Or: Twisting on the Borderline
guest post by Tim van Beek
In Part 2 of this series, I told you what ideal incompressible fluids are. Then I explained how the equation of motion for such fluids, Euler’s equation, can be seen as the equation for geodesics in , the infinite dimensional manifold of volume preserving diffeomorphisms. Last time I promised to talk about the role of pressure in Euler’s equation. I also mentioned that Arnold used this geometric setup to put a bound on how good weather forecasts can be. I will try to fulfill both promises in the next blog post!
But last time I also mentioned that the ideal fluid has serious drawbacks as a model. This is an important topic, too, so I would like to explain this a little bit further first, in this blog post.
So, this time we will talk a little bit about how we can get viscosity, and therefore turbulence, back into the picture. This will lead us to the Navier–Stokes equation. Can ideal fluids, which solve Euler’s equation, model fluids with a very small viscosity? This depends on what happens to solutions when one lets the viscosity go to zero in the Navier–Stokes equation, so I will show you a result that answers this question in a specific context.
• Milton Van Dyke, An Album of Fluid Motion, Parabolic Press, 12th edition, 1982.
Re-introducing viscosity: The Navier-Stokes equation
The motion of an incompressible, homogeneous, ideal fluid is described by Euler’s equation:
Ideal fluids are very nice mathematically. Nicest of all are potential flows, where the velocity vector field is the gradient of a potential. In two dimensions can be studied using complex analysis! One could say that a whole ‘industry’ evolved around the treatment of these kinds of fluid flows. It was even taught to some extend to engineers, before computers took over. Here’s a very nice, somewhat nostalgic book to read about that:
• L. M. Milne-Thomson, Theoretical Aerodynamics, 4th edition, Dover Publications, New York, 2011. (Reprint of the 1958 edition.)
The assumption of ‘incompressibility’ is not restrictive for most applications involving fluid flows of water and air, for example. Maybe you are a little bit surprised that I mention air, because the compressibility of air is a part of every day life, for example when you pump up a cycle tire. It is, however, not necessary to include this property when you model air flowing at velocities that are significantly lower than the speed of sound in air. The rule of thumb for engineers seems to be that one needs to include compressibility for speeds around Mach 0.3 or more:
• Compressible aerodynamics, Wikipedia.
However, the concept of an ‘ideal’ fluid takes viscosity out of the picture—and therefore also turbulence, and the drag that a body immersed in fluid feels. As I mentioned last time, this is called the D’Alembert’s paradox.
The simplest way to introduce viscosity is by considering a Newtonian fluid. This is a fluid where the viscosity is a constant, and the relation of velocity differences and resulting shear forces is strictly linear. This leads to the the Navier–Stokes equation for incompressible fluids:
If you think about molten plastic, or honey, you will notice that the viscosity actually depends on the temperature, and maybe also on the pressure and other parameters, of the fluid. The science that is concerned with the exploration of these effects is called rheology. This is an important research topic and the reason why producers of, say, plastic sheets, sometimes keep physicists around. But let’s stick to Newtownian fluids for now.
Sending Viscosity to Zero: Boundary Layers
Since we get Euler’s equation if we set in the above equation, the question is, if in some sense or another solutions of the Navier-Stokes equation converge to a solution of Euler’s equation in the limit of vanishing viscosity? If you had asked me, I would have guessed: No. The mathematical reason is that we have a transition from a second order partial differential equation to a first order one. This is usually called a singular perturbation. The physical reason is that a nonzero viscosity will give rise to phenomena like turbulence and energy dissipation that cannot occur in an ideal fluid. Well, the last argument shows that we cannot expect convergence for long times if eddies are present, so there certainly is a loophole.
The precise formulation of the last statement depends on the boundary conditions one chooses. One way is this: Let be a smooth solution of Euler’s equation in with sufficiently fast decay at infinity (this is our boundary condition), then the kinetic energy
is conserved for all time. This is not the only conserved quantity for Euler’s equation, but it’s a very important one.
But now, suppose is a smooth solution of the Navier–Stokes equation in with sufficiently fast decay at infinity. In this case we have
So, the presence of viscosity turns a conserved quantity into a decaying quantity! Since the 20th century, engineers have taken these effects into account following the idea of ‘boundary layers’ introduced by Ludwig Prandtl, as I already mentioned last time. Actually the whole technique of singular perturbation theory has been developed following this ansatz. This has become a mathematical technique to get asymptotic expansions of solutions of complicated nonlinear partial differential equations.
The idea is that the concept of ‘ideal’ fluid is good except at boundaries, where effects due to viscosity cannot be ignored. This is true for a lot of fluids like air and water, which have a very low viscosity. Therefore one tries to match a solution describing an ideal fluid flow far away from the boundaries with a specific solution for a viscous fluid with prescribed boundary conditions valid in a thin layer on the boundaries. This works quite well in applications. One of the major textbooks about this topic has been around for over 60 years now and has reached its 10th edition in German. It is:
• H. Schlichting and K. Gersten: Boundary-Layer Theory, 8th edition, Springer, Berlin, 2000.
Since I am also interested in numerical models and applications in engineering, I should probably read it. (I don’t know when the 10th edition will be published in English.)
Sending Viscosity to Zero: Convergence Results
However, this approach does not tell us under what circumstances we can expect convergence of solutions to the viscous Navier–Stokes equations with viscosity to a solution of Euler’s equation with zero viscosity. That is, are there such solutions, boundary and initial conditions and a topology on an appropriate topological vector space, such that
I asked this question over on Mathoverflow and got some interesting answers. Obviously, a lot of brain power has gone into this question, and there are both interesting positive and negative results. As an example, let me describe a very interesting positive result. I learned about it from this book:
• Andrew J. Majda and Andrea L. Bertozzi, Vorticity and Incompressible Flow, Cambridge University Press, Cambridge, 2001.
It’s Proposition 3.2 in this book. There are three assumptions that we need to make in order for things to work out:
• First, we need to fix an interval for the time. As mentioned above, we should not expect that we can get convergence for an unbounded time interval like
• Secondly, we need to assume that solutions of the Navier–Stokes equation and a solution of Euler’s equation exist and are smooth.
• Thirdly we will dodge the issue of boundary layers by assuming that the solutions exist on the whole of with sufficiently fast decay. As I already mentioned above, a viscous fluid will of course show very different behavior at a boundary than an ideal (that is, nonviscous) one. Our third assumption means that there is no such boundary layer present.
We will denote the norm on vector fields by and use the big O notation.
Given our three assumptions, Proposition 3.2 says that:
It also gives the convergence of the derivatives:
This result illustrates that the boundary layer ansatz may work, because the ideal fluid approximation could be a good one away from boundaries and for fluids with low viscosity like water and air.
So, when John von Neumann joked that “ideal water” is like “dry water”, I would have said: “Well, that is half right”.