Homework in Mathematical Hydrodynamics

Björn Gustafsson

1. Generalities
These are homeworks of mixed degrees of difficulty. The order in which they occur
is not related to the level of difficulty. Try to find a few problems which are on
your level and of your interest. You may solve problems only partially, or develop
them in other directions than stated.
In the text below all functions, vector fields, boundaries etc are assumed
sufficiently smooth, so that the ordinary rules of calculus work without problems.

2. Homework, set 1
2.1. Helicity
Let M be a bounded domain, homeomorphic to a ball, in R3 . Assume that ξ is a
vector field in M satisfying
div ξ = 0 in M,

ξ · n̂ = 0 on ∂M.
Then there exists a vector field η in M such that ξ = curl η in M .
The helicity of ξ is defined as
Z
H(ξ) = ξ · η dx.
M

The vector field η is far from being uniquely determined. Show that H(ξ) does not
depend on the choice of η.
If you prefer you may reformulate the problem into the language of differential
forms and solve it in that setting. ξ should then be a 2-form. You may then also
try to extend it to the case that M is a manifold of odd dimension.

Received by the editors May 9, 2006.

2 Björn Gustafsson

2.2. Estimate
With ξ and η as above, define the energy of ξ to be
Z
1
E(ξ) = ξ · ξ dx.
2 M
Show that the helicity gives a lower bound for the energy:
cH(ξ) ≤ E(ξ)
for some constant c > 0.
Hint: Show first that the vector η in the definition of helicity can be chosen
so that div η = 0 in M , η · n̂ = 0 on ∂M . After that you will have to prove a
Poincaré type inequality
Z Z
η · η dx ≤ C ξ · ξ dx.
M M

2.3. Energy
Let the vector field v in M satisfy the Navier-Stokes equations
∂v
+ (v · ∇)v = −∇p + ν∆v in M,
∂t
div v = 0 in M,
v · n̂ = 0 on ∂M,
where ν ≥ 0. In the case of Euler’s equation (ν = 0) we have shown in the lectures
that the energy E(v) (defined as in 2.2) is a constant of motion. Show that in the
general case
d
E(v) ≤ 0.
dt
2.4. Determinant
Recall the relation between the particle trajectory view and the field view of a
fluid motion:
• Particle view: a fluid particle originally at α ∈ M has the trajectory
t 7→ X(α, t).
• Field view: the fluid particle which at time t happens to be at the point
x has at that occasion the velocity v(x, t).
∂X(α,t)
The two views are connected via v(X(α, t), t) = ∂t . Following Arnold &
Khesin we use the notations
• Diffeo(M ) = the group of diffeomorphisms of M ,
• SDiffeo(M ) = the subgroup of Diffeo(M ) consisting of volume preserving
diffeomorphisms,
• Vect(M ) = the linear space of those vector fields in M which on ∂M are
tangent to the boundary,
• SVect(M ) = the subspace of Vect(M ) consisting of divergence free fields.
 Homework in Mathematical Hydrodynamics 3

It was stated, but never proved, in the lectures that a flow t 7→ X(·, t) ∈
Diffeo(M) is volume preserving (incompressible) if and only if for each t the vector
field v(·, t) ∈ Vect(M) is divergence free. So now I ask you to give a proof of this
fact, or more generally to prove the formula
¯
∂ ¯
J(α, t) = (div v)¯¯ · J(α, t),
∂t (X(α,t),t)
∂X(α,t)
where J = J(α, t) denotes the determinant of the Jacobi matrix ∂α .
2.5. Group properties
Continuing on the previous theme, any smooth map t 7→ X(·, t) ∈ SDiffeo (M )
corresponds to a motion of some kind of fluid in M , and hence to a family of
vector fields t 7→ v(·, t) ∈ SVect (M ). (We are ignoring the Navier-Stokes/Euler
equations here.)
A flow is called stationary if ∂v
∂t = 0. What property of the map t 7→ X(·, t)
corresponds to the flow being stationary?
2.6. Conducting fluid/magnetohydrodynamics
A fluid is called perfectly conducting if in the presence of an electric field E and
magnetic field B the “electromotive intensity” vanishes:
E + v × B = 0.
Here v is the flow velocity, as usual.
Suppose there are no charges, but there is is an electric current density J, a
vector field. The Lorenz force acting on the fluid is then F = J × B, hence the
Navier-Stokes equations take the form
∂v
+ (v · ∇)v = −∇p + J × B + ν∆v in M
∂t
(plus incompressibility and boundary conditions as usual).
Assuming ν = 0 (Euler), show that B is invariant under the flow in the same
sense as the vorticity is:
∂B
+ (v · ∇)B = (B · ∇)v.
∂t
Show also that Z
d
v · B dx = 0
dt M
under the assumption that B · n̂ = 0 on ∂M .
(If you prefer to rewrite everything in terms of differential forms, then E will
be a 1-form and B a 2-form. v × B will become −i(v)B where i(v) denotes interior
derivation with respect to v and J × B will become−i(J)B, considering J still as
a vector.)
This homework is taken from T. Frankel: The Geometry of Physics (1st edi-
tion, end of section 4.3, p.145). You will (probably) have to know some of Maxwell’s
equations.
4 Björn Gustafsson

2.7. How many?

Let M be a bounded domain in R2 . How many vector fields v are there satisfying
div v = 0 in M,

curl v = 0 in M,
v · n̂ = 0 on ∂M
if M is simply connected? The same question if M is doubly connected. Find them
all in the case of an annulus, say M = {x ∈ R2 : 1 < |x| < 2}.
Also try to answer the same questions in three dimension, with for example
M = {x ∈ R3 : |x| < 1} and M = {x ∈ R3 : 1 < |x| < 2}.

2.8. Stationary
Assume that a flow satisfying the Navier-Stokes equation (as in 2.3 above) in a
bounded domain M is irrotational: curl v = 0. Does it follow that the flow is
stationary: ∂v
∂t = 0?

2.9. Pressure
Consider a flow satisfying the Navier-Stokes equations in a bounded domain M in
three dimensions. The total pressure which the fluid exerts on the bounday is
Z
p · n̂dS,
∂M

a vector-valued integral. Show that it equals zero.

In case ∂M has two components, e.g. for M = {x ∈ R3 : 1 < |x| < 2},
must the pressure on each individual component also be zero? (Proof or counter-
example.)
You may do this exercise in two dimensions if you prefer, and also take the
viscosity to be zero.

2.10. Vortex motion in a bounded domain

Let M be a simply connected bounded domain in R2 . We consider an inviscid
(ν = 0) flow in M with the vorticity concentrated to one single point. If this is
the situation initially, the flow will remain of the same type, by “conservation of
vorticity”, but the point of vorticity will move around.
We use complex variable notations (z = x + iy = x1 + ix2 etc.), identifying
R2 with C, and denote the point of vorticity ζ(t). If the strength of the vortex is
α then the stream function will be
α
ψ(z, t) = − log |z − ζ(t)| + harmonic function = αG(z, ζ(t)),
2π
where G(z, ζ) is the Green function of the domain with singularity as above and
boundary value zero (with respect to z).
 Homework in Mathematical Hydrodynamics 5

(i) Find the equations of motion for ζ(t). These will involve the harmonic function
1
above, i.e., the function H(z, ζ) in G(z, ζ) = − 2π log |z − ζ| + H(z, ζ). To be more
precise, the equations of motion will be of the form
dζ(t) ∂E(ζ(t))
= −2i
dt ∂ζ
for a certain real-valued function E(ζ), called the Kirchhoff-Routh path function,
which you will have to find.
The equations are on Hamiltonian form, which you will see when you spell
them out in real and imaginary parts (do that).

(ii) Conclude that the vortex moves along a level line of E(ζ):
E(ζ(t)) = constant.

(iii) Find the boundary values of E on ∂M . Conclude that the motion in most
cases is periodic.

(iv) Is there any possibility that the flow is stationary?

(v) If the vortex ζ(t) is close to the boundary it will move almost parallel to it.
In which direction will it move? Will the fluid picture be that the vortex “rolls”
along the boundary or will it be the opposite? Give an intuitive explanation for
your answer.

2.11. Liouville’s equation

We continue on the previous problem. For parts the following tasks you need to
know some amount of complex analysis.

(vi) Find E explicitly in the case M is the unit disc: M = {z ∈ C : |z| < 1}.

(v) Prove that E (or rather a rescaled version of it: u = aE + b for suitable
constants a and b) satisfies the Liouville equation
∆u = eu in M
when M is the unit disc.

(vi) Prove that the Liouville equation holds for an arbitrary simply connected M
(except the entire plane). Hint: Try to figure out how E behaves under conformal
mapping.
(The Liouville equation does not hold when M is multiply connected but
there are other equations which hold, for example
∆u(z) = K(z, z),
where K(z, w) is the so-called reduced Bergman kernel for M .)
6 Björn Gustafsson

2.12. Several point vortices

It was shown in the lectures that for a system of m point vortices z1 (t),. . . , zm (t)
in the entire plane, with strengths α1 ,. . . , αm , the time evolution is given by the
Hamiltonian system
dzk ∂E
αk = −2i (k = 1, . . . , m),
dt ∂z k
where
1X
E = E(z1 , . . . , zm ) = − αk αj log |zk − zj |
π
k<j

is a renormalized energy for the system.

There is a general principle of E. Noether saying that to every one-parameter
family of symmetries of a Hamiltonian system there corresponds a conserved quan-
tity (integral of motion). In our case we have the following symmetries.
• E does not depend explicitly on time.
• E is translationally invariant: E(z1 + a, . . . , zm + a) = E(z1 , . . . , zm ) for
every a ∈ C
• E is rotationally invariant: E(z1 eiϕ , . . . , zm eiϕ ) = E(z1 , . . . , zm ) for every
ϕ ∈ R.
Find the corresponding conserved quantities.
The above suggests that a system with two vortices always will behave well.
Find the explicit solution (at least as to the trajectories) of the two point vortex
system with α1 = 2, α2 = −1, z1 (0) = 1, z2 (0) = 3. (You may also try other data
or try to find out the general principles.)

3. Homework set 2
3.1. Derivation of vortex equations
We consider incompressible flow in the complex plane. Let ψ = ψ(z, t) be the
stream function, p = p(z, t) the pressure, and introduce the complex-valued func-
tion
∂ψ ∂ψ ∂ψ
f (z, t) = 2 +p−i .
∂z ∂z ∂t
As was shown in the lectures, the Euler equations become
∂f ∂ ∂ψ 2
=2 ( ) ,
∂z ∂z ∂z
or, using differential forms (with respect to the space variables),
∂ψ 2
d(f dz + 2( ) dz = 0.
∂z
 Homework in Mathematical Hydrodynamics 7

A weak version of Euler’s equations is obtained by integrating the above 2-form

over an arbitrary domain D. This gives, passing to the boundary,
Z Z
∂ψ 2
f dz + 2 ( ) dz = 0.
∂D ∂D ∂z
Show that, with
Xm
αk
ψ(z, t) = − log |z − zk (t)|,
2π
k=1
i.e., in the case of m point vortices in the entire plane as in the previous exercise,
we have Z X dzk
f dz = αk ,
∂D dt
αk ∈D
Z X ∂E
∂ψ 2
( ) dz = −i .
∂D ∂z αk ∈D
∂zk
Thus the vortex equations of the previous exercise follow from the above weak
form of the Euler equation.
3.2. Vector stream function
In two-dimensional incomplessible flow there always exists a scalar stream function
ψ related to the veocity field by
v = J∇ψ,
where J is the operation of rotating 90 degrees in the clockwise direction. ψ is
constant (with respect to the space variables) on each component of the boundary
of the fluid domain M and it is uniquely determined up to an additive constant.
All this is a consequence of div v = 0.
In three dimensions the incompressibility div v = 0 ensures, at least locally,
the existence of vector stream function ψ such that
v = curl ψ.
• Show that ψ can be chosen so that it satisfies div ψ = 0. Conclude that
the vorticity ω is then gotten from ψ by ω = −∆ψ (vector Laplace).
• Is ψ always single-valued in all M ?
• What boundary conditions should ψ satisfy?
3.3. Jacobi identities
In two dimensions, the Euler-Helmholtz equation can be written in terms of the
stream function as
∂ω
= {ω, ψ},
∂t
where {ω, ψ} denotes the usual Poisson bracket (or Jacobi determinant).
Conclude that a two-dimensional Euler flow is stationary if and only if ω
and ψ are functionally related, say ω = F (ψ) (or the other way around) for some
function F .
8 Björn Gustafsson

The above Poisson bracket satisfies Jacobi’s identity:

{a, {b, c}} + {b, {c, a}} + {c, {a, b}} = 0
for any functions a, b, c . Show that in three (actually in any number of) dimensions
the Euler-Helmholtz equations can be written
∂ω
= [ω, v],
∂t
where also the bracket [·, ·] satisfies the Jacobi identity. Note that in this bracket
there is v in place of ψ. Is there, in three dimensions, also a bracket {ω, ψ} with ψ
a vector stream function so that the first version of the Euler-Helmholtz equation
holds?
3.4. Hele-Shaw equation, string equation
In the simplest version of Hele-Shaw evolution, or Laplacian growth, a simply
connected domain D = D(t) in the complex plane evolves in time according to the
∂GD(t)
rule that the velocity of ∂D(t) in the outward normal direction equals − ∂n (·, t),
where GD (z, w) denotes the ordinary Green function of the domain D. Let f =
f (ζ, t) be the conformal map from the unit disk onto D(t) normalized by f (0, t) =
0, ∂f
∂ζ (0, t) > 0.
Show that in terms of f the law for the evolution of D(t) becomes
∂f (ζ, t) ∂f (ζ, t)
Re [ ζ ]=1 for |ζ| = 1.
∂t ∂ζ
Writing f = u + iv and ζ = eiθ (for |ζ| = 1), show also that the equation takes the
elegant form
{u, v} = 1,
where {·, ·} denotes the Poisson bracket with respect to the independent variables
t and θ. This equation also occurs in other branches of mathematical physics, like
integrable systems and string theory.
3.5. From book
Choose problems from some book in hydrodynamics and solve them.
3.6. Essay
Write an essay on a topic of your own choice in hydrodynamics.