Computational modelling of bifurcations and instabilities in fluid dynamics

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Abstract: Steady states and traveling waves play a fundamental role in understanding hydrodynamic problems. Even when unstable, these states provide the bifurcation-theoretic explanation for the origin of the observed states. In turbulent wall-bounded shear flows, these states have been hypothesized to be saddle points organizing the trajectories within a chaotic attractor. These states must be computed with Newton's method or one of its generalizations, since time-integration cannot converge to unstable equilibria. The bottleneck is the solution of linear systems involving the Jacobian of the Navier-Stokes or Boussinesq equations. Originally such computations were carried out by constructing and directly inverting the Jacobian, but this is unfeasible for the matrices arising from three-dimensional hydrodynamic configurations in large domains. A popular method is to seek states that are invariant under numerical time integration. Surprisingly, equilibria may also be found by seeking flows that are invariant under a single very large Backwards-Euler Forwards-Euler timestep. We show that this method, called Stokes preconditioning, is 10 to 50 times faster at computing steady states in plane Couette flow and traveling waves in pipe flow. Moreover, it can be carried out using Channelflow (by Gibson) and Openpipeflow (by Willis) without any changes to these popular spectral codes. We explain the convergence rate as a function of the integration period and Reynolds number by computing the full spectra of the operators corresponding to the Jacobians of both methods.


The first flow instabilities were studied in the pre-computer era when only analytical studies were possible. The availability of computers for numerical modelling, followed by the rapid growth of computational power, led to the implementation of numerical analysis tools in stability and bifurcation studies. The purpose of this book is to assemble descriptions of the most advanced numerical techniques, as well as to review some recently solved instability problems. The book is organized in three parts. Part I (Novel methods and approaches) contains successively some studies on: ``Order of magnitude speedup for steady states and traveling waves via Stokes preconditioning in chanel flow and open flow by Tuckerman, Langham and Willis, ``Time-stepping and Krylov methods for large-scale instability problems by Loiseau, Bucci, Cherubini and Robinet, ``Spatial and temporal adaptivity in numerical studies of instabilities, with applications to fluid flows by Hazel, ``Unstable periodically forced Navier-Stokes solutions towards nonlinear first-principle reduced-order modeling of actuator performance by Morzynski, Szeliga and Noack, ``On acceleration of Krylov-subspace-based Newton and Arnoldi iterations for incompressible CFD: replacing time steppers and generation of initial guess by Gelfgat. Part II (Reviews of methods, approaches, and problems) is devoted to ``Stationary flows and periodic dynamics of binary mixtures in tall laterally heated slots by Umbria and Net, ``A brief history of simple invariant solutions in turbulence by van Veen, ``The lid driven cavity by Kuhlmann and Romano, ``Instabilities in the wake of an inclined prolate spheroid by Anderssson, Jiang and Okulov, ``Global Galerkin method for stability studies in incompressible CFD and other possible applications by Gelfgat. Part III (Some recently solved problems) presents the following studies: ``Instabilities in extreme magnetoconvection by Ziganov, Listratov, Zhang and Sviridov, ``A mathematical and numerical framework for the simulation of oscillatory buoyancy and Marangoni convection in rectangular cavities with variable cross section by Lappa, ``Continuation for thin film hydrodynamics and related scalar problems by Engelnkemper, Gurevich, Uecker, Wetzel and Thiele, ``Numerical bifurcation analysis of marine ice sheet models by Mulder, Dijkstra and Wubs. The book adresses state-of-the-art developments in numerical techniques for computational modelling of fluid instabilities and related bifurcation structures and thereby provides a comprehensive review of recently solved challenging problems in the field.




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