Universit´ e Libre de Bruxelles Facult´ e des Sciences
PSEUDO-SPECTRAL METHODS APPLIED TO HYDRODYNAMIC AND MAGNETOHYDRODYNAMIC
TURBULENCE.
Olivier Debliquy
Th` ese pr´ esent´ ee en vue de l’obtention du grade de docteur en sciences ` a la facult´ e des sciences de l’universit´ e libre de bruxelles sous la direction du Pr. Carati.
Bruxelles, d´ ecembre 2004.
“ When I meet God, I am going to ask him two questions: Why relativity ? And why turbulence ? I really believe he will have an answer for the first ”.
W. K. Heisenberg
Table of Contents
Table of Contents i
Remerciements v
Preface vii
I Hydrodynamic Turbulence 1
1 Numerical analysis of turbulent flows 3
1.1 Governing equations of fluids mechanics . . . . 3
1.1.1 Continuum hypothesis . . . . 3
1.1.2 Lagrangian and Eulerian derivatives . . . . 4
1.1.3 Mass conservation . . . . 5
1.1.4 Momentum conservation . . . . 5
1.1.5 The limit of incompressible flow . . . . 7
1.2 Turbulence . . . . 7
1.2.1 Reynolds number . . . . 7
1.2.2 Energy cascade and Kolmogorov’s theory . . . . 9
1.2.3 The energy spectrum . . . . 11
1.3 Simulations of turbulent flows . . . . 12
1.3.1 Direct Numerical Simulation . . . . 14
1.3.2 Reynolds Averaged Navier-Stokes . . . . 15
1.3.3 Large Eddy Simulation . . . . 16
1.4 Discretization methods . . . . 19
1.4.1 Finite differences . . . . 19
1.4.2 Finite volumes . . . . 19
1.4.3 Finite elements . . . . 20
1.4.4 Spectral methods . . . . 21
2 Modelling aspects of k 23 2.1 Notations and definitions . . . . 23
2.2 Algebraic models . . . . 26
2.2.1 Model for the averaged subgrid scale kinetic energy . . . . 26
i
ii CONTENTS
2.2.2 Numerical results . . . . 29
2.2.3 Local model for k . . . . 34
2.3 Models based on the transport equation for k . . . . 37
2.3.1 Modelling of the traceless subgrid-scale stress tensor . . . . 40
2.3.2 Modelling of the turbulent flux . . . . 41
2.3.3 Modelling of the subgrid-scale energy dissipation . . . . 42
2.3.4 Numerical results . . . . 46
2.4 Discussion . . . . 57
3 Inhomogeneous flow: the shear-free mixing layer 61 3.1 Introduction . . . . 61
3.2 Initial condition . . . . 63
3.3 DNS . . . . 65
3.3.1 Parameters of the simulation . . . . 65
3.3.2 Kinetic energy diagnostics . . . . 68
3.3.3 Variance profiles . . . . 75
3.3.4 Intermittency . . . . 78
3.3.5 Anisotropy . . . . 81
3.4 LES with simple model . . . . 82
3.4.1 SGS model . . . . 82
3.4.2 Comparison of the filtered DNS and the LES . . . . 83
3.5 LES with model based on k . . . . 88
3.5.1 SGS model . . . . 88
3.5.2 Turbulent flux model . . . . 89
3.5.3 SGS dissipation . . . . 89
3.5.4 Results . . . . 89
3.6 Example of LES at infinite Reynolds number . . . . 94
3.7 Discussion . . . . 98
4 Wall-bounded flow in pipe 99 4.1 Introduction . . . . 99
4.2 Numerical schemes . . . 101
4.2.1 Temporal integration . . . 102
4.2.2 Axial and azimuthal discretization . . . 104
4.2.3 Radial treatment . . . 106
4.2.4 Pressure correction scheme . . . 109
4.3 Results . . . 110
4.3.1 Analytical cases . . . 110
4.3.2 Turbulent pipe flow . . . 112
4.4 Discussion . . . 118
CONTENTS iii
II Magnetohydrodynamic Turbulence 119
5 MHD formalism 121
5.1 MHD equations . . . 121
5.1.1 Lorentz force . . . 122
5.1.2 Maxwell’s equations . . . 123
5.1.3 Incompressible MHD equations . . . 125
5.1.4 Magnetic Reynolds Number . . . 126
5.2 LES approaches for MHD . . . 127
5.2.1 Filtered equations . . . 127
5.2.2 Subgrid-scale models . . . 128
6 Energy transfers in MHD 131 6.1 Introduction . . . 131
6.2 Energy Fluxes in MHD Turbulence . . . 132
6.2.1 Definitions . . . 132
6.2.2 Mode-to-mode transfers . . . 134
6.2.3 Shell-to-shell transfers, forward and backscatter . . . 136
6.3 Simulation details . . . 139
6.4 Numerical results . . . 141
6.4.1 Energy Fluxes . . . 141
6.4.2 Shell-to-Shell energy transfer-rates . . . 145
6.4.3 Inertial range analysis . . . 148
6.5 Discussion . . . 154
7 Magnetohydrodynamic mixing layer 157 7.1 Introduction . . . 157
7.2 DNS . . . 158
7.2.1 Simulation parameters . . . 158
7.2.2 Energy diagnostics . . . 159
7.2.3 Anisotropy . . . 166
7.3 LES approach . . . 167
7.3.1 Results . . . 168
7.4 Discussion . . . 171
Conclusion 173
A Proof of non positivity of k 175
B Turbulent kinetic equation and dynamic procedure 177
Bibliography 179
iv CONTENTS
Remerciements
Je pensais d’abord ´ecrire mes remerciements en anglais, mais il me paraˆıt plus sinc`ere de les exprimer dans ma langue maternelle, celle de Moli`ere.
Bien que ce travail soit personnel, il se r´ealise aussi grˆace `a la pr´esence de plusieurs personnes. Parmi celles-ci, je pense bien sˆ ur tout d’abord `a mon directeur de th`ese, Daniele Carati. Je lui dois d’avoir acquis la m´ethode de travail et la rigueur que doivent ˆetre celles du chercheur dans sa quˆete. Durant ces quatre ann´ees, le dynamisme et la bonne humeur dont il a fait preuve, ont toujours eu une influence tr`es positive sur moi. De plus, il a pu trouver les mots ad´equats dans les moments difficiles. Enfin, malgr´e un emploi du temps tr`es charg´e, il s’est toujours montr´e tr`es disponible quand cela s’est av´er´e n´ecessaire. Pour tout cela, je lui serai ´eternellement reconnaissant.
Ensuite, je tiens `a remercier tr`es amicalement Bernard Knaepen. Malgr´e nos diff´erents en mati`ere d’ordinateur, cela a ´et´e un v´eritable plaisir de travailler avec lui. A mon arriv´ee dans le service de Physique Statistique et Plasmas, il m’a pris sous son aile et a t´emoign´e la patience n´ecessaire pour r´epondre `a mes questions tout au long des ann´ees. De mˆeme, il a pu bien souvent me conseiller sagement quand j’en avais besoin et je reconnais en lui un v´eritable ami.
Au cours de l’ann´ee 2003, j’ai eu l’immense plaisir de rencontrer le Dr. Mahendra Verma de l’Indian Institute of Technology. Tr`es vite, un contact ais´e s’est ´etabli entre nous et a donn´e naissance `a une active collaboration. L’enti`eret´e des r´esultats du Chapitre VII ont d’ailleurs ´et´e obtenus durant sa derni`ere visite en juin 2004.
Je tiens ´egalement `a remercier le Pr. Jean Wallenborn sans qui, en r´ealit´e, toute cette histoire n’aurait jamais commenc´e. En effet, c’est grˆace `a lui que je fus introduit aupr`es de Daniele alors que je finissais mes ´etudes d’ing´enieur.
Il va sans dire que je pense aussi `a tous les autres membres du service de Physique
v
vi Remerciements
Th´eorique et Math´ematique, tant scientifiques qu’administratifs, sans qui le bon fonction- nement et la bonne humeur au sein du groupe ne seraient maintenus. Je n’oublie pas non plus nos chers confr`eres du Service de M´ecanique des Fluides.
Il en va de mˆeme pour mes parents `a qui j’esp`ere ne pas avoir fait attraper trop de cheveux gris durant ces quatre derni`eres ann´ees.
Le petit (et meilleur) mot de la fin s’adresse `a celle `a qui je dois plus que de simples remerciements puisqu’elle partage ma vie de tous les jours... J’ai toujours eu beaucoup de chance et celle de t’avoir `a mes cˆot´es, mon Amour, en est une encore plus grande.
Ce travail a ´et´e support´e financi`erement par:
• Le Fonds pour la formation `a la Recherche dans l’Industrie et dans l’Agriculture (FRIA) ;
• La Communaut´e Fran¸caise de Belgique (ARC 02/07-283) ;
• L’association Euratom - Etat Belge. Le contenu de ce travail est la seule responsabilit´e
de l’auteur et ne repr´esente pas n´ecessairement le point de vue de la Commission ou de
ses services.
Preface
In our everyday life, turbulence is an omnipresent phenomenon and yet remains poorly un- derstood. Air or water flowing around our vehicles, blood moving through the vessels of our bodies, smoke streaming upward from a burning cigarette, motions in the earth’s core are, among many, some examples of this natural process. The random and chaotic nature of turbulence makes it a subject almost impossible to treat from the mathematical point of view. Richard Feynman himself called it “the most important unsolved problem of classical physics” and today there is still no real prospect of a simple analytic theory. Scientists have therefore regarded the numerical simulation as an alternative to compute the relevant prop- erties of turbulent flows. Of course, the continuously growth of available computer power has encouraged this approach and allowed engineers to gain some insights into turbulence. In this context, our thesis aims at developing and using accurate computational methods, namely pseudo-spectral methods, for studying hydrodynamic (1st part) and magnetohydrodynamic (2nd part) turbulence.
In the hydrodynamic part, Chapter I introduces the governing equations of fluid mechan- ics as well as the main issues related to the numerical study of turbulent flows. In particular, the Direct Numerical Simulations (DNS) of turbulence, in which accurate numerical solutions of the Navier-Stokes equations are obtained, are shown to be limited to moderately turbu- lent flows. Chapter II introduces the Large Eddy Simulation (LES) technique which aims at simulating highly turbulent flows and which is based on a separation of scales. In practice, it consists of simulating the large – resolved – scales of the flow explicitly while modelling the small – unresolved – scales. Two different approaches for modelling the kinetic energy of the unresolved scales are proposed and their respective advantages and drawbacks are discussed.
Chapter III is devoted the study of the mixing layer using both DNS and LES. It consists of an inhomogeneous turbulent flow which has been studied experimentally and for which well-documented measurements are available. A highly accurate DNS mimicking the same experiment has been produced. It allows to study the inhomogeneity and anisotropy prop- erties of this flow. Also, LES of the same flow, using different models, have been evaluated.
vii
viii Preface
In Chapter IV, we explore a pseudo-spectral method to investigate turbulence in a pipe. In this case, the method has to take into account two additional difficulties: i) the presence of the boundary and ii) the axis singularity. We detail how to circumvent these issues.
The second part of the thesis is devoted to magnetohydrodynamic (MHD) turbulence. It
concerns phenomena where electrically conducting flows interact with electromagnetism and
for which governing equations are derived in Chapter V. In Chapter VI, a detailed analysis
of the energy transfers between the magnetic and velocity fields is performed thanks to a
high resolution database of homogeneous MHD turbulence. It provides some insights to
understand the physics of the nonlinear interactions and is also a valuable diagnostic in the
framework of LES modelling. Finally, the inhomogeneous configuration studied in Chapter III
has been extended to MHD. Several statistics related to the kinetic and magnetic energies
are measured and LES of this flow are performed and presented in Chapter VII.
Part I
Hydrodynamic Turbulence
1
2
Chapter 1
Numerical analysis of turbulent flows
1.1 Governing equations of fluids mechanics
1.1.1 Continuum hypothesis
In most situations, fluids are considered as continuous media, though they are composed of small discrete molecules in large number. This is known as the continuum hypothesis.
The idea to separate the macroscopic motion from the molecular motion is meaningful since they are characterized by length and time scales extremely different. Let’s take air as an example (Pope, 2000, Chap.2): the average spacing between molecules is of the order of 10 −9 m, the mean free path, λ, is typically 10 −8 m, and the mean time between successive collisions of a molecule is 10 −10 s. In comparison, the smallest geometric length scales in a flow, `, is seldom less than 10 −4 m, so that even a velocity up to 100 m/s would yield a timescale not smaller than 10 −6 s. Thus, the flow scales exceed the molecular scales by several orders of magnitude.
Because of this separation of scales, the continuum flow properties can be thought to as the molecular properties averaged over a spherical volume V . This sphere is centered on the point x and has a radius ` ∗ chosen such that: λ ¿ ` ∗ ¿ `. Then at time t, the fluid’s density ρ(x, t) is defined as the mass of molecules in the sphere divided by V .
Identically, the fluid’s velocity u(x, t) is the average velocity of the molecules within V . Let’s remark that, due to the separation of scales, the choice of ` ∗ affects weakly the continuum properties.
Once the continuum hypothesis is invoked to define continuous fields, we can leave behind all notions related to the molecular nature of the fluid so that molecular scales are not relevant anymore.
3
4 1.1. Governing equations of fluids mechanics
1.1.2 Lagrangian and Eulerian derivatives
The description of fluid motion may be founded on two different approaches. In the La- grangian description, one considers the dynamic of fluid particles - a continuum concept.
By definition, a fluid particle is a point that moves with the local fluid velocity. In this representation, one describes the fluid particle trajectories as a function of space and time.
The equations of motion are thus written for a specific discrete fluid particle (Candel, 1995, Chap.2).
On the contrary, the Eulerian representation adopts a different point of view. One con- siders indeed the time variations of continuous fluid properties at fixed positions, through which a succession of fluid particles will move.
Therefore, the rate of change will be different as they are expressed in the Lagrangian or Eulerian description. To illustrate that matters, let’s consider a scalar function of position and time, f(x, t). The rate of change of f associated with a given element of fluid will be written here as D(f )/Dt (Lagrangian derivative). It represents the rate of change of f of a fluid lump as it moves around. This should not be confused with ∂f /∂t, which is, of course, the rate of change of f at a fixed point in space (Eulerian derivative) (Davidson, 2001, Chap.3).
An expression for D(f )/Dt may be obtained as follows. Indeed, assuming a Cartesian system for simplicity, we have for the function f (x, t):
δf = ∂f
∂t δt + ∂f
∂x δx + ∂f
∂y δy + ∂f
∂z δz . (1.1)
If we are interested in the change in f following a fluid particle, then δx i = u i δt (i = x, y, z), so that:
D f
Dt = ∂f
∂t + u x ∂f
∂x + u y ∂f
∂y + u z ∂f
∂z (1.2)
= ∂f
∂t + (u · ∇ ) f (1.3)
or, in Einstein’s notations (i.e., summation over repeated indices is assumed), D f
Dt = ∂f
∂t + u i ∂f
∂x i . (1.4)
The derivative D( · )/Dt is also called the material derivative or substantial derivative.
Due to its ease of use to solve practical problems, the Eulerian representation is the most
common in fluids mechanics and will be adopted in the following chapters.
1.1. Governing equations of fluids mechanics 5
1.1.3 Mass conservation
The mass conservation or continuity equation can be derived using control volumes or material volumes 1 and is given by:
∂ρ
∂t + ∇ · (ρ u) = 0 (1.5)
Using the vector identity:
∇ · (ρ u) = ρ ∇ · u + u · ∇ ρ (1.6)
and substituting this relation in (1.5), one obtains:
∂ρ
∂t + ρ ∇ · u + u · ∇ ρ = 0 (1.7)
If we consider constant-density flows (i.e., flows in which ρ is independent both of x and t so that eq. 1.7 vanishes), the evolution equation eq. (1.5) degenerates to the kinematic condition that the velocity field be solenoidal or divergence-free:
∇ · u = 0 or ∂u i
∂x i = 0 (1.8)
Sometimes, the last expression is referred to as the incompressibility condition. This condition is also valid for non constant density flow as long as δρ/ρ ¿ δu i /u i .
1.1.4 Momentum conservation
The momentum equation, based on Newton’s second law, relates the fluid particule acceler- ation D(u i )/Dt to all forces experienced by the fluid. In most (classical) situations, these forces are separated in two kinds:
• the volume forces or body forces. The body force of interest are gravity (whose component is noted g i ) and other external forces represented here by f i . Denoting ψ as the gravitational potential (i.e, the potential per unit mass associated with gravity), the body force per unit mass is
g i = − ∂ψ
∂x i (1.9)
• the surface forces acting through the surface of a fluid particle. The surface forces are described by the stress tensor T ij - which is symmetric, i.e., T ij = T j i . It is convenient to decompose this tensor into two contributions: the pressure, P , and the viscous stress tensor, σ ij :
T ij = − P δ ij + σ ij (1.10)
1 These approaches should be familiar to the reader and will not be developed here.
6 1.1. Governing equations of fluids mechanics
The pressure acts isotropically and depends only of the thermodynamic condition of the fluid while the viscous stress tensor is related to its distorsion (Candel, 1995, Chap.5).
These forces cause the fluid to accelerate according to the momentum equation ρ D(u i )/Dt = P F i and using the material derivative defined in (1.4), we obtain:
ρ µ ∂u i
∂t + u j ∂u i
∂x j
¶
= ρ (g i + f i ) + ∂ T ij
∂x j . (1.11)
Substituting (1.9) and (1.10), the expression becomes ρ
µ ∂u i
∂t + u j ∂u i
∂x j
¶
= − ρ ∂ψ
∂x i − ∂P
∂x i + ρ f i + ∂ σ ij
∂x j . (1.12)
Further, defining the modified pressure, P , by
P = P + ρ ψ , (1.13)
this equation simplifies to ρ
µ ∂u i
∂t + u j ∂u i
∂x j
¶
= − ∂ P
∂x i + ρ f i + ∂ σ ij
∂x j . (1.14)
We now specialize the momentum equation to the case of Newtonian fluids. In that particular case, the viscous stress tensor, σ ij , is a linear and isotropic function of the shear stress tensor, S ij . Using simple arguments, one can show that this relation is given by (Landau
& Lifshitz, 1987, Chap.2):
σ ij = 2µ S ij + µ
ζ − 2µ 3
¶
S kk δ ij , (1.15)
where µ and ζ are respectively the dynamic and bulk viscosity. The shear stress tensor is given by the following linear combination of the velocity derivatives:
S ij = 1 2
µ ∂u i
∂x j
+ ∂u j
∂x i
¶
, (1.16)
so that replacing (1.15) and (1.16) in the momentum equation leads to the Navier-Stokes equation :
ρ µ ∂u i
∂t + u j ∂u i
∂x j
¶
= − ∂ P
∂x i + ρ f i + µ ∂ 2 u i
∂x 2 i + ³ ζ + µ
3
´ ∂ 2 u j
∂x i ∂x j , (1.17) or, in vector notation,
ρ µ ∂u
∂t + (u · ∇ ) u
¶
= −∇P + ρ f + µ ∇ 2 u + ³ ζ + µ
3
´
∇ ( ∇ · u) . (1.18)
1.2. Turbulence 7
1.1.5 The limit of incompressible flow
In this thesis, we will assume that the fluid velocity is much smaller than the speed of sound so that compressibility effects can be neglected. This corresponds to the situation already discussed in Section 1.1.3 where the density ρ is constant so that the continuity equation reduces to eq. (1.8):
∇ · u = 0 (1.19)
This simplifies strongly the description of the flow and the Navier-Stokes equation (1.18) reduces to:
∂u
∂t + (u · ∇ ) u = −∇ p + f + ν ∇ 2 u , (1.20) where p denotes the pressure divided by the mass density and ν = µ/ρ is the kinematic viscosity. The value of p can be determined by taking the divergence of the last equation which leads to the following Poisson equation:
∇ 2 p = −∇ · £
(u · ∇ ) u ¤
. (1.21)
taking into account the condition (1.19). Thus, for incompressible flows, pressure is not related with density and temperature by an equation of state as we may be accustomed to thinking of pressure as a thermodynamic variable. Indeed, the pressure is uniquely determined by the velocity field through eq. (1.21). Therefore, satisfying eq. (1.21) is a necessary and sufficient condition for a solenoidal velocity field to remain solenoidal (Pope, 2000, Chap.2).
Moreover, one could add that the pressure appears in the Navier-Stokes equations through its gradient only. Hence, any constant pressure does not modify the right-hand side of eq. (1.20).
1.2 Turbulence
1.2.1 Reynolds number
In nature, fluids may experience two very different regimes: laminar and turbulent. The flow is said to be laminar when the fluid motion is steady, smooth, and presents certain symmetries. On the contrary, in a turbulent regime, the flow is unsteady, irregular, seemingly random and chaotic: the velocity is a rapid fluctuating function of time.
These two regimes may be observed while looking at the trickle of water coming out of a
tap. When the velocity is slow, the fluid is regular and laminar. When increasing the flow
rate, trickles begin to oscillate around a mean position and the fluid becomes irregular and
turbulent.
8 1.2. Turbulence
Figure 1.1: Instability of smoke from a cigarette (Perry & Lim, 1978). Picture from Van Dyke (2002).
Another well known situation is the natural convection of the smoke from a cigarette.
The smoke streaks are first laminar. Then an instability appears and precedes the transition to turbulence. Finally, the flow is totally unordered and chaotic which is characteristic of turbulence (see Fig. 1.1).
In each phenomena described above, three important parameters appear: i) the charac- teristic length of the flow L ; ii) the characteristic velocity of the flow U and iii) the viscosity of the fluid ν. These quantities can be combined into a dimensionless parameter, the Reynolds number :
Re = U L
ν . (1.22)
This number depends on both the external conditions of the flow through U and L and the physical nature of the flow through ν. One observes that for small values of Re, the fluid remains laminar. The experimental data seem to indicate that, when the Reynolds number increases, it eventually reaches a critical value Re cr (the critical Reynolds number) beyond which the flow is unstable with respect to small disturbances. This value is of course not universal but changes for each type of flow since it depends strongly of the shape and dimensions of the body, the inflow condition, ... Although, for systems in everyday life, one can estimate its value to be about 10 3 . For Re much bigger than this critical value, one observes fully developed turbulence.
This can be understood by comparing the non-linear term and the viscous term from the
1.2. Turbulence 9
Navier-Stokes equation (1.20). The order of magnitude for the non-linear term should be of U 2 /L. This term is responsible of the convection and has a tendency to destabilize the flow. Indeed, fluctuations are convected by this term and contaminate a fraction of the fluid proportional to the large scale velocity. Similarly, the amplitude of the viscous term is of the order of νU/L 2 . Its effect is to eliminate the instabilities and it is thus a stabilizing term.
Therefore the Reynolds number (which is simply the ratio of these two terms) indicates how important are the non-linearities compared to the viscous term.
Finally, one has to mention that the characteristic velocity U and length scale L that enter formula (1.22) are not, contrary to the viscosity, intrinsic quantities. They may be chosen differently according to the context. It is thus important when reporting results on turbulent flows, to specify carefully which definitions of these parameters is adopted.
1.2.2 Energy cascade and Kolmogorov’s theory
[Due to its clarity, the book ’Turbulent Flows’ by Pope has served as a guide to this section].
In examining previous examples, we have observed that the turbulent motions range in size from the width of the flow to much smaller scales so that turbulence can be considered to be composed of eddies of different sizes. In 1922, Richardson has introduced the idea that the kinetic energy entering the turbulence at large scales (through the production mechanism) is transferred to smaller and smaller scales until, at the smallest scales, the energy is dissipated by viscous action. This phenomena is called the energy cascade. This picture is important notably because it places the dissipation at the end of a sequence of processes. The rate of dissipation ε is determined therefore by the first process in the sequence which is the transfer of energy from the largest eddies.
The largest eddies are characterized by a lengthscale ` 0 (comparable to the flow scale L) and a velocity u 0 (comparable to U ). The Reynolds number of these eddies Re 0 = u 0 ` 0 /ν is therefore large (i.e. comparable to Re) so the direct effects of viscosity at this level are negligibly small. Their energy is of order of u 2 0 and have a timescale τ 0 = ` 0 /u 0 so that the rate of transfer of energy can be supposed to scale as u 2 0 /τ 0 = u 3 0 /` 0 . Consequently, this picture of the cascade indicates that ε scales as u 3 0 /` 0 , independent of ν.
Although this description furnished by Richardson was the basis of the energy cascade theory, Kolmogorov (1941b) refined some ideas and, in particular, he identified the smallest scales of turbulence that now bear his name. The theory advanced by Kolmogorov is stated in the form of three hypotheses.
The first hypothesis concerns the isotropy of the small-scale motions. In general, large
eddies are anisotropic. According to Kolomogorov, this anisotropy of the large scales is lost in
10 1.2. Turbulence
the chaotic scale-reduction process so that the small scale motions are statistically isotropic.
Just as the directional information of the large scales is lost as the energy cascades down to the small scales, Kolmogorov argued that all information about the geometry of the large- eddies - determined by the mean flow field and boundary conditions - is also lost. As a consequence, the statistics of the small-scale motions are in a sense universal - similar for every high Reynolds number flow. In the energy cascade (for ` ¿ ` 0 ), the two dominant processes are the transfer of energy to successively smaller scales, and viscous dissipation.
A plausible hypothesis, then, is that important parameters of “this universal state” are the rate at which the small scales receive energy from the large scales, i.e. ε, and the kinematic viscosity ν. This is known as the Kolmogorov’s second hypothesis. Given the two parameters ε and ν, there are (to within multiplicative constants) unique length, velocity and time scales that can be formed. These are the Kolmogorov scales:
` η = (ν 3 /ε) 1/4 , (1.23)
u η = (εν) 1/4 , (1.24)
τ η = (ν/ε) 1/2 . (1.25)
Two identities stemming from these definitions clearly indicate that the Komogorov scales characterize the very smallest dissipative eddies. First the Reynolds number based on the Kolmogorov scales is unity, i.e., u η ` η /ν = 1, which is consistent with the notion that the cascade proceeds to smaller and smaller scales until the Reynolds number is small enough for dissipation to be effective. Second, the dissipation rate is given by
ε = ν(u η /` η ) 2 = ν/τ η 2 . (1.26) As it will be shown in Chapter 2 and 3, (u η /` η ) = 1/τ η provides a consistent characterization of the velocity gradients of the dissipative eddies.
Now that we have an estimate for the characteristic scales of the largest and smallest eddies, let’s analyze their ratios:
` 0 /` η ∼ Re 3/4 , (1.27)
u 0 /u η ∼ Re 1/4 , (1.28)
τ 0 /τ η ∼ Re 1/2 , (1.29)
taking into account that the rate of transfer of energy is given by u 3 0 /` 0 . Evidently, the ratio
` 0 /` η increases with increasing Re. As a consequence, at sufficiently high Reynolds number,
there is a range of scales ` that are very small compared to ` 0 and yet very large compared
1.2. Turbulence 11
PSfrag replacements
` η ` ` 0
Transfer of energy to successively smaller scales
Dissipation Dissipation
Inertial Energy-containing
range range
range
Production
Figure 1.2: Schematic description of the energy cascade.
to ` η , i.e. ` η ¿ ` ¿ ` 0 . Since eddies in this range are much bigger than the dissipative eddies, it may be supposed that their Reynolds number u`/ν is large, and consequently that their motion is little affected by viscosity. That’s why this interval of scales is also qualified as the inertial range (their motions are dominated by inertial effects - viscous effects being negligible). Hence, following from this and from the previous assumption, the third hypothesis states: “ at high Reynolds number, the statistics of the motions of scale ` in the range
` η ¿ ` ¿ ` 0 have a universal form that is uniquely determined by ε and is independent of ν ”. However, lengthscales, velocity scales and timescales cannot be formed from ε alone but require a parameter that has the dimension of a length. Thus, the most reasonable choice for the lengthscale is thus to take the eddy size `, so that the two others characteristic scales are those formed from ε and `:
u ` = (ε`) 1/3 , (1.30)
τ ` = (` 2 /ε) 1/3 . (1.31)
This is consistent with the idea that the velocity scales and timescales decrease as ` decreases.
A schematic diagram of the energy cascade is given on Fig 1.2.
1.2.3 The energy spectrum
It remains to determine how the kinetic energy is distributed among eddies of different sizes.
This is easily done for homogeneous turbulence so that the kinetic energy can be written in terms of its spectral density of energy E(k):
E = Z
dk E (k) . (1.32)
12 1.3. Simulations of turbulent flows
Introducing this definition is convenient since it allows to associate an energy to the structures with a characteristic length scale ` ∼ k −1 . It follows from the third Kolmogorov’s hypothesis that, in the inertial range, the energy should scale as u 2 ` . Taking into account that E(k) has the dimension of an energy per unit length and that u ` is given by eq. (1.30), it is easy to show that:
E(k) ∼ ε 2/3 k −5/3 . (1.33)
In the “turbulence” community, this famous formula is known as the Kolmogorov -5/3 (or k −5/3 ) spectrum. In order to illustrate this universal law, we have plotted on Fig. 1.3 a compilation of measurements of one dimensional longitudinal velocity spectra, E xx (k x ).
Indeed, the same arguments as in the case with E(k) could be used to show that the quantity E xx (k x ) is a universal function of k x , at sufficiently high Reynolds number. All data are taken from Saddoughi & Veeravalli (1994) and have been non-dimensionalized using the viscosity and the dissipation. It is remarkable how well all the measurements lie on a single curve for k x η > 0.1 and validate in that sens the second Kolmogorov hypothesis. The high Reynolds number data exhibit power-law behaviour for k x η < 0.1, the extent of the power-law region generally increasing with Re. This is consistent with the picture given by the third hypothesis and the formula (1.33).
However, as we will see in the next section, the wide range of scales present in high Reynolds number flows makes them difficult to approach by numerical tools and very often imposes modelling efforts.
1.3 Simulations of turbulent flows
Following the previous section, the random and chaotic nature of turbulence makes it a subject almost impossible to treat from the mathematical point of view. So far, only a few fundamental results have been obtained and there are no prospects of a simple analytic theory. In this context, scientists have regarded the numerical simulation as an alternative to achieve the objective of calculating the relevant properties of turbulent flows.
However, one could argue that a numerical description is not fully adapted for fluids since
they are considered as continuous media (see Section 1.1.1). In that view, describing a fluid
would theoretically require the knowledge of its velocity at each point of the domain, at all
times. This infinite amount of information is of course unmanageable on a computer which
is limited to the the amount of data that can be stored in its memory. Fortunately, this
scenario is a little bit too pessimistic. Indeed, as shown in the previous section, the second
Kolmogorov’s hypothesis assumes there exist scales beyond which variations of velocity and
1.3. Simulations of turbulent flows 13
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data are taken from Saddoughi & Veeravalli (1994) where references to the various exper-
iments are given. For each experiment the final number in the legend is the value of the
Reynolds number based on Taylor micro-scale R λ (see Chapter 3).
14 1.3. Simulations of turbulent flows
time can be neglected: they are the Kolmogorov scales. Therefore it seems reasonable to consider the lengthscale (1.23) and the timescale (1.25) as the spatial and temporal limit of discretization for a numerical experiment in fluid turbulence. This choice is traditionally adopted in Direct Numerical Simulations.
1.3.1 Direct Numerical Simulation
Thee Direct Numerical Simulation (or DNS) is a numerical experiment in which all the macroscopic hydrodynamic lengthscales and timescales are resolved, i.e. they take account of the dynamics of all eddies present in the turbulent motion. Thus, it can be considered as an accurate numerical description of the flow.
Let us evaluate what it represents in terms of computational cost. Since all lengthscales are represented, we have to consider a discretization resolving both the largest scale determined by ` 0 and the smallest scale ` η . Hence, for a three dimensional geometry, the number of points N , required for describing the fluid is given in terms of the ratio between these two lengthscales:
N ≈ µ ` 0
` η
¶ 3
≈ Re 9/4 , (1.34)
using the relation (1.27).
As for the number of time steps, a similar argument could be used. The total time of the simulation has to be long enough so that the fluid can move across one typical length of the system. It can be estimated by the timescale of the largest eddies: τ 0 = ` 0 /u 0 . On the other side, the time step of the temporal integration has to be small enough to allow the convection of a small structure on a distance ` η by the large scale velocity u 0 :
τ η c ≈ ` η u 0 ≈ ` η
` 0
` 0
u 0 ≈ Re −3/4 τ 0 . (1.35)
Thus, the total number of time steps M for describing an experiment is given by:
M ≈ τ 0
τ η c ≈ Re 3/4 . (1.36)
As a consequence, the computational cost of a DNS increases according to N × M ≈
Re 3 . Let’s quantify this value by considering the example of a man walking: the typical
lengthscale L is of the order of 1 m and its velocity U is typically 1 m /s. The kinematic
viscosity of the air is of the order of 10 −5 m 2 /s so that the Reynolds number for a man walking
is Re ≈ 10 5 . Therefore a numerical simulation would require N ≈ 10 11 number of points
and, for each point, about 10 real values have to be stored in the computer memory. That
represents a total amount of 10 12 real values or 4000 Gbytes of memory ! Moreover, a program
1.3. Simulations of turbulent flows 15
for simulating a turbulent flow contains about one thousand instructions and each instruction would have to be executed N × M ≈ 10 15 times. Hence, in terms of computational time, the total number of floating point operations (or flops) would be of the order of 10 18 . If one could use the biggest computer facility on earth, the Earth simulator, capable of doing 10 13 flops per second, simulating one second of the walk of a man would take approximately one day.
Following the same logic, simulating a civil aircraft during a flight with a characteristic speed of 100 m /s and a characteristic length of 100 m would require approximately 10 12 Gbytes of memory and 10 12 years of computation time ! Through these examples, one understands directly that DNS is restricted to flows with low-to-moderate Reynolds number.
This difficulty has therefore motivated scientists to develop alternate numerical techniques among which the Reynolds Averaged Navier-Stokes (or RANS).
1.3.2 Reynolds Averaged Navier-Stokes
The basic principle of a RANS is to decompose the velocity field u i into its averaged value U i = h u i i and its fluctuating part u 0 i = u i − U i and to compute the evolution of the averaged value only. The averaging operator usually refers to an ensemble averaging over a large number of equivalent experiments. It is also sometimes considered as a time averaging when the flow is statistically stationary. The decomposition u i = U i + u 0 i seems appropriate since the average velocity U i contrary to the instantaneous velocity u i , is expected to be a reproducible and slowly varying quantity. Its numerical description is thus much cheaper than the description reflected by DNS.
The equation for U i is obtained by applying the averaging operator h . . . i to the Navier- Stokes equation 2 (using the same kind of decomposition for the pressure p = P + p 0 and the forcing term f i = F i + f i 0 ):
∂ t U i + ∂ j U j U i = − ∂ i P + F i + ν ∇ 2 U i + ∂ j R ij , (1.37) where the additional term R ij , referred to as the Reynolds Stress tensor, is nothing else than:
R ij = h u i ih u j i − h u i u j i = h u 0 i u 0 j i . (1.38) In the last expression, we use the property:
hh u i ih u j ii = hh u i i u j i = h u i ih u j i . (1.39) An important consequence coming of the identity (1.38) is that the equation describing U i is not closed. Indeed, R ij cannot be evaluated from the knowledge of U i only and will
2 Here and in the next chapters, we will use the simplified notation: ∂ t = ∂/∂t and ∂ i = ∂/∂x i .
16 1.3. Simulations of turbulent flows
therefore require a modelling at some point. At this level, we are faced with two options.
The first possibility is to model R ij in terms of the averaged velocity U i . More precisely, models are often expressed in terms of the gradient of the averaged velocity and some other statistical quantities like the turbulent kinetic energy k = h u 0 i u 0 i i /2, and the dissipation rate ε for which model transport equations are solved. This particular choice is better known as the k − ε model. The second strategy is to derive an equation for the Reynolds stress obtained by writing first the equations for the fluctuations u 0 i :
∂ t u 0 i + ∂ k U k u 0 i + ∂ k u 0 k U i = − ∂ i p 0 + f i 0 + ν ∇ 2 u 0 i − ∂ k (u 0 i u 0 k − R ik ) , (1.40) and multiplying them by u 0 j . Then a second equation for u 0 j multiplied by u 0 i is added to the first one and the Reynolds stress equations are just obtained by taking the averaged of the result. Of course, this set of equations are again not closed and must be modelled. It will not be detailed here. Further information are given in Pope (2000) [Chap.11].
One realizes immediately that, compared to DNS which provides a complete description of the flow, RANS deals only with its averaged properties. Therefore, it limits severely the kind of statistics that can be measured. Moreover, RANS rely strongly on the models used to take into account the fluctuations u 0 i of the velocity field. Indeed, the modelling has to correctly describe most of the complexity of turbulence which makes this approach highly dependent on the quality of the models. However, its simplicity makes this numerical tool of common use for industrial applications.
The difficulties encountered in both DNS and RANS have prompted the development of an intermediate approach that has received many attention since a decade: Large-Eddy simulation (or LES).
1.3.3 Large Eddy Simulation
In LES, only the large scales of the flow are simulated while the small scales are modelled.
The idea to separate large and small scales is mainly justified by Kolmogorov’s theory. As we know, larger-scale motions depend strongly of the external conditions of the flow through the geometry, the inflow, the boundary condition, ... ; they are thus expected to be anisotropic and contain most of the energy as confirmed by Fig 1.3. On the contrary, smaller scales are responsible of the dissipation; they are less energetic and, because of their isotropic nature, they present a more universal behaviour. In this prospect, computing large scales explicitly and modelling small scales seem an appropriate strategy.
From the mathematical point of view, the scale separation is introduced by a filtering
operator, F ∆ . This spatial filter is often seen as the convolution between the velocity u i and
1.3. Simulations of turbulent flows 17
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