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Vortex methods - theory and practice.

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Vortex Methods:
Theory and Practice

GEORGES-HENRI COTTET
Université Joseph Fourier in Grenoble

PETROS D. KOUMOUTSAKOS
ETH-Zürich
and
CTR, NASA Ames/Stanford University

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PUBLISHED BY THE PRESS SYNDICATE OF THE UNIVERSITY OF CAMBRIDGE

The Pitt Building, Trumpington Street, Cambridge, United Kingdom

CAMBRIDGE UNIVERSITY PRESS

The Edinburgh Building, Cambridge CB2 2RU, UK http://www.cup.cam.ac.uk
40 West 20th Street, New York, NY 10011-4211, USA http://www.cup.org
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°
c Cambridge University Press 2000

This book is in copyright. Subject to statutory exception

and to the provisions of relevant collective licensing agreements,
no reproduction of any part may take place without
the written permission of Cambridge University Press.

First published 2000

Printed in the United States of America

Typeface in Times Roman 10/13 pt. System LATEX 2ε [TB]

A catalog record for this book is available from

the British Library.

Library of Congress Cataloging in Publication Data

Cottet, G.-H. (Georges-Henri). 1956–
Vortex methods: theory and practice / Georges-Henri Cottet.
Petros D. Koumoutsakos.
p. cm.
ISBN 0-521-62186-0
1. Navier–Stokes equations – Numerical solutions. 2. Vortex-motion.
I. Koumoutsakos, Petros D. II. Title.
QA925.C68 1999
5320 .05330 01515353 – dc21 99-12277
CIP
ISBN 0 521 62186 0 hardback

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Contents

Preface page ix

1 Definitions and Governing Equations 1

1.1 Kinematics of Vorticity 2
1.2 Dynamics of Vorticity 5
1.3 Helmholtz’s and Kelvin’s Laws
for Vorticity Dynamics 7

2 Vortex Methods for Two-Dimensional Flows 10

2.1 An Introduction to Two-Dimensional Vortex Methods:
Vortex Sheet Computations 10
2.2 General Definition 18
2.3 Cutoff Examples and Construction
of Mollified Kernels 22
2.4 Particle Initializations 26
2.5 The Case of No-Through-Flow or Periodic
Boundary Conditions 31
2.6 Convergence and Conservation Properties 34

3 Three-Dimensional Vortex Methods

for Inviscid Flows 55
3.1 Vortex Particle Methods 56
3.2 Vortex Filament Methods 61
3.3 Convergence Results 75
3.4 The Problem of the Vorticity Divergence for Vortex
Particle Methods 84

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vi Contents
4 Inviscid Boundary Conditions 90
4.1 Kinematic Boundary Conditions 92
4.2 Kinematics I : The Helmholtz Decomposition 92
4.3 Kinematics II: The Ψ–ω and the u–ω Formulations 96
4.4 Discretization of the Integral Equations 110
4.5 Accuracy Issues Related to the Regularization
near the Boundary 114

5 Viscous Vortex Methods 121

5.1 Viscous Splitting of the Navier–Stokes Equations 124
5.2 Random-Walk Methods 130
5.3 Resampling Methods 141
5.4 The Method of Particle Strength Exchange 145
5.5 Other Redistribution Schemes 159
5.6 Subgrid-scale Modeling in Vortex Methods 164

6 Vorticity Boundary Conditions for the

Navier–Stokes Equations 172
6.1 The No-Slip Boundary Condition 174
6.2 Vorticity Boundary Conditions for the
Continuous Problem 179
6.3 Viscous Splitting Algorithms 181

7 Lagrangian Grid Distortions: Problems and Solutions 206

7.1 Circulation Processing Schemes 208
7.2 Location Processing Techniques 219

8 Hybrid Methods 237

8.1 Assignment and Interpolation Schemes 238
8.2 Vortex-In-Cell Methods 244
8.3 Eulerian–Lagrangian Domain Decomposition 251

Appendix A Mathematical Tools for the Numerical Analysis

of Vortex Methods 261
A.1 Data Particle Approximation 262
A.2 Classical and Measure Solutions to Linear
Advection Equations 267
A.3 Mathematical Facts about the Flow Equations 278
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Contents vii
Appendix B Fast Multipole Methods for Three-Dimensional
N-Body Problems 284
B.1 Multipole Expansions 286
B.2 The Poisson Integral Method 291
B.3 Computational Cost 293
B.4 Tree Data Structures 294

Bibliography 301

Index 311
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1
Definitions and Governing Equations

Vorticity plays an important role in fluid dynamics analysis, and in many cases
it is advantageous to describe dynamic events in a flow in terms of the evolution
of the vorticity field.
The vorticity field (ω) is related to the velocity field (u) of a flow as

ω = ∇ × u. (1.0.1)

It follows from this definition that vorticity is a solenoidal field:

∇ · ω = 0. (1.0.2)

In a Cartesian coordinate system (x, y, z) this relation yields the following

relationships between the velocity componenets (u x , u y , u z ) and the vorticity
components (ωx , ω y , ωz ):

∂u z ∂u y ∂u x ∂u z ∂u y ∂u x
ωx = − , ωy = − , ωz = − . (1.0.3)
∂y ∂z ∂z ∂x ∂x ∂y

In two dimensions the vorticity field has only one nonzero component (ωz )
orthogonal to the (x, y) plane, thus automatically satisfying solenoidal condition
(1.0.2).
The circulation 0 of the vorticity field around a closed curve L, surrounding
a surface S with unit normal n is defined by
Z Z
0 = u · dr = ω · n d S, (1.0.4)
L S

where dr denotes an element of the curve.

There are several physical interpretations of the definition of vorticity. We
will adopt the point of view that vorticity is a solid-body-like rotation that can

1
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2 1. Definitions and Governing Equations

be imparted to the elements because of a stress distribution in the fluid. Hence
when we consider a vorticity-carrying fluid element, the increment of angular
velocity (dÄ) across an infinitesimal distance (dr) over the element is given by
1
dÄ = ω × dr. (1.0.5)
2
When we can track the translation and deformation of vorticity-carrying fluid
elements, because of the kinematics and dynamics of the flow field we are able
to obtain a complete description of the flow field. Considering the vorticity-
carrying fluid elements as computational elements is the basis of the vortex
methods that we analyze in this book. The close link of numerics and physics is
the essense of vortex methods, and it is a point of view that will be emphasized
throughout this book.
In this introductory chapter we present fundamental definitions and equa-
tions relating to the kinematics and the dynamics of the vorticity field. In Sec-
tion 1.1 we introduce the description of flow phenomena in terms of Eulerian and
Lagrangian points of view. Using these two descriptions, we present in Sec-
tion 1.2 the dynamic laws governing the evolution of the vorticity field in a
viscous, incompressible flow field. In Section 1.3 we present Helmholtz’s and
Kelvin’s laws governing the motion of the vorticity field.

1.1. Kinematics of Vorticity

There are two different ways of expressing the behavior of the fluid that may
be classified as the Lagrangian and the Eulerian point of view. Their difference
lies in the choice of coordinates we wish to use to describe flow phenomena.

1.1.1. Lagrangian Description

When the fluid is viewed as a collection of fluid elements that are freely translat-
ing, rotating, and deforming, then we may identify the dependent quantities of
the flow field (such as the velocity, temperature, etc.) with these individual fluid
elements. In that sense the Lagrangian viewpoint is a natural extension of parti-
cle mechanics. To obtain a full description of the flow we need to identify the ini-
tial location of the fluid elements and the initial value of the dependent variable.
The independent variables are then the initial location of a point (x0p ) and time
(T ). By following the trajectories of the collection of fluid elements, we are able
to sample at every location in space and instant in time the quantity of interest.
The primary flow quantity in this description is the velocity of the individual
fluid elements. The velocity of a fluid element that is residing in an inertial
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1.1. Kinematics of Vorticity 3

frame of reference at X p is expressed as

∂X p
up = . (1.1.1)
∂T

The acceleration of a fluid particle in a Lagrangian frame is expressed as

∂u p
ap = . (1.1.2)
∂T

The Lagrangian description is ideally suited to describing phenomena in

terms of the vorticity of the flow field.

1.1.2. Eulerian Description

In this description of the flow, our observation point is fixed at a certain location
x of the flow field. The flow quantities as they are changing with time t are
considered as functions of x. Unlike in Lagrangian methods the location of our
observation point remains unchanged by time, and it is the change of the values
of the dependent variables at the observation point that describes the flow field.
The Eulerian and the Lagrangian quantities of the flow are related as

x = X(x0 , T ), (1.1.3)
t = T. (1.1.4)

The Eulerian description of the flow is the most commonly used method to
describe flow phenomena in the fluid mechanics literature. In this description,
individual fluid elements and their history are not tracked explicitly, but rather
it is the global picture of the field that is changing with time that provides us
with the description of the flow.

1.1.3. The Material Derivative

The material derivative allows us to relate the Eulerian and the Lagrangian time
derivatives of a dependent variable. Let Q be a quantity of the flow expressed
in a Lagrangian frame as Q(x0 , T ) and let q be the same quantity expressed in
an Eulerian frame, that is, q(x, t). Then we would have that

Q(x0 , T ) = q[x = X(x0 , T ), t]. (1.1.5)

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4 1. Definitions and Governing Equations

So the rate of change of Q with time T may be related to the rate change of q
with time t with the chain rule for differentiation as

∂Q ∂q ∂x ∂q ∂t
= · + , (1.1.6)
∂T ∂x ∂ T ∂t ∂ T

and since we have for the velocity of a fluid particle that u = ∂x/∂ T then

∂Q ∂q ∂q
= + u· . (1.1.7)
∂T ∂t ∂x
The first term is the local rate of change of a variable, and the second term is the
convective change of the dependent variable. The substantial derivative (i.e.,
the rate of change of quantity in a Lagrangian frame) is a convenient way of
understanding several phenomena in fluid mechanics, and Stokes has given it
a special symbol:

D( ) ∂( )
= + (u · ∇)( ). (1.1.8)
Dt ∂t
From the definition of the substantial derivative we may easily see then that

Dx
= u. (1.1.9)
Dt
We may also determine the rate of change of a material line element (dr) by
using the definition of the substantial derivative as

D(dr)
= du = ∂ j u dr j = dr · ∇u. (1.1.10)
Dt

1.1.4. Reynold’s Transport Theorem

As an illustrative example of the Lagrangian and the Eulerian descriptions of
the flow, we may consider the rate of change of the volume integral of the
quantity Q in a material volume [V (t)] with surface [S(t)] having normal n
and velocity u, i.e.,
Z
d
Q d V. (1.1.11)
dt V (t)

Contributions
R for this rate of change are given by the local rate
R of change of
Q, V (t) ∂ Q/∂t d V , as well as from the motion of the boundary S(t) Q(u·n) d S
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1.2. Dynamics of Vorticity 5

[note that for small times dt we may write d V = d S(u · n) dt] so that we have
Z Z Z
d ∂Q
Q dV = dV + Q(u · n) d S, (1.1.12)
dt V (t) V (t) ∂t S(t)

By using vector calculus we may write

Z Z Z
d ∂Q
Q dV = dV + ∇ · (Qu) d V, (1.1.13)
dt V (t) V (t) ∂t V (t)

or by using the expression for the substantial derivative we may write that
Z Z Z
d DQ
Q dV = dV + Q∇ · u d V. (1.1.14)
dt V (t) V (t) Dt V (t)

which is known as Reynold’s transport theorem for the quantity Q.

1.2. Dynamics of Vorticity

The motion of an incompressible Newtonian fluid is governed by the following
equations that express the conservation of mass and momentum of fluid in
Eulerian and Lagrangian frames [160]. In the Eulerian description we consider
the development of the flow field as it is observed at a fixed point P of the
domain, while in the Lagrangian description we consider the equations from
the point of view of a material fluid element that moves with the local velocity
of the flow.
The conservation of mass can be expressed as
Eulerian Description:
∂ρ
+ ∇ · (ρu) = 0. (1.2.1)
∂t
Rate of accumulation Net flow rate of
of mass per unit mass out of P
volume at P per unit volume
Lagrangian Description:
Dρ
= −ρ ∇ · u. (1.2.2)
Dt
Rate of change Mass per Particle-volume
of the density unit volume expansion rate
of a fluid element

The conservation of momentum can be expressed in terms of the velocity (u)

and the pressure P of the flow field as
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6 1. Definitions and Governing Equations

Eulerian Description:

∂u
ρ + ρu · ∇ u = −∇ P + ν1u, (1.2.3)
∂t
Rate of increase Net flow rate of Net pressure Net viscous
of momentum momentum force force
at P carried in P by ρu

where ν denotes the kinematic viscosity of the fluid.

Lagrangian Description:

Du
ρ = −∇ P + ν1u. (1.2.4)
Dt
Acceleration Net pressure Net viscous
of a fluid force force
particle

With definition of vorticity (1.0.1) the momentum equations for an incom-

pressible, Newtonian fluid of uniform density can be expressed in Lagrangian
and Eulerian forms as
Eulerian Description:

∂ω
ρ + ρu · ∇ ω = ρω · ∇u + ν1ω. (1.2.5)
∂t
Rate of increase Net flow rate of Vortex Viscous
of vorticity vorticity stretching diffusion

Lagrangian Description:

Dω
ρ = ρω · ∇u + ν1 · ω. (1.2.6)
Dt
Rate of change Rate of Net rate
of particle deforming of viscous
vorticity vortex lines diffusion

Note that in the velocity–vorticity formulation the pressure of the flow can
be recovered from the equation
µ ¶
1 1 2
1P = −∇ · |u| − u × ω . (1.2.7)
ρ 2

In the case of a viscous, Newtonian flow of a fluid with nonuniform density, ro-
tation can be imparted to the fluid elements because of the baroclinic generation
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1.3. Helmholtz’s and Kelvin’s Laws for Vorticity Dynamics 7

of vorticity. In this case the equation for the vorticity field is
µ ¶
D(ω/ρ) 1 1 1
= ω · ∇ u + ν1ω + ∇ P × ∇ . (1.2.8)
Dt ρ ρ ρ

1.3. Helmholtz’s and Kelvin’s Laws for Vorticity Dynamics

In order to characterize the kinematic evolution of the vorticity field it is useful
to introduce some geometrical concepts. We consider the vector of the vorticity
field and we identify the lines that are tangential to this vector as vortex lines.
In turn, a collection of these lines can form vortex surfaces or vector tubes. The
motions of fluid elements carrying vorticity obey certain laws that were first
outlined by Helmholtz for the inviscid evolution of the vorticity and further
extended by Kelvin to include the effects of viscosity.
From the solenoidal condition for the vorticity field, integrating over a volume
of fluid with nonzero vorticity, and using the Gauss theorem, we obtain that
Z Z
∇ · ω dV = ω · n d S = 0, (1.3.1)
V S

where V denotes the volume of the fluid encompassed by the surface S. When
we consider a vortex tube, Eq. (1.3.1) dictates that the strength of the vortex
tube is the same at all cross sections. This is Helmholtz’s first theorem. When
Eq. (1.3.1) is applied to a vorticity tube with cross sections A1 and A2 with
respective uniform normal vorticity components ω1 = ω · n1 and ω2 = ω · n2
(Fig. 1.1) we obtain that

|ω1 |A1 = |ω2 |A2 = |0| (1.3.2)

independently of the behavior of the vorticity field between the two cross-
sections of the vortex tube. Equation (1.3.2) defines the circulation (0) of the
vortex tube.
When we consider the Lagrangian description of the inviscid evolution of
the vorticity field in an incompressible flow (with ρ = 1), Eq. (1.2.6) can be
expressed as

Dω
= ω · ∇u. (1.3.3)
Dt
Comparing Eqs. (1.3.3) and (1.1.10) for the evolution of material lines,

Ddr
= dr · ∇u, (1.3.4)
Dt
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8 1. Definitions and Governing Equations

Figure 1.1. Sketch of vortex lines and vortex tube.

we observe that in a circulation-preserving motion the vortex lines are material

lines. This is Helmholtz’s second theorem for the motion of vorticity elements.
As a result of this law, fluid elements that at any time belong to one vortex line,
however they may be translated, remain on the vortex line. A result of the first
and the second laws is the property of vortex lines and tubes: that no matter
how they evolve, they must always form closed curves or they must have their
ends in the bounding surface of the fluid.
Kelvin extended the laws of Helmholtz in order to account for the effects of
viscosity and at the same time provide a different physical interpretation for the
motion of vorticity-carrying fluid elements in terms of the circulation around a
closed curve. From the definition of circulation for a line around a cross section
of a vortex tube we obtain that
Z
0 = u · dr. (1.3.5)
L

Now by using the Lagrangian form of the velocity–pressure formulation for the
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1.3. Helmholtz’s and Kelvin’s Laws for Vorticity Dynamics 9

acceleration of the material particles we obtain
Z
D0 D
= u · dr (1.3.6)
Dt Dt L
Z Z
Du Ddr
= · dr + · du. (1.3.7)
L Dt L Dt

As we are tracking material lines we obtain that

Z Z
Ddr
· du = u · du = 0. (1.3.8)
L Dt L

Using Eq. (1.3.8) and momentum equation (Eq. 1.2.4), we can express Eq. (1.3.7)
as
Z
D0 Du
= · dr (1.3.9)
Dt L Dt
Z Z
= − ∇ P · dr + ν 1u · dr. (1.3.10)
L L

Noting that the pressure term integrates to zero, we obtain that

Z
D0
= ν (1u ) · dr. (1.3.11)
Dt L

In the case of an inviscid flow, the right-hand side of Eq. (1.3.11) is zero and
the circulation of material elements is conserved. This is Kelvin’s theorem for
the modification of circulation of fluid elements.
In the case of baroclinic flow the circulation around a material line can be
modified because of the baroclinic generation of vorticity, and Kelvin’s theorem
is modified as
Z Z
D0 1
= ν (1u ) · dr + ∇ρ × ∇ P · n d S. (1.3.12)
Dt L ρ 2

Note that the second term on the right-hand side is an integral over the area
encompassed by the material curve. Equation (1.3.12) is known as Bjerken’s
theorem.

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