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# Statistical description of turbulent flows

Why statistics?

Characteristics of turbulence
•Random
•3D
•Diffusive
•Dissipative
•Property of the flow
•High Reynolds number
•Continuum
Why random?
∂ui
=0
∂xi

∂ui ∂ui 1 ∂p ∂ 2 ui
+uj =− +ν
∂t ∂x j ρ ∂xi ∂x j ∂x j

## We have equations, But:

•Multiple possible solutions
• Bifurcation
• Perturbations
Perturbations
• Where are the perturbations coming from?
– Experiments?
– Numerics?
• Can an instantaneous snapshot describe a turbulent flow
field?
Moments
∞ fluctuation

U = Vf (V )dV u =U − U
1st,
mean
−∞
Standard deviation

2nd,
var(U ) = σ = u =
∫ (V − U ) f (V )dV σ= u2
2 2 2
variance

−∞

σ 3 = u3 =
∫ (V − U ) f (V )dV
3rd, 3
skewness
−∞

σ 4 = u4 =
∫ (V − U ) f (V )dV
4th, 4
flatness
(curtosis) −∞
Averaging

U (t ) ≡ Vf (V ; t )dV
Mean:

−∞
Time t +T

∫ u(τ )dτ
1
average: u (t ) ≡
T
t
N

Ensemble 1
average: u (t ) ≡ u ( n ) (t )
N n =1

Questions:
•What is the difference between mean and average?
•Why would we need different types of averages?
Root Mean Square
t +T N

∫ (u − u ) dτ ∑ (u )
Variance: 1 1
u′ ≡ 2 2

2
u ≡
2 (n)
−u
T N
t n =1

Standard
deviation or root- σ = u′2 = urms
mean-square
(rms):

u +σ
u
u −σ
Average 200 vs 2000 samples
RMS: 200 vs 2000 frames
Reynolds equations
Notation that will be used from Instantaneous: u
now on in the lecture notes:
Average: u
Fluctuation: u '

u
Reynolds decomposition

u' u = u + u'
Averaging the governing equations
• Why?
• How?

∂ui
Mass =0
∂xi
∂ui ∂ui u j 1 ∂p ∂ 2 ui
Momentum + =− +υ
∂t ∂x j ρ ∂xi ∂x j ∂x j
Properties of averaging

u(x,t) = u(x,t)
u´(x,t) = 0
∂u ∂u
=
∂x ∂x
u +v =u+ v
u v = u v + u' v'
Mass conservation
∂ui
=0
∂xi
Decompose:

## ∂ui ∂ ∂ui ∂ui′ ∂ui ∂ui′ ∂ui

= (ui + ui′ ) = + = + =
∂xi ∂xi ∂xi ∂xi ∂xi ∂xi ∂xi

## ∂ui ∂ui ∂ui′ 

= + = 0
∂xi ∂xi ∂xi  ∂ui′
Note: ⇒ =0
∂ ui  ∂xi
=0
∂xi 
Momentum conservation equations
∂ui ∂ui 1 ∂p ∂ ui 2
+uj =− +υ
∂t ∂x j ρ ∂xi ∂x j ∂x j

∂ui ∂ui
= υ
∂ 2 ui

∂ 2 ui
∂t ∂t ∂x j ∂x j ∂x j ∂x j
1 ∂p 1 ∂p
− =−
ρ ∂xi ρ ∂xi
Convective term
∂ui ∂ui 1 ∂p ∂ ui 2
+uj =− +υ
∂t ∂x j ρ ∂xi ∂x j ∂x j
∂ui u j
∂x j
=

∂x j
[ ′ ′

[
∂x j
]
(ui + ui )(u j + u j )] = ui u j + uiu′j + u j ui′ + ui′u′j =

=

∂x j
[ ]
ui u j + ui′u ′j =

∂x j
(ui u j ) + ∂ (ui′u′j ) = u j ∂ui + ui ∂uj + ∂ (ui′u′j ) =
∂x j ∂x j ∂x j ∂x j
∂ ui ∂
= uj + (ui′u′j )
∂x j ∂x j
Reynolds Averaged Navier Stokes
(RANS) Equations
∂ ui
=0
∂xi
∂ ui
∂t
+uj
∂ ui
∂x j
=−
1 ∂p
ρ ∂xi

∂ 2 ui

∂x j ∂x j ∂x j
( )
ui′u′j

## Reynolds stress tensor,

We now have: symmetric 2nd rank tensor
•4 equations
•4+6 unknowns

What to do?
Equations for the Reynolds stresses

## ∂ui′u ′j ∂ui′u ′j ∂  ∂ui′u ′j 

+ uk = Pij − ε ij + Π ij −  ui′u ′j uk′ −ν 
∂t ∂xk ∂xk  ∂xk 

We now have:
•4+6 equations
•4+6+6+6+9=31 unknowns
Still the closure problem
The Reynolds stress tensor

## 2nd rank symmetric In isotropic turbulence:

tensor 2
𝑘𝑘 0 0
𝑢𝑢𝑢2 𝑢𝑢′ 𝑣𝑣𝑣 𝑢𝑢′ 𝑤𝑤𝑤 3
𝑢𝑢𝑢2 0 0 2
𝑢𝑢𝑖𝑖′ 𝑢𝑢𝑗𝑗′ = 𝑢𝑢′ 𝑣𝑣𝑣 𝑣𝑣′2 𝑣𝑣 ′ 𝑤𝑤𝑤 𝑢𝑢𝑖𝑖′ 𝑢𝑢𝑗𝑗′ = 0 𝑣𝑣′2 0 = 0 𝑘𝑘 0
𝑢𝑢′ 𝑤𝑤𝑤 𝑣𝑣 ′ 𝑤𝑤𝑤 𝑤𝑤′2 3
0 0 𝑤𝑤′2 2
0 0 𝑘𝑘
In statistically two- 3
dimensional flow: since 𝑢𝑢𝑢2 =𝑣𝑣𝑣2 =𝑤𝑤𝑤2 and then

## 𝑢𝑢𝑢2 𝑢𝑢′ 𝑣𝑣𝑣 0 1 𝑢𝑢𝑢2 + 𝑣𝑣𝑣2 + 𝑤𝑤𝑤2 3𝑢𝑢𝑢2

𝑢𝑢𝑖𝑖′ 𝑢𝑢𝑗𝑗′ = 𝑢𝑢′ 𝑣𝑣𝑣 𝑣𝑣′2 𝑘𝑘 = 𝑢𝑢𝑢𝑖𝑖 𝑢𝑢𝑢𝑖𝑖 = =
0 2 2 2
0 0 𝑤𝑤′2
Anisotropy stress tensor

## The anisotropy tensor

is defined as: 2
𝑘𝑘 0 0 Note 𝑎𝑎𝑖𝑖𝑖𝑖 = 0
3
2 𝑢𝑢′ 2 𝑢𝑢′ 𝑣𝑣 ′ 𝑢𝑢′ 𝑤𝑤 ′ 2 that:
𝑎𝑎𝑖𝑖𝑖𝑖 = 𝑢𝑢𝑖𝑖′ 𝑢𝑢𝑗𝑗′ − 𝑘𝑘𝛿𝛿𝑖𝑖𝑖𝑖 = 𝑢𝑢′ 𝑣𝑣 ′ 𝑣𝑣 ′ 2 𝑣𝑣 ′ 𝑤𝑤 ′ − 0 𝑘𝑘 0
3 3
𝑢𝑢′ 𝑤𝑤 ′ 𝑣𝑣 ′ 𝑤𝑤 ′ 𝑤𝑤 ′ 2 2
0 0 𝑘𝑘
3
Non-dimensional anisotropy
tensor:
2
𝑢𝑢𝑖𝑖′ 𝑢𝑢𝑗𝑗′ − 𝑘𝑘𝛿𝛿𝑖𝑖𝑖𝑖 𝑢𝑢𝑖𝑖′ 𝑢𝑢𝑗𝑗′ 1
𝑏𝑏𝑖𝑖𝑖𝑖 = 3 = − 𝛿𝛿𝑖𝑖𝑖𝑖
′ ′ 2𝑘𝑘 3
𝑢𝑢𝑘𝑘 𝑢𝑢𝑘𝑘
A note on anisotropy

## Consider the averaged

momentum equations:
𝜕𝜕𝑢𝑢�𝑖𝑖 𝜕𝜕𝑢𝑢�𝑖𝑖 1 𝜕𝜕𝑝𝑝̅ 𝜕𝜕 2 𝑢𝑢�𝑖𝑖 𝜕𝜕
+ 𝑢𝑢�𝑗𝑗 =− + 𝜈𝜈 2 − 𝑢𝑢𝑖𝑖′ 𝑢𝑢𝑗𝑗′
𝜕𝜕𝑡𝑡 𝜕𝜕𝑥𝑥𝑗𝑗 𝜌𝜌 𝜕𝜕𝑥𝑥𝑖𝑖 𝜕𝜕𝑥𝑥𝑗𝑗 𝜕𝜕𝑥𝑥𝑗𝑗
Introducing the anisotropy
tensor we find

## 𝜕𝜕𝑢𝑢�𝑖𝑖 𝜕𝜕𝑢𝑢�𝑖𝑖 1 𝜕𝜕 2 𝜕𝜕 2 𝑢𝑢�𝑖𝑖 𝜕𝜕𝑎𝑎𝑖𝑖𝑖𝑖

+ 𝑢𝑢�𝑗𝑗 =− 𝑝𝑝̅ + 𝑘𝑘 + 𝜈𝜈 −
𝜕𝜕𝑡𝑡 𝜕𝜕𝑥𝑥𝑗𝑗 𝜌𝜌 𝜕𝜕𝑥𝑥𝑖𝑖 3 𝜕𝜕𝑥𝑥𝑗𝑗2 𝜕𝜕𝑥𝑥𝑗𝑗

## Hence, the isotropic part does not contribute to the

momentum transport and it can be combined with
the pressure to form a modified pressure.
Transition and stability
Osborne Reynolds (1883)

Laminar

Turbulent
UL
Reynolds number: Re =
ν

Taylor-Couette flow
Golf ball:

[www.efluids.com]
What is transition?

• Transition of what?

LAMINAR TURBULENT
TRANSITION
=
INSTABILITY

## Instability is a necessary condition for turbulence,

But not sufficient.
Stability

stable unstable

neutrally stable
unstable for large perturbations
Stability analysis
• Select a basic solution
• Derive the disturbance equation(s)
• Linearize
• Simplify
• Solve the eigenvalue problem
• Interpret
Example

## • Select a basic solution

• Derive the disturbance y
equation(s)
• Linearize x
• Simplify
• Solve the eigenvalue ∂ui
=0
problem ∂xi
• Interpret
∂ui ∂ui u j 1 ∂p ∂ 2 ui
+ =− +υ
∂t ∂x j ρ ∂xi ∂x j ∂x j
Example

## • Select a basic solution

• Derive the disturbance y
equation(s)
• Linearize x
• Simplify

u = ui + u
• Solve the eigenvalue * '
problem i i
• Interpret
p = p+ p
* '
Example
∂ui ui* = ui + ui'
• Select a basic solution =0
• Add perturbations ∂xi p* = p + p '
• Derive the disturbance
equation(s)
∂ui*
• Linearize
=0
• Simplify ∂xi
• Solve the eigenvalue
∂ui* ∂ui ∂ui'
problem
= + =0
• Interpret ∂xi ∂xi ∂xi
∂ui'
=0
∂xi
Example

## • Select a basic solution E.g. convective part:

• Derive the disturbance ∂ui*u *j ∂ (ui + ui' )(u j + u 'j )
= =
equation(s)
∂xi ∂xi
• Linearize
• Simplify ∂ui u j ∂ui u 'j ∂ui' u j ∂ui'u 'j
+ + +
• Solve the eigenvalue
problem
∂xi ∂xi ∂xi ∂xi
• Interpret

## Part of the Product of

basic solution small quantities
Example

## • Select a basic solution • Locally parallel

• Add perturbations – u = u(y), w = w(y), v ≈ 0
• Derive the disturbance
equation(s) z
• Linearize
• Simplify
• Solve the eigenvalue φ
problem
• Interpret x
iα ( x cos φ + z sin φ − ct )
u ' = u ( y )e

– v’,w’,p’ similarly
...still simplifying
iα ( x cos φ + z sin φ − ct )
u ' = u ( y )e i = −1
α – wave number
∂u'
c=cr+ici – propagation speed
i
=0
∂xi
∂ui' ∂ui' ∂u ∂p '
∂ 2 '
ui amplitude frequency
+uj +uj
' i
=− +ν
∂t ∂x j ∂x j ∂xi ∂xi
2
a + ib
e

 ∂ 2v'  ∂ 2
u iν  ∂ 4v' ∂ 2
v' 4 
(u − c) 2 − α v'  − 2 v'+
 2
  4 − 2α 2
+ α v'  = 0
 ∂y  ∂y α  ∂y ∂y 2

Orr-Sommerfeld equation
 ∂ 2v'  ∂ 2
u iν  ∂ 4v' ∂ 2
v' 4 
(u − c) 2 − α v'  − 2 v'+
2
 4 − 2α 2
+ α v'  = 0
 ∂y  ∂y α  ∂y ∂y 2

v’ = 0, dv’/dy = 0

## • Homogeneous problem + homogeneous BCs

• find f(ν, α, c) = 0
Viscous stability analysis
Viscous stability analysis
Inviscid stability analysis
 ∂ 2v'  ∂ 2
u iν  ∂ 4v' ∂ 2
v' 4 
(u − c) 2 − α v'  − 2 v'+
2
 4 − 2α 2
+ α v'  = 0
 ∂y  ∂y α  ∂y ∂y 2

 ∂ 2u 
 2 
∂ v'  ∂y
2
2 ∂ 2u
− + α v' = 0 =0
∂y 2  u −c  ∂y 2

 
 
Raileigh criterion An inflection point is necessary
Kelvin-Helmholtz instability

Three­ Turbulent Fully
TS Spanwise dimensional spots turbulent
waves vorticity flow

Stable
laminar
flow

\
X
Recrit
0

u
Laminar

Figure 25.10 Smoke in the flow over a cylindrical body shows natural transition. The TS wave
(light-dark bands) form A shapes that ultimately break down. Courte y of T. J. Mueller and R. C.
Nelson, University of Notre Dame. Reprinted with permission.