2006EMP
2006EMP
1. Introduction
A vortex is commonly associated with the rotating motion of fluid around a
common centerline. It is defined by the vorticity in the fluid, which measures
the rate of local fluid rotation. Typically, the fluid circulates around the vortex,
the speed increases as the vortex is approached and the pressure decreases. Vor-
tices arise in nature and technology in a large range of sizes as illustrated by the
examples given in Table 1. The next section presents some of the mathematical
background necessary to understand vortex formation and evolution. Section 3
describes sample flows, including important instabilities and reconnection pro-
cesses. Section 4 presents some of the numerical methods used to simulate these
flows.
Vortex Diameter
−8
superfluid vortices 10 cm (= 1Å)
trailing vortex of Boeing 727 1–2 m
dust devils 1–10 m
tornadoes 10–500 m
hurricanes 100–2000 km
Jupiter’s Red Spot 25,000 km
spiral galaxies thousands of light years
2. Background
Let D be a region in 3D space containing a fluid, and let x = (x, y, z)T be a
point in D. The fluid motion is described by its velocity u(x, t) = u(x, t)i +
v(x, t)j+w(x, t)k, and depends on the fluid density ρ(x, t), temperature T (x, t),
gravitational field g and other external forces possibly acting on it. The fluid
vorticity is defined by ω = ∇×u. The vorticity measures the local fluid rotation
about an axis, as can be seen by expanding the velocity near x = x0 ,
1
u(x) = u(x0 ) + D(x0 )(x − x0 ) + ω (x0 ) × (x − x0 ) + O(|x − x0 |2 ) (1)
2
where "ux uy uz #
1
D(x0 ) = (∇u + ∇u ), ∇u = vx vy vz .
T
(2)
2 wx wy wz
The first term u(x0 ) corresponds to translation: all fluid particles move with
constant velocity u(x0 ). The second term D(x0 )(x − x0 ) corresponds to a
strain field in the three directions of the eigenvectors of the symmetric matrix
D. If the eigenvalue corresponding to a given eigenvector is positive, the fluid is
stretched in that direction, if it is negative, the fluid is compressed. Note that
in incompressible flow ∇ · u = 0, so the sum of the eigenvalues of D equals zero.
1
(a) (b)
Figure 1: Strainfield. (a) Two positive eigenvalues, sheet formation. (b) One
positive eigenvalue, tube formation.
Thus at least one eigenvalue is positive and one negative. If the third eigenvalue
is positive, fluid particles move towards sheets (Fig. 1a). If the third eigenvalue
is negative, fluid particles move towards tubes (Fig. 1b). The last term in Eq.
(1), 12 ω (x0 ) × (x − x0 ), corresponds to a rotation: near a point with ω (x0 ) 6= 0,
the fluid rotates with angular velocity |ω ω |/2 in a plane normal to the vorticity
vector ω . Fluid for which ω = 0 is said to be irrotational.
A vortex line is an integral curve of the vorticity. For incompressible flow,
∇ · ω = ∇ · (∇ × u) = 0 which implies that vortex lines cannot end in the interior
of the flow, but must either form a closed loop or start and end at a bounding
surface. In 2D flow, u = ui + vj and the vorticity is ω = ωk, where ω = vx − uy
is the scalar vorticity. Thus in 2D, the vorticity points in the z-direction and
the vortex lines are straight lines normal to the x-y plane. A vortex tube is a
bundle
R of vortex lines. The strength of a vortex tube is defined as the circulation
C
u · ds about a curve C enclosing the tube. By Stokes’ Theorem,
Z Z Z
u · ds = ω · ndS , (3)
C A
and thus the circulation can also be interpreted as the flux of vorticity through
a cross section of the tube. In inviscid incompressible flow of constant density,
Helmholtz’ Theorem states that the tube strength is independent of the curve
C, and is therefore a well-defined quantity, and Kelvin’s Theorem states that a
tube’s strength remains constant in time. A vortex filament is an idealization
in which a tube is represented by a single vortex line of nonzero strength.
The evolution equation for the fluid vorticity, as derived from the Navier-
Stokes Equations, is
dω
ω
= ω · ∇u + ν∆ω ω (4)
dt
where d/dt = ∂/∂t + u · ∇ is the total time derivative. Equation (4) states that
the vorticity is transported by the fluid velocity (first term), stretched by the
fluid velocity gradient (second term), and diffused by viscosity ν (last term).
These equations are usually nondimensionalized and written in terms of the
Reynolds number, a dimensionless quantity inversely proportional to viscosity.
2
(a) (b)
speed |u|
distance r
Figure 2: Flow induced by a point vortex. (a) Streamlines. (b) Speed |u| vs.
distance r.
3
(a) (b)
y y
Uo u ω
4
(a) y (b)
w
2d
U
0.65 kd
(a) (b)
y w
U k
5
Figure 7: Sketch. Shear layer separation and roll-up into trailing vortices behind
an airfoil.
plots w(k) for a constant vorticity layer of thickness 2d. The wavenumber of
maximal growth is proportional to 1/d.
A vortex sheet is a model for a shear layer. The layer is approximated by a
surface of zero thickness across which the tangential velocity is discontinuous,
as illustrated in Fig. 5(a). In this case the dispersion relation reduces to w(k) =
±k . That is, for each wavenumber k there is a growing and a decaying mode,
and the growing mode grows faster the higher the wavenumber is, as shown
in Fig. 5(b). The vortex sheet arises from a constant vorticity shear layer as
the thickness d → 0 and the vorticity ω → ∞ in such a way that the product
ω d remains constant. Figure 6 shows the roll-up of a periodically perturbed
vortex sheet due to the Kelvin-Helmholtz instability, computed using one of the
methods described in §4.
3.2 Aircraft trailing vortices
One can often observe trailing vortices that shed from the wings of a flying
aircraft (also called contrails). These vortices are formed because the wing
develops lift. The pressure on the top of the wing is lower than on bottom,
causing air to move around the edge of the wing from the bottom surface to
the top. The boundary layer on the wing separates as a shear layer that rolls
up into a vortex attached to the tip of the wing (Fig. 7). Since the velocity
inside the vortex is high, the pressure is correspondingly low and causes water
vapor in the air to condense, forming water droplets that visualize the vortices.
The vortex strength increases with increasing lift, and is particularly strong in
high-lift conditions such as take-off and landing. Since lift is proportional to
weight, it also increases with the size of the airplane. Vortices of large planes
are strong enough to flip a small one if it gets too close. Trailing vortices are the
principal reason for the time delay between take-off and landing and are still a
serious issue for crowded urban airports.
The trailing vortices can be modelled by a pair of counter-rotating vortex
lines (Fig. 8a). Two parallel vortex lines of opposite strength induce a downward
motion on each other, similar to two point vortices, the zero core limit. Two
point vortices of strength ±Γ at a distance 2d from each other translate with
6
(a)
(b)
(c)
Figure 8: Sketch. Onset of Crow instability in a pair of vortex lines and ensuing
reconnection.
Γ −Γ
2d
7
self-induced velocity
Γ
U= (8)
4πd
(Fig. 9). As a result trailing vortices near takeoff hit the ground as a strong
downwash air current.
Vortex decay results generally from the development of instabilities. Two
parallel vortex tubes are subject to the long-wavelength Crow instability. Trig-
gered by turbulence in the surrounding air, or by local variations in air temper-
ature or density, the vortices develop symmetric sinusoidal perturbations with
long wavelength, of the same order as the vortex separation (Fig. 8b). As the
perturbations grow to finite amplitude the tubes reconnect and produce a se-
quence of vortex rings. Note that the two-dimensional schematic in Fig. 8c does
not convey the three-dimensional structure of the rings. The reconnection pro-
cess destroys the initial wake structure more rapidly than viscous decay of the
individual filaments.
Of much interest is the study of how to accelerate the vortex decay. High
aspect ratio vortices are subject to a shorter wavelength elliptic instability, which
leads to earlier destruction. However, such vortices are not realistic in current
aircraft wakes. Wing designs have been proposed in which more that two trailing
vortices form which interact strongly and lead to faster decay. Other interesting
aspects are the effect of ambient turbulence and vortex breakdown. Breakdown
refers to a disturbance in the vortex core in which it quickly, within an axial
distance of few core diameters, develops a region of reversed flow and loses its
laminar behaviour.
Unlike the counterrotating vortices discussed so far, two equally signed vor-
tices rotate under their self-induced velocity about a common axis. If the sep-
aration distance between them is too small, two equally signed patches merge
into one. Vortex merging occurs in two- or three-dimensional flows, as opposed
to vortex reconnection, which is a strictly three-dimensional phenomenon.
3.3 Vortex rings
A vortex tube that forms a closed loop is called a vortex ring. Vortex rings
can be formed by ejecting fluid from a circular opening, such as when a smoke
ring is formed. The boundary layer wall vorticity separates at the opening as
a cylindrical shear layer that rolls up at its edge into a ring (Fig. 10). The
vorticity is concentrated in a core, which may be thin or thick relative to the
ring diameter. The limiting cases are an infinitely thin circular filament of
nonzero circulation and the Hill’s vortex, in which the vorticity occupies all the
interior of a sphere.
Just as a conterrotating vortex pair, a ring translates under its self-induced
velocity U in direction normal to the plane of the ring (Fig. 11). However, unlike
the vortex pair, the ring velocity depends significantly on its core thickness. For
a ring with radius, circulation and core size R, Γ, a, the self-induced velocity is
Γ ³ 8R 1 ´
U∼ log − , (9)
4πR a 4
8
Figure 10: Vortex ring, formed by ejecting fluid from a circular tube.
R
Γ
9
Figure 12: Sketch. Onset of azimuthal vortex ring instability.
10
Polar front
Polar
vortex Polar jet stream
Ferrel cell
Subtropical
jet stream
Hadley Cell
fashion but induce chaos in a region of fluid moving with them. Similarly, two
corotating vortices of equal strength that are turned on and off periodically
so that one is on when the other is off, known as the blinking vortices, rotate
around a common axis in a stepwise manner but induce chaos in nearby regions.
On the other hand, if there are four of more vortices present, the vortex motion
itself is generally chaotic. It should be noted that there are also nonchaotic
equilibrium solutions of four or more vortices forming what is called a vortex
crystal.
Information about chaotic particle motion is obtained by studying Poincaré
sections, examining associated stable and unstable manifolds, and investigating
the existence of chaotic maps such as the horseshoe map.
3.5 Atmospheric vortices
Atmospheric vortices are driven by temperature gradients, Earth’s rotation
(Coriolis force), spatial landscape variations, and instabilities. For example,
temperature differences between the equator and the poles and Earth’s rotation
lead to large scale vortices such as the trade winds (Hadley cell), the jet streams,
and the polar vortex (Fig. 13). Semi-annual temperature oscillations are respon-
sible for the Indian monsoons. Daily oscillations cause land- and sea-breezes.
Landscape variations can cause urban-rural wind flows and mountain-valley cir-
culations.
Instabilities are often responsible for large cyclonic vortices. Barotropic in-
stability results from large horizontal velocity gradients, and has been deemed
responsible for disturbances over the Sahara region that occasionally intensify
into tropical cyclones. Baroclinic instability, which occurs when temperature
advection is superposed on a velocity field, can lead to cyclonic vortices at the
front between air of polar origin and that of tropical origin. The inertial or
centrifugal instability occurs when air flows around high pressure systems and
the pressure gradient force is not large enough to balance the centripetal accel-
eration and the Coriolis effect.
Vortices also form on other planets with an atmosphere. On Mars dust devils
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are quite common. They are about 10-50 times larger than the ones on Earth
and can carry high voltage electric fields caused by the rubbing of dust grains
against each other. Jupiter’s characteristic spots are extremely large storm
vortices. The Great Red Spot is a vortex spanning twice the diameter of the
Earth. Unlike the low pressure terrestrial storms and hurricanes, the Great Red
Spot is a high-pressure system that has been stable for more than 300 years.
Other vortices on Jupiter decay and vanish, such as the White Ovals, three
large anticyclones which merged into one within two years. Recent computer
simulations predict that many of Jupiter’s vortices will merge and disappear in
the next decade. As a result, mixing of heat across zones will decay and the
planet’s temperature is predicted to increase.
Numerical simulations of the atmosphere are expensive due to the large
number of parameters and the relatively small scales that need to be resolved.
For climate models and medium range forecast models, the governing 3D com-
pressible Euler Equations are simplified using the hydrostatic approximation (in
which only the pressure gradient and the gravitational forces are retained in the
vertical momentum equation) and the anelastic approximation (in which dρ/dt
is neglected), to obtain the Primitive Equations. Additional vertical averaging
yields the Shallow Water Equations. One big hurdle is to accurately incorpo-
rate the effect of clouds, which is significant and is usually treated using subgrid
models.
3.6 Vortices in superfluids and superconductors
At temperatures below 2.2 K, liquid helium is a superfluid, meaning that it
acts essentially like a fluid with zero viscosity governed by the Euler Equations.
The fluid is irrotational except for extremely thin vortex filaments, which are
formed by quantum mechanical processes. Since the vortices cannot end in the
interior of the flow, they can be generated only at the surface or they nucleate
as vortex rings inside the fluid. As an example, if a cylindrical container with
helium is rotated sufficiently fast, vortex lines attached to both ends of the
container appear. These quantum vortices have discrete values of circulation
(= nh/m, where h = Planck’s constant, m = mass of helium atom, n = integer),
core sizes of about 1 Angstrom (roughly the diameter of a single hydrogen atom)
and move without viscosity.
Similarly, certain types of materials lose their electric resistance at low tem-
peratures and become superconductors. One distinguishes type I supercon-
ductors (most pure metals) from type II superconductors (alloys). Using the
Ginzburg-Landau theory it has been predicted that in type II superconductors
a lattice of vortex filaments forms, each carrying a quantized amount of mag-
netic flux. This was subsequently confirmed by experimental observation. More
precisely, for temperatures T below a critical value Tc , there are three regions
corresponding to increasing values of the magnetic field (Fig. 14). At low mag-
netic fields H < Hc1 no vortices exist (superconducting phase). At intermediate
values Hc1 < H < Hc2 the magnetic field penetrates the superconductor in the
form of quantized vortices, also called flux lines (mixed phase). The values
Hc1,c2 are determined by the London penetration depth λ which measures the
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H c2
normal
conductor
H mixed phase
H c1
superconductor
no vortices
0 T Tc
Figure 14: Superconductor phase dependence on magnetic field H and temper-
ature T .
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xj (t) evolve in the induced velocity field
dxj X N
= Γk K2d (xj − xk ) , (10)
dt k=1
k6=j
where the exclusion k 6= j accounts for the fact that a point vortex induces
zero velocity on itself. The solution to the system of ordinary differential equa-
tions (10) can be obtained using any method such as Runge Kutta or Adams-
Bashforth.
The point vortex approximation can be written in Hamiltonian form
dxj 1 ∂H dyj 1 ∂H
=− , = , (11)
dt Γj ∂yj dt Γj ∂xj
1 XX £ ¤
N N
H(x, y) = Γj Γk log (xj − xk )2 + (yj − yk )2 (12)
4π j=1 k=1
k>j
is conserved along fluid particles, dH/dt = 0. The method also conserves the
fluid circulation and the linear and angular momenta.
Ideally, the solution to (10) should converge as N → ∞ to the solution of the
Euler Equations. This is true for smooth vorticity distributions, but for singular
distributions such as a vortex sheet, the situation is more complicated. The
vortex sheet, a curve in the plane, develops a singularity in finite time at which
the curvature becomes unbounded at a point. The point vortex approximation
converges before the singularity formation time, provided the growth of spurious
roundoff error due to Kelvin-Helmholtz instability is suppressed using a filter.
However, past the singularity formation time, the point vortex approximation
no longer converges.
The general approach is to replace the singular kernel K2d by a regularization
Kδ2d , such as
δ 1 −yi + xj
K2d = (13a)
2π |x|2 + δ 2
1 −yi + xj ³ −|x|2 /δ 2
´
K2dδ
= 1 − e (13b)
2π |x|2
where δ is a numerical parameter. The regularization amounts to replacing the
delta-function vorticity of a point vortex by an approximate delta-function. In
order to recover the solution to the Euler Equations it is necessary to study the
limit N → ∞, δ → 0. For smooth vorticity distributions, this process converges.
For vortex sheet initial data, there is evidence of convergence, but details of the
limiting behaviour remain under investigation. Regularized solutions with fixed
value δ and vortex sheet initial data are shown in Figs. 6 and 15. Figure 6 shows
the onset of the Kelvin Helmholtz instability in a periodically perturbed flat
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Figure 15: Computed evolution of an elliptically loaded flat vortex sheet.
vortex sheet. Figure 15 shows the rollup of an elliptically loaded flat vortex sheet
that models the evolution of an aircraft wake (see Fig. 7). The correspondence
between the two-dimensional simulation and the three-dimensional wake is made
by replacing the spatial coordinate in the aircraft’s line of flight by a time
coordinate.
4.2 Contour dynamics in 2D
Consider a planar patch of constant vorticity ωo bounded by a curve x(s, t), 0 ≤
s ≤ L, moving in inviscid, incompressible flow. In view of Kelvin’s Theorem
and Eq (5), the vorticity in the patch remains constant and equal to ωo for all
time, and the patch area remains constant. Only the patch boundary moves.
The velocity at a point x(α, t) on the boundary can be written as a line integral
over the boundary:
Z
dx ωo ∂x
=− log |x − x(s, t)| ds . (14)
dt 2π C ∂s
The contour dynamics method consists of approximating a given vorticity dis-
tribution by a superposition of vortex patches, and moving their boundaries
according to Eq (14). This method has been applied to compute the evolution
of single vortex patches and shear layers, and to geophysical flows. Typically, fil-
amentation occurs: the patch develops thin filaments which increase the bound-
ary length significantly and thereby the computational expense. The approach
generally taken is to remove the thin filaments at several times throughout the
computation, which is referred to as contour surgery. The contour dynamics
approach as well as the point vortex approximation have also been generalized
to treat quasigeostrophic flows.
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4.3 Vortex filament methods in 3D
Vortex simulations in 3D differ from 2D in that the stretching term in Eq (4)
needs to be incorporated. The vortex filament method approximates the fluid
vorticity by a finite number of filaments whose circulation remains constant in
time. Each filament is marked by computational meshpoints which move with
the regularized induced velocity. The regularization is necessary to prevent the
infinite self-induced velocities of curved vortex filaments. As in 2D, this method
automatically conserves circulation. Vorticity stretching is accounted for by the
stretching between computational meshpoints. As the filament length increases,
more meshpoints are typically introduced to keep it resolved. Also, the number
of filaments can be increased throughout the simulation to maintain resolution.
4.4 Viscous vortex methods
While inviscid models are expected to approximate small viscosity fluids well
far from boundaries, near boundaries, where vortex shedding is an inherently
viscous mechanism, it is important to incorporate effects of viscosity. The first
methods to do so used operator splitting in which inviscid and viscous terms
of the Navier-Stokes equations were solved in a sequential manner. In each
timestep, the computational elements would first be convected, and then they
would be diffused by a random walk scheme. The particle strength exchange
method, introduced more recently, does not rely on operator splitting and has
better accuracy. The particle position and vorticity evolve simultaneously, and
viscous diffusion is accounted for in a consistent manner.
References
References [13,21] are recommended as elementary introduction to vortex
flows. Reference [22] presents beautiful and instructive flow visualizations.
Comprehensive treatments of incompressible fluid dynamics are given in Refer-
ences [4,7,12,18], for compressible flow see [1]. Reference [8] gives an overview
of numerical vortex methods. Special topics are addressed in [2] (atmosphere),
[3,15,17] (point vortex motion and chaos), [5,9] (superfluids and superconduc-
tors), [6] (turbulence theory using statistical mechanics), [11] (vortex recon-
nection), [14] (theory for Euler and Navier-Stokes Equations), [16] (contour
dynamics), [19] (vortex rings), and [20] (aircraft trailing vortices). Reference
[10] includes survey articles on various topics.
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[3] Aref, H. (1983), Integrable, chaotic, and turbulent vortex motion in two-
dimensional flows, Ann. Rev. Fluid Mech. 15, 345–89.
[4] Batchelor, G. K. (1967), An Introduction to Fluid Dynamics. Cambridge:
Cambridge University Press.
[5] Blatter, G., Feigel’man, M. V., Geshkenbein, V. B., Larkin, A. I. & Vi-
nokur V. M. (1994), Vortices in high-temperature superconductors, Rev.
Mod. Phys. 66 (4), 1125–388.
[6] Chorin, A.J. (1994), Vorticity and Turbulence, New York: Springer Verlag.
[7] Chorin, A. J. & Marsden, J. E. (1992), A Mathematical Introduction to
Fluid Mechanics. 3rd ed, New York: Springer Verlag.
[8] Cottet, G.-H. & Koumoutsakos, P. D. (2000), Vortex Methods: Theory
and Practice. Cambridge: Cambridge University Press.
[9] Donnelly R. J. (1991), Quantized Vortices in Helium II. Cambridge: Cam-
bridge University Press.
[10] Green, S. I. (ed) (1995), Fluid Vortices. Kluwer Academic Publishers,
Dordrecht.
[11] Kida, S. & Takaoka, M. (1994), Vortex reconnection, Annu. Rev. Fluid
Mech. 26, 169–89.
[12] Lamb, H. (1932), Hydrodynamics. 6th ed, New York: Dover.
[13] Lugt, H. J. (1983), Vortex Flow in Nature and Technology. New York:
Wiley.
[14] Majda A. J. & Bertozzi A. L. (2002), Vorticity and Incompressible Flow.
Cambridge: Cambridge University Press.
[15] Newton, P. K. (2001), The N-Vortex Problem: Analytical Techniques.
New York: Springer Verlag.
[16] Pullin, D. I. (1992), Contour dynamics methods, Ann. Rev. Fluid Mech.
24, 89–115.
[17] Ottino, J. M. (1989), The Kinematics of Mixing: Stretching, Chaos, and
Transport. Cambridge: Cambridge University Press.
[18] Saffman, P. G. (1992), Vortex Dynamics. Cambridge: Cambridge Univer-
sity Press.
[19] Shariff, K. & Leonard, A. (1992), Vortex rings, Ann. Rev. Fluid Mech. 24,
235–79.
[20] Spalart, P. R. (1998), Airplane trailing vortices, Ann. Rev. Fluid Mech.
30, 107–38.
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[21] Tritton, D. J. (1988), Physical Fluid Dynamics. 2nd ed, Oxford: Claren-
don Press.
[22] van Dyke, M. (1982), Album of Fluid Motion. Stanford: The Parabolic
Press.
Monika Nitsche
Department of Mathematics and Statistics
University of New Mexico
Albuquerque, NM 87131-1141
[email protected]
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