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IPDE Summer School Tuesday, June 21 Donna Calhoun Linear advection Tuesday, June 21, 2011

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Page 1: Donna Calhoun

IPDE Summer School

Tuesday, June 21

Donna Calhoun

Linear advection

Tuesday, June 21, 2011

Page 2: Donna Calhoun

with an advective flux to get the advectionequation

Linear advection

IPDE SS : Linear Advection

Consider the conservation law

qt + f(q)x = 0

We might also consider an equation in advective form, givenby

Tuesday, June 21, 2011

Page 3: Donna Calhoun

Linear advection

IPDE SS : Linear Advection

In one dimension, these two forms are equivalent if or is a constant.

It is easy to verify that

Consider the constant initial value problem

solves the initial value problem.

qt + uqx = 0

Tuesday, June 21, 2011

Page 4: Donna Calhoun

Scalar advection

IPDE SS : Linear Advection

We can also describe the problem in terms of how the solutionbehaves along curves in the x-t plane.

We might look for curves along which the solution is constant or

Then we would get

Tuesday, June 21, 2011

Page 5: Donna Calhoun

Characteristic curves

IPDE SS : Linear Advection

But this is true only if

or

Solution is constant along characteristic curves

Tuesday, June 21, 2011

Page 6: Donna Calhoun

or

Characteristic curves

IPDE SS : Linear Advection

The solution can be traced back along characteristics. That is, can be found by determining the from which thesolution propagated. Solve

Tuesday, June 21, 2011

Page 7: Donna Calhoun

Scalar advection

IPDE SS : Linear Advection

Consider the scalar advection equation :

The solution travels along characteristic rays in the (x,t) planegiven by . For u < 0 :

t = 0→

t = 1→

qt + uqx = 0

Tuesday, June 21, 2011

Page 8: Donna Calhoun

Scalar advection

IPDE SS : Linear Advection

Consider the scalar advection equation :

The solution travels along characteristic rays in the (x,t) planegiven by . For u < 0 :

t = 0→

t = 1→

qt + uqx = 0

Tuesday, June 21, 2011

Page 9: Donna Calhoun

Scalar advection

IPDE SS : Linear Advection

Consider the scalar advection equation :

The solution travels along characteristic rays in the (x,t) planegiven by . For u < 0 :

t = 0→

t = 1→

qt + uqx = 0

Tuesday, June 21, 2011

Page 10: Donna Calhoun

Initial boundary value problem

IPDE SS : Linear Advection

Infinite domain problem :

Boundary value problem

Tuesday, June 21, 2011

Page 11: Donna Calhoun

Initial boundary value problem

IPDE SS : Linear Advection

characteristicboundary

For

Solution

Tuesday, June 21, 2011

Page 12: Donna Calhoun

Initial boundary value problem

IPDE SS : Linear Advection

Periodic boundary conditions

Solution

Tuesday, June 21, 2011

Page 13: Donna Calhoun

Tangent vectors to the curve are then

Variable coefficient case

IPDE SS : Linear Advection

Now let’s go back to the variable coefficient case.

if

Again, we have

Tuesday, June 21, 2011

Page 14: Donna Calhoun

Variable coefficient case

IPDE SS : Linear Advection

Solution is constant along characteristics

Tuesday, June 21, 2011

Page 15: Donna Calhoun

Variable coefficient case

IPDE SS : Linear Advection

For equations in conservation form, we have

as a result,

and the solution is not constant along characteristics.

or

Characteristics curves are the same, however.

Tuesday, June 21, 2011

Page 16: Donna Calhoun

Physical interpretation - constant solution

IPDE SS : Linear Advection

Equation in advective form - the color equation

Conservative form

Constant solution remains constant

Constant solution may be compressed or expanded by the velocity field.

Tuesday, June 21, 2011

Page 17: Donna Calhoun

Examples

IPDE SS : Linear Advection

Constant velocity field and periodic boundary conditions

Tuesday, June 21, 2011

Page 18: Donna Calhoun

Variable coefficient velocity field

IPDE SS : Linear AdvectionTuesday, June 21, 2011

Page 19: Donna Calhoun

Two space dimensions

IPDE SS : Linear Advection

A model of transport of q(x,t) in a control volume C :

q(x, t)

Tuesday, June 21, 2011

Page 20: Donna Calhoun

Two space dimensions

IPDE SS : Linear Advection

d

dt

Cq(x, t) dA = −

C∇ · f(q(x, t)) dA

= −�

∂Cf(q(x, t)) · n dL

A model of transport of q(x,t) in a control volume C :

q(x, t)

Tuesday, June 21, 2011

Page 21: Donna Calhoun

Two space dimensions...

IPDE SS : Linear Advection

Advective form

Velocity field is given by

Conservative form

Two forms are equivalent if . In this case, the flow is said to be incompressible.

Tuesday, June 21, 2011

Page 22: Donna Calhoun

Two dimensions - advective form

IPDE SS : Linear Advection

In analogy with the 1d case, the two dimensional solution follows characteristic curves in x-y-t space.

if

Velocity field traces out characteristic paths in x-y plane

Tuesday, June 21, 2011

Page 23: Donna Calhoun

Two dimensions - conservative form

IPDE SS : Linear Advection

Conservative case :

We don’t get conservation along characteristic curves unlessthe velocity field is divergence-free (i.e. incompressible).

Tuesday, June 21, 2011

Page 24: Donna Calhoun

Flow in periodic box

IPDE SS : Linear Advection

Constant velocity field and periodic boundary conditions.

Tuesday, June 21, 2011

Page 25: Donna Calhoun

Flow in periodic box

IPDE SS : Linear Advection

Constant velocity field and periodic boundary conditions.

Tuesday, June 21, 2011

Page 26: Donna Calhoun

Incompressible flow field

IPDE SS : Linear Advection

A convenient way to define an incompressible flow field in two dimensions is to use a streamfunction.

For example :

Then

and we automatically get

Go to this slide to read more about the streamfunction

Tuesday, June 21, 2011

Page 27: Donna Calhoun

Two dimensions

IPDE SS : Linear Advection

Incompressible velocity field

Variable coefficient incompressible flow field

Contours of the streamfunction

Tuesday, June 21, 2011

Page 28: Donna Calhoun

Two dimensions

IPDE SS : Linear Advection

Incompressible velocity field

Variable coefficient incompressible flow field

Contours of the streamfunction

Tuesday, June 21, 2011

Page 29: Donna Calhoun

Incompressible Navier-Stokes

IPDE SS : Linear Advection

ωt + u ·∇ω = µ∇2ω

We can convert this to stream-function vorticity formulation by taking the curl of the first equation :

In 2d, this leads to the following advection equation for the vorticity :

where the vorticity is the scalar . ω = vx − uy

Tuesday, June 21, 2011

Page 30: Donna Calhoun

Computing the velocity from a streamfunction

IPDE SS : Linear Advection

C∇ · u dA =

∂Cu · n dS = 0

ψO(P ) =� P

O

u · n dS

For any simply connected region C in an incompressible two-dimensional flow field, we have

where is a unit vector normal to the boundary of C. This implies that for two points O and P in the flow field, the value of

n

is independent of the path between O and P.

Tuesday, June 21, 2011

Page 31: Donna Calhoun

Existence of a streamfunction

IPDE SS : Linear Advection

ψO(P �) =� P

O

u · n dS = 0

Since we have , the value of does not change along streamlines starting at point O. It is straightforward to show that if the streamline does not contain the point O, the value along the streamline is still constant (although no longer equal to zero).

ψO(P �)ψO(O) = 0

ψO(P ) =� P

O

u · n dS

An interesting feature of this function is that it is constant along streamlines of the flow. Suppose we have chosen a path between O and P such that along this path, we always have . Then for any along this path, we have

ψO(P )

u · n = 0 P �

Tuesday, June 21, 2011

Page 32: Donna Calhoun

Existence of a streamfunction

IPDE SS : Linear Advection

We can then compute and by choosing paths betweenpoints O and P and O and Q along which it is easy to evaluate

ψx ψy

u · n

∆x

∆y

P

Q

O

n

n

ψx(P ) = lim∆x→0

ψO(P )− ψO(O)∆x

= lim∆x→0

1∆x

� P

O

u · n dS

= lim∆x→0

1∆x

� P

O

(−v)dx

= −v

As the path between O and P, we choose the straight line along the coordinate line y = constant.

Tuesday, June 21, 2011

Page 33: Donna Calhoun

Existence of a streamfunction

IPDE SS : Linear Advection

We can then compute and by choosing paths betweenpoints O and P and O and Q along which it is easy to evaluate

ψx ψy

u · n

∆x

∆y

P

Q

O

n

n

ψy(Q) = lim∆y→0

ψO(Q)− ψO(O)∆y

= lim∆y→0

1∆y

� Q

O

u · n dS

= lim∆y→0

1∆y

� P

O

u dx

= u

As the path between O and Q, we choose the straight line along the coordinate line x = constant.

Tuesday, June 21, 2011

Page 34: Donna Calhoun

Existence of a streamfunction

IPDE SS : Linear Advection

ψ(x, y)

Because our choice of origin O only changes the value of the streamfunction by a constant, we will drop the dependence on the point O and write streamfunction as

Tuesday, June 21, 2011