con gurations and give the range of Re for the four runs. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.2 The coe cients of the power laws and the coe cients of the polynomial ttings for the four runs. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43 38 20

ix

List of Figures
2.1 The distribution of the turbulent charge for a Burgers' vortex as a function of the radial distance. We show four di erent distributions that correspond to four cases with di erent kinematic viscosities but they are otherwise identical. The square symbols (2) correspond to = 0:01, the triangles (4) correspond to = 0:001, the circles ( ) correspond to = 0:005, and the diamonds (3) correspond to = 0:0001. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.2 Comparison of the elds < u2r w > and < u2 > r W in a channel ow (Re = 5 000). The averaging is done along the streamwise direction. . . . . 3.1 For steady state ows, the magnitudes of the turbulent sources in the central region of ducts essentially vanish. Thus these regions are characterized as homogeneous. Top: Channel ow data 42], the center is located at y = 0 and the wall is located at y = 1. These data are averaged in the streamwise and spanwise directions. Bottom: Circular pipe ow data (present DNS), the wall is at r = 1. These data are not averaged in the homogeneous directions. 59 25 23

3.2 The product of the maximum wavenumber times the Kolmogorov length scale is shown as a function of time for all four runs. Values larger than one are considered to re ect an adequate spatial resolution. See Table 1, for reference to the symbols used. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.3 Three-dimensional structure of the turbulent charge at an intermediate stage of the decay (Re = 20). The gure on the top represents the unaltered DNS data, whereas the gure on the bottom represents the same data after a spatial averaging has been performed. The lter length scale was approximately equal to two Kolmogorov length scale units. The data were taken from run 4. 61 3.4 Kinetic energy versus t;1 . The symbols are data taken from run 4. The two solid lines are two di erent ts to these data (a power law t and a second order polynomial in powers of t;1 ) as indicated. . . . . . . . . . . . . . . . . 3.5 The vorticity Fourier coe cient, with k = (1 1 0). The DNS signal (solid line), the signal constructed by the rst eigenmode (2), by the rst two eigenmodes ( ), by the rst three eigenmodes ( ). . . . . . . . . . . . . . . . 3.6 Comparison of the Fourier vorticity signals. The Fourier coe cients for the two wavevectors k = (1 1 0) and k = (1 0 1) have been set equal at the beginning of the calculation. Their time evolution, according to M98, should be the same. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ~z , as calculated by (4.6), versus y + . 4.1 The non-dimensional turbulent current J The square symbols (2) denote Re = 180, the crosses (+) denote Re = 395, and the diamonds ( ) denote Re = 590. . . . . . . . . . . . . . . . . . . . . 73 63 62 62 60

xi

~z , as calculated by (4.6), versus y + . 4.2 The non-dimensional turbulent current J The square symbols (2) denote Re = 180, the crosses (+) denote Re = 395, the diamonds ( ) denote Re = 590, and the solid line denotes the universal curve given by equation (4.12). . . . . . . . . . . . . . . . . . . . . . . . . . 4.3 Averaged turbulent current versus distance from the wall. Comparison between DNS data of run 3 (symbols) and the model suggested by (4.17). . . 4.4 Averaged streamwise velocity (scaled with its value at the centerline) versus distance from the wall (scaled with the radius of the pipe). The square symbols (2) are data from Lekakis (Re=30912), the diamonds (3) are data from Zagarola (Re=25817), and the ( ) circles are the data from Nikuradze's experiments (Re=26092). The solid line is the theoretical prediction. . . . . 4.5 Averaged streamwise velocity (scaled with its value at the centerline) versus distance from the wall (scaled with the radius of the pipe). The diamonds (3) are data from Zagarola (Re=439207), and the ( ) circles are the data from Nikuradze's experiments (Re=419421). The solid line is the theoretical prediction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4.6 Averaged streamwise velocity (scaled with its value at the centerline) versus distance from the wall (scaled with the radius of the pipe). The diamonds (3) are data from Zagarola (Re=1783953), and the ( ) circles are the data from Nikuradze's experiments (Re=1844000). The solid line is the theoretical prediction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80 79 77 76 74

xii

4.7 Averaged streamwise velocity (scaled with its value at the centerline) versus distance from the wall (scaled with the radius of the pipe). The diamonds (3) are data from Zagarola (Re=19903343), and the ( ) circles are data from Zagarola (Re=10300141). The solid line is the theoretical prediction. . . . . 4.8 This is the absolute value of the error in the calculated value of the wall shear stress for ten Reynolds numbers that span four orders of magnitude. The values are scattered but all of them are more than 1% accurate. . . . . 82 81

xiii

Chapter 1

Introduction
The turbulent motion of uids is an eminent problem of science, not only for its numerous engineering applications but also for its role as an archetype of non-equilibrium statistical mechanics. It is considered the last unsolved problem of 20th century physics, and there is a good reason for that. Fluid and plasma turbulence are omnipresent in nature, from the very small to the very large scales of the universe, and naturally one may ponder on why is turbulence such a prevalent phenomenon ? Does it contain elements that are deeply rooted in the fundamental natural laws ? Is it possible that turbulent-like mechanisms are hidden in other phenomena but rarely recognized as such ? These questions are very serious and important but we will not deal with them herein. Instead, we will focus on the problem of modeling turbulence in incompressible, viscous ows. The governing equations for these ows are the Navier-Stokes equations, and the property of incompressibility is expressed by the divergence-free character of the velocity eld. The validity of these equations will not be questioned here. Although doubts have been articulated, neither strongly persuasive arguments have been given nor progress emerged from such hypotheses. The cited reviews, textbooks and treatises cover these issues satisfac1

2 torily. Our choice of incompressible viscous ows at high Reynolds numbers is based on the belief that this type of ows is su ciently broad to be of practical interest and adequately general to include all the fundamental dynamics of motion. For example, the subsonic ow around a ying object, and generally the ows around vehicles moving in a gaseous or liquid substance, can be conceived as incompressible, high Reynolds number ows. The range of scales that it covers is vast, and extends from the mixing of cream in a co ee cup to oceanic, atmospheric and even interstellar ows. Nevertheless, it is true that a great number of important processes involved in applications, such as combustion, compressibility or chemical reactions are excluded. This choice has been made for the following two reasons. Firstly, the great challenge of high Reynolds number ows is not the possible degree of perplexity of a particular problem, but the inherent nonlinearity included in the Navier-Stokes equations. Secondly, since we introduce new concepts and a novel point of view, it is reasonable to apply the theory at its simplest form and examine whether it can be useful or not. If it is, then an extension towards more elaborated cases can be undertaken. Finally, we should emphasize that our main objective is the study of three-dimensional turbulence, although the theory can be readily extended to the idealized concept of twodimensional turbulence. In contrast, the dynamics ensued by Burger's equation { often referred to as one-dimensional turbulence or \Burgerlence" { can not be considered as turbulence because the vorticity eld and the Lamb vector are fundamental variables in the theory of meta uid dynamics. Since there is not vorticity in one dimension, this kind of dynamics will be excluded from farther consideration.

1.1 The De nition of the Problem

Let us consider an incompressible viscous uid that occupies a given region of space. This region may be either a domain enclosed by a prescribed boundary or an open domain that is simply- or multiply-connected. Under the in uence of any forcing, the uid will be set in motion. Energy will be drawn from the work done by the forcing, it will be redistributed among di erent parts of the uid, and eventually it will be dissipated to molecular heat. Our problem is to describe these uid motions that require a signi cant agitation of the uid constituents, in order to redistribute and eventually dispose o the energy that is provided from the forcing. We consider our uid as a continuum medium, rather than an enormous assembly of molecules. This means that the beautiful kinetic theory of gases or other atomistic points of view will not concern us. The ratio of the mean free path (between molecular collisions) to the smallest length scales (subsumed in the ow) is an extremely small number, and similar arguments hold for the relevant time scales as well. Hence, the continuum hypothesis is well justi ed 1], 2], 3], 4]. Subsequently, in order to describe the motion of the uid we need to establish a reference frame. There are merely two ways of describing the uid motion. The rst is the material description, which chronicles the history of each particle. The second is the spatial description, which presents the state of motion at each spatial location for all times. The rst description is called the \Lagrangian" description whereas the second is called the \Eulerian" description (for a brief account of a relevant historical anecdote see 5]). We will use the Eulerian description of uid motion, unless otherwise noted. This means that we are examining what happens at every point of our domain, at any instant of time. Each point is associated with a three-dimensional vector x (given in terms of our reference frame), and each instant of time is associated with the value of a real

4 variable t. The motion is completely determined if we know the velocity vector u(x t) and the pressure p(x t), for all points in space and time. The governing equations that these elds obey have an interesting history. In 1736, Euler had indicated by inferences that his Mechanica was the rst part of a planned treatise in six parts, the sixth of which was to be concerned with the motion of uids. Although he never completed his planned treatise, Euler gradually built his great memoirs (e.g. 6], 7], 8]) that described the motion of ideal uids. Several of the basic ideas of uid dynamics can be found in the works of Euler's antecedents, except that their exposition is incomplete and sometimes even obscure. Euler's work has certainly been the rst perspicuous and perspicacious exposition of the foundations of uid mechanics. In Fourier's words1 9]: \On est parvenu a exprimer par des equations generales a di erences partielles les conditions du mouvement des uides. Cette decouverte, qui est un des plus beaux resultats de la Geometrie moderne, est due a d'Alembert et a Euler : : : Euler : : : donne ces equations sous une forme simple et distincte qui embrasse tous les cas possibles, et il les demontre avec cette clarite admirable qui est le caractere principal de tous ses ecrits." Euler's dynamical equations of motion can be written in the following form

@ u = ; (w u) ; r p + u2 @t 2

(1.1)

where w(x t) is the vorticity eld (i.e. w(x, t) r u), and is the (constant) density. These equations essentially express Newton's second law of motion 10], when applied to
1 \We managed to express through general equations in terms of partial derivatives the conditions for the motion of uids. This discovery, which is one of the most beautiful results of the modern geometry, is due to d'Alembert and Euler : : : Euler : : : gives these equations in a simple and distinct form that embraces all the possible cases, and he demonstrates them with this admirable clarity which is the principal characteristic of all his writings."

5 a continuum medium, and they thereby express the conservation of momentum for the uid elements. For an ideal uid identical to the one considered by Euler, in addition to the conservation of momentum, we also have conservation of the uid mass. The latter, however, for an incompressible uid is consolidated to the requirement of a solenoidal velocity eld (this name was introduced by W. Thomson (Lord Kelvin) 11]), i.e.

r u = 0:

(1.2)

Euler's work paved the way for Navier 12], and Stokes 13], who presented the dynamic equation of motion for a viscous, or non-ideal, uid. The modi ed equations (1.1), which are called the Navier-Stokes equations, can be written as follows

@ u = ; (w u) ; r p + u2 + r2u @t 2
the velocity is the Lamb vector, and it will be denoted as

(1.3)

where is the coe cient of kinematic viscosity. The vector product of the vorticity with

l(x t)

w u:

The quantity in the parenthesis of the second term in the r.h.s. of (1.3) is the Bernoulli energy function, or total head, and will be denoted as (x t)

p + u2 :
2

It is customary to present the above equation in a nondimensional form by introducing a characteristic velocity scale (V ), and a characteristic length scale (L). The result is the following equation

@ u = ; (w u) ; r p + u2 + 1 r2u @t 2 Re

(1.4)

6 where Re = V L= is the celebrated Reynolds number. In the above equation, we kept the same notation as before but with the understanding that all our quantities are now nondimensional. The problem of turbulence is to nd the averaged properties of the solutions of equation (1.4), under the constraint of the incompressibility condition (1.2). Equations (1.4) and (1.2) form a system of partial di erential equations, which is supplemented by appropriate boundary and initial conditions. For example, in the presence of rigid boundaries the noslip condition is usually employed and the ow may be generated from rest. The above system is considered to describe adequately high Reynolds number ows. Nevertheless, we already mentioned that turbulent ows are characterized by many spatio-temporal scales, produced and sustained by a continuous transfer of energy from the larger scales to the smaller ones. The interaction between all these scales results in a very complicated motion which manifests itself by the rather chaotic or stochastic behavior of the ow quantities when recorded as time-histories. This means that there exists an enormous amount of point-wise information that, from a practical point of view, we often do not really need to know. Instead, we may need to know the properties of averaged quantities that are related to the ow. To this end, Reynolds 14] introduced the decomposition of the elds into a mean and a uctuating part. This is the famous Reynolds decomposition, which applied to the equations of motion leads to the notorious closure problem. The latter is a common feature of averaged nonlinear equations, since nonlinearity will introduce higher order moments of the uctuations. So, a question that may be asked is whether there exist dynamic variables in terms of which the governing equations become linear. It is important to notice that many of the di culties that arise in tackling nonlinear dynamical systems, by perturbation and cumulant-discard techniques, are also exhibited in the study of linear

random oscillators. This issue deserves a small digression, in order to be addressed.

The calculation of mean Green's functions for linear stochastic equations arises in the study of many problems, such as wave propagation in a medium with random refractive index uctuations and impurity scattering. Like our closure problem due to nonlinearity, the calculation for linear stochastic systems also involves a di cult closure problem which is usually tackled by means of renormalization perturbation techniques (RPT). These techniques were rst applied to quantum eld theory problems, but they have been adopted by many other elds since their rst appearance. In 1961, Kraichnan 15] published his seminal work on the dynamics of nonlinear stochastic systems where he demonstrated that, for a given linear stochastic equation, a closed nonlinear master equation can be found for the mean Green's function of a model which he called the random coupling model. The latter pro ers a case where the true dynamical problem is replaced by a model dynamical system that leads, without any approximations invoked, to closed equations for correlation functions and averaged Green's functions. The solutions to these closed equations have certain consistency properties that are not always present in the RPT or in the cumulantdiscard techniques. For our purposes, the relevance of this ingenious work lies on the fact that the random coupling model is essentially a generalization of the dynamical equations which describe an ensemble of linear oscillators in terms of their collective parameters and coordinates (see section 3 of 15]). We will see that the new approach presented herein is, in some sense, a parallel of the random coupling model in physical space. For, in both cases, we attempt to imitate the dynamics by following as closely as possible the governing equations, and subsequently introduce a modi cation which, although arti cial, produces a completely soluble system. However, although in both cases we model the coupling between the various modes of the system, the modeled couplings in meta uid dynamics have

a prominent structure in physical space.

The conclusion is that, in general, the problem of discovering a linear or decoupled description is unsolved. Nonetheless, for equations (1.4) and (1.2), we can always present some part of the nonlinearities as sources to be modeled. When these nonlinearities have a special physical signi cance, striking merits can be gained. By physical signi cance we mean something that has a clear connection with familiar ow quantities and whose properties and distribution can be studied in the physical space. This is the case with the sources of the electromagnetic eld. In uid mechanics, this kind of approach is encountered in Lighthill's early work on sound generated aerodynamically 16]. His theory introduced the notion of externally applied stresses as the sources of the radiation eld, and the problem was reduced to the calculation of the radiation eld from a distribution of acoustic quadrupoles. Herein we will identify certain quantities as the sources of turbulent motion (i.e. the equivalent of Lighthill's stress tensor). These new ow quantities possess spatial and temporal structure, and they are the result of an e ort to present turbulence as an interplay between vorticity and the Lamb vector. As we said earlier, the exact knowledge of turbulent uid motion is neither necessary nor desirable. It is not necessary because for practical applications all that is needed, in the majority of the circumstances, is an average knowledge of the uid motion. This is a familiar situation in the kinetic theory of gases. For instance, suppose that we examine the properties of a gas contained inside a box, after all the fast processes have happened and statistical equilibrium has been established. If we are interested in calculating, for argument's sake, the thickness of the wall of the box, then the necessary knowledge is the average pressure on the wall of the box, and not the exact momenta of each molecule during their impact on the wall. Similarly, in the design of a new vehicle, we want to know what

is the average value of the hydro- or aero-dynamic force on the body.

Furthermore, exact knowledge of the turbulent motion is not always required, and perhaps it is not desirable because the amount of information gathered would be immense and its storage, let alone its analysis, virtually impossible. Thus a pragmatic task for a theory of turbulence would be the description of the averaged properties of the ow, e.g. the averaged pressure and the averaged velocity, when only bulk properties are given, e.g. the mean energy and the geometry of the ow. It is the purpose of the present thesis to enunciate such a candidate for modeling turbulence.

1.2 The basic eld variables: Vorticity and Lamb's vector

The importance of the vorticity eld in the evolution of all real ows has been reported quite often in the literature 17], 18], 19]. It is commonly accepted that the distinguishing feature of turbulent ows is the presence of vorticity 20]. However, the other important ow quantity, i.e. the Lamb vector, received relatively little attention. The Lamb vector appears prominently in Lagrange's acceleration formula, and whether it is a zero, a lamellar, a complex lamellar vector, or none of these, it is a decisive factor in the nature of the uid motion. Previous work on the Lamb vector, and its properties, has been done mainly in two directions. On the one hand, in the context of xed points of the Euler equations and reduction of nonlinearity, there is the type of approach undertaken by Kraichnan & Panda 21]. These authors decompose the Lamb vector into a potential and a solenoidal part and compare their magnitudes. A large potential part implies a high probability for the Fourier image of the Lamb vector and the wave vector k to be aligned, and the argument made is that purely kinematic properties of turbulent ows can lead to reduction of their nonlinearity. On the other hand, Wu and his collaborators 22] have examined the

10 properties of the Lamb vector in the context of turbulence modeling and concluded the following: \the problem of modeling turbulent force exclusively amounts to modeling the mean turbulent Lamb vector" this approach is closer in spirit to the present study. Here, as well as in Wu et al. 23], a transport equation for the Lamb vector is derived. But, unlike their approach, our \closure" is sought in terms of the mean vorticity and the mean Lamb vector as constituting a system of dual variables. This results in a di erent notion of the turbulent sources, which has a direct physical signi cance and is easy to model. What we shall propose is to form a system of equations not for the average values of u and p, but for the average values of w and l. That being so, we will construct a dynamical theory of the latter two elds, that is able to capture the essential physics of turbulent ows by modeling the remaining nonlinearities in physical space. This methodology results in a system that reminds one electrodynamics rather than traditional hydrodynamics. This analogy merits individual attention, because it is on the foundation of the proposed theory. In the 19th century, there was a considerable e ort to provide a mechanical representation of electromagnetism. This e ort resulted in a number of models regarding the nature of the aether, and some of them have explicitly invoked the dynamics of uids as being the dynamics of the aether medium. In particular, the vortex model described by Maxwell 24], in his paper `On Physical Lines of Force', helped him to introduce some of his most important ideas such as the displacement current and the electromagnetic theory of light. Riemann, as early as 1861, remarked that the scalar and the vector electromagnetic potentials should be interpreted as the density and the velocity, respectively, of the aether. In 1858, Helmholtz 25], being motivated by Euler's comments, discovered that vortex rings in an ideal uid are structures which permanently possess their character during their motion, and cannot be destroyed. The individuality of vortices suggested a connection with the

11 atomic theory of matter, and thereby the theory of vortex motion has been applied to the construction of another aetheric model. In 1880, W. Thomson (Lord Kelvin) has shown that, in certain circumstances, a uid can be in a hybrid state of rotational and irrotational motion, so that on a large scale the motion is homogeneous, i.e. having within any sensible volume an equal amount of rotational motion in all directions. To a uid having such a type of motion he gave the name vortex sponge. The greatest advance in the vortex sponge theory of the aether was made seven years later, when again W. Thomson (Lord Kelvin) 26] showed that the equation of propagation of laminar disturbances in a vortex sponge is the same as the equation of propagation of luminous vibrations in the aether. Lastly it should be mentioned that, although these e orts have been reduced in number during the early years of the 20th century, in 1931 we nd J.J. Thompson 27] to investigate \the analogy between the electromagnetic eld and a uid containing a large number of vortex laments." For a detailed account on the history of aether and electricity the interested reader should consult the authoritative work of E. Whittaker 28]. The above mentioned e orts, by the founding fathers of the electromagnetic theory, have been somewhat overshadowed by the advent of quantum mechanics and the theory of relativity, and they have subsequently become obsolete. The main argument of those physicists, who could be called pragmatists, was that since we were aware of the fundamental equations (Maxwell's equations) their interpretation could not be of further signi cance at least as far as practical problems were concerned. A related interpretational problem, that persisted up to now, was that of quantum mechanics 29], 30]. The list of people that resisted the so-called orthodox Copenhagen interpretation includes again the founders of the subject de Broglie, Einstein, Schrodinger, and Dirac. These eminent problems of the electromagnetic and quantum mechanical interpretation have recently been revisited by the

12 author 31], but a full account will not be given herein. Instead, we will present the problem of uid ows in a way that is analogous to the Maxwell equations and advocate the modeling of the turbulent sources (the analogues of the electric sources) as a new closure strategy.

1.3 An outline of the thesis

In the context of a doctoral thesis, it is not feasible to study and document the results of all the possibilities that the theory o ers for investigation. Our task is to present the general framework, and subsequently to examine some of its consequences in the case of homogeneous and the case of inhomogeneous turbulence. In particular, Chapter 2 begins by establishing the analogy which spurred the proposed theory. This introduces the new concepts and the assumptions under which the analogy can be rmly established. These assumptions are examined for particular ows, such as Burger's vortices and turbulent ows in channels and pipes. The moment expansion of the basic elds (i.e. the vorticity and the Lamb vector) is given in detail and in an analogous manner to its electromagnetic equivalent. In Chapter 3, we examine the case of homogeneous turbulence. We de ne this kind of ow in a way that encompasses the traditional de nition but it is based entirely on the nature of the newly de ned sources. We show that the conventional DNS of homogeneous turbulence are indeed homogeneous in the new sense, and that for channel and circular pipe ows the region away from the walls can be considered homogeneous. The new dual symmetry of the proposed theory is stated explicitly. The DNS of homogeneous turbulence are presented and their results are exploited for the analysis of the vorticity equation. The eigenvalues of the latter are found to form a discrete set, which suggests that the phenomenon of intermittency could be viewed as the manifestation of \jumps" between

13 various eigenstates. Lastly, the predicted waves are taken to form an ensemble of weakly interacting waves. The theory of wave turbulence is invoked and it is shown that Kolmogorov solutions can be obtained as universal solutions of the kinetic equation for the velocity correlator. We will see that this result presupposes a non-vanishing value of the kinematic viscosity. In Chapter 4, we examine the case of inhomogeneous turbulence. We focus on internal ows, and speci cally we examine the ow in a channel and the ow in a circular pipe. We show that the only forcing term in the equation of the averaged velocity is the turbulent current. We study the distribution of the latter as a function of the distance from the wall. Our analysis shows that these distributions (and consequently the averaged velocity itself) are not universal in the strict sense of the word. They depend on both the geometry and the Reynolds number. We propose a universal form of the turbulent current for pipe ows and derive the averaged velocity throughout the pipe for four orders of magnitude in Reynolds number. These results are compared with experimental pipe ow results and are found in good agreement. Preliminary DNS data for the circular pipe corroborate that the turbulent current does have a distribution that agrees with the one that is proposed. Finally, in Chapter 5, we summarize our results and state brie y the potential advantages that the application of the theory would have in industrial problems.

Chapter 2

The General Theory

2.1 The new concepts and equations
Let us start by stating two well known formulae that are related with the vorticity eld. The rst is obtained by taking the curl of (1.3) and describes the evolution of the vorticity eld. In particular, we have

@ w = ; r l + r2 w : @t
In addition, since vorticity is the curl of the velocity, we have that

(2.1)

r w = 0:
Hence, it follows that we can rewrite equation (2.1) as

(2.2)

@w = ; r l ; r r w : @t

(2.3)

The above equations are valid locally, whether the uid motion is turbulent or not, and averaged forms of these equations should also be valid as long as the averaging operator commutes with spatial and temporal di erentiation. A nice property of equation (2.1) is 14

15 that it contains only the vorticity and the Lamb vector. So, if one knew the Lamb vector then the solution of (2.1), with appropriate boundary and initial conditions, would be a matter of solving a linear partial di erential equation. Nevertheless, this is again a closure problem and the question of how to obtain the Lamb vector remains. One of the possibilities would be to model the curl of the Lamb vector by some other quantity involving only the vorticity. This is not very promising though, since by the de nition of the Lamb vector it is obvious that velocity gradients di erent from the vorticity emerge and no progress will be made. However, notice that we can consider the Lamb vector as another dynamical variable, besides vorticity, and envision equations (2.1) and (2.2) as an incomplete system of four equations, where the evolution and the divergence of the vorticity are given, whereas the evolution and the divergence of the Lamb vector are missing. Thus our goal will be to obtain these relationships and arrive at a complete system where the evolution of one eld involves the spatial changes of the other, while extra nonlinear terms are conceived as their sources. Whenever the theory is applied in a particular case, these sources will be considered as having been determined not from the values of the elds but from the external conditions of the ow, i.e. the geometry and the gross energetics. Now, let us examine the divergence of the Lamb vector. By applying the divergence operator on both sides of the Navier-Stokes, we get

r l(x t) = ;r2

(2.4)

ergo the divergence of the Lamb vector is equal to the \lumpiness" of the Bernoulli energy function (the term lumpiness has been introduced by Morse & Feshbach 32]). It follows that the same quantity is endowed with a clear physical meaning: it represents the tendency of the energy to clump at some regions where its value is positive, and to evacuate some other regions where its value is negative the stronger the tendency, the greater the magnitude of

16 the divergence. In the case where the Laplacian is zero, the energy has no curvature at all and its density arranges itself so as to average out the di erences imposed by the boundary conditions. Notice that for an incompressible Newtonian uid, the divergence of the Lamb vector is the same for both the inviscid and the viscous case this is evident from direct calculation of the equations. The above considerations lead naturally to the introduction of the turbulent charge
density n(x t), whose mathematical de nition is given by

r l(x t) = ;r2

n(x t) :

(2.5)

This new quantity can be written in terms of the velocity and the vorticity, by using a familiar vector identity, i.e.

r l(x t) = u r w ; w w :

(2.6)

This equation explicitly states that the turbulent charge density is identically zero for irrotational ows. Hence, as a property of rotational ows only, it ts genuinely in the category of desired ow quantities set forth in the introduction. Nevertheless, its merit is not simply its connection with rotational ows, but rather the speci c way in which the vorticity appears in (2.6). For instance, think of the turbulent ow in a pipe or in a channel and use any proper averaging operator in (2.6). It can be shown that the average of the rst part is equal to the average of the second part whenever an isotropic situation occurs, thus the average turbulent charge density is zero in these regions. This is the case for the center region of a pipe or a channel and consequently the distribution of the turbulent charge in these cases should be concentrated on the boundaries. We will elaborate more on this matter in the next chapters. We will proceed now with the derivation of the equation that describes the evolution of

the Lamb vector. The starting point is the Navier-Stokes equations written in the form

17

u ; r + r2u : l = ; @@t
If we take the time derivative of both sides of (2.7), we can write

(2.7)

@ l = ; @ 2 u ; r @ + r2 @ u : @t @t2 @t @t

(2.8)

The rst two parts on the r.h.s. of (2.8) can be characterized as inviscid contributions to the evolution of the Lamb vector, in the sense that they are the only parts present in the inviscid case. Whereas the third part can be considered as the viscous correction to it. Therefore, we will rst write down the evolution of the Lamb vector as if the uid was inviscid (i.e. governed by the Euler equations), and then require that viscous e ects will occur only through the last part of (2.8). This is not an exact derivation based on the Navier-Stokes, but it is physically plausible and reduces to the exact result in the case of zero viscosity. Moreover, the exact result from the Navier-Stokes demands the modeling of a nonlinear term who's physical meaning is not clear. For a theory of high Reynolds numbers, the viscous corrections are not the dominant terms and their e ects are of primary importance in the very small scales which, as we shall see, can eventually be ltered out by an averaging procedure. The calculation of the inviscid parts is given in Appendix A, and the result is

@ l = u2 r w ; un ; r (u w)u @t ; w r( + u2) ; 2(l r)u :

(2.9)

The rst part on the r.h.s. of the above equation resembles, apart from the u2 multiplicative factor, the rst part that appears in the evolution equation of the vorticity. The rest of the terms have no equivalent in the vorticity equation and can not be written only as

18 combinations of w or l. Thus we arrive at the concept of the second turbulent source, namely, the turbulent current vector j(x t) whose mathematical de nition is given by

j = un + r (u w)u + w r( + u2) + 2(l r)u :

(2.10)

If we add the viscous part, which results from the substitution of the Navier-Stokes in the last part of (2.8), to the above result then we will get the following governing equation

@ l = u2r w ; j + r(;r2 ) ; r2 l + 2 r4u : @t

(2.11)

The term in the parenthesis is the newly introduced turbulent charge density, whereas the last term is a second order correction in the viscosity (i.e. in non-dimensional terms would scales as Re;2 whereas the other terms are of order one or scale as Re;1 ), and therefore it can be neglected. Thus we arrive at the nal form of our model equation that describes the evolution of the Lamb vector, i.e.

@ l = u2r w ; j + rn(x t) ; r2l @t

which due to (2.5) can be rewritten as

(2.12)

@ l = u2 r w ; j + r r l @t

(2.13)

In conclusion, we have found a system of four equations (i.e. (2.3), (2.2), (2.5) and (2.13)) that are valid locally at any part of the uid to a certain degree of approximation, as far as viscous corrections are concerned. These equations should be correct whether the uid is turbulent or laminar, although in the latter cases the equations (2.5) and (2.13) are nugatory. The derivation of the latter equations involved the introduction of two new concepts: the turbulent charge density n(x t) and the turbulent current vector j(x t). These quantities should be taken as an input and can not be determined by the theory, thus our

19 ability to obtain them by observation is of fundamental importance. Finally, we remark that this system of equations is linear, therefore it does not produce new unknowns after averaging.

2.2 The new equations

For an inviscid uid (i.e. = 0) the governing equations of the two systems are exactly analogous and have signi cant consequences that are examined elsewhere 31]. Nevertheless, in order to facilitate the comprehension of the theory, it is helpful to state explicitly the analogy between the equations that we found in the previous section and the so-called microscopic Maxwell-Lorentz equations. The latter equations can be written as follows 33]

r b=0
@b = ;r e @t

(2.14) (2.15) (2.16) (2.17)

r e=4
@ e = c2 r b ; 4 i @t

where b(x t) is the microscopic magnetic eld, e(x t) is the microscopic electric eld, (x t) is the microscopic charge density, and i(x t) is the microscopic current. A more economical description of the elds is obtained by introducing the vector potential a(x t) and the scalar potential (x t). It is easy to see that the substitutions

b=r a a e = ;@ @t ; r
the variables of the two systems, when = 0.

(2.18) (2.19)

yield (2.14) and (2.15) as identities. Table (2.2) gives the complete correspondence between

20 Electromagnetism Turbulent Hydrodynamics a(x t) u(x t) (x t) (x t) b(x t) w(x t) e(x t) l(x t) (x t) n(x t) i(x t) j(x t) Table 2.1: The correspondence between microscopic electromagnetism and unaveraged turbulent hydrodynamics The correspondence between the equations is given, in a synoptic way, as follows (recall that = 0)

r w=0 $ r b=0
@w = ; r l $ @t @b = ;r e @t

r l=n
@ l = u2 r w ; j @t

$ r e=4

e = c2 r b ; 4 i : $ @ @t

The two systems share the common feature of having their primary elds varying extremely rapidly in space and in time. One may argue that in electromagnetism the charge and the current are given, whereas in our case they are part of the problem. In fact, this is not so. The reason is that the spatial variations of the microscopic electromagnetic elds occur over distances of the order of 10;8 cm or less, and their temporal uctuations occur over periods ranging from 10;13 sec for nuclear vibrations to 10;17 sec for electronic orbital motion. Macroscopic measuring devices average over intervals much larger than these. Therefore, all the microscopic uctuations are averaged out, giving relatively smooth and slowly varying macroscopic quantities 33]. These macroscopic quantities are determined by experiments and that's why they are considered as an input in the macroscopic

21 Maxwell equations. The importance of this distinction between knowns and unknowns in electromagnetism is worth of a small digression. If we insist in making precise the electromagnetic sources, then we need to invoke concepts and methods used in quantum electrodynamics. The resulting qualitative picture for the electromagnetic sources in the latter representation is akin to the picture of turbulent sources in the frame of the proposed theory, but with a very important di erence: The turbulent sources can not have a point-like structure. Point particles have been adopted in quantum electrodynamics from the classical theory, but they give in both cases inadmissible singularities. Thus, the idea of extended particles (i.e. by delineating a compact support for certain properties of the elds) is especially welcome. Now, the plan for new turbulence theory is exactly the same as it is for electromagnetism 33]. Since we have obtained the fundamental \microscopic" equations (2.3), (2.2), (2.5), and (2.13), we will rst average all quantities over the space variables, by applying a spatial ltering method as proposed by Russako 34]. The resulting average sources are to be determined by experiment, actual or numerical, and be considered as an input in the equations of the meta uid dynamics. Let us start with the ltering method. The spatial average of a function A(x t) with respect to a test function f (x) will be de ned in terms of a convolutional integral given by

hA(x t)i =

f (x0)A(x ; x0 t) d3x0

where f (x) is real, nonnegative, nonzero in some neighborhood of x = 0, and normalized to unity over all space. Moreover, in order to preserve directional characteristics, we can consider the class of functions f (x) that are isotropic in space. For example, a function of this class is
3 ; e R2 : f (x) = ( R2); 2

r2

22 What we really need for our lter function are general continuity and smoothness properties that will allow us to perform a rapidly converging Taylor series expansion of f (x) over small distances, e.g. of the order of the Kolmogorov microscale . This is an expansion of the following form

f (x + a)

2 f (x) + (a r)f (x) + 1 2 (a r) f (x)

where the magnitude of a is of the order of . The Kolmogorov microscale seems to be the most appropriate length scale representing the linear dimensions of the turbulent charges, because there is growing evidence 35] that the local maxima of enstrophy are associated with strong coherent vortices whose radii are of the order of the Kolmogorov scale and their internal length is of the order of the Taylor microscale. These laments are believed to behave as inhomogeneous Burgers vortices driven by an axial stretching which acts similarly to the strain uctuations of the background ow. This being so, it is a simple matter to show by direct calculation that the appropriate scale for the charges is, indeed, of the order of the Kolmogorov scale. Indeed, gure 2.1 presents four di erent turbulent charge distributions that correspond to four cases of a Burgers vortex 36], with di erent viscosities but otherwise identical. It should be clear from the shapes of the distributions in gure 2.1, that the averaged turbulent charge for these structures should be practically zero. In fact, as the Reynolds number increases the integral of the turbulent charge over the radial distance is not only a very small number (small with respect to the maximum of the distribution) but it also decreases. To be more speci c, the four cases in gure 2.1 refer to a large-scale straining rate equal to 1, and a ratio of circulation over kinematic viscosity equal to 4, for all four viscosities. The latter had the following values 0.0001, 0.001, 0.005, and 0.01. The averaged values of the turbulent charge, corresponding to these values of kinematic viscosity, are -7.565E-4, -2.365E-3, -5.273E-3, and -7.451E-3, respectively. Moreover, it is clearly shown,

23
0.02 0 0.1 0.2 0.3 0.4 0.5 0.02

-0.02

-0.02

Charge

-0.04

-0.04

-0.06

-0.06

-0.08

-0.08

-0.1 0 0.1 0.2 0.3 0.4 0.5

-0.1

Figure 2.1: The distribution of the turbulent charge for a Burgers' vortex as a function of the radial distance. We show four di erent distributions that correspond to four cases with di erent kinematic viscosities but they are otherwise identical. The square symbols (2) correspond to = 0:01, the triangles (4) correspond to = 0:001, the circles ( ) correspond to = 0:005, and the diamonds (3) correspond to = 0:0001. in the same gure, that for higher Reynolds numbers the width of the turbulent charge distribution decreases, according to the decrease of the vortex radius. Thus, ows that consist of an ensemble of these vortices will have a vanishing turbulent charge distribution after averaging over distances on the order of the Kolmogorov scale, and they will form an appropriate physical setting of homogeneous turbulence. We can now proceed with the averaging of the equations (2.3), (2.2), (2.5), and (2.13). The large-scale Lamb and vorticity eld quantities L and W will be de ned as the averages of the small-scale elds l and w, i.e. L

hl(x t)i W

hw(x t)i. Hereafter, we will

make the convention of denoting the average of a quantity by capitalizing the variable's name. Then, the two homogeneous equations (2.2) and (2.3), after ltering, become

r W=0

(2.20)

@ W = ;r L ; r r W : @t
become

24 (2.21)

On the other hand, the ltered inhomogeneous equations (2.5) and (2.13), after averaging,

@ L = hu2r wi ; hj(x t)i + r r L : @t

r L = hn(x t)i

(2.22) (2.23)

The above equations (2.20 { 2.22) are exact but the equation (2.23) is not exact because its viscous term was not derived from the Navier-Stokes in a rigorous manner whereas the equations (2.20 { 2.22) are derived rigorously from the \background" equations (1.2) and (1.3). The neglect of the second order viscous term, in the passage from equation (2.11) to equation (2.13), is justi ed if we want to keep only rst order terms in inverse powers of the Reynolds number. This implies that the Lamb vector should contain viscous e ects of the same magnitude as does the vorticity. In fact, the derivation of our nal equations (2.20 { 2.23), can be obtained by simply demanding that the modi ed, viscous, equation for the transport of the Lamb vector is the dual of the equation for the transport of vorticity. This extended duality principle retains many properties of the Poincare symmetry group and introduces viscosity not as a dissipative mechanism but as a dispersive mechanism (we elaborate more on this in the next chapter). At any rate, the equations (2.20 { 2.23) are not yet closed. In order to obtain a closed system of equations, the following approximation needs to be introduced

hu2r wi = hu2ir W :

(2.24)

On the basis of classical arguments, this approximation is reasonable since the energy length scales di er drastically from the dissipation scales, for su ciently high Reynolds

25

I
1.0

10 8.57143 7.14286 5.71429 4.28572 2.85714 1.42857 0 -1.42857 -2.85714 -4.28571 -5.71429 -7.14286 -8.57143 -10

0.5

0.0

-0.5

-1.0 0.0

0.5

1.0

1.5

2.0

I1
1.0

10 8.57143 7.14286 5.71429 4.28572 2.85714 1.42857 0 -1.42857 -2.85714 -4.28571 -5.71429 -7.14286 -8.57143 -10

0.5

0.0

-0.5

-1.0 0.0

0.5

1.0

1.5

2.0

Figure 2.2: Comparison of the elds < u2 r w > and < u2 > r W in a channel ow (Re = 5 000). The averaging is done along the streamwise direction. number ows. Although a mathematical proof can not be given, evidence supporting the validity of the above relation is provided by DNS results of homogeneous turbulence and of turbulent channel ows see for example gure (2.2). This approximation implies that the kinetic energy is uncorrelated to the Laplacian of the velocity but it does not require that the kinetic energy is constant (neither in space nor in time). Once this approximation has been made and introduced in the equations, all the ows can be classi ed into two distinct cases. The rst is the \homogeneous" case, where the turbulent sources vanish, and the

second is the \inhomogeneous" case, where the turbulent sources do not vanish. The new equations in the homogeneous case read

26

@ W = ;r L ; r r W @t r L=0 @ L = hu2ir W + r r L : @t

r W=0

(2.25)

The rst of these equations merely states that the vorticity is the curl of a vector (i.e. the velocity vector) whereas the third is a de nition. These equations can be reduced in the usual fashion into wave equations for the elds. In the homogeneous case, we take hu2i to be equal to the square root of the total kinetic energy per unit mass and ltered volume. Then, these equations can be solved both analytically and numerically for appropriate boundary conditions for instance, in a periodic cubic box. In the case of inhomogeneous turbulence, the turbulent sources do not vanish, and our ltered model equations have the following form

~ @L 2 ~ @t = hu ir W ; J(x t) + r r L :

@ W = ;r L + r r W @t ~ = N (x t) r L

r W=0

(2.26)

~ and W ~ are introduced for the sake of generality. They The two new eld quantities L
represent the e ect that the ltering of the turbulent sources introduces to the basic elds

L and W. It can be shown that their relation is given, in tensor notation, as follows 0 1 X @Q ~ = L + 4 @P ; A L @x + : : :

~ = W ; 4 (M + : : :) : W

27

the quantities P, M, Q (and similar higher order objects) represent the macroscopically averaged turbulent charge dipole, vortex dipole, and turbulent charge quadrapole, and higher moment densities of the particular turbulent ow. These moments are zero in the case of the homogeneous system resulting in the simpli cation of the equations, as discussed

~ and W ~ in terms of the basic elds L and above. The relations used to give the elds L W will be referred to as the constitutive relations of the particular ow conformation. The
simplest of all is a linear relation of the following type

~= L L

~ = W: W

The constants and can be interpreted as the hydrodynamic analogues of the dielectric and magnetic permeability constants, respectively. In the simplest cases they can be considered as scalars, whereas in general they will be second-order tensors re ecting the present anisotropies. The determination of constitutive relations between the associated tilde- eld quantities and the elds L and W can be either a subject of data analysis or it can be asserted a priori and tested a posteriori.

~ and W ~ are not necessary for simple cases, such as ows of a The eld quantities L
homogeneous uid in ducts or over a vehicle. However, they can be important in cases where the uid is made up of two or more constituents (e.g. a liquid lled with solid particles or gas bubbles), cases where external body forces have many localized maxima in an otherwise quiescent forcing background, or nally in cases where non-Newtonian uids with large macromolecules are considered. For, in these cases, local elds and sources will be associated with the additive particulates or external forcing distribution and their contribution will alter the e ect of averaging especially when the size of the particulates

28 (whether solid particles, gas bubbles or polymer macromolecules) or the ne-structure size of the forcing is comparable or larger then the length scale associated with the spatial averaging. It is possible that, for simple geometrical con gurations, these e ects will be amenable to an explicit calculation. Although we will not pursue such a task herein, we should remark that research in this area (that spans a very wide spectrum of engineering applications) can be advantageous since the general framework of the theory will remain unchanged unlike the situations that would result from such modi cations for any current turbulent model available. The boundary conditions (B.C.) associated with the above PDE system can be deduced from the familiar integral equivalents of the proposed equations. For example, the B.C. on the wall of a channel, for the normal components of L and W, will be

W n ^=0 ~ n L ^=4
where n ^ is a unit normal to the surface of the wall. In words, we ensure that the normal component of vorticity W is continuous and the discontinuity of the normal component of

~ at any point is equal to 4 times the surface charge density at that point. L
For the tangential components, the B.C. will be

n ^ L=0 ~ = p4 2 K n ^ W hu i
where K the surface current. It is understood that the surface current has only components parallel to the surface at every point. The tangential component of L across the surface of

~ is discontinuous by an amount the wall is continuous, while the tangential component of W

whose magnitude is equal to p4hu2 i times the magnitude of the surface current density and

whose direction is parallel to K n ^.

29

The model system (2.26) is a set of eight equations involving the components of the four

~ and W ~ . When the constitutive relationships are de ned, the description of elds L, W, L
the turbulent sources renders the model equations a closed system of PDEs and essentially achieves the transformation of the turbulence closure problem into a study of turbulent sources for di erent geometries of interest. The most welcome features of the new equations, (2.25) and (2.26), are their linear (in terms of the vorticity and the Lamb vector) structure and their resemblance to the equations that describe the electromagnetic eld in vacuum. The former feature calls for an application of the superposition principle whereas the latter can provide physical insight for many complicated cases of turbulent ows (if an already examined electromagnetic problem exists). The superposition principle will be most appropriate for the construction of solutions in complicated geometries by combining solutions that are obtained in simpler geometries. For example, let us suppose that a DNS study can give us the turbulent charge distribution for certain geometries, say over a at or corrugated wall, and also the dependence of its magnitude on Reynolds number. Then we can solve, only once, for these standardized cases and construct the solution of a more general problem by making fair use of the superposition principle.

Chapter 3

Homogeneous Turbulence
Homogeneous turbulence is an intensively studied topic in turbulence theory, because the theoretical analysis is facilitated signi cantly by the assumptions that are associated with this kind of ows. In this Chapter, we de ne homogeneous turbulence in a way that encompasses the traditional de nition but it is based entirely on the nature of the newly de ned turbulent sources. We show that the conventional DNS of homogeneous turbulence are, indeed, homogeneous in the new sense, and that for channel and circular pipe ows the region away from the walls can also be considered as being homogeneous. The new dual symmetry of the proposed theory is stated explicitly. The DNS of homogeneous turbulence are presented and their results are exploited for the analysis of the vorticity equation. The eigenvalues of the latter are found to form a discrete set, which suggests that the phenomenon of intermittency could be viewed as the manifestation of \jumps" between various eigenstates. Lastly, the predicted waves are taken to form an ensemble of weakly interacting waves. The theory of wave turbulence is invoked and it is shown that Kolmogorov solutions can be obtained as universal solutions of the kinetic equation for the velocity correlator. We will see taht this result presupposes a non-vanishing value of the kinematic viscosity. 30

3.1 Introduction

31

A turbulent velocity ow eld is typically considered as a continuous random function of position and time 37]. This means that, although the detailed properties of turbulent velocity or pressure signals do not appear to be predictable, their statistical properties can be analyzed and reproduced. Since the early investigations of G. I. Taylor, it was clear that an assumption regarding the averaged quantities at one point would greatly simplify the mathematical analysis. The use of this assumption gave birth to the classical de nition of homogeneous turbulence: A turbulent motion whose average properties are invariant under spatial translation. This type of homogeneous turbulence is an idealistic situation, merely a mathematical construction. It requires that the space is in nite { if it weren't, a translation by a distance equivalent to the size of the spatial extension of the ow would give di erent statistics { and thereby the kinetic energy is in nite, as well. Nevertheless, the concept is useful under the premise that ows which occur in nite volumes do exhibit invariance of their statistics for lengths that are smaller than a characteristic length of the ow domain. Several theoretical and numerical aspects of this problem have been studied extensively in the past ( 4], 3]). These works serve as a point of reference and validation for many approaches on turbulence. In the last decades, the focus of the studies made in homogeneous turbulence was primarily the investigation of the small-scale structure and the exploitation of the ideas rst introduced by Kolmogorov 38], 39] and Obukhov 40]. As far as applications are concerned, the long-term scope of the modern studies is the employment of this knowledge to large eddy simulation (LES) schemes, and the improvement of our understanding about \macroscopic" properties of turbulent ows that are not homogeneous. Today, there is not a generally accepted theory of turbulence but there is a common belief that a complete description of the turbulent motion should somehow rely, at least

32 partially, on experimental input. Thus, the main issue appears to be the choice of the quantities that should be given in a turbulence theory. In the previous chapter we provided a general framework for the turbulent motion of incompressible uids (hereafter referred to as M98), in which the quantities to be prescribed as input have been dictated by the theory itself and not through empirical observation. The basic equations of M98 predicate that the averaged vorticity (W) and Lamb vector (L) satisfy the following system of equations

@ L = c2 r W ; J + r r L @t
where is the kinematic viscosity of the uid, and c2 =< u u >.

@ W = ;r L ; r r W @t r L=N

r W=0

(3.1)

In the previous chapter, we have shown that the system of equations (3.1) is derived from the Navier-Stokes equations under two assumptions. The rst assumption is that the following relationship holds

hu2 r wi

hu2i r W :

(3.2)

The physical interpretation of this assumption is that the most energetic scales are well separated from the dissipative scales, and consequently the two terms in the product are uncorrelated. It does not require that the kinetic energy is constant neither in space nor in time. The assumption has been shown to be valid for a turbulent channel ow (see gure (2.2)). The validity of (3.2) depends, of course, on the Reynolds number but the dependence is favorable for our results. For, it is an experimental fact that as the Reynolds number increases the energetic scales become well separated from the dissipative scales 41].

33 The second assumption is related to the viscous terms in the evolution equation of the Lamb vector. It is essentially an extended dual symmetry that is imposed in the fundamental equations. This dual symmetry presents the dynamical evolution of the Lamb vector as the dual equation of the vorticity evolution equation. This can best be illustrated in the homogeneous case, by setting c2 = 1 and rewriting the second and fourth equation of (3.1) as follows

@ X = ;r (Y + r X) @t
= , whereas if X = L then Y = ;W and

(3.3) =

where if X = W then Y = L and

; . Therefore, as a conclusion we can state the following: The proposed equations are
approximate in the viscous case, but they present a dual symmetry that coincides with the usual electromagnetic duality principle for = 0 the latter is very important since in the inviscid case the equations are exact.

We will adopt a di erent de nition of homogeneity that stems quite naturally from the theory itself. That is, the adjective `homogeneous' will refer to the vanishing of the averaged
turbulent sources. Mathematically speaking this means

N
and

hr l(x t) i = ;hr2 i = 0

(3.4)

hun + r (u w)u + w r( + u2) + 2(l r)u i = 0 :

(3.5)

Despite the complex nonlinearities that occur in the expressions above, these conditions have a clear physical meaning. They require that the averaged Bernoulli energy function (i.e. h i) arranges itself so as to average out the di erences imposed by the boundary conditions. All signi cant structures that are related to the dissipation of energy need to be smaller than the lter length-scale, but there is no need for in nite extent of the domain

under consideration, and therefore the kinetic energy is nite.

34

For instance, in the prototype case of shear turbulent ow in a duct (e.g. channel ow and pipe ow), the central region of the duct can be considered homogeneous by both de nitions. This is well known in the classical case, where the adaptation of Taylor hypothesis of `frozen convection' allows measurements that are taken from ducts (with a grid of cylinders further upstream) to be used in the study of homogeneous and isotropic turbulence. Nevertheless, under the new de nition and from a purely mathematical point of view this may not be obvious at all. The non-linearities in (2.10) are hard to interpret outside the M98-frame. Thus, the claim that the two de nitions should be compatible (in such standard cases as the case of ow in the central region of ducts) needs some evidence of support. This evidence is presented in Figure 3.1, where we show the turbulent sources for the case of a channel ow 42] and the case of a pipe ow at Re = 3280 (for more details on this DNS, see the next chapter) and Re = 3750, respectively. The characteristic length for the case of the channel is half the height of the channel, whereas for the case of the pipe the characteristic length is equal to its radius. For both channel and pipe the characteristic velocity is the centerline velocity. It should be clear from this gure that the central region is practically of zero magnitude. Incidentally, we should emphasize that the

essential structure of the turbulent sources does not depend on the averaging procedure. In order to prove this statement, we have averaged the turbulent sources in
the plot on the top of Figure 3.1, i.e. the channel data, along the homogeneous directions (i.e. streamwise and spanwise) but we have not averaged the results of the pipe simulation which are shown on the bottom of Figure 3.1. The striking similarity of their distributions shows that the averaging merely subtracts the noise. In turn, this suggests that the averaged velocity eld can, and in general will, have a

35 spatial variation while the turbulence is homogeneous this is not possible in the classical sense because that would destroy the invariance of the statistics for translations with length comparable or larger than the lter length-scale. A turbulent ow that is homogeneous in the classical sense it is also considered homogeneous in the new sense, as long as the lter macroscale is su ciently large to encompass a large number of turbulent charges of both signs. Therefore, the vanishing of the turbulent sources allows a wider class of ows to be
considered as homogeneous. For instance, consider the ow motion that would result inside

a box, made of xed rigid walls, after a plane grid (that is initially parallel to one of the sides) has been rapidly moved from one side to another, for a number of times. This uid motion will de nitely be turbulent, for a su ciently violent motion of the grid that will stir the uid and transmit to it a large portion of its energy. However, this motion will not be homogeneous according to the old de nition (due to the presence of the boundaries) whereas it will be homogeneous according to the new de nition. The same holds for the uid motion that results in an otherwise ambient uid due to a rapid oscillation of a grid somewhere inside the uid.

3.2 Direct numerical simulation and validation

The theory involves high-order derivatives of the velocity eld, that have not been calculated in previous studies. Therefore we have constructed our own DNS data-base by employing a standard pseudo-spectral method. Spectral methods have dominated the DNS of the last twenty years, since they provide much higher accuracy than a nite-di erence method. In particular, for the calculation of homogeneous turbulence, spectral methods are extremely convenient since the transformation of the equations in Fourier space seems to be the most natural choice of representation.

36 The numerical code solves the Navier-Stokes equations, in the rotational form, subject to the incompressibility constraint. The calculation takes place in Fourier space and fast Fourier transforms are used at each time step in order to calculate the non-linear terms. Aliasing is not removed neither by using two shifted grids and a spherical truncation with the proper radius 43] nor by using shifted grids on alternate evaluations 44]. Instead, we have truncated the computational domain in Fourier space by the ratio 7=8. It has been shown 45] that, if the numerical resolution is adequate, the results obtained with and without aliasing do not di er signi cantly. The domain of integration is a cubic box of size L = 2 with periodic boundary conditions, in all three coordinate directions. The grid points in physical space are located at

Li xi = N

Lj yj = N

Lm zm = N

(3.6)

where N is the number of grid points per direction and i j m = 1 2 : : : N . The wavenumbers of the Fourier space are given by

ki = ni 2L

(3.7)

where ni = 0 1 2 : : : N=2, for i = 1 2 3. The velocity eld u(x t) is represented by its Fourier components uF (k t), and the transformations between physical and Fourier space are given by 1 X u(x t) exp(;j k x) uF (k t) = N 3
x

(3.8)

and

u(x t) =

X
k

uF (k t) exp(j k x) :

(3.9)

Since the velocity eld is real, it follows that the complex conjugates of its Fourier components uF (k t) are equal to uF (;k t) and therefore only one half of the Fourier components

need to be calculated.

37

The time advancement algorithm is the sti y stable scheme introduced by Karniadakis
et al. 46]. This semi-implicit scheme allows third-order accuracy in time, and it has been

proved to work better for long-time integrations. The initial conditions chosen for the velocity eld were of two types. The rst, type (I), refers to elds that are created by a random number generator and are endowed with a speci c energy spectrum. The latter is determined by four coe cients (c1, c2, c3 , and c4) in the following manner

E (k) = c1 kc2 exp(;c3 kc4 ) :

(3.10)

The second, type (II), refers to elds that consist of a collection of Burgers vortices with their axes distributed uniformly along all three coordinate directions. The di erent type of initial conditions allows us to compare the initial transients related to the arbitrariness of the initial elds. This is important in determining the early evolution of the decay, since this requires an unbiased origin of time. The time domain for our results starts when two simulations with di erent type of initial conditions begin to exhibit the same behavior and concomitantly both the energy and the enstrophy decay. These criteria are su cient to ensure that the e ects of the initial transients disappear. The author did not nd this issue addressed in the literature, despite the numerous DNS studies that are related to freely decaying homogeneous turbulence (see, for example, 47]). We have conducted several DNS studies over a wide range of the parameter space. Herein, we present four representative cases. Table 3.2 provides information relevant to the conditions under which the four DNS have been made. We note that the new code was tested, for the accuracy of its results, by comparison with the code used by Ruetsch & Maxey 48]. Both codes gave identical results for the same initial conditions and long-time integrations. The spatial resolution, measured by

38 Symbol N Type of IC Run 1 Run 2

c1 c2 c3 c4

Re

64 64 96 128 I II I I 0.8 | 0.8 0.02 0.5 | 0.5 4.0 -1.2 | -1.2 -1.5 1.0 | 1.0 2.0 0.01 0.005 0.01 0.01 46 { 13 60 { 17 67 { 16 61 { 11

Run 3

Run 4

Table 3.1: The above values describe the initial con gurations and give the range of Re for the four runs. the value of kmax (where kmax is the maximum wavenumber of the simulation, and the Kolmogorov length scale, i.e. ( 3 = )1=4), is shown in Figure 3.2 as a function of time. At rst glance, run 2 appears to be under-resolved, but it is more likely that kmax is not a very good resolution measure for the initial conditions of type (II). This is so, because the latter are by construction well-resolved despite the low value of kmax . Thus, all the four simulations that we present herein are well-resolved. The code enforces the vanishing of the zeroth Fourier component of the velocity eld at each time step. This implies that the classical de nition of homogeneity is satis ed but, in general, the de nition adopted in the new context may or may not be satis ed according to the lter length scale that is chosen. One may ponder, whether it would be more appropriate to use a code that would create a homogeneous situation in the new sense, instead of the classical sense. There are two reasons for our choice: The rst is the extra computational cost involved in using charges with length scale that is small compared to the lter microscale and, at the same time, use a lter microscale much smaller than the size of the box. The second aspect is the methodological inconsistency of using certain equations to obtain results that will validate the equations themselves. From the algorithmic point of

39 view, the rst aspect admits as an easy remedy the type (II) of initial conditions. That is, we can initialize the ow eld by lling the box with small vortex tubes placed su ciently far the one from the other { far with respect to their own characteristic diameter { rather than starting from a random initial condition, which has an arbitrary distribution of charges. These tubes have been chosen to be local solutions of the Navier-Stokes (Burgers vortices) although this is not necessary. This results in an initial distribution of charges with small characteristic length the smallness being relative to the dimensions of the computational domain. Hence, if we choose our lter scale to be su ciently large compared to the charges, so that the number of the positive charges inside the averaging volume is approximately equal to the number of the negatives, then the initial velocity eld satis es the new de nition of homogeneity. Moreover, run 2 (see Table 3.2) has shown that homogeneity and isotropy (measured by the total amount of kinetic energy in each direction) are preserved during the ow decay, to a satisfactory degree. On the top of Figure 3.3 we show the spatial structure of the turbulent charge, at an intermediate stage of the decay (Re = 20). The data are those of run 4 (see Table 3.2), the values have been normalized by the maximum value of the eld, and only one fourth of the computational domain is shown. There is a de nite relationship between these structures and the small-scale vortex tubes that have been reported in other studies (for a recent account, see 49]). However, the point that we want to make here is the following: through observation of these structures it is clear that a spatial average around them will result in a cancelation of the negative charge from the positive \cloud" of charge that surrounds it. The positive charge is of smaller magnitude but it covers a much larger region. If we add a few more contours of lower magnitude the tubes of negative charge will be covered by \clouds" of positive charge that surrounds them (compare these observations with the

40 calculated distributions of the turbulent charge for the Burgers vortices). On the bottom of Figure 3.3 we show the result of the spatial averaging when the lter length scale equals approximately two Kolmogorov length scale units. The only reminiscence of the previous structure is the two blobs of positive and negative turbulent charge, whose magnitudes is less than 1% of the unaveraged eld and whose spatial extent is roughly the same. Unlike the vorticity tube-like structures, the dynamical signi cance of the turbulent charge structures (shown in Figure 3.3) is given explicitly in the context of proposed theory.

3.3 Signal analysis of the vorticity

In this section we perform a signal (i.e. time-history) analysis of mean ow quantities for homogeneous turbulence. Let us rst average the Navier-Stokes equation, and then average the equation that results from taking its derivative with respect to time. In the latter equation, we substitute the time derivative of the averaged Lamb vector with the fourth equation of the system (3.1), and we substitute the time derivative of the averaged vorticity, in the dissipation term of the Navier-Stokes, with the second equation of the system (3.1). The result of these substitutions gives the following equation

@ 2U = ;c2r W + J ; r r L @t2 ;r @ @t ; r (;r L ; r r W) :

for the averaged velocity eld U

(3.11)

Hence, due to the cancelation of the third and fth term, we obtain the following equation

@ 2U = c2r2U + J ; r @ + 2r4 U : @t2 @t

(3.12)

41 If we decompose J into its longitudinal (irrotational) part (Jl ) and its transverse (solenoidal) part (Jt ), i.e.

J = Jl + Jt
then it can be shown that

Jl = r @ @t :
@ 2U = c2r2U + 2 r4 U + J t @t2
(3.13)

Therefore, the equation for the averaged velocity reads

which is a wave equation with a forcing term exclusively expressed in terms of the turbulent sources. Now, according to our de nition of homogeneity, we have N = 0 and J = 0, thus we nally get

@ 2U = c2r2 U + 2r4U : @t2 @ 2W = c2r2W + 2 r4W : @t2

(3.14)

It follows that the equation for the averaged vorticity eld is given by a similar equation (3.15)

Due to the linear form of these equations, each direction is uncoupled from the others and we can therefore drop the vectorial notation. Since we can take the Fourier transform of the above equations and obtain a single ODE in time, for each Fourier coe cient of vorticity, the solutions of this ODE can be directly compared with the signals, i.e. time-histories, obtained by DNS. The Fourier transform of equation (3.15) is

@ 2 Wk + (c2k2 ; 2k4 ) W = 0 k @t2

(3.16)

where Wk is the Fourier image of any of the vorticity components with wavenumber k. The kinematic viscosity can be considered as a constant, and thus the temporal behavior

42 of vorticity is essentially determined by the dependence of c on time. Equation (3.16),

2

with c2 an arbitrary function of time, can be prohibitively di cult to solve in terms of simple functions or a Frobenius series with explicitly known coe cients, but it is exactly solvable whenever c2 (t) is a special function of t. Exactly solvable cases include the following functions

c2 (t) / t;1 c2 (t) / t;2 c2 (t) / t2

or a combination of the above, as well as more complicated functions such as

c2(t) / (e;2t ; e;t ) :

The list is not exhaustive but rather indicative of what sort of functions give an exact analytical solution. On the other hand, the DNS results show that the decay of c2 , as a function of t given by

c2 (t) = a0 + t + t2

(3.17)

represents well all our DNS data and it can be thought of as another tting form than the power law models ( i.e. c2 (t) / t; ) that are found in the literature (see, for example, 47] and references therein). This is shown clearly in Figure (3.4), where we plot the energy versus t;1 , for run 4, and two tting curves to it. The rst is a power law type of decay, whereas the second is a polynomial of second order (in powers of inverse time). It is clear that the polynomial of second order is a better representation of the recorded values than the power law. Table 3.3 reports the values of the coe cients for each tting curve and for all runs. As the polynomial order increases the tting becomes better but an analytical

43 Symbol Run 1 Run 2

a0

1.16 1.36 1.59 1.46 -0.0375 -0.0671 -0.2511 -0.0754 1.03659 1.4010 3.0992 2.0748 -0.0241 -0.0098 -0.0468 0.1193

Run 3

Run 4

Table 3.2: The coe cients of the power laws and the coe cients of the polynomial ttings for the four runs. solution is not feasible anymore. This is to be expected, of course, since a polynomial tting in inverse powers of time is essentially a Taylor series expansion around zero. We neglect the coe cient a0 from the subsequent analysis, since its e ect can always be calculated later, but we do report its value for completeness. The presence and the non-zero value of

a0 simply re ects the fact that our calculations have a nite length if they did not, then c2(t) goes to zero as t goes to in nity, and thereby the value of a0 becomes zero.
The exact values of and depend on the particular time interval that we examine. If we x the time interval the values of these parameters are not the same for di erent runs a situation similar to the absence of an unequivocally accepted value of . Our simulations are unique, in the sense that we include two di erent types of initial conditions. This allows us to examine whether di erent initial conditions can a ect the decay of c2 . In fact, we found that the initial period of decay has an entirely di erent behavior for the two di erent types of initial conditions. Here, we will not elaborate further on this point since we are merely seeking a good representation of how c2 decays within a desirable interval of time. The polynomial model of the energy decay is valid for a time interval that is broader than the domain where the power law is valid. We will now write equation (3.16) in the more abstract form

D Wk = 0

(3.18)

where the D operator is given by

44

@ 2 + (c2(t)k2 ; 2 k4) : D = @t 2
If Wk is given at two time instances, then the D operator describes how the turbulent ow quantities will decay in time. One initial condition is the initial value of each Fourier coe cient. The other condition involved simply requires that everything should decay to zero for t ! 1. The D operator is a Schrodinger operator, and it is well known that every Schrodinger problem is associated with a Sturm-Liouville problem 32]. This means that the theory naturally provides a basis of temporal eigenfunctions, which can be used in the description of the decay process. Thus, it is reasonable to express an arbitrary experimental signal Wkexp in terms of the eigenfunctions of D and write

Wkexp =

X
n

cnWk(n)

(3.19)

where the Wk(n) are given as the solutions of

DWk(n) =
Wk(n)

(n)

Wk(n) :

(3.20)

Without loss of generality, we can choose the following conditions for our problem

(n) = 0 W =0: k (t=0) (t!1)

Then, it is a simple matter to show that D is Hermitian. Let us now proceed with the analysis by solving the above eigenvalue problem, as it is stated in equation (3.20), for the case of freely decaying homogeneous turbulence. We have

d2Wk(n) + k + k ; ^ (n) W (n) = 0 k dt2 t t2 k

related to the and , respectively, by the following formulas
k

(3.21)

where c2(t) has been assumed to take the form (3.17). Thus, the values of k and k are

= k2

= k2 :

45 Another special case of time dependency for c that has been observed experimentally ( 50]
2

51]), is the so-called linear decay law. The linear law of decay appears as a special case of our model, by setting = 0 in (3.17). We adopt this decay law only because, in the context of our analysis, the eigenfunctions take on very simple expressions and provide the ground for an exact analytical treatment. A last simpli cation in (3.21) is the lumping of the eigenvalue with the viscous term, i.e.
n) (n) 2 4 ^( k = k + k :

(3.22)

The rst step towards the solution of (3.21) is a transformation of the dependent variable. In particular, the idiosyncrasy of (3.21) is that we demand the solution to vanish at the end of an interval where the points are singular. This problem is usually solved by the removal of the asymptotic behavior of the solution at in nity. If we let time to approach in nity, then (3.21) reads

n) (n) Equation (3.23) has solutions that vanish at in nity only when ^ ( k > 0, so we will set k =
(n) 2 n) (k ) > 0, which according to (3.22) ensures that ^ ( k > 0. On physical grounds, this is

i d2Wk(n) (n) (n) ^ ; W k k t!1 = 0 : dt2 t!1

(3.23)

quite reasonable. D is the operator that describes the decay process, and its eigenvalues should have the same e ect on the system as does the viscosity, at least for the large scale motions. In that sense, the eigenvalues of D are a type of generalized viscosity for the system, and the k 's de ned above are the dynamic equivalent of the term k2 . We come next to the already mentioned transformation. By keeping a consistent notation, we set
(n) 2 (n) ^k = (^k )

(3.24)