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Linear Instability of a Wave in a Density-Stratified Fluid Yuanxun Bill Bao, David J. Muraki Department of Mathematics, Simon Fraser University, Burnaby, BC, Canada Introduction A fluid with depth-dependent density is said to be density-stratified . (ocean & atmosphere) Buoyancy & gravity-driven oscillatory waves (internal gravity waves ) can be generated by a displacement of a fluid element at the interface of stratified fluids. Physical realization: a strong wind flowing over a mountain range. One possible configuration is a steady laminar flow. Figure 1: Streamlines of a laminar flow (A. Nenes) and a lenticular cloud formed over Mt.Fuji [4] . Laminar flow, however, may become unstable because small disturbances can grow in time to make the flow more complicated or even turbulent. We are interested in characterizing instabilities of these waves in terms of wavenumber (k,m). Equations for a Density-Stratified Fluid Equations of Motion ∇· u = 0 (1) Dt = ρ 0 g N 2 w (2) D u Dt = - 1 ρ 0 p - g ρ 0 ρ ˆ z (3) (1) Zero-divergence, (2) Conservation of mass, (3) Conservation of Momentum Velocity u =(u,v,w), density ρ( x,t), pressure p( x,t) Boussinesq approximation and Brunt- V¨ais¨al¨a frequency N 2D Streamfunction Formulation (dimensionless) η t + b x + J (η,ψ ) = 0 b t - ψ x + J (b,ψ ) = 0 Streamfunction ψ (x,z,t): u = ψ z , w = -ψ x ; Buoyancy b(x,z,t) Vorticity: η = ψ zz + δ 2 ψ xx ; Hydrostatic limit: δ 0; Laplacian: δ 1 Advection from Jacobian: J (f,ψ )= f x ψ x f z ψ z = f x ψ z - ψ x f z = uf x + wf z Simple Nonlinear Solutions ψ b = -ω 1 2 sin(x + z - ωt) Buoyancy-gravity as restoring forces oscillatory wave e i(k x x+k z z -ωt) Linear dispersion relation: ω 2 (k x ,k z )= k 2 x k 2 z +δ 2 k 2 x All (k x ,k z )-pairs satisfying linear dispersion relation give exact nonlinear solutions ! A simple sinusoidal one: k x = k z = 1, ω< 0. Linearized Equations ˜ η t + ˜ b x - J ( ω ˜ η + ω (1 + δ 2 ) ˜ ψ, 2 sin(x + z - ωt) ) = 0 ˜ b t - ˜ ψ x - J ( ω ˜ b + ˜ ψ, 2 sin(x + z - ωt) ) = 0 Goal: to characterize the linear instability of a simple sinusoidal wave Linearize w.r.t the nonlinear wave ψ b = -ω 1 2 sin(x + z - ωt)+ ˜ ψ ˜ b Linear PDEs with periodic, non-constant coefficients A problem for Floquet Theory Instability via Floquet Theory Textbook ODE example: Mathieu Equation ¨ u +(α + β cos t)u =0 ˙ u ˙ v = 0 1 -α - β cos t 0 u v Figure 2: Mathieu stability spectrum Floquet solution: u(t)= e ρt + -∞ c n e int = exponential part × co-periodic part Floquet Analysis for PDEs Product of exponential & co-periodic Fourier series ˜ ψ ˜ b = e i(kx+mz -Ωt) + -∞ v n e in(x+z -ωt) Floquet exponent Im Ω(k,m; ) > 0 instability Hill’s infinite matrix & generalized eigenvalue problem . . . . . . . . . S 0 M 1 M 0 S 1 . . . . . . . . . - Ω . . . Λ 0 Λ 1 . . . 2 × 2 real blocks: M n (k,m); S n (k,m) symmetric ; Λ n (k,m) diagonal Truncated matrix -N n N & compute eigenvalues {Ω(k,m; )} PDE Unstable Spectrum Maximum Growth Rate ( =0.1, δ = 0) Artificial periodicity due to index shift multiple counting (D.J. Muraki) ˜ ψ ˜ b = e i((k +q )x+(m+q )z -(Ω+ω q )t) + -∞ v n+q e in(x+z -ωt) Goal: Rules for determining Ω Figure 3: maximum growth rate vs “center-of-mass” uniqueness by D. J. Muraki Instability via Perturbation Methods Simple analogy from real polynomial pertur- bation. Complex roots only come from multiple root perturbation. -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 -1 0 1 x-axis y-axis Polynomial Perturbation (distinct roots vs double root) -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 0 1 2 3 x-axis y-axis Eigenvalue Degeneracy & Triad Resonances 0 < 1, instabilities via complex conjugate Ω from multiple eigenvalues at =0 Double root appearing in adjacent (n =0, 1) Fourier modes: ω (k,m)+ ω (1, 1) = ω (k +1,m +1) Unstable (k,m)-pair by PDE perturbation -3 -2 -1 0 1 2 -3 -2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 k-axis m-axis Triad resonance trace Figure 4: Triad resonant trace and unstable spectrum Internal gravity waves are unstable, a small perturbation can result in more complicated flows or even turbulences. 0 2 4 6 8 10 12 0 2 4 6 sinusoidal internal gravity wave at t = 0 x-axis z-axis 0 2 4 6 8 10 12 0 2 4 6 internal gravity wave at t = 4 x-axis z-axis Figure 5: Small disturbances grow to make a more complicated flow pattern References [1] D. J. Muraki, Unravelling the Resonant Instabilities of a Wave in a Stratified Fluid, 2007 [2] P. G. Drazin, On the Instability of an Internal Gravity Wave, Proceedings of the Royal Society of London. Series A, Mathematical and Physical Sciences, Vol. 356, No. 1686 (1977), 411-432 [3] D. W. Jordan and P. Smith (1987), Nonlinear Ordinary Differential Equations (Second Edition), Oxford Uni- versity Press, New York. pp. 245-257 [4] A. Nenes, laminar flow grid plot, [Image] Available: http://nenes.eas.gatech.edu/CFD/Graphics/d2grd.jpg A lenticular cloud over Mt. Fuji, [Image] Available: http://ecotoursjapan.com/blog/?p=123, November 30, 2009

Linear Instability of a Wave in a Density-Stratified Fluid

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Page 1: Linear Instability of a Wave in a Density-Stratified Fluid

Linear Instability of a Wave in a Density-Stratified Fluid

Yuanxun Bill Bao, David J. Muraki

Department of Mathematics, Simon Fraser University, Burnaby, BC, Canada

Introduction

• A fluid with depth-dependent density is said to be density-stratified . (ocean & atmosphere)

• Buoyancy & gravity-driven oscillatory waves (internal gravity waves) can be generated by adisplacement of a fluid element at the interface of stratified fluids.

• Physical realization: a strong wind flowing over a mountain range.

• One possible configuration is a steady laminar flow.

Figure 1: Streamlines of a laminar flow (A. Nenes) and a lenticular cloud formed over Mt.Fuji[4].

• Laminar flow, however, may become unstable because small disturbances can grow in time tomake the flow more complicated or even turbulent.

• We are interested in characterizing instabilities of these waves in terms of wavenumber (k,m).

Equations for a Density-Stratified Fluid

Equations of Motion

∇ · ~u = 0 (1)

Dt=

ρ0

gN2w (2)

D~u

Dt= −

1

ρ0

~∇p−g

ρ0ρz (3)

• (1) Zero-divergence, (2) Conservation ofmass, (3) Conservation of Momentum

• Velocity ~u = (u, v, w), density ρ(~x, t),pressure p(~x, t)

•Boussinesq approximation and Brunt-Vaisala frequency N

2D Streamfunction Formulation (dimensionless)

ηt + bx + J(η, ψ) = 0

bt − ψx + J(b, ψ) = 0

• Streamfunction ψ(x, z, t): u = ψz, w = −ψx; Buoyancy b(x, z, t)

• Vorticity: η = ψzz + δ2ψxx; Hydrostatic limit: δ → 0 ; Laplacian: δ → 1

• Advection from Jacobian: J(f, ψ) =fx ψxfz ψz

= fxψz − ψxfz = ufx + wfz

Simple Nonlinear Solutions

(

ψ

b

)

=

(

−ω1

)

2ε sin(x + z − ωt)

• Buoyancy-gravity as restoring forces ⇒ oscillatory wave ei(kxx+kzz−ωt)

• Linear dispersion relation: ω2(kx, kz) =k2

x

k2z+δ

2k2x

• All (kx, kz)-pairs satisfying linear dispersion relation give exact nonlinear solutions!

• A simple sinusoidal one: kx = kz = 1, ω < 0.

Linearized Equations

ηt + bx − εJ(

ωη + ω(1 + δ2)ψ , 2 sin(x + z − ωt))

= 0

bt − ψx − εJ(

ωb + ψ , 2 sin(x + z − ωt))

= 0

• Goal: to characterize the linear instability of a simple sinusoidal wave

• Linearize w.r.t the nonlinear wave

(

ψ

b

)

=

(

−ω1

)

2ε sin(x + z − ωt) +

(

ψ

b

)

• Linear PDEs with periodic, non-constant coefficients

• A problem for Floquet Theory

Instability via Floquet Theory

Textbook ODE example: Mathieu Equation

u + (α + β cos t)u = 0

(

u

v

)

=

[

0 1−α− β cos t 0

](

u

v

)

Figure 2: Mathieu stability spectrum

• Floquet solution: u(t) = eρt

+∞∑

−∞

~cneint

= exponential part × co-periodic part

Floquet Analysis for PDEs

• Product of exponential & co-periodic Fourier series

(

ψ

b

)

= ei(kx+mz−Ωt)

+∞∑

−∞

~vnein(x+z−ωt)

• Floquet exponent Im Ω(k,m; ε) > 0 ⇒ instability

• Hill’s infinite matrix & generalized eigenvalue problem

. . . . . .

. . . S0 εM1εM0 S1

. . .. . . . . .

− Ω

. . .Λ0

Λ1. . .

• 2 × 2 real blocks: Mn(k,m); Sn(k,m) symmetric ; Λn(k,m) diagonal

• Truncated matrix −N ≤ n ≤ N & compute eigenvalues Ω(k,m; ε)

PDE Unstable Spectrum

• Maximum Growth Rate (ε = 0.1, δ = 0)

• Artificial periodicity due to index shift ⇒ multiple counting (D.J. Muraki)

(

ψ

b

)

= ei((k+q)x+(m+q)z−(Ω+ωq)t)

+∞∑

−∞

~vn+qein(x+z−ωt)

• Goal: Rules for determining Ω

Figure 3: maximum growth rate vs “center-of-mass” uniqueness by D. J. Muraki

Instability via Perturbation Methods

• Simple analogy from real polynomial pertur-bation.

• Complex roots only come from multiple rootperturbation.

−2 −1.5 −1 −0.5 0 0.5 1 1.5 2

−1

0

1

x−axis

y−a

xis

Polynomial Perturbation (distinct roots vs double root)

−2 −1.5 −1 −0.5 0 0.5 1 1.5 2

0

1

2

3

x−axis

y−a

xis

Eigenvalue Degeneracy & Triad Resonances

• 0 < ε 1, instabilities via complex conjugate Ω from multiple eigenvalues at ε = 0

• Double root appearing in adjacent (n = 0, 1) Fourier modes: ω(k,m)+ω(1, 1) = ω(k+1,m+1)

• Unstable (k,m)-pair by PDE perturbation

−3 −2 −1 0 1 2−3

−2.5

−2

−1.5

−1

−0.5

0

0.5

1

1.5

2

k−axis

m−a

xis

Triad resonance trace

Figure 4: Triad resonant trace and unstable spectrum

• Internal gravity waves are unstable, a small perturbation can result in more complicated flows oreven turbulences.

0 2 4 6 8 10 120

2

4

6 sinusoidal internal gravity wave at t = 0

x−axis

z−a

xis

0 2 4 6 8 10 120

2

4

6 internal gravity wave at t = 4

x−axis

z−a

xis

Figure 5: Small disturbances grow to make a more complicated flow pattern

References

[1] D. J. Muraki, Unravelling the Resonant Instabilities of a Wave in a Stratified Fluid, 2007

[2] P. G. Drazin, On the Instability of an Internal Gravity Wave, Proceedings of the Royal Society of London. SeriesA, Mathematical and Physical Sciences, Vol. 356, No. 1686 (1977), 411-432

[3] D. W. Jordan and P. Smith (1987), Nonlinear Ordinary Differential Equations (Second Edition), Oxford Uni-versity Press, New York. pp. 245-257

[4] A. Nenes, laminar flow grid plot, [Image] Available: http://nenes.eas.gatech.edu/CFD/Graphics/d2grd.jpgA lenticular cloud over Mt. Fuji, [Image] Available: http://ecotoursjapan.com/blog/?p=123, November 30, 2009