Similitude and Approximation Theory

Stephen J. Kline

Similitude and
Approximation Theory

With 27 Illustrations

Springer-Verlag
Berlin Heidelberg New York Tokyo
Stephen J. Kline
Mechanical Engineering Department
Stanford University
Stanford, CA 94305
U.S.A.

Library of Congress Cataloging in Publication Data

Kline, S. J. (Stephen Jay), 1922-
Similitude and approximation theory.
Bibliography: p.
Includes index.
1. Mathematical physics. I. Title.
QC20.K55 1986 530.1'5 86-3767

Previous edition: S. J. Kline, Similitude and Approximation Theory.

© 1965 by McGraw-Hill, Inc.

© 1986 by Springer-Verlag New York Inc.

Softcover reprint of the hardcover 1st edition 1986
All rights reserved. No part of this book may be translated or reproduced in any fOf]
without written permission from Springer-Verlag, 175 Fifth Avenue, New York, New YO]
10010, U.S.A.

9 8 76 5 4 3 2 1

ISBN-13: 978-3-642-64894-6 e-ISBN-13:978-3-642-61638-9

DOl: 10.1007/978-3-642-61638-9
 Preface to the Springer Edition

There are a number of reasons for producing this edition of Simili-

tude and Approximation Theory.
The methodologies developed remain important in many areas of
technical work. No other equivalent work has appeared in the two
decades since the publication of the first edition. The materials still
provide an important increase in understanding for first-year graduate
students in engineering and for workers in research and development
at an equivalent level.
In addition, consulting experiences in a number of industries indi-
cate that many technical workers in research and development lack
knowledge of the methodologies given in this work. This lack makes
the work of planning and controlling computations and experiments
less efficient in many cases. It also implies that the coordinated grasp of
the phenomena (which is so critical to effective research and develop-
ment work) will be less than it might be.
The materials covered in this work focus on the relationship between
mathematical models and the physical reality such models are intended
v
vi Preface to the Springer Edition

to portray. Understanding these relationships remains a key factor in

simplifying and generalizing correlations, predictions, test programs,
and computations. Moreover, as many teachers of engineering know,
this kind of understanding is typically harder for students to develop
than an understanding of either the mathematics or the physics alone.
Reviewing what is covered does not suggest the need for significant
changes from what was written more than two decades ago. The materials
are fundamental methodology, and they concern the time-invariant
behavior of the rules describing the physical world. More particularly,
the methodologies presented go beyond the more widely known methods
usually called "dimensional analysis" to provide the basis for solution
of many other problems of importance in setting up and planning
experimental works and computations, and in obtaining a coordinated
grasp of the underlying physical behavior. These include methods for:

• rigorous delineation of a set of governing variables and parameters

in non-dimensional form;
• construction of improved, simplified, and generalized correlations
and plots;
• reducing the number of independent parameters and variables;
• construction of more powerful forms of variables and parameters
including "natural coordinates" involving combinations of vari-
ables and parameters;
• rigorous construction of model relations of both the geometrically
similar type and various types of "distorted" models;
• construction of approximate governing equations for problems
where the full equations are unmanageable;
• construction of "mathematical analogues" that allow the rigorous
use of results developed in one field for applications in other fields.

For all these reasons, it appears appropriate to reprint this work in

essentially unchanged form. Hence the only changes from the first
edition are correction of a score or so of errata and this preface, which
contains some remarks on changes in solution methods in the past 20
years, some explanatory and cautionary remarks that result from
increased experience in using the materials, and a guide for readers who
want to undertake independent study of the materials.
The changes in solution methods arise from the enormous increase
in both capability and accessibility of digital computers and the con-
comitant shift from analytic to numerical methods for the solution of
problems in science and engineering. Perhaps surprisingly, this wide-
spread use of numerical analysis in the digital computer makes the need
for the materials of this work greater rather than less.
 Preface to the Springer Edition vii

It is precisely because the methods developed and illustrated in this

work provide improved insight into the relationships between mathe-
matical models and the physical systems they are intended to describe,
and offer ways to both simplify and generalize these models, that the
methods appear more important in the present era where analysis is more
and more often replaced by numerical computations in a digital com-
puter. The truly enormous advantages of the digital computer for solving
problems that are currently impossible or unfeasible by analytic methods
needs no recounting in 1986. But this enormous gain on balance does
carry with it one disadvantage: numerical analysis tends to obscure the
underlying physics as compared with analytic methods. Few things are
less amenable to simple, direct understanding than a large computer
code. And this relative opacity is compounded by the approximations
introduced in the process of discretization of the governing equations.
Thus methods that provide improved understanding of the meaning of
terms in the governing equations become even more useful. Similarly,
the need for reducing the number of independent variables and/or
parameters, the need for finding forms of non-dimensional variables,
parameters, and combinations of them that yield fruitful insights and
increase understanding are also increased owing to the relative opacity
of large computer codes. Such increased understanding not only aids
insight but also increases the efficiency of both testing and computations.
To put this differently, the methods developed are what one needs to
do before setting up the computer codes in order to fully grasp the
problems, to provide the needed physical insights, to minimize the
amount of computations required, and to produce output in particularly
instructive forms.
Based on experience, a cautionary remark is needed concerning the
relation between the methodology presented and physical understanding
as utilized in problem solving. The examples given are from the fields
of mechanics, elasticity, heat transfer, and fluid mechanics. The methods
are easily carried over into chemical engineering, combustion, elec-
tromagnetics, and other areas of concern in physical systems by anyone
who is well grounded in the given field. The converse is not true. That
is, knowledge of the methodologies presented in this book does not by
itself form the basis for solutions in fields where the worker is not
familiar with the underlying physical behavior. It is the combination
of knowledge of the physical behavior with the methodologies of this
work that is productive.
The conclusions given in Chapter 5 regarding the relative value of
the three methods discussed (dimensional analysis, similitude, and the
method of governing equations) appear to me as still essentially correct.
Increased experiences over time have only reinforced the reality of the
viii Preface to the Springer Edition

much greater power and rigor of the method of governing equations

given in Chapter 4 over the more elementary methods of Dimensional
Analysis and Similitude discussed in Chapters 2 and 3. Despite this, the
most widespread method in teaching of undergraduate engineers still
appears to be that of dimensional analysis. This is probably owing to
the difficulties encountered by undergraduate students in learning the
methods of Chapter 4. Experience in teaching these materials suggests
that the methods of Chapter 4 will be difficult for all but the ablest
senior students in engineering, but will be learned by most qualified
students in the master's year without undue difficulties. This is probably
because students at the M.S. level in engineering are rapidly acquiring
increased experience in working with governing equations, particularly
in differential forms. This in turn suggests the level at which industrial
workers will find the materials of this volume most useful.
These difficulties in teaching practice, when coupled with the fact
that many engineers do not have formal education beyond the B.S., no
doubt explain why many workers in engineering research and develop-
ment are not familiar with the materials presented in this work. Many
consulting experiences suggest that such workers will find application
of the material in Chapter 4 will often make their work both more
insightful and more effective. Some suggestions for study sequences for
such readers follow.
For those who have had no formal training in the theory of units,
dimensions, and dimensional analysis, it is probably best to start from
the beginning and read through to Section 4-2a as a first task. This
material constitutes less than 80 pages and can be assimilated without
advanced mathematical education. It provides the foundation materials
for all three methods and indicates where each is used with profit. After
this material is assimilated, a second look at the more advanced tech-
niques given in Sections 4-3 through 4-10 should provide further insights
for workers in research and development.
Workers who are already familiar with dimensional analysis may
want to read quickly through Chapters 1, 2, and 3, and begin more
careful study with Chapter 4 which contains most of the materials that
are the basis for rigorous developments and deepened understanding.
Once the materials in Sections 4-1 through 4-3 have been assimilated,
the various techniques in Sections 4-4 through 4-10 can be studied in
whatever order appears useful. All these materials appear to be as useful
as they were 20 years ago, with the single exception of those of Subsec-
tions 4-9a,b,c which are now usually replaced by numerical methods,
but still provide some insights into the nature of problems involving
asymptotic perturbations.
 Preface to the Springer Edition ix

Regardless of prior education, it will be useful to focus attention

on Section 4-2a for several reasons, and to make sure that the definitions
of the terms "parameters" and "variables" are understood in that context.
If those materials are well understood, all the methods of the work can
be grasped. If those materials are not understood, it is doubtful if the
various methods can be fully understood. The materials of Section 4-2a
also provide the basis for much of the increased insight into the relation-
ship between the mathematical models we humans erect and the physical
world they are intended to represent. For all these reasons Section 4-2a
is a touchstone the reader can use to test for adequate assimilation of
the bases of the materials.

Stanford, California Stephen J. Kline

April 1986
 Preface

This work treats the interrelated topics of approximation theory,

similitude, dimensional analysis, and modeling from the standpoint of the
analytical worker in science or engineering. The relationship of these
topics rests primarily on a common point of view; this view arises from
the need for incomplete analyses.
Since we cannot obtain complete solutions to many problems in sci-
ence and engineering, we must frequently be satisfied with a partial or
fractional analysis. No single phrase seems to be available to describe
such analyses as a group; therefore the term fractional analysis is
employed. The purpose of this volume is to attempt a unified introduc-
tion to fractional analysis.
Fractional analysis is not synonymous with numerical analysis.
Numerical analysis is a procedure for finding a complete answer to a par-
ticular problem in numerical form. Fractional analysis is a procedure
for finding some information about the solution usually short of a com-
plete answer. The procedure is usually analytical, but frequently employs
both physical information and mathematical analysis; in addition, it
xi
xii Preface

usually yields information about all problems in the class studied. Fre-
quently, a fractional analysis is used to provide the approximate equation
from which an approximate analytical or numerical solution can be
obtained. Thus fractional analysis and numerical analysis are primarily
complementary rather than overlapping methodologies.
As almost every undergraduate in engineering and science is taught
today, one method for performing a fractional analysis is the procedure
called dimensional analysis. The meaning of the term fractional analysis
in the present connotation is very much in keeping with the spirit of the
discussion of dimensional analysis given in the first book on the topic by
P. W. Bridgman. 6 t However, at least six good books on dimensional
analysis are now available in English, and' they cover almost every facet
and view of the subject thoroughly. Consequently, only a relatively
brief resume is given in this work, with references to more extensive treat-
ments where pertinent. In addition to the resume of dimensional analy-
sis, this work covers two other methods of fractional analysis that seem
to have been at least somewhat lleglected in the literature; these are called
respectively the method of similitude and fractional analysis from the gOl'ern-
ing equations. Neither of these methods is original with the author.
However, some extensions and additions to each are included in this work.
The first chapter covers a more detailed discussion of the philosophy
and uses of fractional analysis and classifies the various types of problems
usually treated by such methods. The second chapter summarizes dimen-
sional analysis. The third chapter contains a broader discussion of the
method of similitude than auy other known to the author; it also includes
an introduction to the use of governing equations with examples employing
algebraic and illtegral equations. The fourth chapter covers fractional
analysis of differential equations with their boundary conditions. It
includes not only discussion of conventional problems of dimensional analy-
sis and modeling, but also the bases of approximation theory, construction
of estimates, a brief introduction to the use of the boundary-layer concept
and expansion methods for treating singular behavior, and, finally, exteu-
sioll of the concept of similarity by use of similarity variables and absorption
of parameters. The final chapter contains a comparison of the various
methods.
The level of discussion is intended to be appropriate for a current
senior or first-year graduate student in engineering or science in the United
States. The work is intended for use both by such students and by
workers in science and engineering who must often deal with problems for
which complete answers cannot be found. A working knowledge of under-
graduate mathematics is presumed, and a modicum of familiarity with
partial differential equations is required for Chap. 4.
t Superscripts refer to the list of rererenc.es at the end of the book.
 Preface xiii

The more advanced mathematical procedures, which are naturally

constructed upon the approach and analyses given, are not covered in
detail, but are introduced briefly with appropriate references. In partic-
ular, the general treatment of similarity solutions of partial differential
equations due to Morgan, the so-called Lighthill and WKBJ methods and
the boundary-layer methods, are covered in this way. A more complete,
integrated treatment of these topics and comparable methods for integral
equations definitely seems needed, but it lies beyond the scope and intent
of this work.
Examples have been drawn only from continuum analysis and include
problems in fluid mechanics, thermodynamics, heat transfer, dynamics,
and elasticity. However, the methods are much more widely applicable.
The emphasis throughout is on methodology. No attempt has been made
to provide complete coverage of any field or even to give the most modern
examples. Examples have been selected solely to illustrate the methods
under discussion. Some of them are made purposely trivial to provide
simplicity in explanation, while others are far more complicated in order
to show the types of problems which can be handled and the results
achievable. In several instances the same problem is worked by different
methods at different places in the text to give direct comparison of results.
These comparisons are withheld until the end and are discussed together
in Chap. 5.
In the process of developing the materials of Chap. 4, it becomes
essential to discuss in some detail the physical meaning and content of
differential (and integral) equations and to categorize and explain the
meaning of different operations which can be carried out on the equations
and associated conditions without actually solving them. This material,
which lies between physical theory and mathematics, is conventionally
missing from the standard treatments of applied mathematics; it is largely
"elementary," but nevertheless of first importance to proper use of math-
ematics in physical theory.
The analytical worker will probably find the materials of Chap. 4 of
greatest interest. The only previous systematic discussion appears to be
that of Birkhoff,6 and this is set in the language of formal group theory,
which currently makes it relatively inaccessible to many engineers. In
the present treatment an attempt is made to provide both simpler and
firmer foundations for much of the materials on use of governing equations
for fractional analysis and to provide a nomenclature, method, and con-
ceptual framework in which these operations are better organized and
clearer. It is hoped that some success has been achieved, but it is clear
that much further improvement is possible.
Since problems from many fields are worked, it is not possible to
define a unique list of symbols; some letters are used for several quantities.
xiv Preface

Consequently, the nomenclature of each problem is given in a single

section where the problem is introduced. A few special symbols that are
used throughout the work are listed below for convenient reference.
D,. equal to by definition
A a dimensional equality, read "has the dimensions (or units)
of . . . "
~ a close approximation
:::::: a rough approximation
(-) overbarred quantities are nondimensional
0(1) equal to or less than order one
U (1) approximately one over a finite distance and less than one
elsewhere

Stephen J. Kline
 Acknowledgments

The author owes a great debt to previous writers on dimensional

analysis, particularly to P. W. Bridgman, E. R. Van Driest, H. Langhaar,
D. H. Duncan, H. E. Huntley, and L. I. Sedov. The present work stands
on the foundations they have built, and no brief statement here can
include all these men nor fully discharge the debt to them.
Particular thanks are also due to: Prof. J. K. Vennard of Stanford
University for his excellent introduction to the similitude method and for
many helpful comments on the manuscript, to Prof. A. L. London of
Stanford University for early instruction in the pi theorem and on the
importance of nondimensional variables, and to Prof. A. H. Shapiro of the
Massachusetts Institute of Technology for instruction on examples of the
differential method and the nature of the variables in many of the illustra-
tions. To those students in several consecutive graduate classes in fluid
mechanics at Stanford University who have been subjected to earlier
treatments of this material, appreciation is expressed both for many useful
suggestions and for their assistance in the experiments comparing the
xv
xvi Acknowledgments

various methods. The very considerable assistance of Prof. G. Latta of

Stanford University and Prof. G. F. Carrier of Harvard University is also
gratefully acknowledged in connection with all of the underlying math-
ematics in Chap. 4. Thanks are also due to Prof. Karl Klotter, formerly
of Stanford University, for aid in checking the German literature. Dr.
A. J. A. Morgan of the University of California at Los Angeles has also
kindly supplied much very useful material from his original work on the
theory of homology solutions. Professor D. Hudson of California Insti-
tute of Technology has supplied material relating to examples in dynamics.
Finally, thanks are due to a number of reviewers, most particularly to
Dr. H. P. Eichenberger of Ingersoll-Rand Co., Prof. F. A.McClintock and
S. H. Crandall of the Massachusetts Institute of Technology, Prof.
D. Leigh of Princeton University, and Prof. M. D. Van Dyke of Stanford
University for numerous constructive suggestions, both detailed and
major, on earlier drafts of the work. These constructive commentaries
have undoubtedly resulted in a far better final volume. The responsibility
for the final work remains entirely with the author.
 Contents

Chapter 1 Introduction 1
Chapter 2 Dimensional Analysis and the l'i l'heorem
Units and Dimensions 8
2-1 Units and Dimensions II
2-2 Types of Quantities Appearing in Physical Equations 9
a. Primary and Secondary Quantities 10
b. Physical Constants and Independent Dimensions 12
c. Nondimensional Quantities H
2-3 Dimensional Homogeneity of Physical Equations 15
2-4 Statement and Use of the Pi Theorem 16
2-5 Rationale of the Pi Theorem 22
2-6 Huntley's Addition 2:3
2-7 Examples of Application of Dimensional Analysis 24
2-8 Summary 31

xvii
xviii Contents

Chapter 3 Method of Similitude and Introduction to

Fractional Analysis of Overall Equations 36
3-1 Introduction 36
3-2 :Method of Similitude 37
u. Use of Force Rat.ios 38
b. Generalization of the Method of Similitude 41
c. Some Energy Hatios of Heat Transfer 49
3-3 Direct Use of Governing Overall Equations 53
3-4 Concluding Hemarks 66
Chapter 4 Fractional Analysis of Governing Equations
and Conditions 68
4-1 Introduction 68
4-2 Normalization of the Governing Equations 70
u. A Procedure for Normalization 70
b. Meaning of Normalized Governing Equations 74
4-3 Conditions Required for Rigorous Solution of the Canonical Problem of
Similitude and Dimensional Analysis Using Normalized Governing
Equations 80
4-4 Basis of Improved Correlations 84
u. General Basis 84
b. Homogeneous Equations 85
4-5 Helations among Elementary Processes 87
u. Model Laws, Similitude, and Analogues 87
b. An Alternative Procedure 89
c. A Remark on Force Ratios 91
d. Relation among Dimensional Analysis, Governing Equations, and
Boundary Conditions; Internal and External Similarity 92
4-6 Approximation Theory 94
u. Extension to New Classes of Information by Approximation Theory 94
b. Classification of Problems and Difficulties in Approximation Theory 98
c. Conditions Required for Approximation Theory 101
4-7 Some Problems Involving Uniform Behavior 118
4-8 Nonuniform Behavior-Boundary Layer Methods 127
u. Use of Physical Data Alone 127
b. Zonal Estimates 146
4-9 Nonuniform Behavior-Expansion Methods and Uniformization 151
a. Poincare's Expansion 153
b. Lighthill's Expansion 158
c. WKBJ Expansion 162
d. Inner and Outer Expansions 163
4-10 Processes Involving Transformations of Variables 163
a. Absorption of Parameters and Natural Coordinates 164
b. Supersonic and Transonic Similarit y Rules 172
c. Reduction in Number of Independent Variables-
Separation and Similarity Coordinates 179
4-11 Summary and Conclusions 196
a. Classification of Types of Similitude-Information Achievable from
Fractional Analysis of Governing Equations 196
 Contents xix

b. Various Viewpoints-Relations among Invariance, Transformations,

and Similitude 199
c. Final Remarks 200
Chapter 5 Summary and Comparison of Methods 202
5-1 Introduction 202
5-2 Summary of Methods 203
a. The Pi Theorem 203
b. The Method of Similitude 203
c. Use of Governing Equations 204
5-3 Comparison of Methods 206
a. Power 206
b. Rigor 208
c. Accuracy 208
d. Simplicity 212
e. Input Information 212
5-4 Concluding Remarks 213
a. Utility of Various Methods 213
b. Implications in Teaching 215
c. Possible Further Development 216
d. Final Remark 218
References 220
Index 225
1 Introduction

The basic purpose of this volume is to explore as systematically as

possible various methods of fractional analysis. In the sense employed
in this discussion, a fractional analysis is any procedure for obtaining
some information about the answer to a problem in the absence of methods
or time for finding a complete solution. This fractional information may
be based on anything from a list of a few of the pertinent parameters to
an appropriate governing differential equation and its complete boundary
conditions. But whatever the level of sophistication and adequacy, a
fractional analysis almost always uses both physical information and
mathematical analysis. The purpose of a fractional analysis is always
the same: to obtain as much information as possible even though we are
not able to find the complete, exact solution.
The attempt to find as much about the answer to a given problem
as we can, even though a complete solution is impossible or unfeasible
with the information and methodology available, forms the common basis
for the entire discussion in this volume. It will be used uniformly as the
1
2 Similitude and Approximation Theory

primary yardstick of adequacy for the various methods discussed, and it

underlies many remarks throughout the text.
By far the most commonly known and widely employed method
for such fractional analyses is the technique known as dimensional anal-
ysis. In one sense, most of the methodologies to be discussed might be
considered as included in dimensional analysis. However, in the now
considerable literature dimensional analysis has become more or less synon-
ymous with the content of the Buckingham pi theorem and the develop-
ments surrounding it. Thus for clarity we shall use dimensional analysis
to describe the pi-theorem methods; the broader class of methods will be
referred to collectively as fractional analysis. Dimensional analysis in
the narrow sense is developed in Chap. 2, but before that is done, it will
be useful to discuss in more detail the types of questions we attempt to
answer with all kinds of fractional analyses.
We begin by listing some of the types of applications of dimensional
analysis. Among these are:
1. Unit checking to insure proper numerical procedures
2. Checking algebra and aiding memory by comparing the units of
terms
3. Converting units of physical quantities in a systematic fashion
4. Reducing the number of independent parameters
5. Generalizing and correlating laboratory results and theory [includ-
ing: (a) use of minimum amount of data, model tests, and for-
mulas, (b) determination of unknown general coefficients, and (c)
optimum choice of variables and/or parameters for simplicity and
physical meaning]
6. Deriving model laws for both true models and various sorts of
special models
7. Determining governing independent parameters
8. Constructing mathematical analogue techniques
In many discussions of dimensional analysis the two terms variables
and parameters are used interchangeably; as already indicated in the list
of uses, a distinction is made between these terms in this volume. There
are a number of important reasons for keeping the terms distinct; these
will become evident as various techniques are illustrated. At this point
it is sufficient to define the usages employed.
 Introduction 3

Consider first an example:

Spring constant k

Weight of mass m

-r-
Static equilibrium
position
x
.-1 ______ _
FIG. 1.1

Figure 1.1 shows a simple harmonic oscillator consisting of a weight

attached by a spring to an immovable ground. In this system the var-
iables are the displacement of the mass from its static equilibrium position
x and the time t measured from some given condition. The parameters
of the problem, on the other hand, are the mass of the weight m and the
spring constant k. With this example in mind, we define variable and
parameter as follows. The independent variables are those quantities
which are necessary to fix location inside a given problem. The param-
eters are those quantities which are fixed for anyone problem, but vary
between two different problems of the same type. In general, the
dependent variable is a function of both the independent variables and the
parameters. Thus in the example of Fig. 1.1, the independent variable
is time; it tells where we are in a given problem once the parameters are
fixed. The parameters m and k are fixed for a single system of this type,
but if we want to study all possible simple oscillators of this kind, we
consider variations in m and k. For all these systems considered together,
the displacement is a function of time and also of m and k. Sometimes it
is extremely useful to consider the behavior of a given system in time-
that is, with fixed m and k. At other times it is necessary to consider
changes from one system to another of the same type, that is, alterations
in m or k for equivalent times. The significance of these remarks will
become clearer as we progress to more complex examples and more
sophisticated methods. t When it is desirable to avoid the distinction
t Note that the word parameter also has another entirely different meaning in
mathematics. We speak of t as a parameter when, for example, y = y(x), but we
write instead y = yet), x = x(t). We will not use the word parameter in this sense
here; in the few cases where such forms are needed we will call t a parametric variable.
4 Similitude and Approximation Theory

between parameter and variable (for example, when we write a functional

equation relating parameters) the word quantity or coordinate will be used
to mean parameter and/or variable.
As has been correctly pointed out by Bridgman,6 dimensional anal-
ysis does not apply to all possible equations but only to those equations
that are dimensionally homogeneous and that are based on fundamental
unit systems in which the formulas hold independent of the size of the
fundamental unit adopted. t These requirements seem to cause no diffi-
culty whatsoever in practice; therefore it will be presumed throughout
this work that we are dealing with equations that satisfy these conditions.
As noted in the preface, this volume is written for analytical workers
in science and engineering at a level appropriate for first-year graduate
students. It is therefore presumed that the reader is thoroughly familiar
with the simpler applications delineated in items 1, 2, and 3 of the list on
page 2. It is hoped that the reader is also convinced that the expression
of results in nondimensional form will indeed lead to a reduction in the
number of independent coordinates required, and that such a process is
useful, not only in reducing the amount of data, plots, experiments, and
tables required, but also in correlating and generalizing results. For this
reason only a very brief discussion of these topics is given in Chap. 2.
The omission of extensive discussion of these topics is in no way
intended to imply that they are unimportant; it merely implies that they
are normally prerequisite to present-day analytical endeavor in the fields
of science and engineering. t This point can be made more evident by
consideration of these topics in terms of the purpose of fractional analyses
in general. Fractional analyses normally take for granted the import of
items 1, 2, and 3, dealing with units and dimensions. What is more,
most fractional analyses employ appropriate nondimensional parameters
or variables to generalize the results and to reduce the number of independ-
ent variables and parameters as far as possible. Thus, items 4 and 5 of
the list of uses are employed, but they are normally accepted today with-
out any explicit discussion of the methods. The real problems of the
analyst today usually begin with determination of model laws, with
formulation of the governing parameters, and with establishment of the
t The treatment of these underlying assumptions by Bridgman 6 is excellent and
thorough; it is recommended for the reader who desires to refresh his memory. An
even more extensive and very readable treatment has recently been given by Ipsen.2o
t For the reader who wants to restudy any part of items 1, 2, or 3, the first three
chapters of Bridgman 6 are very useful. Excellent and more modern treatments are
also given by Langhaar 28 and Duncan.13 Readers with a good background in linear
algebra may well prefer the treatment of Langhaar, while those with less formal
mathematics will probably find Duncan more readable. Ipsen gives a particularly
thorough discussion of the meaning of units and the relations among the numerous
unit systems now in actual use.
 Introduction 5

appropriate analogue techniques, that is, with items 6, 7, and 8 of the list
of uses, and also with the physics (as opposed to the mathematics) of
item 5.
While items 6, 7, and 8 in the list of uses of dimensional analysis
above appear to be separate, they are in fact very closely related. All of
them center on the question, "What are the pertinent parameters of the
problem?" If the answer to this question is known, the governing inde-
pendent parameters and the model laws usually follow with little difficulty.
The establishment of analogue techniques requires some additional infor-
mation, but, as will be shown in Chaps. 3 and 4, this information can be
found by the same steps that are used to establish the independent param-
eters needed from the governing equations.
The foregoing discussion can be summarized by noting that the uses
of dimensional analysis can be grouped into two categories: (1) establish-
ment of the governing parameters and (2) effective management of the
parameters. These two main categories can be broken down to include
all the items in the list of uses on page 2 as follows:
1. Establishment and study of the governing parameters. This is central
to the following uses:
6. Establishment of model laws and similitude relations
7. Determination of independent parameters
8. Construction of physical and mathematical analogue techniques
II. Effective management of the parameters. This includes two sub-
groups:
A. Simple manipulative and checking processes including,
1. Unit checking
2. Checking algebra
3. Systematic conversion of units
B. Rearrangement of the parameters (usually into nondimensional
form) to provide:
4. Reduction of the number of independent parameters
5. Generalization and correlation of results
We have already noted that fractional analysis is primarily concerned
with group I; it takes group IIA entirely for granted; and it usually uses
group IIB more or less automatically. However, it is pertinent to
examine why this is so. A given problem in dimensional analysis, when
used as a technique of fractional analysis, has two primary parts: (1)
finding the parameters of concern; (2) manipulating these parameters into
the desired form. These parts correspond to the two main groupings
above, and they have been arranged in the order in which the problem
must be solved. Manifestly, it is impossible to make meaningful manipu-
lations on the parameters of a given problem until these parameters are
6 Similitude and Approximation Theory

known .. It is a matter of common experience that finding the parameters

involves most of the real difficulties in dimensional analysis. Difficulties
do occur in manipulating these parameters, but these usually are not
troublesome. To put this differently, if the average analytical worker in
science or engineering is given the parameters of concern, he can be relied
upon to rearrange them into at least some useful and simple form. On
the other hand, determination of the parameters required for model
laws or analogue techniques is a problem requiring much more thought;
they are much more frequently the source of difficulty and error. t Fur-
thermore, it is quite clear that any reasonable procedure in part II of the
problem is necessarily based on the assumption that part I has been done
correctly. If an erroneous list of parameters is employed, only very rarely
will purely mathematical manipulations ever straighten the matter out. t
From the discussion above, it is clear that a list of the governing non-
dimensional parameters is in itself of great utility in the absence of other
information. However, if the purpose of a fractional analysis is to find
as much information as possible about a given problem, even though the
complete solution is lacking, then there is considerable information beyond
the list of parameters in nondimensional form that we might also hope to
find in at least some problems. This information can perhaps be elu-
cidated best by the following questions:
1. What is the physical meaning of each of the governing parameters
and variables? More particularly, what are the qualitative effects
of an increase or decrease in any given parameter or variable?
2. Can we find the conditions under which the effects of certain
parameters can be neglected either in a given region or for a partic-
ular problem? If so, does this lead to governing equations that
are more tractable so that we can solve the special case even though
we cannot solve the general one?
3. Are there any combinations of two or more nondimensional param-
eters or variables, or transformations of variables, which lead to
fewer independent quantities or which simplify the correlations
achieved?
4. Can we find not only exact model laws but also distorted model
laws? Can we predict under what conditions model laws can be
simplified by elimination of some of the full requirements?
The four questions just stated are clearly important, but they go
beyond the confines of conventional dimensional analysis. While there
are a great number of particular problems in the literature employing
t A few data on this matter are given in Chap. 5.
t Some examples are available in the literature where one is saved from disaster
by dimensional requirements, but such luck is rare in practice.
 Introduction 7

various methods to answer questions of this type, there seems to be very

little on the methods as such, and a unified discussion seems to be lacking
altogether. Thus, one of the primary purposes of this volume is to
attempt at least the foundations of such a unified treatment, and to com-
pare the utility of various procedures.
Several methods are examined, and in each instance we will be pri-
marily concerned with the adequacy of the method in terms of the ques-
tions just posed. To expose this information, some examples are worked
repeatedly by all of the methods. Finally, each method is summarized
in the concluding chapter, and the adequacy of the various methods is
compared on the basis of power, rigor, simplicity, accuracy, and input
information required.
2 Dimensional Analysis and the
Pi Theorem Units and Dimensions

2-1 UNITS AND DIMENSIONS

Before starting a direct discussion of the pi theorem, which is central to

dimensional analysis, it is necessary to remind ourselves, very briefly, of
the nature of equations, units, and dimensions.
First of all, what do we mean by the word unit? In the modern
sense, a unit is the yardstick by which we measure the sizes of a physical
characteristic of a system; both the unit and the measuring procedure
must be defined by some prespecified operational procedure. Thus, the
length of a bar is measured by the number of times a given scale unit, say
an inch, can be laid off along the side of the bar. In such a procedure we
must have three things:
1. a datum
2. a unit of measure defined by an operational procedure
3. an operational rule for interpolation and extrapolation
8
 Dimensional Analysis and the Pi Theorem Units and Dimensions 9

In the case of length, the datum is taken to be zero; the unit of measure is
the inch as established by comparison with a standard inch; and the rule
for interpolation is given by means of fractions which are marked on
dividing machines. These operations regarding length are so well known
to us that we usually take them for granted.
A dimension is the qualitative concept or idea of the characteristic
measured by a given unit. Thus, in the example of the preceding para-
graph, the dimension is length. The unit employed to make the qualita-
tive idea of length quantitative may be an inch, a meter, or a mile.
In the early decades of this century, an argument still persisted in
the literature concerning whether dimensions (and units) were funda-
mental or relative in character. Bridgman 6 discusses this matter in much
detail and shows that the only tenable position is that dimensions (and
units) are relative quantities. In particular, they must depend on the
specific operational procedures employed in the measuring process. If
these operational procedures are altered not only the size but also the
type of dimensions and units needed will, in general, change. Bridgman
also established the fact that there is no unique "best" or "fundamental"
set of dimensions or units. Thus we could choose to measure geometric
sizes using area, instead of length, as the unit. In a given problem this
might be either more or less convenient, but it would be equally correct.
We might also choose to replace temperature by color in measurements on
very "black" hot bodies, but again this would not alter our final results,
provided we use a consistent and proper measuring process.
Bridgman also showed what was meant by the words proper measuring
process. In particular, Bridgman points out that the operational proce-
dures used must be such that the physical equations are satisfied no
matter what choice of units is made. This will be true, provided that the
operational procedure specified requires that if the unit of measure, item
2 above, is halved, then the number of units found is doubled. Or, more
generally, that the number of units measured is inversely proportional to
the unit of measure. Thus 1 foot equals 12 inches and the length of a
bar in feet is one-twelfth the length of the same bar in inches. This is a
fact which most of us would regard as common sense because of our
experience with physical systems, and it causes no difficulties in practice.
We shall therefore assume that this condition is fulfilled by all unit sys-
tems discussed in the remainder of this treatment.

2-2 TYPES OF QUANTITIES APPEARING IN

PHYSICAL EQUATIONS

In terms of the brief discussion just given, we can differentiate four types
of characteristics of systems that enter into physical equations as follows:
10 Similitude and Approximation Theory

1. primary quantities
2. secondary quantities
3. physical constants
4. nondimensional quantities

a. Primary and Secondary Quantities

A primary quantity is defined as any quantity with dimensions that

can be written in terms of the first power of one unit of measure in our
specified operational measuring procedures. It must not require the use
of two measuring procedures, and it must not require an expression involv-
ing any power of the dimension needed other than one. Thus in the
example above if we adopt a measuring procedure based on the usual
scaling of lengths, then the length of a given bar is a primary quantity,
since its dimension is just length. However, a side of this bar is not a
primary quantity, since its dimensions must be expressed as the product
of two lengths or length squared. If we add the measurement of time,
say with a stopwatch, to our operational procedures, and still measure
length in the usual way, then we can measure the velocity of a given mass,
say of a car moving down a freeway. The velocity of the car, in this
measuring scheme, is not a primary quantity, because its dimensions
involve both length and time. We call a quantity such as the velocity of
the car or the area of the bar a secondary quantity. That is, a secondary
quantity is a characteristic of a system with dimensions that must be
expressed by more than one of the dimensions representing our specified
measuring procedures, or by one of these dimensions to a power other than
unity.
At this point it is useful to adopt a symbol due to Duncan. 13 We
define the symbol ~ to mean a dimensional equality; it stands for the
words "has the dimensions (or units) of." Thus we can say
Length ~L primary
Area ~ L2 secondary
Time ~ t primary
Velocity ~ ~t = Lt- 1 secondary

And we read; length has the dimensions of L, area has the dimensions of
L2, etc. Also we would read the equations which follow as "mass has the
units of pounds," or "mass is expressed in pounds."

Another way of viewing the difference between primary and sec-

ondary quantities is to observe that primary quantities cannot be sub-
 Dimensional Analysis and the Pi Theorem Units and Dimensions U

divided in terms of the operational procedures being employed; they are

the most elementary building blocks of our dimensional structure. Thus
the primary quantities in a given analysis are postulated by the prescribed
measuring procedures. The secondary quantities, on the other hand, are
derived or built up from the primary quantities; they represent subassem-
blies in our analytical structure.
Two further comments on primary and secondary quantities are
needed. First, it has been shown by Bridgman 6 that the dimensions of
any possible secondary quantity can be expressed as a single combination
of powers (including negative and fractional powers) of the dimensions of
the primary quantities. For example, if the only dimensions of the pri-
mary quantities involved in a given operational scheme are mass, length,
time, and temperature, then the dimensions of any secondary quantity q
can be expressed by the form
(2.1a)
where
T ~ temperature
M ~ mass
L ~ length
t ~ time
and a, b, c, and d are constants which may take on any real finite values
including fractions, negative values, and zero. The complete proof of this
theorem is given by Bridgman 6 and Wilson. 55 We call the dimensions of
the quantity q the dimensions of the terms on the right of Eq. (2.1a)
raised to the respective powers a, b, c, d. Sometimes for brevity we also
refer to the dimensions of the secondary quantity simply as the value of
the exponents a, b, c, d.
Second, the use of mass, length, and time in the above example does
not imply that there is anything "sacred" or "fundamental" in the nature
of such a system of dimensions. As already stated above, the primary
quantities are, in effect, chosen by the investigator for a given problem by
the operational measuring procedures he specifies. There definitely is a
choice; if the choice is not made explicitly, it will be made implicitly. In
the illustration above, for example, we could have chosen mass, time,
temperature, and velocity as our primary quantities. In fact, for some
purposes this choice is very convenient. In such a system length would,
of course, be a secondary quantity which was made up from time and
velocity. Thus, we would write
velocity ~ V primary
(2.1b)
length ~ Vt secondary
12 Similitude and Approximation Theory

The dimensions of any secondary quantity could then be expressed as:

q ~ MaVbtcTd
At first glance this may seem strange, since we are so accustomed to the
use of primary quantities with the dimensions of length. But if by some
strange quirk we had invented a means for direct measurement of velocity,
such as a police radar speed trap, before we had found a direct means for
measuring length, our convention might well be the opposite. In a meas-
uring system based on the radar speed trap, the velocity of a car on a
freeway indeed becomes a primary quantity.
Sedov 46 has extended Bridgman's point on the relative nature of
secondary and primary quantities to show that even what is apparently
dimensional depends on the operational measuring scheme adopted.
Sedov points out, for example, that an angle measured in radians con-
ventionally is considered nondimensional, and yet there are other possible
measures of angle which give different numerical values. Thus the
numerical value of angle depends on choice of measuring units, and in this
sense it can be considered dimensional.

b. Physical Constants and Independent Dimensions

If we choose the units of measure for many quantities arbitrarily,

then in general we will find that they do not all match. By this we mean
that the equations representing the fundamental physical principles will
require introduction of constants to match up the sizes of the units we
have chosen to employ. The classic example is the constant which
appears in Newton's Second Law of Motion when engineering units are
employed. In the units of physics we can write
F = ma (2.2a)
where
m ~gm mass
a ~ cm/sec 2
F ~ dynes
but in English engineering units we are obliged to write
W
F =-a (2.2b)
gc
where
F ~ lb j = pounds force
W ~ Ibm = pounds mass
a ~ ft/sec 2
 Dimensional Analysis and the Pi Theorem Units and Dimensions 13

We call gc a physical constant. Physical constants play an important

role in the actual use of the pi theorem. These constants have dimensions
in the same sense that the secondary quantities do. Thus in the equation
above, if we take the primary quantities to be force, length, time, and
mass, and we adopt engineering units of measure, namely, pounds force,
feet, seconds, and pounds mass, we write:

pounds force A F A lb j

length A L A ft
time A t A sec
mass AM A Ibm
We now solve Newton's Second Law for gc and obtain:

A physical constant then can be defined more precisely as a characteristic

whose numerical value is always uniquely fixed solely by the choice of the
operational measuring procedures to be employed. If we had chosen the
slug as the unit of mass, or the poundal as the unit of force, then, of course,
the value of gc would be unity, and it could have been omitted from the
equation. It is noted, however, that this omission would not imply that
it was correct to cancel a unit of mass against a unit of force. In terms of
our operational definitions, mass and force are separate dimensions and
are not interchangeable or cancelable. The fact that they happen to
have the same name in some systems of measure (pounds, grams, etc.) is
no excuse for performing physically improper operations. Fundamen-
tally, there is no more justification for canceling a force with a mass than
for canceling a length with a temperature. While such operations may
not cause errors in some cases, they cannot aid anything and they may
cause much confusion. From the point of view of dimensional analysis,
the matter of canceling force against mass in fl. dimensional equation is
clear-cut; it simply should not be done.
The use of physical constants in dimensional analysis is inextricably
connected with the question of the independence or redundancy of the set
of dimensions employed for the primary quantities. If none of the dimen-
sions of the primary quantities chosen in our specified operational proce-
dures can be expressed in terms of any combination of the dimensions of
the other primary quantities, then we say the set of dimensions employed
is independent; if this is not true, we say the set of dimensions employed
is redundant. An example of redundancy is easily given in terms of the
discussion of Newton's Second Law of Motion. If Newton's Law is rel-
evant to the problem in hand in the sense that it gives relations between
the system characteristics under study, then the use of four independent
14 Similitude and Approximation Theory

dimensions representing the four primary quantities (force, mass, length,

time) is redundant. N ewton's Law itself always provides a soluble dimen-
sional equation between the four dimensions of force, mass, length, and
time; it follows that the dimensions of any secondary quantity expressible
in terms of only force, mass, length, and time can also be expressed in
terms of any three of the four by using the dimensional equation to elim-
inate one in favor of the other three. There is no problem about the
determinacy of such an elimination procedure; it will always go through
by virtue of the form of Newton's Second Law and Eq. (2.1a), which
shows that the dimensions (or units) of any secondary quantity can be
expressed in terms of powers of the dimensions of units employed. [The
reader can verify this determinacy for himself by combining Eqs. (2.1a)
and (2.2b).J
Sedov 46 has made the role of physical constants central in discussing
the problems of dimensional analysis. Sedov states that physical con-
stants must be included whenever they are "essential." This is certainly
true, and Sedov's remarks clarify such long-standing questions as those
raised by Riabouchinsky 43 and Bridgman 6 regarding the analysis of
Rayleigh. 42 However, the question of when the constants are essential
is not simple; it is the same question as whether the given principle applies
in the sense that it must be used to solve for the parameter or variable
under study. This is clearly again a question of dependence and/or
redundancy. We shall have more to say a bout this pro blem of redundancy
in Chaps. 3 and 4.

c. Nondimensional Quantities

A nondimensional quantityt is defined as any quantity, physical con-

stant, or any group of them formed in such a way that all of the unitst
identically cancel. Thus the exponents a, b, c, d are all identically zero
in a nondimensional quantity. For example, we find the ratio of the
specific heats 'Y has the following dimensions:

'Y f::::,. i ~ EM-IT-I

C
EM IT 1

EOMoTO ~ 1

t Also often called dimensionless parameter, pi, or nondimensional group. The

four terms will be used interchangeably.
t To obtain constant values of a given nondimensional group it must be not only
dimensionless but also unitless. Otherwise one is left with arbitrary constants
depending on units such as 12 in.jft. See also in this regard the remark, due to
Sedov, on angle measurement in Sec. 2-2a.
 Dimensional Analysis and the Pi Theorem Units and Dimensions 15

where the symbol L. means equal to by definition;

E ~ energy
M~mass

cp =
L.(ah)
aT p

c. L. G~).
u = internal thermal energy
h = enthalpy
T = temperature

Since any finite quantity raised to the zero power is unity, we usually say
for brevity that a nondimensional group has the units of 1. N ondimen-
sional quantities play a central role in all of the methods of fractional
analysis.

2-3 DIMENSIONAL HOMOGENEITY OF

PHYSICAL EQUATIONS

As noted by Bridgman 6 and others, not all correct equations are dimen-
sionally homogeneous. For example, one might choose to analyze a
macroscopic system of fixed mass in the absence of relativity effects. For
such a system the First Law of Thermodynamics can always be written:

Q=LlE+W (2.3)

And Newton's Second Law of Motion may be written:

F = ma (2.4)

If we add Eqs. (2.3) and (2.4) and rearrange we obtain

F - ma = (toE + W) - Q (2.5)

Equation (2.5) is mathematically correct, but it is physically useless.

Physically, it remains two equations, because it can be satisfied if and
only if it is identically zero on each side. This follows from the fact that
the dimensions of the two sides are never the same; physically, as we have
already noted, it is never permissible to cancel a mass by use of a force,
nor is it possible to cancel an energy (force times length) against only a
force. Hence we can never combine any term on the left side of Eq. (2.5)
with a term on the right side.
16 Similitude and Approximation Theory

Thus dimensionally nonhomogeneous equations may be mathemat-

ically valid, but they are of no utility in the solutions of physical problems.
Consequently, in science and engineering we can assume that all of our
equations will be dimensionally homogeneous with no loss in generality.
From the example above it can be seen that dimensional homogeneity
means precisely that the dimensions of each additive (or subtractive)
term in the equation shall be the same. That is, we require that each of
the terms Q, dE, and Win Eq. (2.3) separately shall have dimensions of
energy, or each of the terms F and the product ma in Eq. (2.4) separately
shall have the dimensions of force in consistent units. It is from this
idea of dimensional homogeneity, together with the fact that the size of
the quantity is inversely proportional to the unit of measure adopted, that
Bridgman proves the results, stated in Eq. (2.1a), that the dimensions or
units of any secondary quantity can be expressed as a product of powers
of the dimensions or units of the primary quantities. As we shall see in
the next section, this idea also leads to the pi theorem due primarily to
Buckingham. 7

2-4 STATEMENT AND USE OF THE PI THEOREM

To give a clear statement of the pi theorem, we need to define one more

term. We will use the word parameter in this section to mean any of a
primary quantity, a secondary quantity, a physical constant, a nondimen-
sional quantity, or any grouping of the four. t
The pi theorem is a formal statement of the connection between a
function expressed in terms of dimensional parameters and a related func-
tion expressed in terms of nondimensional parameters. By nondimen-
sional parameters we mean merely groups of the dimensional parameters
concocted so that they are free of dimensions (and units). It is desirable
at this point to remind ourselves why it is useful to rearrange functions
into such nondimensional form.
First, the use of properly chosen nondimensional parameters fre-
quently will correlate and generalize results. Thus, use of dimensionless
groups often brings together what might appear to be separate phenomena
when expressed in terms of dimensional parameters. Employment of

t In most of the literature of dimensional analysis the term variable has been
used for this purpose instead of parameter. However, the word variable has a dis-
tinctly different, almost totally contrary, meaning as used in most governing equa-
tions of science and engineering. Since later in this work we will consider governing
equations in some detail, clarity demands the use of another term. As we will see,
this use of the term parameter is consistent with the definition of Chap. 1 and the
usage in governing equations in Chaps. 3 and 4.
 Dimensional Analysis and the Pi Theorem Units and Dimensions 17

nondimensional parameters provides a better means for obtaining a grasp

of the phenomena as a whole, and hence it frequently is a great aid to
thorough understanding. Since this process provides correlation of a
group of phenomena, it also implies that the use of dimensionless param-
eters may make possible predictions of untested phenomena which are
covered by the correlation, but which could not have been predicted from
the original dimensional form alone.
Second, the use of dimensionless parameters reduces the number of
independent coordinates required. A convenient way to realize the
importance of such a reduction is to recall that a function of one inde-
pendent coordinate can be recorded on a single line; two independent
coordinates, a page; three require a book; and four, a library. Since each
point in these entries may take anywhere from a few minutes to many
months to compute or measure, the utility of such a reduction is evident
even without consideration of the additional mathematical complications
which arise from the need for a larger number of independent coordinates.
In any given physical problem we have one or more dependent param-
eters, each of which is a function of some independent parameters. Let
us denote any particular dependent parameter under scrutiny as ql. If
the independent parameters are m - 1 in number, then we may call them
q2, qa, . . . ,qm. And we may write in functional notation:
ql = !l(q2, qa, . . . ,qm) (2.6a)
where!l is an unspecified function. Mathematically, Eq. (2.6a) is entirely
equivalent to the relation
!2(ql, q2, qa, ... ,qm) = 0 (2.6b)
where!2 is some other unspecified function.
We can now state the pi theorem in the following way:

Pi Theoremt

Given a relation among m parameters of the form

!2(ql, q2, . . . , qm) = 0 (2.6b)
an equivalent relation expressed in terms of n nondimensional param-
eters can be found of the form
(2.7a)
t This theorem is usually attributed solely to Buckingham 7 and is often called
the Buckingham pi theorem. However, like most results in science its foundations
were laid by many other contributors including Fourier, M. Riabouchinsky, and
Rayleigh (see, for example, Bridgman 6 ).
18 Similitude and Approximation Theory

where the number n is given by the relation

n=m-k (2. 7b)
where m is the number of q's in Eq. (2.6b), and k is the largest num-
ber of parameters contained in the original list of parameters qI, q2,
q3, . . . ,qm that will not combine into any nondimensional form.

Following the usual practice, we shall refer to the nondimensional

.,
groups '11"1, '11"2, • • • ,'II"n as pl s.
In the original formulation of the theorem Buckingham 7 stated that
k was equal to the minimum number of independent dimensions required
to construct the dimensions of all the parameters qI, q2, . . . , qm; this
minimum number we shall denote as r. More recently, Van Driest 50 has
shown that while k is usually equal to r, there are exceptions, and the more
general rule is given by the relation
k~r (2.8)
To clarify the matter of exceptions, as well as certain other points
that are essential to proper use of the pi theorem, it is useful to attempt a
clear statement of the necessary conditions for use of the pi theorem and
also to discuss the reasoning underlying the theorem. Before doing so,
let us give a simple example to form a more concrete basis for discussion.
We will then proceed with the discussion of the conditions, and finally
give some additional examples of application.
Example 2.1. Suppose we examine a steady, fully established,
laminar, incompressible flow of a Newtonian fluid through a circular tube.
Let us assume, fictitiously, that we do not know the equation for the
pressure drop, but we hope by use of dimensional analysis to find its form.
If we believe pressure drop fJ.p is a function of velocity V, length of pipe L,
diameter D, density p, viscosity J.I., we would then write
(2.9)
Examining the dimensions of the six parameters in Eq. (2.9), we see
that the minimum number of independent dimensions from which they
can be constructed is three, for example, force, length, and time.
Hence we have r = 3. We look then for three of the six dimensional
parameters that will not form a nondimensional group, and in this case
we would be successful; that is, no combination of density, diameter, and
velocity alone can be made nondimensional, since neither velocity nor
diameter contains the dimension mass, but density does. We therefore
conclude, for this particular problem, that
k=3=r
 Dimensional Analysis and the Pi Theorem Units and Dimensions 19

And the pi theorem then indicates that the number of nondimensional

parameters we need is
6-3=3
If we had been unable to find any group of three parameters that could
not be combined into a nondimensional form, then we would have looked
for two of them that would not so combine, and so on, until the number
k was found.
By inspection we can see in this very simple example that one form
for the desired nondimensional relation might be

fa ( t:..p ,L, pVD) = 0

ip V2 D p-

Or, since we want the pressure drop to be the dependent variable, we

might write:

t:..p = f4 (pVD, L) (2.10)

ipV2 p- D
This relation is entirely correct for the problem we stated. However, if
we are shrewd enough, we can put it into still more useful form; that is,
into a form which still has the same total amount of information, but
which has a lesser number of nondimensional parameters or pi's. Thus
we can reason physically as follows. For a fully established flow in a
constant-area round duct, a certain symmetry is implied. In particular,
we expect that the pressure drop per unit length of pipe will be constant
along the pipe, since conditions do not change with length. Equation
(2.10) suggests that this length should be measured in terms of the diam-
eter of the pipe. We might seek a relation of the form

4f .6. t:..P j(LjD) =

- jpV2
h (p VD) = f6(ReD)
J.I.
(2.11)

where 4f is the friction factor of hydraulics by definition and ReD is the

diameter Reynolds number. And, in this case, we know from an immense
number of experiments that the strategy succeeds. That is, Eq. (2.11)
is sufficient to correlate the pressure drop due to friction for all round
pipes whatsoever under the conditions specified. This can be verified by
reference to any elementary text on hydraulics. In fact, this is one of the
very few cases where an exact, complete solution to the N avier-Stokes
equations is known so that very adequate verification is available both
theoretically and experimentally.
It is well to pause here to point out that merely because Eq. (2.11)
is well verified does not automatically imply that it provides the simplest
20 Similitude and Approximation Theory

possible form any more than Eq. (2.10) does. This is an important point,
and we shall return to it later on. Let us now turn again to the matter of
the conditions for use of the pi theorem and the underlying reasoning upon
which it rests.
With this example in mind, we now enumerate the conditions which
should be fulfilled in use of the pi theorem:
1. The list of dimensional parameters must contain all of the param-
eters of physical significance including all independent parameters
and one dependent parameter.
2. The nondimensional pi's as finally composed should contain, at
least once, each of the parameters in the original list.
S. The list of dimensions used to compose the physical parameters
must be independent, or else provision must be made to compen-
sate for the redundancy.
In many treatments, the foregoing requirements are not set forth
explicitly, and it is therefore desirable to discuss them briefly. Since the
method makes no provision for introduction of further parameters at any
stage beyond the original listing, the original list must contain all param-
eters of importance. Any parameters that are omitted from the original
list will be omitted from the solution, and such an omission is a clear error
in analysis. It is also desirable, for convenience, to have the dependent
parameter appear in only one group, but this is a matter of convenience,
not necessity.
As just stated, the final nondimensional form cannot contain more
parameters than the original list, but there is also the possibility that it
may contain fewer. However, if the nondimensional form contains fewer
parameters than the original list, it must imply that either the parameters
which appeared in the original list, but not in the final nondimensional
form, are of significance in the problem or they are not. If they are of
significance, they should be in the final nondimensional form. If they are
not of significance, they should not have been in the original list of physical
quantities, because this almost always increases the number of pi's unnec-
essarily and thus unduly complicates the solution. In other words,
inclusion of unnecessary parameters in the original list is not erroneous
(as is omission of pertinent parameters), but it does give added pi's.
These added pi's tend to defeat one of the basic purposes of the analysis, to
reduce the number of independent pi's to the lowest possible value.
The requirement concerning independence of the dimensions also is
necessary. The simplest way to show this is to examine what would have
happened had we used a redundant set of dimensions in the example above.
Suppose that we had decided to use all of mass, length, time, and force in
the analysis. Since Newton's Second Law of Motion does apply to this
 Dimensional Analysis and the Pi Theorem Units and Dimensions 21

situation, this would be a redundant set of dimensions as already noted.

We then would have found that there were only two nondimensional
groups for a pipe of any length, and when we introduced the idea of pres-
sure drop per unit length, we would have looked for a solution in terms of
just one group. We would not have been able to find such a solution by
proceeding in this way, and we would therefore have ultimately arrived
at a contradiction. We must therefore do one of two things. Either we
must work with an independent set of dimensions, or we must somehow
compensate for the redundancy. The compensation is normally provided
in the following manner. For each redundant dimension employed, as for
example, mass in the above illustration, we introduce into the list of
parameters the physical constant which shows that it is redundant. In
the example of redundancy just discussed we would have simply added
gc to the list of parameters in Eq. (2.9). Of course, we could have com-
pensated in other ways. The simplest would be to subtract one from the
number of dimensions for each degree of redundancy. The choice of
method in this regard is a matter of individual taste.
In the example above, it will be noted that we proceeded directly to
the desired nondimensional form from the dimensional form without any
intermediate algebra. There are available several formal algebraic meth-
ods for performing the intermediate steps; these methods have been
treated by many authors. All of the available texts on dimensional analy-
sis include such methods in much detail (Refs. 6, 28, 13, 37, and 19).
Careful treatments are also included in most books on elementary fluid
mechanics. Not only are the existing treatments of this algebra exten-
sive, but they cover all shades of mathematical formality and elegance so
that there seems to be little or no need for further treatment. There is
also another, more important, reason why the author has chosen to jump
over the algebra; this is as follows.
The algebra of the pi theorem is necessary for the beginner in order
to grasp the process, but it is usually cut short by the experienced worker,
as was done in Example 1 above. There is good reason for this short-
cutting in addition to the work saved. So long as the final nondimensional
form of the relation contains all of the parameters in the original list, and
so long as it contains the correct number of nondimensional groups, it is
correct. That is, there is always an indefinitely large number of entirely
correct possible choices of the final nondimensional pi's. The analytical
worker makes a choice among these possibilities based on convenience in
working with the final form and convention. In solving the problem
above, the matter was fixed by convention. At this stage of the game, it
would be a meaningless gesture to use any dimensionless parameters
except friction factor and Reynolds number in Example 2.1, since these
two quantities are so widely used already in the literature of fluid mechan-
22 Similitude and Appro:nmation Theory

ics. If a formal mathematical procedure had been used to obtain the

nondimensional groups, we might, by luck, have found these standard,
accepted pi's. But since there are an infinite number of possibilities, such
a fortuitous outcome is very unlikely; it is much more likely that the
answer obtained from the formal method would have required rearranging
to make the terms agree with standard nomenclature. Since this is the
case, it is usually much more expedient simply to look for the desired form
by a process of inspection, as was done in the example given. Such a
procedure will yield an answer equally correct to that of any formal proce-
dure, provided only that all conditions for use of the pi theorem stated
above are satisfied.
In the above example we have discussed briefly how to deal with
secondary quantities and physical constants which appear in the list of
parameters. There is also the possibility that some of the parameters in
the original list may be primary quantities or nondimensional quantities.
This causes no difficulties. As a matter of fact, two of the items in the
list of the example, Land D in Eq. (2.9), were primary quantities in the
dimensional system employed. It will be noted that they were treated
precisely as any other secondary quantities in the list. It is also useful to
observe that when two quantities in the list have the same units, a non-
dimensional group can always be formed simply by taking their ratio.
In the case of nondimensional quantities, the same comment applies.
They are treated, and counted, just the same as the other parameters in
the list. If they are already nondimensional, it is not necessary to rear-
range to obtain a nondimensional group. Hence they simply appear
unaltered in the final nondimensional form.

2-5 RATIONALE OF THE PI THEOREM

We now turn to a discussion of the underlying meaning of the pi theorem.

To get at tliis we ask the question, "Why is it possible to obtain an equa-
tion in a lesser number of independent parameters simply by transforming
to a nondimensional form?" This question can be answered as follows.
Any meaningful relation describing a physical situation can be assumed to
be dimensionally homogeneous. As already discussed, this implies that
(1) each additive term in the equation has the same units, (2) the dimen-
sions on the parameters from which the terms are composed can be made
up of a single term containing no more than a product of powers of the
independent dimensions. These two facts constitute information about
the problem in addition to the existence of a functional relation among
the parameters. By utilizing this additional information, we can achieve
a simpler, more useful result. The mathematics of this process can be
 Dimensional Analysis and the Pi Theorem Units and Dimensions 23

viewed as follows. We have an original relation of the form

!2(qI, q2, . . . ,qm) =0 (2.6b)
We also know that the dimensions of the m parameters in this relation can
each be constructed in terms of a product of arbitrary powers of r inde-
pendent dimensions. Furthermore, we know that each additive term of
the relation must have the same units. If the set of dimensions used is
independent, then it must follow that each additive term of the equation
must contain each dimension to the same power. This is true for each
dimension independently. Thus we have one additional restricting con-
dition on the original equation for each independent dimension that is
required to construct the dimensions of the m parameters qI, . . . , qm.
Furthermore, we can write each of these r restricting conditions in terms
of an algebraic equation expressing the requirement. The algebra of the
situation is thus as follows. We have r + 1 relations among m quantities.
Consequently, if these r + 1 equations are linearly independent, then it
follows immediately from the fundamental theorem of algebra that we can
use r of the equations to eliminate r quantities and thus to obtain an equa-
tion among m - r groups. I t is the proviso of linear independence of the
equations that gives rise to Van Driest's improvement on Buckingham's
original theorem. More specifically, if the equations are linearly inde-
pendent, k = r; if they are not linearly independent, k < r, and the dif-
ference between k and r is the same as the number of degrees of redundancy
in the r + 1 equations.
This last point can be seen very clearly from the treatment of
Langhaar. 28 Langhaar not only gives the formal algebraic treatment in
terms of the Jacobian test, but he also sets forth a means for finding k in
terms of formal matrix algebra. Either Langhaar'st method or Van
Driest's method will overcome the difficulty regarding linear independence
of the set of equations satisfactorily. The choice of method then lies with
the taste and degree of mathematical sophistication of the individual
worker.

2-6 HUNTLEY'S ADDITION

Recently Huntley I9 has made an important addition to the physical foun-

dations of the pi theorem. This addition is based on the idea that a
greater number of independent dimensions can, in effect, be utilized if the
distinctions between various operations and concepts are very carefully
maintained. Since a larger number of independent dimensions in general
t Van Driest's method is given above and used throughout the text. The reader
is referred to Ref. 28 for Langhaar's technique.
24 Similitude and Approximation Theory

implies, by the pi theorem, a smaller number of resulting dimensionless

groups, a more useful answer is often obtained.
In particular, Huntley notes that there is a distinction between a
length measured in the x direction and one measured in the y or z direction.
He also distinguishes between the inertial property of mass and its energy-
storage or heat-capacity function.
Thus, Huntley does not cancel a length in the x direction with one in
the y or z direction; the net effect is to achieve up to three independent
dimensions, each a distinguishable kind of length. A typical example of
this idea is often used in the description of thermal conductivity which is
written, for example, as
Btu
k fd. (hr)(ft2)(OFjft)
It is customary not to cancel the ft in the direction of heat flow with part
of the ft 2 term which represents the dimensions normal to the heat flow,
that is, the other two cartesian coordinates. This usage has become cus-
tomary, because the cancellation reduces the physical meaning in the
resulting expression. The concept is almost identical to that discussed in
connection with the impropriety of canceling a pound force with a pound
mass, simply because they happen to have the same name. In Huntley's
view, the measurement of length in the x direction is by its specification a
different operational procedure from measurement of the length in the y
direction, because the operations are carried out in different planes. The
mathematical counterpart of this physical explanation is simply that in a
vector equation it is never permissible to cancel an x component against a
y or z component of any vector quantity. Similar comments apply to
the energy-storage function and inertia function of mass. Huntley shows
that the dimensions representing the two functions should not be canceled
one against the other because they are of a different physical nature.
By maintaining such distinctions, through the use of subscripts,
Huntley is able to achieve more useful results in many well-known
problems.
Huntley's idea will be employed where appropriate in the following
examples. The reader who is interested in examining in more detail what
can be gained by this method is referred to the many excellent examples
in the treatise by Huntley.19

2-7 EXAMPLES OF APPLICATION OF

DIMENSIONAL ANALYSIS

The method of utilizing the pi theorem in Example 2.1 and those which
follow has several names, none of which is universally accepted. These
 Dimensional Analysis and the Pi Theorem Units and Dimensions 25

include: dimensional analysis, method of dimensions, the pi theorem

method, Buckingham's method and Bridgman's method. In the present
volume these names are used synonymously. Since dimensional analysis
is the most widely accepted, this term will be preferred.
Example 2.2. Let us now examine a heat-transfer problem by the
method of dimensional analysis. It is a problem for which the complete
solution is known, at least for relatively simple boundary conditions, and
thus it is a useful example for comparing what can be achieved by various
methods.
The problem concerns the "cooking" or curing time of a portion of a
homogeneous solid body of arbitrary shape. One way in which the prob-
lem can be stated is as follows. "An old housewife's rule is to cook a
roast beef 20 minutes per pound. Is this a reasonable similarity law, and
if not, what more correct rule can be proposed?" This problem has sig-
nificance, of course, not only in preparing dinner but also in many indus-
trial processes in which a chemical reaction or phase change requires the
maintenance of a certain minimum temperature throughout an entire
body for a prespecified minimum time. Thus we can reframe the question
in better form as follows: "How long must we heat the body to insure that
every particle in it is held above a temperature 80 percent of the way
from the initial temperature to the oven temperature for at least a pre-
specified minimum time?"
Before using the pi theorem, we must set down a list of the param-
eters of concern. In this problem we might think that an appropriate list
would be:
f(t,L,M,N,p,cp,X) = 0 (2.12)
where t = time required, L, M, and N are characteristic dimensions of the
body in the x, y, and z directions, respectively, p is the density, Cp the
specific heat, and X the thermal conductivity of the body. One suspects
that the heat-transfer coefficient for convection on the surface of the body
might also enter the problem, but it is not altogether clear on grounds of
this type when this effect must be considered. In the above list we are
treating time as dependent, but we have omitted temperature. On the
basis of this method alone, omission of temperature is a questionable
procedure. The author must admit that it has been omitted primarily
because one thus obtains a correct answer, and the justification can be
provided from more complete analysis. t If we then assume that Eq.
(2.12) contains the correct parameters, we can apply the pi theorem.
There are seven parameters in Eq. (2.12). The dimensions of these
seven parameters can be given in terms of four independent dimensions;
mass, time, temperature, and length. Four parameters (for example,
t See Sec. 4-4.
26 Similitude and Approximation Theory

t, L, X, and p) can be found which will not form a nondimensional group.

Thus k = r, and the pi theorem states that the nondimensional function
should contain three nondimensional pi's. By inspection a set of pi's
that is appropriate can be seen to be:

L
'11"1 = M
L
'11"2 =N
£2
'11"3 = at = Fourier number

where
a = ~ = thermal diffusivity
pCp

This answers the problem initially set as follows. In order to have similar
temperature behavior, it is necessary and sufficient to have geometric
similarity and the same Fourier number. However, we want to hold the
temperature above a given level for some known time. If we denote this
known cooking time by to and the time required for the center of the body
to reach the required temperature as indicated by a given value of '11"3 (the
Fourier number) as tf! then for a given body the solution is:

tmin = tf + to = tf + constant
And tf is found from the condition L2/a tf = constant. We can then con-
clude that two geometrically similar bodies will have similar temperature
versus time behavior if
L2
- = constant
a

Also for fixed a, tf varies as

tf ~ L2

and for fixed geometry

These are the essential similarity rules for heat-conduction problems, as is

well known. Thus we have found considerable information from dimen-
sional analysis, but it does not tell us a number of other things. First, no
information is given on when we might be able to neglect '11"1, '11"2, or '11"3, or
when we must include the effect of convection on the surface of the body.
 Dimensional Analysis and the Pi Theorem Units and Dimensions 71

A question involving whether temperature must be included in the pi's

was resolved by resort to other sources of information. And, finally, we
obtained the relevant physical variables on the basis of the statement
"we might think that an appropriate list would be." This at least appears
to be very intuitive grounds for the physical basis of our solution. These
problems are considerable. However, we shall reserve further discussion
of their bases for Chap. 51 when more complete information will be
available.
At this point, it is well to emphasize again why the items in our list
for the dimensional analysis [Eq. (2.12)] have been called parameters and
not variables. They are the parameters of the problem in the sense defined
in Chap. 1, and they are not the variables of the heat-conduction problem
in the usual sense. Similarly, the answer to the dimensional analysis is
given in terms of dimensionless parameters, not dimensionless variables.
It will be useful for the reader to note that this is the case in each instance
in the examples which follow. In a sense it is unfortunate that these
quantities have been called "variables" in much of the literature, since it
tends to obscure the distinction between parameters and variables; this
distinction is essential to clarity in the discussion of several matters of
importance in Chap. 4.
Exalllple 2.3. As the next example, let us analyze the problem of a
simple parallel-flow heat exchanger. Take as the problem the establish-
ment of a set of nondimensional groups that will correlate the performance
as measured by the effectiveness for all heat exchangers of this geometry.
For simplicity, let us assume that the geometry is two concentric tubes;
this does not alter the essentials of the analysis from the case of the
multiple-tube exchanger normally encountered in practice. The follow-
ing sketch shows the system.
Transfer area -A;
surface conductance - U

_T
h out

6Tc -Tcout-Tcin
6Tmax·Tho -Tco
In In
6Th -Tho -Th
In out

FIG. 2.1
28 Similitude and Approximation Theory

It seems relatively clear from the sketch of Fig. 2.1 that the param-
eters involved in this problem can be written as:

(2.13)

This list contains nine parameters. The dimensions of these can all be
written in terms of four independent dimensions m, L, t, and T. The four
parameters U, A, Cp " and oTh will not form a nondimensional group.
Thus by the pi theorem we would conclude that if the list of Eq. (2.13) is
correct, there should be four independent pi's and one dependent pi.
However, the answer to this problem is well known; it is two independent
groups and one dependent (see for example Kays and London,23 or
McAdams,32 where the complete solution to this problem is given in closed
form and plotted on graphs). Obviously, there is something wrong with
our solution. Actually, there are two things wrong.
The first difficulty is that Eq. (2.13) contains not one but two depend-
ent parameters. Although it is not immediately evident, a careful study
of the dependency relations among the parameters reveals that only two
temperature differences should be included in our list. That is, given any
one of the three temperature differences listed and all of the other param-
eters in Eq. (2.13), the other two temperature differences are both fixed.
So we proceed to strike out oTc and we obtain:

(2.14)

But we still have eight parameters describable in terms of four independ-

ent dimensions. Thus the pi theorem would indicate that three independ-
ent and one dependent nondimensional groups are necessary, and hence
even if we were shrewd enough to see through the rather complex depend-
ency relations among the parameters in this problem, we would still be
unable to achieve the desired result without further information. The
answer found is not incorrect, but it is quite unworkable compared to the
known solution.
Let us check further to see if we have obeyed the rules set down for
the pi theorem above. Rule 1 says to include one dependent and all the
pertinent independent parameters. This we seem to have done. Rule 2
says that the nondimensional groups must contain all of the parameters
in the original list at least once. This is not the trouble here; the rule
could be fulfilled if we could get that far. The list of independent dimen-
sions used, mass, length, temperature, and time, is a well-established inde-
pendent set, and thus we have followed Rule 3.
What is even more perplexing in this example is that the deviation
from the pi theorem is not explicable in terms of the additions of Van
Driest and Langhaar to the theory on linear independence of the restrict-
 Dimensional Analysis and the Pi Theorem Units and Dimensions 29

ing equations. Not only have we checked that the list contains four
primaries that will not form a nondimensional group, but also the excep-
tion is in the wrong direction to be explained by linear dependence among
the primary dimension equations. Specifically, if the set of equations is
not linearly independent, then the actual number of groups needed is
greater than that predicted by Buckingham's original statement of the pi
theorem. But in this case the actual number of groups required is less
than that predicted by the pi theorem in the solution above.
Thus we have found an exception to the pi theorem that seems to be
inexplicable in terms of dimensional analysis alone. It then remains to
be seen if other methods can explain the source of this exception and, if so,
to examine whether it is reasonable to expect an able and experienced
worker to have found the source of the trouble using only the procedures
of dimensional analysis.
Example 2.4. We now approach a practical problem, by the Buck-
ingham method, where the answer is not altogether known. Let us con-
sider the correlation of the performance of centrifugal compressors. This
is a more complex problem than any of the previous examples, in fact,
unlike the previous cases we cannot write a single set of differential equa-
tions and boundary conditions governing the complete performance of all
of the class of systems we hope to correlate.
We begin again in the conventional fashion, that is, by attempting
on intuitive grounds to establish a list of parameters. We suspect that.
the following parameters might be of concern in this problem: flow rate Q,
pressure ratio PT, speed N, impeller inlet radius r;, impeller outlet radius To,
length characterizing the diffuser L, and the viscosity J.l, density p, speed
of sound a, and specific-heat ratio 'Y of the working fluid.
In the functional form we have:

The ten parameters in the list can be described, dimensionally, in terms of

three independent dimensions: length, mass, and time. However, both
the inertia function of mass mi and the energy-storage function of mass m
are required. Hence by Huntley's addition we could utilize four inde-
pendent dimensions. Checking Van Driest's restriction, however, we find
that there are no four parameters that will not form a dimensionless group.
Several sets of three parameters can be found that will not combine into a
dimensionless group, for example, Q, J.l, and p. Hence we take k = 3
although T = 4. Thus the pi theorem suggests that 10 - 3 = 7 groups
are needed of which 6 will be independent.
However, it is clear that we cannot work effectively with six independ-
ent coordinates. It is also evident that the characterization of geometry
30 Similitude and Approximation Theory

given is far from complete. As a first step toward making the problem
manageable, we might therefore restrict ourselves to consideration of
geometrically similar machines. Such machines can be characterized by
one length, say D, and hence the number of groups apparently needed is
reduced by two. Thus we could formulate an answer to the reduced
problem of homologous units as:
11"1 = pr
Q
11"2 = ND3
11"3 = Re = Reynolds number = ~~
11"4 = M = Mach number = - Q2
Da
11"6 = 'Y

This is virtually as far as we can go using the pi theorem alone, but it

does not constitute a workable answer even for a single line of homologous
units. Four independent groups are still too many to be very useful. In
order to obtain a workable solution to this problem, we need to reduce the
number of independent groups. It may be possible to achieve such an
objective in at least two different ways.
The first method involves establishing some particular combination
of two or more of the independent parameters that is characteristic of the
problem at hand. This amounts to transforming the parameters into
some natural form where a higher degree of generality is achieved.
Dimensional analysis gives us no inkling whatsoever about how such a
transformation may be found. In order to establish such a transforma-
tion it is again necessary to introduce additional experimental or theoretical
knowledge.
The second method is to establish certain ranges of performance in
which one or more of the independent groups have a negligible effect on
the dependent group of interest, say on the pressure ratio achieved.
Dimensional analysis gives no hints about where we may expect to find
such a range of variables. Once again additional methodology or empir-
ical evidence must be introduced. In this particular problem we suspect,
from other known solutions, that the effect of both Mach number and 'Y
can be largely neglected if the square of the Mach number is small com-
pared to unity everywhere in the compressor and that the effect of
Reynolds number will not be large if the square root of the Reynolds
number based on the passage width and also on blade length is very large
compared to unity. Thus for certain ranges of practical interest at least,
we can hope to achieve a workable correlation. In practice still further
information of this kind is also available, but detailed discussion of it is
 Dimensional Analysis and the Pi Theorem Units and Dimensions 31

beyond the scope and purpose of the present volume. The foregoing
discussion is sufficient to show that dimensional analysis alone is of some
utility in this problem, but that it must be very consid,erably supple-
mented before a practical answer can be found. In particular, the inabil-
ity of dimensional analysis to answer questions of the sort, "When can a
given nondimensional group be neglected?" stands out clearly in this
problem.
Exalllple 2.5. Having given several examples in which various
shortcomings of dimensional analysis as a method of fractional analysis
have become evident, it is useful to work a problem where the method
succeeds particularly well, in order to illustrate the type of problem that
can be handled. Accordingly we consider small motions of a simple pen-
dulum, as shown in Fig. 2.2.
Let us take as the problem the determination of the parameter(s)
governing the frequency of the natural or free oscillation of the pendulum.
If we consider what parameters we would use to write the equations, we
would set down a list of pertinent parameters as:

f(w,L,m,g) = 0

where

w = natural frequency
L = length of pendulum
m = mass of pendulum
g = local acceleration of gravity

An appropriate set of independent dimensions is mass, length, and

time. The pi theorem then suggests that there should be 4 - 3 = 1

---1---/
I, ,/'

FIG. 2.2 mg
32 Similitude and Approximation Theory

independent groups in the result. Checking by Van Driest's method we

find that the three quantities L, m, and g will not form a group so that
k = r, and it should therefore be possible to characterize the solution by
one nondimensional group. If we try to form this group by inspection,
however, we find immediately that only one of the four parameters con-
tains mass. Hence it is necessary to reason as follows. Mass cannot
enter the appropriate nondimensional group, since there is no way that it
can be canceled by any combination of the other parameters. We must
therefore delete mass from both the list of parameters and the list of inde-
pendent dimensions. We can find two parameters that will not form a
nondimensional group, say g and L, and we have a total of three param-
eters in our list. The number of groups required therefore is still one, and
the group needed can be found by inspection to be:
w2L
11"1=-
g

Since there is only one group, it can at most be a constant. And we can
therefore write
C·g
w2 =--
L

This, of course, is the entire answer to the problem, lacking only the value
of the constant C. Thus we see that in this simple problem dimensional
analysis works exceptionally well. Indeed, it demonstrates that the
period must be independent of the mass of the pendulum, and it also
yields the explicit form of the solution.
To round out our examples by dimensional analysis we now consider
a more complex problem of mechanics.
Example 2.6. t Consider a more complex mechanical system con-
sisting of a simple beam in flexure with given loading and end conditions.
We hope to find a model by which we can determine the dynamic or
vibration characteristics of any beam by tests of a smaller beam or model.
In this problem, we suspect from experience that the vibration fre-
quency w will be a function of the following parameters:
w = w(E,p"p,Fj,ai,g)

where
E = modulus of elasticity
p. = Poisson's ratio
t This example is based on the excellent discussion of Prof. D. E. Hudson 18 and
a suggestion from Prof. S. H. Crandall.
 Dimensional Analysis and the Pi Theorem Units and Dimensions 33

p = mass density
F; =j conditions sufficient to fix the loading, say q in number
ai = i lengths sufficient to fix the geometry of the beam, say 11. in
number
g = gravity constant, weight per unit mass

The dimensions involved are mass, length, and time. It is easy to

find three parameters that will not form a dimensionless group, for exam-
ple, F I, aI, and p. Also we can define force ratios by normalizing on any
one of the F i , say F I; we call these force ratios aj. Similarly we can form
length ratios by division of a length al; we shall call these length ratios {3i.
Applying the pi theorem, we then obtain

w2al (pga l )
-g- = f IF' IL, a;, {3i (2.15)

where j runs from 1 to q - 1, and i runs from 1 to n - 1. The number

of independent pi groups in Eq. (2.15) is then equal to the number of
forces in the original load specification plus the number of lengths in the
+
original specification of geometry, or q n. [This is coincidence, not a
fundamental result, since it follows from the fact that there are two other
groups in Eq. (2.15) in addition to the a; and {3;, but each of these is one
less than the original list, since we have divided through by FI and aI,
respectively.J
Employing Eq. (2.15), we can set conditions sufficient to guarantee
similar behavior of a model and the prototype in so far as frequency is
concerned. Employing ( )m for model and ( )p for prototype we have

P,m = p,p (2.16)

(aj)m = (aj)p j = 1, 2, . . . , q - 1
«(3;) m = «(3i) p i = 1, 2, . . . ,n - 1

The conditions (2.16) demand that the materials employed have the same
Poisson's ratio, and that complete geometric and loading similarity be
strictly maintained. In general, this will represent such restrictive con-
ditions that modeling on this basis would be of little practical value.
In an attempt to overcome this difficulty we might examine a more
restricted class of problem. Let us assume that the body under study is
a simple rectangular beam of length L, depth h, and width b; let us assume
further that it is a simple cantilever beam, and the only load is the beam
mass p per unit length. Accordingly, the list of parameters is
w = w(E,p"p,b,h,L,g)
34 Similitude and Approximation Theory

Since we have again three independent dimensions, and eight parameters,

the pi theorem requires five nondimensional groups. A solution thus is

w2L
g
= f (pgL, p.
E 'LL
!!.,!!:.) (2.17)

The model conditions then are

(2.18)

There are still too many conditions for manageable model studies, and
thus even in this relatively simple problem a correlation of workable
simplicity is not achieved by use of the pi theorem alone. From the point
of view of fractional analysis, we should like to be able to find a solution
involving fewer conditions than Eq. (2.18). This might be distorted or
approximate model laws covering the problem, it might be a grouping of
parameters in improved form, or it might be a statement of the exact con-
ditions under which some of the pi's in Eq. (2.17) can be neglected. These
are essentially the same questions we encountered in Examples 2.2 and
2.4, but they are framed slightly differently, because we are seeking a
solution in terms of a model law rather than a correlation. Again we will
defer further discussion of these questions until other types of solutions
have been developed.

2-8 SUMMARY

The examples above show that in every instance the pi theorem gives
some useful information about the problem under study. In some simple
problems, such as that of the pendulum, it gives remarkably complete and
correct answers. The pi theorem also sets in particularly clear form the
enormous utility of the use of dimensionless groups in reducing the number
of independent parameters and correlating and generalizing solutions.
In addition to these useful properties, the pi theorem forms a partic-
ularly good framework for discussion of the nature of units, dimensions,
and related topics, although these more elementary topics have been
treated only very briefly here.
 Dimensional Analysis and the Pi Theorem Units and Dimensions 35

Nevertheless, the pi theorem, when used alone as a means for frac-

tional analysis, suffers from four considerable deficiencies, as seen in the
examples.

1. No direct means for finding the pertinent parameters is available.

The method deals essentially with rearranging the parameters
once they have been determined. As discussed in Chap. 1, this is
the easier and less crucial part of the solution insofar as fractional
analysis is concerned. Moreover, dimensional analysis itself pro-
vides little or no framework for incorporating or checking physical
information relevant to finding the parameters beyond the original
highly intuitive enumeration of a list of physical characteristics.
2. Some inexplicable exceptions to the pi theorem occur in addition
to the problem of linear dependence clarified by the work of Van
Driest and Langhaar. In some cases the dependent variable
must be dropped from the pi's; in others, fewer parameters than
indicated by the pi theorem are actually needed. The reason for
these exceptions is not evident from the necessary conditions for
use of the pi theorem alone or from examination of its rationale.
S. The pi theorem alone provides no means for finding or seeking con-
ditions under which one or more pi's can be neglected. This infor-
mation is particularly important, since it is central to derivation
of approximate similarity rules and workable correlations for com-
plex systems.
4. Within the framework of the pi theorem there are no means avail-
able for determining which sets of dimensionless groups may be
particularly informative or useful for a given purpose, or for
establishing combinations of groups for improved correlations in
particular problems. In practice, of course, we almost always
find decided differences between the utility of various sets of pi's
among the infinitely large number of possibilities.

With these summary remarks we turn directly to the discussion of

other methods of fractional analysis and defer to Chap. 5 a discussion of
the reasons for the advantages, disadvantages, and exceptions to the pi
theorem found, since the developments of Chaps. 3 and 4 provide con-
siderable information on all these points.
3 Method of Similitude and
Introduction to Fractional Analysis
of Overall Equations

3-1 INTRODUCTION

In the nineteenth century a number of workers, most notably Lord

Rayleigh, commonly solved problems of fractional analysis by direct use
of the idea of similarity combined with the formation of force ratios.
During the twentieth century this method seems to have lost favor and
has been replaced almost entirely by the use of the pi theorem except in
the work of a few authors in fluid mechanics (see, for example, Vennard, 02
Chap. 7). In fact, the method seems to be so little used today that no
accepted name for it exists; for purposes of reference, it is called the method
of similitude throughout the present volume.
This neglect of the method of similitude in modern times also extends
36
 Similitude and Overall Equations 37

to discussions of the method as such. No treatment known to the author

provides an adequate basis of the method for use in all problems of frac-
tional analysis. Despite this, the method of similitude has a number of
useful properties of its own, and it leads very naturally into the discussion
of the use of the governing equations for problems in fractional analysis.
For both these reasons it seems appropriate to attempt a broader and
more thorough discussion of the method of similitude.

3-2 METHOD OF SIMILITUDE

The method of similitude is basically very simple. In the nineteenth

century literature and in the current applications in fluid mechanics it
consists of the following basic steps:
1. The forces that are believed to be important in a given problem
are enumerated, including the dependent and all the independent
forces. (Force here is used in the sense of mechanics and not in
the sense of a generalized force as employed in some modern work,
such as in irreversible thermodynamics.) Each of these forces is
then expressed in terms of the parameters of the problem by
physical or dimensional arguments.
2. The pertinent nondimensional groups are constructed by forming
ratios of these forces and including enough length ratios to insure
geometric similarity.
The number of pi's constructed from force ratios thus equals the
number of independent forces. For convenience in solution, it is also
customary to use the dependent force in only one ratio in order to provide
an explicit, rather than an implicit, function for the force ratio taken to be
dependent.
Superficially, there would appear to be no great difference between
listing the governing forces and enumerating the parameters from which
these forces are composed. That is, there would seem to be no funda-
mental difference between the method of similitude and the pi theorem
method as discussed in Chap. 2. This is certainly true, nevertheless the
method of similitude has certain inherent advantages, and is a useful
cross-check on results obtained by the pi theorem.
The usual physical basis for the method of similitude is some postu-
late like the following: "Two systems will exhibit similar behavior if geo-
metric, kinematic, and dynamic similarity are all guaranteed; furthermore
these conditions will be fulfilled if the two systems are made geometrically
similar and if the ratios of all the pertinent forces are made the same in
the two problems."
38 Similitude and Approximation Theory

Probably one of the reasons that this method has lost favor in modern
times is that the latter half of the postulate is not broad enough to cover
all problems. Specifically, in many problems, knowledge about quantities
which do not depend on forces at all, such as heat transfer or electric
currents, may be sought. In fact, it would appear that the last half of
the postulate rests upon a purely mechanical view of the universe. Such
a view was prevalent in the nineteenth century, but is not in keeping with
the modern concepts of thermodynamics. Some broader foundation is
definitely needed.
One basis for such a broad foundation is given in Sec. 3-2b. But
before this is done, it will be helpful to study one example which can be
treated by use of force ratios alone in order to make clear the details of
the method.

a. Use of Force Ratios

The number of different kinds of forces found in nature is extremely

large, and it is consequently impractical to deal with them all at once.
Not only would this require a treatise of larger magnitude than this vol-
ume, but also it is seldom necessary to deal with more than a few of these
forces in the analysis of a given physical problem. Since the purpose of
this book is to develop and examine methodology, it is sufficient to take
an example of one field of analysis. The field chosen is fluid mechanics,
since the method is well developed in that area and since the author is
reasonably familiar with the subject. A table of basic dimensionless
parameters similar to that developed for fluid mechanics can be prepared
for use in other fields. What is more, the preparation of such tables is
very instructive both as an exercise and as a reference in any given area
of science or engineering. The construction of such a table enforces a
general but especially careful consideration of the basic effects to be found
in the field under study; it increases the physical understanding of the
dimensionless parameters normally employed; it provides for standardiza-
tion of these parameters for ready reference; and, most important, it
provides a firm basis for checking the possible improvement of these
parameters as further data and experience are accumulated.
There are six very common forces in fluid mechanics. Fifteen
independent nondimensional numbers can be formed as ratios of these six
forces, taken two at a time. These forces are defined, their dimensions
shown, and the fifteen independent forces systematically displayed in
Table 3.1.
Examination of Table 3.1 shows that nearly all of the very commonly
employed correlating groups of fluid mechanics are contained in the first
six numbers. Among the very common groups only Mach number, drag
 Similitude and Overall Equations 39

Table 3.1 Ratios oj Common Forces in Fluid Mechanics

Fs ASL

FI pVL
-=- - =-
Fv /.I Fo E.
p
Reynolds Pressure Cauchy Weber Froude
number coefficient number number number
Fo E.L Fs S
Fv
Fv /.IV Fv /.IV
Stokes
number
Fo E. Fs S

Fs S FG = pLg
-=- Fo
Fo E.L Fo E.
Fa = pL2g
Fs
Fs S

The six forces most often encountered in These forces may be expressed dimen-
fluid flow: sionally:
Inertia forces L:::,. FI FI A pV2£2
Viscous forces L:::,. Fv Fv AILVL
Pressure forces L:::,. Fp Fp A /:1pL2
Compressive forces L:::,. Fo Fo A Es£2
Surface tension forces L:::,. Fs Fs ASL
Gravity forces L:::,. Fa - Fa ApL3g
where
p = mass density
L = length
V = velocity
/.I = viscosity
E. = isentropic bulk modulus of compression
S = coefficient of surface tension
g = local acceleration of gravity

coefficient, and the ratio of specific heats appear to be missing. It is

readily shown that Mach number is merely the square root of the Cauchy
number, which does appear in the table, and that drag coefficient is the
same type of number as pressure coefficient or Euler number; that is, the
ratio of forces acting on the surface to the inertia forces. t Specific heat
ratio apparently cannot be found from force considerations alone. It is
also interesting to note that even among the fifteen simple numbers in
t The distinction normally lies only in the direction of the force considered.
40 Similitude and Approximation Theory

Table 3.1, only six are apparently widespread enough in use to have
acquired generally accepted names.
The appearance in Table 3.1 of all of the most common correlating
groups of at least incompressible flow is, of course, not a coneidence.
These groups are widely used not only for historical reasons, but also
because the direct ratios of the governing forces express the correlating
groups in a particularly useful, simple, and readily interpreted form.
Indeed, although the Mach number is normally used for correlation pur-
poses, the quantity that almost always appears in the governing equations
is the square of Mach number, or the Cauchy number; and in Table 3.1 it
is the Cauchy number that appears. Far more often than not, the use of
M2 rather than M as a variable simplifies the equations, and historically
we would probably have been better off had M2 been adopted as the con-
ventional correlating group. However, the difference is not great and is
hardly worth discussion except to illustrate why the use of direct force
ratios so frequently yields, apparently fortuitously, a particularly useful
combination of parameters.

Example 3.1. We turn again to the problem of the fully established

laminar flow in a tube which was solved by the use of the pi theorem in
Example 2.1. The answer obtained in Chap. 2 was that the friction
factor could be expressed as a function of the Reynolds number. How-
ever, it was found necessary to introduce a type of symmetry condition in
addition to the pi theorem to bring the answer this far. This answer is
correct in the sense that the variables can be plotted on a graph of friction
factor versus Reynolds number, and for the laminar range, all the data do
fall on a single line. (See, for example, Moody 34 or any standard work
on elementary fluid mechanics.)
Using the method of similitude we can carry through the solution for
a correlation of the pressure drop in the round pipe using nothing but
Table 3.1 as a source of information.
Inspection of our catalogue of forces for fluid mechanics suggests that
in this problem gravity force, surface tension force, and compressive force
will be unimportant. This leaves inertia force, pressure force, and viscous
force. One of these forces is dependent. Thus two pi's are required, one
independent and one dependent. From Table 3.1 these pi's would be
Reynolds number and pressure coefficient. The pressure coefficient is
readily transformed into friction factor by using the defining equation for
friction factor. Thus we observe that once we have constructed the nec-
essary table of forces for fluid mechanics, we can obtain the answer found
by the pi theorem for the present problem with the same input information
and less effort. The answer obtained is also automatically found in terms
of the standard parameters in this instance, and will in general occur in at
least a very useful and readily understood form. We also automatically
 Similitude and Overall Equations 41

find that a smaller Reynolds number suggests relatively increased fric-

tional effect, hence increased friction factor.

b. Generalization of the Method of Similitude

In Section 3-2a it was shown that some fractional analysis problems

in fluid flow can be solved by considering the forces of importance in a
given problem without applying any other ideas.. This type of solution
is based on the hypothesis that complete similarity will be obtained in a
flow field if geometric, kinematic, and dynamic similarity are all achieved
and that these three types of similarities will occur if the geometry is
similar and all the forces are similar.
However, as already noted, this approach is not sufficient to solve all
types of problems. In fact, it is not even sufficient to solve problems of
compressible flow, since in that case it is frequently necessary to introduce
at least the ratio of the specific heats in addition to the force ratios in the
list of independent pi's. It is therefore pertinent to ask "Under what con-
ditions can we, in general, guarantee similar behavior of two systems?"t
One sufficient answer to this question can be given by the following
postulate:
If two systems obey the same set of governing equations and condi-
tions and if the values of all parameters in these equations and conditions
are made the same, then the two systems must exhibit similar behavior
provided only that a unique solution to the set of equations and conditions
exists.
This postulate is sufficient but not necessary, since it is entirely pos-
sible for two different sets of equations to have the same solution and thus
for some systems to have similar behavior under other conditions. Such
behavior would be rare, and could in general be found only if the solutions
were known. Since there is no need for fractional analysis when the
solutions are known, the sufficient conditions stated in the postulate are
those we normally need in fractional analysis.
The phrase equations and conditions is employed rather than merely
equations alone in order to imply specifically that the boundary conditions
must also be the same if one or more of the equations involved are differ-
ential in form. The questions of existence and uniqueness of solutions
are also involved in the postulate stated above. However, we will defer
detailed discussion of these questions to Chap. 4 and continue here with
the line of argument needed to develop the method of similitude.

t Some readers may find the general remarks in this section regarding the rela-
tion between the governing equations and similitude hard to follow completely at
this reading since a number of different points are involved. If this occurs, it is
suggested that the reader continue through Chap. 4 and then read this section again;
many of the points discussed can be made entirely clear only in terms of examples.
42 Similitude and Approximation Theory

The existence of a set of equations and conditions which are the same
for two systems can be established on either of two bases. First, the two
systems can be physically of the same class, such as two tubes with fully
established flow. We then assume a priori that the governing equations
express some immutable laws of nature and will therefore always have the
same form provided only that we specify sufficient information about the
two systems. Second, we may know the governing equations from prior
experiments, so we can compare them directly whether or not the two
systems are the same. This second basis is broader and includes the first,
but it can be used only when the governing equations have been explicitly
developed.
In terms of this discussion we can now see that the classical method
of similitude based on force ratios employs a basis of the first type; it
implicitly assumes that some set of governing equations based on immu-
table laws of nature exists; it further assumes that the terms in these
equations can be expressed in terms of forces alone; and it then moves
directly to a solution of the problem by dealing with the ratio of forces to
guarantee that the parameters in the governing equations will have the
same values. Since it does not employ the governing equations explicitly,
in a sense it implies that, while they exist, they are not available in usable
explicit form. t
However, in the present state of physics, it is very rare that we
encounter a problem for which we cannot write at least a set of overall or
"black-box" governing equations based on the known macroscopic laws
of nature. This suggests that examination of some general list of gov-
erning equations should tell us what other types of parameters in addition
to forces must be fixed, if any, in order to guarantee equal values of the
nondimensional parameters in an appropriate set of governing equations
and conditions. No two workers would employ quite the same list of
fundamental equations, but a sufficient list for problems in continuum
analysis, that is, fluid flow, elasticity, classical electromagnetism, heat
transfer, and thermodynamics, is the following:

1. Conservation of Mass
2. Stoichiometric Principle (conservation of atoms, molecules, etc.)
3. Newton's Second Law
4. Equation of State (state principle)
5. First Law of Thermodynamics
6. Second Law of Thermodynamics
7. Rate Equation Theory (Fourier's law, Fick's law, Ohm's law, etc.)
8. Maxwell's Laws of Electromagnetism

t This remark applies in the same sense to all of dimensional analysis as sum-
marized in Chap. 2.
 Similitude and Overall Equations 43

9. Conservation of Electrical Charge

10. Newton's Laws of Gravity
This list includes only principles that give rise to working equations.
Thus the concept often called the Zeroth law of thermodynamics is
omitted since it only defines a concept, temperature, but does not provide
a working equation. Similarly, Newton's first and third laws are omitted
as are the axioms of statics since these concepts lead respectively to the
definition of force and of mechanical equilibrium which are inherent in the
complete equations of motion derived from Newton's Second Law. Item
4 in the list includes not only the familiar relation for gases, but also all
other independent functional relations among the properties of a system.
This includes the most general form of Gibbsian-type equation for the
open system with chemical reaction and the familiar expressions of Hooke's
law for solid bodies, as well as equivalent relations for more complex sys-
tems. t Similarly, item 7 includes all rate equations such as Fick's law,
Ohm's law, etc., and the generalization of these inherent in the Onsager
reciprocity theorem of irreversible thermodynamics.
We now examine the fundamental equations one by one to see what
types of effects can occur. It is useful to begin with a general form of the
first law of thermodynamics applicable to a control volume (open system).
Such an equation is:
(aE)
---- + ~(hFW)out + dW"

-------
=
at inside dt
Rate of Rate of energies --~
Rate of Rate of ener- Rate of deliv-
heat trans- entering with energy gies leaving ery of work
fer in mass including storage with mass in- excepting re-
reversible flow inside cluding reversi- versible flow
work of transport ble flow work work of trans-
of transport port
(3.1)
t If the reader is unfamiliar with this point of view, a more thorough discussion
is given in Ref. 24. It should also be noted that some recent authors, particularly in
rheology, have begun to call item 4 and item 7 taken together the constitutive relations;
this term is understood to include the stress strain and stress rate of strain relations.
It should be noted that these relations are not always known either theoretically or
empirically in their entirety. For simple substances, such as pure crystalline solids
and perfect gases, almost all the desired information can be calculated from kinetic
and statistical molecular models. In some other systems, most notably water, the
statistical theories are inadequate, but quite precise data is available over wide ranges.
In more complex and less studied substances, such as high polymers, very little is yet
known about the constitutive relations in either integrated or differential form.
For these reasons and perhaps others, workers in various fields will probably
want to modify the exact list of fundamentals to make it more suitable to their pur-
poses. Such modification is appropriate and a highly valuable study. However,
the list as given will be sufficient for the problems we will discuss in this volume and
for most problems in continuum analyses.
44 Similitude and Approximation Theory

where the summation signs imply addition of all inflows and outflows,
respectively, and

q = all forms of heat transfer at boundary of control volume

E = all stored energy forms inside the control volume
+
hF = e pv, where e = E per unit mass of flow
w = mass flow rate
W", = all mechanical work done except reversible flow work

Equation (3.1) merely shows that the energy of a given macroscopic

system under analysis can be altered in three ways: heat transfer, work,
and mass transport. We must include in the heat term all modes,
namely, radiation, convection, and conduction. In the work term we
must include all interactions with the surroundings not included in the
heat-flow or mass transport terms; this would include not only any mechan-
ical terms but also field interactions such as electromagnetic effects,
gravity effects, and the flow of electric current. (Electric current can also
be treated as a mass flow of charged particles; either view will suffice here.)
In the mass-transport terms we must also include all energies associated
with mass crossing the boundaries of our system, including energy asso-
ciated with chemical configuration if such are pertinent. If these things
are done, then Eq. (3.1) is sufficient to enumerate all of the ways in which
the energy of a macroscopic control volume can be altered, and thus it
should be sufficient for a discussion of all possible energy effects unless our
present scientific knowledge is less complete than we believe.
We now set down a similar equation for Newton's Second Law in the
form of the momentum theorem.

0= JpViV R dA + :t JpVi dV + F body

+ Jd ACT (3.2)

------ ------
(entire control (material inside (entire
surface) control surface) surface)
""'--" ""'--"
Forces due to Forces due to Forces Surface
transport of change of mo- due to forces;
momentum mentum inside fields shear and
across control control sur- such as pressure
surface face gravity
and mag-
netism
where

Vi velocity in any arbitrarily defined set of inertial coordinates

f::;.
VR velocity relative to bounding surface of control volume
f::;.
p = density
t = time
 Similitude and Overall Equations 45

u = stress
A = area
V = volume
Equation (3.2) applies to any macroscopic control surface in the absence
of relativity effects. t
We now inspect Eqs. (3.1) and (3.2) to see whether they contain
partly the same or entirely independent information. Examination of the
momentum equation (3.2) shows that it contains the same forces that
occur in the mechanical terms of Eq. (3.1). Such mechanical terms occur
as the result of the action of forces of the sort enumerated in Table 3.1.
Thus it seems reasonable to state that so long as these forces are unaffected
by the other terms in the energy equation; the two types of action can be
viewed as independent, and problems which deal only with the force terms
can be solved by the use of Table 3.1 or other suitable tables of force
ratios alone. This is the case for incompressible flows, and it probably
accounts for the widespread use of the method of similitude based on
force ratios alone in problems of that kind. Such solutions date back at
least to Lord Rayleigh in the mid-nineteenth century. For more general
problems, however, Eq. (3.1) suggests that it will be necessary to introduce
other types of effects even if one is seeking only correlations of the forces,
since the other forms of interactions may then affect the force terms.
Apparently, if the heat flow, the thermal energy associated with mass
transport, or the thermal energy stored in the system are believed to
affect the variable one is seeking, then some appropriate energy ratios
must also be included in the pi groups formed. Thus, a possible tentative
conclusion is as follows. The force ratios, if complete, will account for
the mechanical-energy terms in the energy equation; this includes the
work term, the flow work, and any mechanical energies, such as those due
to gravity or kinetic energy (inertia), that are associated with mass trans-
port or motions inside the system. However, it is necessary to avoid
including some specific single effect, such as the hydrostatic pressure
change caused by motion in a gravity field, twice in a given solution.
Since the energy equation contains the mechanical terms, but the momen-
tum equations do not contain the thermal terms, the best place to check
the independence of various effects would seem to be the energy equation
(3.1) or its equivalent. However, in doing so it must be remembered
that it is not sufficient merely to lump all force effects into a work term
as is frequently possible in a conventional thermodynamic analysis. That
is, the mechanical-energy terms must be carefully reduced to their ele-
t Equation (3.2) reduces to the more conventional form when V; = V R if the
control volume is nonaccelerating and the reference of coordinates is fixed on the
control surface.
46 Similitude and Approximation Theory

ments by use of force diagrams, and a table, such as Table 3.1 for fluid
flow, must be employed to find the ratios of forces needed for similarity.
After this has been done, the results can be compared with the governing
overall energy equation to determine the totality of energy and force
ratios required to specify overall similarity of the two systems with regard
to both external interactions and detailed similarity of the energies and
forces inside the system.
This then provides a possible method of specifying the force and
energy ratios that will be required in order to insure complete similarity.
However, we must still ask, "Are there any other categories of quantities
or effects that can occur?" To answer this question we proceed to exam-
ine the remaining physical principles in the list given above, checking, in
each instance, to see if any new items must be added beyond the pertinent
force and energy ratios to specify solution of each equation and thus to
ensure similarity.
Taking the principles in the order of the list, we have first conserva-
tion of mass and of atoms. These introduce no new requirements, since
the equations of momentum and of energy, in the form given, both employ
the continuity equation and thus inherently include mass conservation.
The notion of the state principle does introduce a new possible set of
parameters, namely, those based on the properties of the system or its
surroundings. Dimensionless groups based on the ratios of properties do
play an important role in some problems. The concept of a functional
relation between the properties is independent of the other principles
involved, and if such an equation is needed to link the variables or parame-
ters occurring in the other equations, then one or more pi's involving
appropriate ratios of properties will in general be required. This point
will be made clearer by example below.
The next principle, the Second Law of Thermodynamics, does not
add any new parameters or variables to fractional-analysis problems.
Physically, this is due to the fact that the function of the Second Law, in
any analysis, is to prescribe the possible direction of real processes and to
locate steady-state or equilibrium situations in configurational problems.
This function does not add any new effects; it provides additional knowl-
edge about the energy terms already present. Mathematically, this can
be seen by noting that the variable introduced by the Second Law,
entropy, is fixed if the energy fluxes are fixed and the equation of state for
the system is prescribed.
Similarly, rate-equation theory and the laws governing electric,
electromagnetic, and gravity effects do not appear to introduce the need
for any new types of quantities. The rate equation merely specifies the
magnitude of some of the terms in the energy equation in terms of proper-
ties of the system and surroundings. The electrical and gravitational
 Similitude and Overall Equations 47

equations are concerned with force and energy terms that appear in the
momentum and energy equations. If the force and energy equations are
complete, these terms will be included.
At this point, it is well to emphasize that the governing equations
employed are redundant and nonunique. They contain overlapping
information (for example, the force terms in the energy equation and the
mass-conservation concept in both energy and momentum equations).
They can be replaced, at least to the extent of rearranged form, by other
sets of governing equations that are equally valid. The precise equations
needed depend on the definition of the system to be studied; in many
simple problems there is a choice of governing equations to be used depend-
ing on the tastes of the analytical worker, because of the redundantinfor-
mation contained in the equations. t
The foregoing discussion and the sufficiency postulate for similarity
stated in Sec. 3-2b seem adequate to provide a firm foundation for simili-
tude methods. However, some questions regarding the independence of
the parameters employed will almost always arise. These questions can
be vexatious indeed, and they clearly depend on the amount of redundance
in the governing equations set down (or visualized). We can ignore the
redundancies and simply set down all the dimensionless parameters that
might possibly be included; such an answer will be correct, but it will
normally also be almost totally useless, since it will contain such a large
number of groups. N or is it possible, at least at present, to resolve these
redundancy problems in general form. To do so we would have to set
down the most general form of each of the governing equations explicitly,
and examine the relations among them. But this we cannot do, since
we are unable to write some of the principles, as for example, the state
principle, in anything but undefined functional form, and this is not suffi-
cient for the purpose. Moreover, the form of the equations depends on
the station of the observer in some cases. Nevertheless, it is quite possi-
ble to obtain some general results, as noted above, and it is much easier to
find specific results in any given case by examining the governing equa-
tions applicable to the particular problem.
But what is even more pertinent is that the use of the governing
equations in the fashion just discussed raises a logical paradox in regard
to the whole framework of fractional analysis as we have developed it up
to this point. In the resolution of this paradox lies the basis for consider-
able further improvements in methodology and understanding.
The entire discussion, up to this section, has been based on the pi
t This point seems to trouble many analysts, but the remarks made should clarify
it provided one accepts the idea that "nature is never inconsistent to itself" and thus
that the alternatives must give the same answer provided the solutions are properly
carried out.
48 Similitude and Approximation Theory

theorem or on the use of force ratios. There is therefore an implicit

assumption that we do not have available more information than the
respective inputs for those methods, that is, a list of parameters or a list
of forces. t However, in order to broaden the similitude idea beyond
use of only force ratios we have had to introduce the relation between the
similitude ideas and the governing equations. In so doing we have
invoked the idea that these equations, at least in overall form, apply to
each and to all macroscopic processes, provided only that we have no
nuclear or relativity effects (and even in such cases we would not discard
the equations shown, but would modify them and add a few more). This
is tantamount to stating that we believe we can now write some governing
equations for almost any problem in science or engineering. We may not
be able to solve these equations in many instances. In others we may
not even be able to get down enough equations to make a complete solu-
tion theoretically possible. (For example, in highly irreversible processes
we cannot yet write adequate expressions for the irreversible changes, but
only for the end states when we stop the irreversible action.) Thus it at
least appearst that man's knowledge of his physical surroundings, while
far from complete, has reached the point where even this last type of
difficulty only occurs in a minority of technically significant problems.
The logic of the situation thus impels us to ask why we do not make
use of the very considerable information inherent in the governing equa-
tions explicitly. That is, in addition to using them to illuminate the
dependency relations in specific problems of interest in order to apply the
method of similitude, why not also try to use these governing equations
to see how much we can get out of them, even if the equations are incom-
plete or we cannot find a complete solution? In terms of the objectives
of fractional analysis, the answer is that we should certainly make such
an attempt to see what additional information, if any, we can obtain!
A word of caution about the types of pi's that may be needed here.
It is stated above that several of the governing equations do not introduce
any new types of pi's. This does not mean that anyone of the governing
overall equations is irrelevant in fractional analysis. On the contrary,
precisely what is being suggested here is that the pertinent governing
equations, that is, those that would normally be required to solve a prob-
lem of the type under study, should be explicitly set down and examined
in the most detailed form available. Each of these equations mayor may
not introduce new parameters or variables needed in the solution, but this
t If we had more information, normally we would use it; this is particularly true
if we adopt the spirit of fractional analysis as discussed in the introduction.
t This appearance may be illusory; it has been before in the history of science.
But even if this is so, the search for systematic methods almost invariably leads to
a. gain in understanding.
 Similitude and Overall Equations 49

is not known in advance, and each contains information relevant to a

complete solution. However, if the argument above is correct, then it is
possible to express all of the pi's needed, from whatever equation or con-
dition they arise, asa ratio of forces, of energies, or of properties occurring
in or affecting actions upon the system (or as some combination of these
three types).
In the previous section, the force ratios normally employed in one
field of analysis were developed. Before discussion of the use of govern-
ing equations directly for fractional analysis, it is pertinent to extend the
method of similitude by illustrating the use of energy and property ratios.

c. Some Energy Ratios of Heat Transfer

With energy, as with force, the total number of forms occurring in

all macroscopic problems is unmanageably large, but it is very seldom
necessary to deal with all of these forms of energy simultaneously. Thus,
it is again appropriate to study a more restricted field to illustrate the
type of reasoning employed and the types of parameters found. In this
instance, heat transfer will be used.
There are three well-known modes of heat transport: conduction,
radiation, and convection. In addition, in some heat-transfer problems
two other energy terms are significant: thermal-energy storage in solids
and in fluid streams. Taking the five forms of energy in pairs, ten non-
dimensional groups can be formulated. These groups are shown in
Table 3.2.
A few comments on Table 3.2 are pertinent. It is common in heat
transfer to represent radiation by use of an effective convection coefficient,
since the two modes of action, radiation and convection, are so commonly
found in parallel. This allows addition of the two groups hTL/"X and
hL/"X to form a single Nusselt number, t or similarly to combine the two
groups hTU/wc p and hU/wc p to form a single NTU. t The group hU/wc p
is not in the conventional form of a Stanton number, t which is usually
written as h/Gc p • However, the identity is easily demonstrated since G
is defined as G D. w/ A A W/L2.
Table 3.2 contains most of the common dependent groups of heat
transfer and would be sufficient for solving many problems. However,
it is clear that some groups that are usually employed in convection heat
transfer are absent. These additional groups include some ratios of prop-
erties, some of the groups listed in Table 3.1, and some combinations of
the groups in Tables 3.1 and 3.2. The reasons for the appearance of
these additional groups are readily explained by study of the dependencies
among the equations for the particular type of problems involved. The
t Definitions of these groups are given in Table 3.2.
50 Similitude and Approximation Theory

Table 3.2 Ratios of Common Energy Forms in Heat Transfer

E F\ pc.T£2
qo F\ ALT q, F\ h,L2T q. F\ h£2T
• t
Conduction Radiation Convection Storage in solids

pL3C•
AL
-
WCp
h,£2
-WCp -h£2
WCp
--
wCpt
E, F\ wCpT
Stanton Storage in fluid
number or streams
NTU
h,L hL Llpe. LI
-X -
X tX
- - =-
Olt
qo F\ XLT
Biotnumber Fourier number Conduction
h pLc.
h,
- -h,t q, F\ h,£2T
Radiation
pc.L
-ht
q. F\ hL2T
Convection

The five forms of energy expressed as an energy rate:

Conduction = qo F\ ALT
Radiation = q, F\ dEL2Tf F\ h,L2T
Convection = q, F\ h£2T
.. pVc.T pL'c.T
Storage ill solIds = E, F\ - - = - - -
t t
Storage in fluid streams = E, F\ WCpT
where
v = volume h, = apparent convection coefficient
emissivity
E = for radiation
d = Stefan-Boltzmann constant X = th i d 'IffuSIVlty
..
01 = - erma
X = thermal conductivity of solid pC.
k = thermal conductivity of fluid NTU = number of thermal units; de-
w = mass flow rate fined as quantity shown. See
Cp , C. = specific heats at constant pres- Kays and London21
sure and constant volume p = density
L = characteristic length T = temperature
h = convection coefficient t = time
hL
The very common Nusselt number 1:::, k does not appear as a natural energy
ratio, but can be shown to be the product of an energy ratio, a force ratio, and
a property ratio.
 Similitude and Overall Equations 51

key factor is the complex nature of the apparently simple convection

coefficient h.
Unlike the conduction coefficient A, the convection coefficient is not
a simple thermodynamic property of the system. The convection coeffi-
cient is actually a function of the velocity field about the body in addition
to the properties of the fluid. Thus it depends on the solution to an
underlying problem in fluid mechanics and also possibly on properties
relating the thermal and flow-field characteristics. Consequently, the
parameters fixing the flow field and its relation to the thermal field may
be needed for a complete correlation.
In a problem of heat conduction, the rate equations show, it is suffi-
cient to specify the material and the time and temperature boundary
conditions. This fixes the conductivity and the specific heat of the solid;
thus it is sufficient to fix the two significant energy rates, the conduction
rate and the storage rate. Therefore Table 3.2 is in agreement with the
solution found in Chap. 2, that is, if we specify geometric similarity and
fixed Fourier number, the solutions to two problems will be similar.
Similar remarks can be made about a problem in which we are con-
cerned with energy storage and convection heat transfer. That is, it
would be sufficient to ensure geometric similarity and a fixed value of the
parameter pLc./ht in order to ensure complete similarity. In the con-
duction problem, it was enough merely to specify the temperature and
time boundary conditions and the materials involved to fix h; but here
we must also fix the detailed characteristics of the flow field. This means
that we must introduce the equations of momentum and continuity in
addition to the equations for energy. Or to put this in terms of similarity,
we must guarantee similarity of properties of the fluid and of the forces
in the flow field in addition to geometric similarity in order to ensure that
the velocity fields will be similar and that the parameter pLc./ht will be
fixed. Thus we see that in heat-transfer problems involving convection
and energy storage effects, it is necessary to ensure similarity of property
ratios, of forces, and of energies in addition to geometric similarity of
the bodies. The details for a given case can best be found by examining
the pertinent equations, as in the following example.

Example 3.2. Using Table 3.2, let us first consider a purely thermal
conduction heat-transfer problem. We take again the cooking problem
of Example 2.2. Here we need to find a similarity rule governing the
cooking time of arbitrarily shaped solid bodies in an oven.
We note that all three modes of heat transfer may be important.
Radiation and convection occur at the surface of the body and conduction
occurs inside, as shown in Fig. 3.1. We now construct the simplest pos-
52 Similitude and Approximation Theory

I+----M---~

E. (energy stored
}--~~in~si~de~)-\--+--r--------~Y

FIG. 3.1

sible thermal circuitt to represent this problem (Fig. 3.2). Figure 3.2 is
not sufficient to solve the complete problem, but it will suffice to determine
what energy effects act independently.
We see that the sum of the radiation and convection heat transfer act
as a single energy effect in this problem, as is often the case, but that con-
duction is a separate effect. That is, the ratio of the radiation to the
convection is unimportant; only the sum of the two is pertinent, but
the ratio of conduction to convection plus radiation heat transfer is im-
t A thermal circuit is conventionally drawn using standard symbols for electrical
circuits which imply thermal elements by analogue.

hr
Rei Re2
hu

+
Ell E.2 E.3 Rc3

FIG. 3.2
 Similitude and Overall Equations 53

portant. We also observe that we need a term representing energy stor-

age in the body in addition to factors specifying geometrical similarity
of some kind. Thus from Table 3.2 an appropriate set of pi's for the
thermal factors is
L2 E.
1ft = - =-
tea qe
1f2 = (hv + h,)L = 'Iv + q, = Biot number
A qe

And the geometrical specification we can take as before to be

L
1fa = M
L
1f4 =N

Thus we obtain the following answer. The cooking time will be the same
if all of 1ft, 1f2, 1fa, and 1f4 are fixed. Again we must interpret the time for
complete cooking in terms of tmin = tf + to as in Ex. 2.2. Clearly we
would also get the similarity rules for conduction.
By inspection of Table 3.2 we also see that increasing 1ft increases
the importance of the transient conduction effect and that increasing 1f2
increases the importance of the heat transfer to the surface. Thus we
can see that if 1ft is large and 1f2 is small, we would expect to have pri-
marily a conduction problem; while if 1ft is small and 1f2 is large, we would
have primarily a convection and radiation problem. Although we are
unable to make these conclusions quantitative by this method, they are
nevertheless useful information we were unable to achieve by use of the
pi theorem on this same problem in Chap. 2. For later reference it
should be noted that an added conclusion arises not so much from the
method itself as from the fact that the method allows us to use physical
information that we could not bring to bear within the framework of
the pi-theorem methods.

3-3 DIRECT USE OF GOVERNING

OVERALL EQUATIONS

In developing a general method of similitude in Sec. 3-2b, we were led to

an examination of the crucial dependency relations among the governing
equations, and this virtually forced attention onto the idea of explicit use
of the governing overall equations, in some form, for fractional analysis.
As we have already seen, both by example and by discussion, the more
54 Similitude and Approximation Theory

physical information we can bring to bear, the better answers we can

obtain from fractional analysis. We would thus expect that more detailed
equations will give more complete results; this is, of course, true. How-
ever, the amount of information obtainable from even the least detailed
forms of the governing equations is frequently very surprising. Further-
more, it is often useful to employ extremely simple equations in direct
conjunction with tables of dimensionless ratios, such as those of Tables
3.1 and 3.2. For both these reasons, as well as for the sake of clarity, we
begin with an illustration using only the most rudimentary governing
equation.
Example 3.3. Consider the correlation of drag and heat transfer on
a body falling through a fluid under the action of gravity. To simplify
the matter, we shall assume that the body is a sphere. Let us presume
that the body enters some medium, such as the atmosphere of an unspeci-
fied planet, with an arbitrary velocity. We are interested in determining
the acceleration and also the rate at which the body will be heated by
friction.
For purposes of studying further the matter of dependence of the
physical quantities and the representation of this dependence inherent
in the overall equations, it is useful to examine first a simpler related
problem, namely, the same drag problem in the case where the fluid is
incompressible.
If the medium is incompressible and if we are concerned only with the
drag, then it is sufficient to specify geometric similarity and constancy of
all force ratios involved, for the reasons given in Sec. 3.2b. In all analyses

~ ________________________ ~~x

FIG. 3.3
 Similitude and Overall Equations 55

of this type, we begin with some type of system diagram, in this case a
free body diagram of the forces.
In Fig. 3.3, it is seen that four forces affect the fall of the body:
gravity, drag, buoyancy, and inertia. The equation for the overall
dynamic equilibrium of the body is very simple; it is
(3.3)
where
Fg = gravity force
Fr = inertia force
FB = buoyant force (hydrostatic pressure forces)
F D = drag force

However, if the body is bluff, the drag force will have two causes, namely,
a pressure force and a viscous force. Thus we have for some cases at least
five forces; we will require four pi's, three independent and one dependent.
Three of these can be selected from Table 3.1; appropriate groups include:
Reynolds number, Froude number, t and drag coefficient. In addition
we need a group representing buoyancy force. This we can formulate
very simply as follows:
FB = PIV
Fg = PBV
FB _ PI
Fg - PB
where
PI = density of fluid
PB = density of body
V = volume of body
Thus we have found four pi's which will serve our purpose. However, if
instead of merely extracting similarity rules from these pi's, as we have
done previously, we choose to express them as an equation, we can find
further results.
We note that the Froude and Reynolds numbers and the drag coeffi-
cient all involve an inertia force. Thus we could produce them, or their
reciprocals, by the simple expedient of dividing Eq. (3.3) by Fr.

Fg = 1 + FB + FD
FI Fr Fr
t Froude number is used in a different sense here than is usual for problems
restricted to systems on earth.
56 Similitude and Approximation Theory

Upon inserting

FD = Fpre •• ure + Fvi.coua = Fp + F_

we have

(3.4a)

. and no t·mg -F
On rearrangmg FB = PI
-
g PB

1 1
Np --1
NF(I-;;) NR
= - (3.4b)

where
FI
N F = Froude number = F
g

FI
NR = Reynolds number = F.

N p = pressure coefficient = :;

Here we must note that we have defined the pressure coefficient, the
Froude number, and the Reynolds number in the step between Eqs.
(3.4a) and (3.4b). That is, we define them to be the force ratios appearing
in Eq. (3.4a). This procedure is permissible since, as shown in Table
3.1, the form of the ratios is appropriate.
Equation (3.4b), although based on a very rudimentary analysis,
nevertheless provides considerably more information than could be
obtained from knowledge of the pi's alone.
In particular, we see immediately from Eq. (3.4b) that if the term
PI/ Pa is small compared to unity, it can be dropped from the solution,
since it will be insignificant. Similarly, we can establish from Eq. (3.4b)
over what ranges other parameters may be neglected. In an algebraic
equation, such comparisons of magnitude are obvious and always valid;
in a differential equation, the matter is more subtle, as we shall see in
Chap. 4.
At this point, we must be extremely careful about what we mean by
such terms as Reynolds number or Froude number. As already noted,
we can define a parameter which is the ratio of two forces in the problem,
say the inertia to viscous force. This ratio will have the form of a Reyn-
olds number, as shown in Table 3.1; but it is not necessarily the standard
form. That is, we cannot simultaneously define Reynolds number in
 Similitude and Overall Equations 57

some arbitrary standard way, and also define it as the ratio of inertia to
viscous forces without checking to see that the two definitions agree for
the problem at hand. As a matter of fact, they often disagree. It then
follows that we can neglect a term which is small in the sense of the
example above, but it does not follow that a given force ratio is small
merely because a standard form of a parameter takes on a very small
(or large) value. Again, using the ratio of inertia to viscous force as an
example, it does not follow that this ratio will be small simply because
some arbitrary standard form of Reynolds number is large. Indeed,
some of the worst blunders in the history of fluid mechanics have been
based on a failure to make this distinction clearly. This particular
example (inertia and viscous forces) has become notorious in fluid mechan-
ics, but the difficulty is not isolated to that example or indeed to that
subject. The logical trap of the double definition for a single term exists
whenever we establish standard forms for the common parameters and
also try to attribute to these forms direct physical meaning for a very
wide range of problems. Since we do this in almost all technical fields as
they advance, it is important to be very clear about this point. That is,
we must never assume that we can judge magnitude on the basis of an
arbitrary standard form, no matter how useful that form has proved to
be in the past, until we have demonstrated that the form employed does
indeed give the pertinent energy, force, or property ratio for the particular
problem at hand.
In cases where the standard form and the form giving the pertinent
ratio of forces, energies, or properties are not the same, then the parameter
actually giving the ratio is almost always far more useful and relevant.
Moreover, if the reasoning regarding force, energy, and property ratios
above is correct, then it is always possible to form these more pertinent
ratios, provided we know enough about the problem in hand; in Chap.
4 we shall see in more detail what information is needed for this purpose.
With these remarks in view both the limitations and the uses of a table
of parameters, such as Table 3.1 or 3.2, can be further clarified. The
parameters of Tables 3.1 and 3.2 suggest the forms of parameters which
we should seek in a given problem. The tables thus can be used as a
checklist. They also form a starting place from which parameters that
do give more information about specific problems can be sought. But
we must always remember that the parameters of Tables 3.1 and 3.2 lack
specificity in the sense that the particular scales or values of physical
quantities best representing a given problem are not stated; we cannot
use the parameters as they stand in Table 3.1 or 3.2 for comparison of
magnitudes without further checking. Moreover, the establishment of
the proper scales is a research problem; sometimes it is an easy, almost
trivial task, but in some cases it is a difficult and subtle problem.
58 Similitude and Approximation Theory

Returning to the falling-body problem we see that by use of the

equation for the most elementary free-body diagram in addition to our
table of force ratios, we are able not only to find the governing pi's in a
very simple way, but also to determine when one or more force ratios can
be neglected in the solution. In addition, we can see at a glance what the
physical meaning and qualitative effect of the various pi groups will be.
Thus for the incompressible case our strategy works quite well, and we
now attempt to extend it to the case of the compressible fluid, which is of
more interest.
In the case of the compressible medium, there is a considerable
temptation to reason that if the medium is made compressible, then it is
sufficient merely to introduce a term which accounts for the compressive
forces in the fluid as it flows around the body. That is, the drag force
may now have three parts: a viscous portion, a pressure portion, and a
portion due to the formation of waves by compression of the fluid medium.
Thus, reasoning by the older method of similitude based on forces alone,
we would conclude that we need only add one more group. If we make
the groups nondimensional by use of inertia force, this will be the Mach
or Cauchy number. If we hope to obtain an answer that will work for
any compressible medium, however, this solution is not sufficient. In
order to show this, we set the governing overall equations. Since we
are concerned with forces and accelerations, it is appropriate to commence
with the equation of momentum. We understand the nature of inertia
forces from the most elementary considerations of dynamics. It is the
drag forces that are under question. To see these clearly, we adopt a set
of coordinates fixed in the falling body; to a void the necessity for dis-
cussion of accelerating control volumes, which is complex, we shall assume
for the moment that the body is falling steadily. This is sufficient to
illustrate the question involved. For this set of coordinates the control
surface can be taken as a port'on of the fluid with the sphere cut out.
(See Fig. 3.3a.) The equation of momentum is

f p dA + f pV2 dA = -; f p dV - p; - F:
(whole sur- (bottom (over
face, includ- surface) control
ing that volume)
of sphere)

+ dtd f p---+V d V + f PV2 dA

---+

(inside) (top
surface)

The momentum equation contains the pressure and compressive forces

in the four integral terms. These terms contain five dependent variables:
 Similitude and Overall Equations 59

L,
z

Outflow

Streamline
Control on sides
surface

Inflow

FIG.3.3a

pressure, density, and three components of velocity. If we fix these five

quantities, the pressure and compressive forces are fixed. In addition,
if we know the velocity field and the viscosity, the shear force is fixed.
Thus we observe that we have five dependent variables and the parameter
viscosity to deal with. But we have only three equations representing
the three components of the vector momentum equation. Clearly then
we must introduce two more equations. The obvious choices are the
continuity equation and the energy equation:
Continuity

JpV dA = JpV dA + ~ Jp dV
(bottom (top (inside)
surface) surface)
Energy

JpVhFdA = (dd~)+ JpVhFdA

(bottom (inside) (top
surface) surface)
60 Similitude and Approximation Theory

The continuity equation contains only variables that also appear in the
momentum equation, but unfortunately the energy equation contains,
in addition to these variables, a new dependent variable, internal thermal
energy. t Thus we must find still one more equation linking internal
energy, density, and pressure. Such an equation is given by the equation
of state. If we are dealing with one pure Newtonian fluid substance,
then by suitable transformation of coordinates we can always find an
equation of state that has no more than two independent intensive prop-
erties and we may therefore write:
e = e(p,p)
To complete this discussion of the dependence of the variables on one
another, it is very helpful to use a more explicit equation of state. Let
us therefore assume that we are dealing with a medium that satisfies the
perfect-gas equation of state. For this type of substance we have the
very simple relation:

e = c.T
Also the enthalpy h is
h = e + pv = cpT
And thus for a perfect gas

p / p = pv = h - e = cp - cv = 'Y _ 1
e e e ~

where
cp
'Y=-
c.
1
v =-
p

Thus we see that the advent of a properties ratio in this problem is a

direct consequence of the nature of the dependency relations among the
pertinent overall equations. More specifically, if we examine the equa-
tions set forth above, we find that the forces depend on the density; to
find density we must solve the energy equation which in turn involves
internal energy. Hence we need the equation of state which links internal
energy to the other properties among the dependent parameters. The
physical reason for this mathematical structure is as follows. The com-
pression of a fluid involves not only mechanical transport work but also
t Since h = u + pip and p,p were already counted, only one new variable is
introduced.
 Similitude and Overall Equations 61

storage of energy in the form of internal thermal energy. This can be

seen from the appropriate Gibbsian equation.

de = T ds - pdv
which applies to any pure single fluid substance of the sort under dis-
cussion. More specifically, for the perfect gas the ratio of the net mechan-
ical energy of transport in a pressure field to the concomitant and unavoid-
able storage of thermal energy is precisely

d(pv) = _ 1 = change in flow work

de l' change in internal energy

as has just been shown. Thus we see again the crucial role of the explicit
dependency relations among the governing equations.
It is now possible to complete the fractional analysis by reasoning
as follows. The equations set forth above for momentum, energy, con-
tinuity, and the equation of state are sufficient to determine the dependent
variable sought. Thus if we can ensure that all of the variables and
parameters in the equations are fixed and are the same in two given cases,
then we can assert that similarity will be achieved on the basis of the
first grounds given in Sec. 3-2b, provided a unique solution to the equation
exists. This is true whether we can solve the equations or not, and in
this case guaranteeing fixed values for the variables is easier by at least
several orders of magnitude than solving the complete equations. In
fact we have already enumerated the forces needed and shown that the
equations also involve one property ratio which fixes certain significant
energy terms. We can proceed to obtain the desired fractional analysis
in either of two ways. We can simply set down the force ratios found in
the solution of the incompressible problem plus the Mach number and
the ratio of specific heats as a solution, or we can normalize the governing
overall equations and extract the pi groups that appear in the various
terms. The first method is easier and is in fact completed by the remarks
just made. The second method requires additional work, but will in
general yield more information. t Since it is quite complicated for the
case just given, we shall not complete such an analysis in this instance
but will give other examples below.
It is worth noting that the number of parameters in this problem is
unduly large, and the more complete analysis of the governing equations
to determine what terms might be neglected would certainly be in order
if we were seeking the most possible information about this problem rather
than attempting to illustrate methodology. Similar remarks apply to
t As we have just stressed, formal use of Tables 3.1 and 3.2 does not in general
give magnitudes.
62 Similitude and Approximation Theory

the heat-transfer portion of this problem as originally set. It is left to

the reader to demonstrate that the overall equations are sufficient to
guarantee that the groups given above plus the Prandtl number cpp./X
are sufficient to provide similarity in the heat-transfer problem.
Example 3.4. To further illustrate the utility of the use of overall
equations, take again the problem of correlation of the pressure drop in a
pipe with laminar, fully established, incompressible flow (Example 2.1).
In the present solution we again draw a sketch of the forces on a relevant
control surface. The sketch shows that three types of forces appear in

1 2
I I
I I
T7rDL I
I
I
« I

!pV2 dA !pV 2 dA

I:
1-1 2-2

PIA :1 I I
P2 A

I I
I I
I I
1 2
FIG. 3.4

the momentum equation: pressure, shear, and inertia. When we solved

this problem by reference to Table 3.1 in Example 3.1 and by the pi theo-
rem in Example 2.1, we found an independent pi and thus took the friction
factor as a function of the Reynolds number. This is entirely correct;
however, we now write the actual momentum equation without attempt-
ing to solve it. This yields

f pV2 dA
1-1 - . . -
+ PIA'-v-"
=P 2A + T7r DL
'-v-" ___
+ f2 - 2 -pP. .dA-
FJ Fp Fp Fv FJ
If the flow is truly steady and fully established, we see immediately that the
two terms representing inertia forces cancel out, since p and V are the same
in any given element dA at the ends of the control surface. Thus we
obtain
(PI -

Fp
. po/A = ---
T7r

Fv
DL

This asserts that for a truly steady flow we should be able to obtain a
solution for the governing groups by dividing by F.; that is,

Llpa 2 = Llp = Fp = Stokes number = constant

p.Vj3 T F.
 Similitude and Overall Equations 63

where a and (3 are appropriate length scales. This is indeed a proper and,
for many purposes, a very useful solution, t although it is not in the form
to which we are accustomed. It is readily verified from the actual known
complete solutiont as follows:
tJ.pj(LjD) b. 4f = 64 = 64/L
jpV2 = Re pVD
which, on rearranging, yields
4fRe = tJ.pj(LjD) pVD = tJ.p· D2 = 64
jp V2 /L /L VL
Note a = D, {3 = L; Table 3.1 does not give scales. Moreover, too-early
cancellation of lengths causes a loss of information; Huntley's addition
(Sec. 2-6) applies here.
This simplification will not work for the turbulent regime; the Reyn-
olds number appears to a different power in the expression for friction
factor, and the density will not cancel through the equation. N or would
we expect it to do so, since the inertia is important in the turbulent regime
inasmuch as it affects the fluctuating forces expressed by the Reynolds
stress§ even though the mean flow is steady.
Example 3.5. We now apply the same method to the problem of
the heat exchanger discussed in Example 2.3, where we found some inex-
plicable difficulties in application of the pi theorem.
Take again the same figure as in Example 2.3.
Transfer area -A;
surfa<;e conductance - U

aTe -Teout-Tein
6Tmax -Th . -Te .
In In
oTh-Th . -Th
In out
FIG. 3.5
t For example, it leads directly to the useful result that the Nusselt number is
constant in a fully established laminar flow in a tube.
t See any standard work on fluid mechanics, for example, Vennard.62
§ The relevant Reynolds stress is given as T = -pu'v', where ( )' indicates the
instantaneous deviation from the mean velocity and (-) indicates a time average.
64 Similitude. and Approximation Theory

We now set the overall rate and energy equations sufficient to deter-
mine the behavior without attempting to solve them. The energy equll-
tions are:
(3.5)
and
aq = (wcp)c aTc (3.6)
The overall rate equation is

q = UAtaTm = LAt U(Th - Tc)dA (3.7)

where At = total heat-transfer area. Since q is inside the control volump,

we eliminate it between Eqs. (3.5) and (3.6). In addition we define non-
dimensional variables indicated by (-) as follows:
- A
A=-
A,
where (oT)max = maximum temperature difference between hot and cdld
fluid at any points inside the control volume. This gives
(3.8)
and
(3.9)
We can now eliminate either Th or Tc from Eqs. (3.8) and (3.9) by differ-
entiating (3.8) once and (3.9) twice with respect to area A. We choose
to eliminate 1\ and on differentiating obtain:

(w~:h ~i; = U (~~' - ~~c) = U (1 _~~: :;) ~~h

and
dT c dA (wcph
dX dT~ = (wcp)c

on combining and dividing by (w~:h, we obtain

(3.100)

Similarly eliminating Th yields

 Similitude and Overall Equations 65

Integration of Eq. (3.10a) or (3.lOb) is possible and can readily be

carried out if we know U as a function of A. However, U is an extremely
complex function of the geometry and flow conditions. Moreover, we
can find a great deal of information from Eqs. (3.10) even though we do
not know U as a function of A and thus cannot integrate explicitly.
First of all, we observe that we could cast any problem of the type
considered in the form of Eqs. (3.10); in such a form the variables Th ,
Te, and A will always be the same. The difference between one problem
and the next will lie in the value of the two parameters AtU /(wcph and
(wcph/(wcp)e. Thus, if we fix the value of these two parameters, a single
solution for the dependent parameters aTe/(aT)max and aTh/(aT)max
should exist in the form:
aTe _ f [UAt (wc ph ]
aT max - (WCp)e' (WCp)e
and
aTh _ f [UAt (wcph]
aT max - (wcph' (wcp)c
This is clearly an explicit solution for the dimensionless groups needed to
provide a correlation and, unlike the solution by dimensional analysis in
Example 2.3, it provides the number of groups used in the literature.
Further inspection of Eqs. (3.10) shows why we had difficulty in
Example 2.3. In this particular problem, the separate values of Cp andw
are irrelevant; only their product WCp is pertinent. In fact, most modern
references on heat exchangers, such as Kays and London,23 define a single
symbol for the product WCp. Thus while it is physically possible to vary
wand Cp independently, and while both wand Cp are important and thus
relevant secondary quantities, it just happens that the form of the govern-
ing equations is such that the two quantities never appear except as a
simple product. If either W or Cp appeared singly in some term of the
equations, or if wand Cp also appeared in any other combination besides
a simple product in the equations, then each would be needed independ-
ently in the dimensional analysis. Since this applies to both hot and cold
fluid, inclusion of the four quantities We, Cp" Wh, and CPh yields two groups
too many. Again we will reserve discussion of the implications of these
remarks to Chap. 5, where the various methods are compared.
From Eqs. (3.10) we can also find much more information. For
example, if the ratio (wcph/(wcp)e is small compared to unity, Eq. (3.lOa)
shows that the solution depends only on the parameter UAt/(wcph.
Similarly Eq. (3.1Ob) shows that if (wcph/(wcp)e is very large compared
to unity, the solution will depend only on the parameter UAt/(wcp)e.
Taken together these results' lead directly to the dual definition of per-
formance parameters utilized so effectively by Kays and London 23 as a
66 Similitude and Approximation Theory

means for providing compact solutions in graphical form for all possible
problems of this class. Thus derivation of the dimensionless parameters
from the governing equations yields, as we anticipated, not only a correct,
but also a particularly useful set of parameters.

3-4 CONCLUDING REMARKS

The examples given are sufficient to demonstrate the utility of the method
of similitude as a means for finding governing parameters of the problem.
The construction of the relevant tables provides a most instructive means
for systematizing and improving correlation parameters. Although the
original developments of the methods were based on too narrow a founda-
tion, it has been shown that this basis can be broadened to include at
least any macroscopic system when the equations of state of the substances
are reasonably well understood and when there are no relativity or quan-
tum effects. Further generalization is probably possible, but has not
been attempted here.
An important weakness of the method of similitude is that it gives
only the standard forms of the parameters and does not tell us directly
the appropriate scales; thus without further analysis we cannot tell
whether or not these standard parameters indicate the magnitude of
terms in a specific problem.
In discussing the broadened basis for the method of similitude, we
were led directly to a more important conclusion about problems in frac-
tional analysis. In particular, both the discussion and the examples
given show the very considerable power of fractional analysis employing
the governing equations in some form. Not only is it useful to assume
the existence of immutable governing equations in order to provide a
broader and more complete basis for similitude, but actual use of the
governing equations, even in a very rudimentary form, leads immediately
to more information, to more useful parameters, and to more general
solutions to similitude problems. All of these points are evident in the
examples given above. These examples also show that the equations
are useful whether they are complete or incomplete and whether they are
algebraic, integral, differential, or combinations of all three. Examina-
tion of the examples given also suggests three important conclusions about
the direct use of governing equations for fractional analyses:

1. The more complete and detailed the equations and conditions

we use, the more information we are able to derive.
2. The direct use of governing equations for fractional analysis relies
upon a clear understanding of the physical information implied
 Similitude and Overall Equations 67

by the equations-as distinguished from the mathematical con-

tent per se. To use the method effectively it is necessary to have
a clear understanding of the meaning and limitations of mathe-
matical models of physical reality as embodied in governing
equations.
3. The final example suggests the inherent power in transforming the
variables to nondimensional form and standard magnitude. As
we shall see, such transformations are the basis for a number of
important procedures.

In Chap. 4 we will then explore the implications of these remarks in

some detail.
Since the preparation of the first draft of this work, the book by
Sedov 46 has appeared in English translation. Sedov advocates use of
dimensional analysis in conjunction with the governing equations. He
states that to perform dimensional analysis properly, it is necessary to
diagram the system just as if one were preparing to solve the problem
completely, and then to set down enough parameters and variablest to
determine the solution for the dependent quantity. Sedov has clearly
shown that one can obtain important information by simultaneous use of
the governing equations together with dimensional analysis, but that there
are important limitations on the method. His work is strongly recom-
mended for any reader who wants to form a picture of what can be
achieved by dimensional analysis in a broader sense than it has usually
been used in technical literature in the English language. Sedov gives
many excellent examples which augment those given in Examples 3.2
to 3.5, and the viewpoint of Sedov's work is apparently quite close to that
of the present work; there is, however, one important difference.
As pointed out above, and as noted by Sedov himself, the governing
equations contain far more explicit information than can be used within
the framework of dimensional analysis. Thus the real need does not
seem to be further refinement or extension of dimensional analysis as such.
The real need seems instead to be the formulation of systematic methods
for obtaining information directly from the governing equations without
actually solving them. The underlying logic of the situation has already
been discussed in Sec. 3-2; specific suggestions for suitable methodology
are given in the examples and summarized in items 1 to 3 above. Accord-
ingly, we turn directly to an attempt to construct systematic methods of
fractional analysis using the governing equations in Chap. 4.
t Sedov uses the terms parameter and variable interchangeably; the usage of
this volume is followed here.
4 Fractional Analysis of Governing
Equations and Conditions

4-1 INTRODUCTION

This chapter is concerned primarily with the construction and illustration

of systematic procedures for the direct use of governing equations and
conditions as a basis for similitude and fractional analysis. The pre-
liminary discussion and examples in the previous chapter suggested three
important ideas about such procedures.
First, the more complete and detailed the governing equations and
conditions employed, the more information can be obtained. The most
detailed governing equations are usually the differential equations for the
system. Moreover, the bulk of problems in which we cannot find com-
plete analytic solutions are those described by one or more partial differ-
ential equations. Thus, fractional analysis is most useful on just this
kind of problem. We will stress the idea that it is important to examine
68
 Governing Equations 69

all of the equations and conditions necessary to provide a solution, prefer-

ably a unique solution.
Second, to carry out fractional analyses based on governing equations
we must have a clear understanding of the physical information inherent
in governing equations and of the limitations of mathematical models of
physical reality. We will accordingly stress the "physical information"
inherent in the governing equations which has been much less extensively
treated in the literature than the purely mathematical aspects of how to
solve the equations once the necessary physical information has been
put in.
Third, it is appropriate to use a standard procedure for transforming
the variables to nondimensional form and standard magnitude. As noted
in concluding Chap. 3, it is not sufficient, for many purposes, to make the
governing equations nondimensional in any arbitrary way. If the maxi-
mum information is to be obtained, both form and magnitude of variables
must be studied carefully. Unless the magnitUdes of the variables as well
as the parameters are considered, misleading information is usually
obtained in certain classes of problems. Thus, it is often essential to
discuss magnitudes systematically (even though this is usually the hardest
part of the problem). The form of the variables when reduced to stand-
ard magnitude is also important. The amount of information obtained
always depends directly on the care and insight used in choosing the form
of the variables, and study of several different forms often yields more
information than can be found from anyone form alone.
In transforming to various nondimensional variables three different,
but related, procedures are employed. Each has a distinct, useful physi-
cal meaning. Unfortunately, different names have been used for them
by different authors; often the same name has been used for more than
one, and the names have been interchanged by various authors. We
shall call these three procedures:
1. Normalization
2. Absorption of parameters
3. Combination of variables
The terms absorption of parameters and combination of variables describe
the process implied and should be in general agreement with the reader's
understanding; detailed definitions are given in context below. N ormal-
ization has been used to mean many different things in the literature.
We shall use it to mean making the equations and conditions nondimen-
sional in terms of nondimensional variables of standard magnitude.
Normalization is the most important of these three processes for fractional
analyses. The implications stemming from the physical information
inherent in a complete set of governing equations and conditions in nor-
70 Similitude and Approximation Theory

malized form are the basis for almost all the procedures that follow. The
discussion accordingly begins with a detailed discussion of a standard
procedure for normalization, even though its full implications will not be
immediately obvious. Before we turn to discussion of this procedure one
more remark is necessary.
Some of the procedures that will be based on normalized equations
are rigorous and accurate; in many cases they are entirely rigorous and as
accurate as the description of physical reality provided by the governing
equations and conditions employed. Other procedures discussed are
definitely approximate and must be viewed as trial methods in which
results should be checked against data. An attempt is made throughout
to distinguish rigorous results from trial methods, that is, to state explic-
itly the degree of approximation in each case. However, no apology is
made or intended for the trial methods; all too often they are the only
recourse in difficult problems.

4-2 NORMALIZATION OF THE

GOVERNING EQUATIONS

a. A Procedure for Normalization

We have defined normalization to mean making the governing equa-

tions and conditions nondimensional in terms of nondimensional variables
of standard magnitude. In some problems one normalization is sufficient
to give all the information needed for similitude and approximation theory
studies; in others no one transformation of variables will do, and several
must be used to provide the needed information about all problems in the
class and/or regions of interest in a given problem. Since the method-
ology developed here is to some extent new, we will begin in this section
by studying a problem where one normalization is sufficient and defer
until later sections the more difficult problems in which more than one
transformation of variables must be used.
To carry out a normalization two steps are required; these are:

1. Make all the variables nondimensional in terms of the appropriate

scales of the problem; this will be discussed in much more detail
below.
2. Divide through the equation by the coefficient of one term to make
the equation dimensionless term by term. t

t Actually one makes the equation unit-free or unitless as noted in Sec. 2-2c,
but conventionally the term dimensionless is used; this practice will be followed here.
 Governing Equations 71

As noted in Sec. 4-1, the precise choice of scales in step 1 is very important.
The method for choice of scales we will now suggest more or less automati-
cally provides a form in which all desired similitude information can be
obtained in those problems where one normalization is sufficient, and it
forms a very good starting point in those problems where ultimately
further transformation of variables is required. We will therefore use it
as a standard procedure; it will form the basis of almost all the remainder
of the discussion. This procedure is as follows:

1. Attempt to define all dependent nondimensional variables so that

they are approximately unity over a finite distance and nowhere'
exceed approximately unity in the domain of concern.
2. Attempt to define all independent nondimensional variables so
that their increment is approximately unity over the same domain
of concern. (This means that the extent of the domain will run
from 0 to 1, 1 to 2, etc., in the new variables.)

The term approximate is used here in the engineering sense, that is,
the closest estimate which can be provided with reasonable effort. Usu-
ally it means within a factor of 2 or closer to the true value, and it would
not normally differ from the true value by as much as a factor of 10.
We now give an example to form the basis for further discussion and
to make the ideas clear.
Example 4.1. Illustration of Normalization. The system ana-
lyzed in Example 2.2 is shown again in Fig. 4.1. Once again the problem
is to determine a similarity rule for cooking such a solid body. The
governing differential equation for conduction inside the body is the well-
known "heat" equation.

a2T + a2T + a2T = ! aT (4.1a)

ax 2 ay2 az 2 a at
where
T = temperature difference
X,y,z = cartesian coordinates
t = time
a = thermal diffusivity

and the boundary conditions are:

at t = -0: T = Ti
at t = +0: X = OL }
y = O;M at ~he surface
z = ON
, T - Ta
72 Similitude and Approximation Theory

1'"---- M - - - ' ;

FIG. 4.1

These boundary conditions are sufficient for the problem discussed in

Example 2.2, but are not sufficient for the extended problem discussed
in Example 3.2.
The dependent variable appearing in the differential equation is a
temperature difference. According to the procedure above we attempt
to nondimensionalize the dependent variable in such a way that it approxi-
mately equals unity over a finite region but nowhere exceeds approxi-
mately unity in terms of the boundary conditions. In this example we
must define a nondimensional temperature as follows:t
- T
T=-
T;
where both T and Ti are measured from Ta as datum.
The suggested procedure also states that we should make the inde-
pendent variables nondimensional in terms of the boundary conditions
in such a way that each one runs from zero to approximately unity over its
interval of integration. In the case of the length variables x, y, and z we
define these nondimensional variables:
_ x _ z
x=- Z = N
L
t Throughout the remainder of the text, the symbol (-) will always mean a non-
dimensional variable.
 Governing Equations 73

For other geometries, of extreme types, different characteristic lengths

may be needed to fulfill the requisite conditions; these may be either
fewer or greater in number than three. However, for most bodies the
dimensions L, M, and N will suffice, provided they are the longest dimen-
sions in the three coordinate directions. Almost any shape can be sub-
divided into parts which can be characterized by three dimensions in
this way.
The time variable is somewhat more difficult to handle. Since time
runs from zero to infinity, it is not immediately obvious how the normali-
zation should proceed. However, if we remember that the effects under
study will occur in a finite time, then we can handle time in the following
way. Define a time constant of the body te as the time required for every
particle to change in temperature at least two-thirdst of the difference
between initial body temperature and applied oven temperature. We can
then define a nondimensional time in terms of this time constant, and the
necessary condition on the time variable will be given for at least one time
constant. t If necessary, we could then repeat the analysis for further
time constants, but since the equation will be the same in this case, we
will not encounter new results. It therefore suffices to define a nondimen-
. l·
slOna tIme vana t
. bl e as t- = io·

To complete step (1), it is now necessary merely to substitute the

nondimensional variables into the differential equation. This amounts
to a transformation of variables from T, x, y, z, and t to the nondimen-
sional variables '1', x, fj, z, and t. This transformation yields:
Ti a2 f Ti a2 f Ti a2 f Ti af
---+--+--=--
L2 ai 2 M2 arl N 2 az 2 ate at

N ow performing step (2), divide through the equation by the term

Ta/V; this yields the nondimensional equation

(4.1b)

The boundary conditions of Eq. (4.1b) are:

at l = -0: '1'=1
at l = +0: X=01}
__ 0' 1 T- = Ta/T; = 0 (since Ta has now been
~ : 0;1 taken as the reference temperature)

t Or more precisely 1 - lie = 0.628.

t This is equivalent to stating that we define the domain of concern to extend
over one time constant.
74 Similitude and Approximation Theory

The steps carried out on the differential equation above are not modi-
fied in any essential way for integral or algebraic terms. It is only nec-
essary to note that the same steps can be carried out under an integral
sign provided we take proper account of changes in the limits of integra-
tion. The parameters can then be extracted, since they are constants.

b. Meaning of Normalized Governing Equations

A normalized equation, such as (4.1b), generally contains two dis-

tinct kinds of quantities, dimensionless variables and dimensionless param-
eters. In the following discussion the parameters will again sometimes
be called dimensionless groups or pi's. The dimensionless variables can
be identified by the superscript bar in each case; they are the variables of
the original equation in normalized form. For example, in equation
(4.1b) the four nondimensional independent variables are t, x, fj, z, and
the nondimensional dependent variable is T. The dimensionless parame-
ters in Eq. (4.1b) are each enclosed by parentheses for purposes of identi-
fication. t Inspection shows they are composed from the boundary con-
ditions;t from the characterizing sizes, or scales, of the body; and from
the physical parameters of the original equation. These physical parame-
ters may be system properties, physical constants, or both. In the case
of Eq. (4.1b) the pi's consist of

and

It should be noted that although these pi's are composed from the system
scales, boundary conditions, and physical parameters, their form, i.e.,
the combinations appearing, is explicitly dictated by the structure of the
variables and parameters in the governing equation and boundary
conditions.
It is very important to understand thoroughly the meaning of varia-
tion in one or more of the variables as opposed to changes in values of the
parameters. To make this point entirely clear, we define a class of prob-
lems as follows. Any group of problems which obeys the same normalized
governing equations and boundary conditions will be called a class of
problems. It is specifically noted that this need not imply identical or
even geometrically similar systems; both physical details and the gross
nature of the systems can vary as long as they can be adequately repre-
t Parentheses are used for clarity in this first example only; they will not be
used in later equations.
t In this case the boundary value T. cancelled out, but this does not usually
happen. Such cancellation has, in fact, a useful physical meaning, which we will
discuss shortly.
 Governing Equations 75

sented by identical normalized equations and boundary conditions. It

is also clear that geometrically similar or even physically identical sys-
tems will not satisfy the condition stated unless the boundary conditions
can be expressed in the same way. Since the symbols employed in the
normalized equation are irrelevant, any problems for which the equations
can be brought to identical normalized equations and boundary conditions
by trivial transformations of variables, such as 'i' = 8, etc., also belong
to the same class. Finally, two problems can be made to belong to the
same class, even though they initially do not, if transformations of varia-
bles can be found which bring the normalized equations and boundary con-
ditions to an identical form.
If we examine a single problem in a class of problems, the dimension-
less parameters normallyt will have a certain numerical value, since they
are composed of the boundary conditions, system properties, sizes, and
physical constants. Having fixed the values of the parameters, we can
still allow the value of nondimensional variables to change. Such changes
in value of the variables then imply moving through the domain of concern
inside a given problem. For example, as x runs from 0 to 1 in Eq. (4.1b),
we move through the body from one side to the other in the x direction.
In this process, the parameters which involve the characterization of x
(those containing L) do not change, since L is an overall scale fixed by
the size of the body.
In order to change the value of the parameters in a given class of
problem, we must change either some property of the system, such as a
or the size of the system given by L, M, or N. Thus a change in the value
of the parameters implies a change from one system to another within the
given class of problem. For example, if we increase L and hold M
constant, we change to a new problem with different geometrical shape.
It is useful at this point to recall the method by which governing
equations are derived. Consider the heat-conduction equation as an
example. The important steps and assumptions leading to the heat
equation (4.1a) are:
1. Define a system-in this instance an infinitesimal cube.
2. Write the governing equations. An energy-balance and Fourier's
rate equation for conduction are required here.
S. Make the necessary idealizations-in this instance assume that
there are no sources and the material is isotropic; that is, the con-
ductivity is the same in all directions.
4. Combine and simplify the equations based on 3; this yields Eq.
(4.1a).

t Exceptions can occur if the boundary conditions are expressible only in terms
of implicit functions of the variables.
76 Similitude and Approximation Theory

The purpose of applying this procedure to an infinitesimal element is,

of course, to make the results as general as possible by requiring that the
equations apply to each and every point in the system in detail. The
solution to such detailed differential equations is often very complex, but
this complexity in no way alters the fact that the equation has been con-
structed to be a mathematical model of a certain physical problem and
that normally each term or set of terms in the equation represents a
definite physical etfect.t In this instance the four terms of Eq. (4.1a)
represent, respectively, from left to right, the increments of energy flow
due to heat conduction in the three directions x, y, Z, and the energy
storage inside the cube, all per unit time.
Moreover, if we hope to obtain complete answers from this mathe-
matical model, all the relevant variables and parameters must be con-
tained in the governing equations and boundary conditions; since no
new variables or parameters are introduced by the processes of integra-
tion, only those which appear in the governing equations or boundary
conditions will appear in solutions found from them. Integration cannot
add physical effects, that is, missing terms or boundary conditions. The
mathematics may suggest that we have insufficient boundary conditions;
it may suggest the type of boundary conditions we should seek, but it
cannot tell us what the missing boundary conditions actually are, nor
can the mathematics alone tell us we have forgotten terms representing
some physical effect. Only comparison of the solution with real system
behavior, i.e. data, can do so.
In order to get on with the discussion of similitude based on the
governing equations, let us assume for the moment that the equations
and boundary conditions are complete and appropriate, that is, that they
are a good model of physical reality and are mathematically consistent.
This allows us to draw the needed conclusions and to postpone until the
next section the detailed consideration of how we decide whether a
given set of equations and boundary conditions is indeed complete and
appropriate.
Examination of the derivation of Eq. (4.1b) from Eq. (4.1a) shows
that normalization in no way modifies the physical content of the equa-
tions or boundary conditions. We also observe that normalization leads
to a single parameter modifying each set of terms! representing a distinct
physical effect, less one. (The less one arises from dividing by one coeffi-
cient in order to make the entire equation nondimensional.)
The normalized equations and boundary conditions contain all the
governing parameters, provided that a complete and appropriate set of
t Sometimes one term is used to represent several effects.
tIn Eq. (4.1b), each set has only one term, but this need not be so, as later
examples will show.
 Governing Equations 77

governing equations and conditions is employed. As already noted,

under these conditions all the variables, all the parameters, and all the
relevant physical information needed for a solution must appear in the
equations and boundary conditions. That is, the normalized dependent
variable(s) can be expressed as a function of the normalized independent
variables and the parameters. This is what we mean by a solution. For
example, we can express the solution to Eq. (4.1b) in functional form as

_ _[ _(L)2 ' (L)2

T = T x,fj,z,t; M
L2]
N 'teCi. (4.1c)

Equation (4.1c) expresses only the nature of the solution and not its form.
We do not need to actually solve Eq. (4.1b) to obtain Eq. (4.1c). Never-
theless, we observe immediately from Eq. (4.1c) that the parameters of
t~e normalized governing equations are the same as the parameters of
the solution. Indeed, if the argument above is correct, this must be so
for all such equations. Thus we do not need to write the equivalent of
Eq. (4.1c). It is sufficient to normalize the governing equations and bound-
ary conditions and extract the dimensionless parameters by inspection. t If
the governing equations and conditions employed are complete and appropri-
ate, the parameters found must be a necessary and sufficient set for modeling
procedures. To clarify this assertion, consider its implications in the
present problem. Equation (4.1b) was purposely formulated so that it
has the same form for all problems of this class. Since the boundary
conditions in the normalized coordinates contain no parameters, the solu-
tion depends only on the parameters

and

and the dimensionless variables x, fj, z, and t. If we examine a fixed point

in a particular system (given by fixed values of x, fj, z, and t), we must
obtain a unique value of T under the conditions assumed, provided only
that the values of

and

t Many workers have used this or closely related procedures to solve specific
problems. The earliest formal treatment known to the author is that due to Ruark,44
who calls the procedure inspectianal analysis. Ruark's discussion has been expanded
by Birkhoff.6 However, Ruark gives only a small fraction of the many types of
results which can be achieved, and Birkhoff states the procedure is merely "sugges-
tive." Neither Ruark nor Birkhoff provide a discussion of when and how the pro-
cedure can be made rigorous, nor do they provide systematic procedures covering use
of the boundary conditions or consideration of the magnitude of terms.
78 Similitude and Approximation Theory

are fixed. Accordingly, we define equivalent points in two systems of a

given class as points given by equal values of the nondimensional vari-
ables x, fj, z, and t. It follows that equivalent points in any two systems
of the same class will exhibit similar behavior under the conditions stated,
provided the value of

and

are the same for the two systems. If we denote the nondimensional
temperature at any arbitrary point in the body as Th we can then express
this result as

(4.2)

Since Eq. (4.2) holds for every point in the body, it is possible to state an
explicit answer based on the normalized equation for the similarity and
dimensional-analysis problems. To solve the dimensional-analysis prob-
lem, it is necessary only to read off the parameters from the normalized
governing equation and boundary conditions. Thus from Eq. (4.1b)
one finds the pi's to be
L2
11"1 = M2
£2
11"2 = N2
L2
1I"a =-
tcOl

To obtain the similarity rule, we again recall that the problem stated
that all points in the body were to be held above a certain minimum tem-
perature for a specified time to insure cooking. From Eqs. (4.1) and
(4.2) we can conclude that Tj for any two bodies of this type will reach the
same value when 11"1, 11"2, and 1I"a have the same values. Since the least
cooking will take place at the center of the body, we write Eq. (4.2) for
the center point. We again observe that for geometrically similar bodies
the specific requirement for total cooking time is that which yields a
given 1I"a plus a fixed cooking time to. Thus, as in Ex. (2.2), we obtain
tmin = tf + to; tf is found from the condition that 1I"a = constant and from
the values of Land 01 for the body. As already noted, bodies described
need not be totally geometrically similar. The pi's given are sufficient
for any problem in this class and hence for any body whose appropriate
thicknesses can be characterized by the dimensions L, M, and N alone.
 Governing Equations 79

This remark is useful, since we can readily find explicit mathematical

solutions to Eq. (4.1) only when the boundary conditions can be expressed
in quite simple form. If the outline of the body is even moderately irregu-
lar, computation of the complete temperature-time history will usually
require considerable computer time. In such instances the similarity
properties just developed, unlike those found in Chaps. 2 and 3, are suffi-
cient to provide many answers without detailed computations.
We have already stressed that the form of the nondimensional vari-
ables chosen for normalization is important. It is instructive in this con-
nection to pursue the cooking problem a little further using another form
of the variables. Suppose we make only the simplest change in the vari-
ables, a shift in the datum temperature to some value other than Ta.
Call the new datum temperature Td• If we retain the same definition
ofT, x, ii, z, and t, the differential equation (4.1b) is unaltered, since it
involves only derivatives of '1' and hence is independent of datum. This
can be checked by direct substitution. The boundary conditions, how-
ever, become:

at t = -0: '1'=1
at t = +0: ~ : 0,1 } at the su~face
y - 0,1 '1' = Ta Td
Z = 0,1 Ti - Td

The solution will now depend on the parameter (Ta - Td)/(Ti - Td),
as well as on the three parameters found previously. Thus a simple shift
in datum complicates the solution to the similarity problem; only care-
fully chosen coordinates yield optimum answers. Usually there is a
physical motivation for such choices. In this instance, one measures
temperature from the equilibrium, or steady-state, value Ta. However,
there are no general rules, and in many cases it helps to try more than one
set of coordinates to see which set gives the most useful results.
In the example above we have shown that when a complete, appro-
priate set of governing equations and boundary conditions is known,
normalization can provide a rigorous solution to the canonical problem
of dimensional analysis or similitude. This procedure provides more
explicit forms of the parameters; it also provides a basis for one type of
distorted model and includes the definition of permissible distortions.
This by no means exhausts the possibilities inherent in study of the gov-
erning equations without explicit solution. However, before additional
procedures are discussed, it is important to make clearer what is meant by
complete and appropriate governing equations and boundary conditions.
This problem is discussed in the following section.
80 Similitude and Approximation Theory

4-3 CONDITIONS REQUIRED FOR RIGOROUS

SOLUTION OF THE CANONICAL PROBLEM
OF SIMILITUDE AND DIMENSIONAL
ANALYSIS USING NORMALIZED
GOVERNING EQUATIONS

In Sec. 4-2, a "rigorous" solution to the cooking problem was given;

however, this solution rests on the assumption that the governing equa-
tions and conditions employed are complete and appropriate. It is now
necessary to give operational meaning to this phrase. We shall use the
the term complete to describe the requisite physical conditions and the
term appropriate to describe the required mathematical conditions. Each
of these has two parts. The mathematical and physical conditions must
parallel each other in many ways, and they often give hints or information
about each other. Nevertheless, it is convenient to discuss them
separately.
The word complete implies first that enough independent equations
have been set so that a solution for the dependent variable(s) is possible.
Thus the number of independent equations must, in general, equal the
number of dependent variables.
The word complete also implies that the mathematical model inherent
in the equations employed does represent the physical problem with suffi-
cient accuracy in the region of interest. It must be emphasized that the
equations always deal with a mathematical model, not reality. Some
models are better than others, but all retain some degree of uncertainty
and inaccuracy. The degree of inaccuracy we can accept depends on the
circumstances; thus complete implies that all the really important physi-
cal effects are contained in our mathematical model. For example, the
effects enumerated in connection with Eq. (4.1a) in Sec. 4-2 must include
all the relevant energy terms, and the terms, as written, must be accurate
expressions of these effects. It would seem at first glance as if this is
begging the question, but such is not the case, provided we are willing to
admit the validity of the scientific method. The scientific method is founded
squarely on the idea that nature, not man, is the ultimate arbiter. In
order to check any scientific hypothesis-be it a logical proposition, con-
cept, or a mathematical equation-the scientific method admits of only
one course of action. We must compare the hypothesis, or its deductive
consequences, with measured performance of the actual systems to which
it relates. Thus, if the equation we are using is one we have newly
derived, we should have considerable doubt about its adequacy. If, on
the other hand, it has been available in the literature for a long time, and
if it has been verified by many careful observers at a number of different
 Governing Equations 81

places within the domain we are considering, then we can be relatively

certain that it is reliable. Since the method is inductive, we can never
reach complete certainty, but we can almost always distinguish whether
we have a high or a low plausibility of accurate prediction. Indeed, in
relatively well-established fields the governing equations and the bound-
ary conditions bring to bear a truly vast body of accumulated evidence.
Consider the heat equation employed in Example 4.1; this equation has a
long history going back to Fourier. When first published it was very
properly subjected to scientific skepticism and argument, but over the
years the conditions under which it holds have been systematically refined
and checked by comparison with many, many experiments by many inde-
pendent observers, and have been cross-checked and verified over and over
again. Since the method is inductive, it is always possible that exceptions
may be found, and the region of validity for Eq. (4.1a) will, accordingly,
have to be further redefined or narrowed. However, this is no longer
likely. We know today with considerable assurance the kind of system
for which Eq. (4.1a) governs the behavior; this includes even the accu-
racy with which we can measure the physical parameters involved, and
hence the accuracy with which theoretical predictions will compare to
measurements.
The term appropriate has been used in Sec. 4-2 to imply what many
mathematicians call a "well-posed" problem; it refers particularly to the
boundary conditions. It is well known that certain types of equations
require certain kinds and numbers of boundary conditions in order to
obtain a unique solution or even any solution at all. We say that a prob-
lem is well posed if (1) a unique solution exists for the equation with the
boundary conditions as set and (2) the solution is continuously dependent
on the boundary conditions, that is, small alterations in the magnitude
of the boundary conditions create only small changes in the solution.
The requirement for existence of a solution is important, since if no
solution exists to the equations and boundary conditions as set, then we
cannot conclude that the parameters involved are correct. This remark
has nothing to do with the existence of a physical solution. We have a
physical problem and some physical action results; thus we are forced to
the belief that some physical solution does exist. But if the equation
with the boundary condition set does not have a solution, then it cannot
describe the real physical problem to which a solution (that is, a behavior
of the dependent variable) does exist. If the equations are known to be
complete on the grounds just described, we normally expect that there
will be a solution which describes the dependent variable(s) in terms of the
independent variables of the equations alone. t The primary question
then becomes, "Have we chosen appropriate boundary conditions?"
t This is merely an expectation based on experience; it is by no means a proof.
82 Similitude and Approximation Theory

Unfortunately, these questions of existence of solutions in the case of

most interest (nonlinear partial differential equations) are by no means
simple. It is not possible to cover the available theorems in this book,
and in many cases they are lacking entirely. The reader who is concerned
with specific problems of this type should turn for assistance to the stand-
ard works on advanced partial differential equationst or to consultations
with applied mathematicians. However, we can, where appropriate, cite
the required proofs or the lack thereof in specific examples.
For instance, in the case of the heat equation (4.1a) with the bound-
ary conditions given in Eq. (4.1b), an existence theorem is known. t
It is appropriate here to recall that in some of the examples of Chap.
3 we employed linear algebraic governing equations. In such cases a
unique solution exists, provided (1) the number of equations is equal to
the number of unknowns and (2) the equations are independent. The
second condition is given explicitly in terms of the non vanishing value of
the Jacobian. Independence of the equations can also be expected, but
not proven, from the physical independence of the ideas they describe.
One other factor operates in our favor: the complete equations for
macroscopic systems, in general, involve terms describing forces, energies,
and properties. The values of these quantities are nearly always con-
tinuous and differentiable; accordingly, we expect that the complete mathe-
matical models will have these properties. This argument is clearly only
an expectation, not a proof, since the term complete is always relative.
Moreover, even this expectation frequently fails if we simplify the com-
plete equations by dropping terms, as we shall see in Secs. 4-6 and 4-7.
Nevertheless, it Is a matter of common experience that the worst
forms of mathematically "pathological behavior" seldom occur in what
we have called complete equations describing the macroscopic behavior
of nature. This makes it very profitable for the researcher to try solutions
under the assumption that the mathematical conditions he needs are ful-
filled and then check later. In our case, what this implies is that we can
seek model laws by the procedures of normalization even when existence
theorems are not known, with the expectation that the procedure will
give correct results a very large percentage of the time if our equations
are complete. In such cases, we must bear in mind that the laws so
found must be checked against experiment before final acceptance.
Similar remarks apply to the question of uniqueness of the solutions.
To guarantee from mathematical grounds that two systems will have
similar behavior, we must show that the solution not only exists but also
is unique. However, this is often difficult, and few theorems for non-
linear partial differential equations are available. Moreover, if more than
t See, for example, Courant and Hilbert 11 or R. V. Churchill, "Fourier Series and
Boundary Value Problems," chap. 6, McGraw-Hill Book Company, New York, 1941.
 Governing Equations 83

two solutions exist, then we must determine which solution is more stable
and what initial conditions are needed to guarantee similarity.
Again it is often desirable to rely on an expectation based on physical
knowledge. In this question of uniqueness we rely on the close relation
between the stability of physical systems and the uniqueness of mathe-
matical solutions. There are twO; cases of particular interest.
Suppose first that we can actually establish from mathematical con-
siderations that more than one solution is possible. Then we can usually
assume that the most stable solution will be the one found in nature.
Indeed, we can often purposely perturb the system to insure that this will
be so. If the actual solutions, or even their general form, is known, then
we also have a number of minimum principles, based primarily on the
Second Law of Thermodynamics, which can be used to show which solu-
tion is the most stable. However, in fractional analysis we do not usu-
ally know the solution, and we must then fall back on the expectation
that the most stable solution is the one which will almost always be found
in nature.
Second, consider cases in which we cannot establish uniqueness from
mathematical grQunds at all, that is, we cannot establisq ~ theorem to tell
us whether a unique solution is to be expected. However, if the equations
are known to be complete, we again expect that a solution does exist, and
we can then ask the necessary question directly of nature by an experi-
ment. That is, we observe directly whether two systems do exhibit the
same general type of behavior. This is particularly important when we
are comparing systems of the same class but of a different physical nature.
Usually, the amount of physical data needed is quite small, since gross
changes in the behavior normally occur between one solution and another.
Consider, for example, the question of phase stability of a pure fluid; it
takes only minimal observation to determine whether the liquid or gas
phase is more stable and actually occurs at a given temperature and pres-
sure. Thus a few crude observations are often sufficient. As we shall
see in Sec. 4-6, this same type of crude data is often of crucial importance
in approximation theory, for much the same reasons.
In summary, we can guarantee similar behavior of systems from the
governing equations only when the equations are physically complete
and mathematically appropriate. Since establishment of the physical
completeness is inductive, we can never be completely certain about it;
however, we can be certain to precisely the same degree that we can pre-
dict any solution at all about the class of problem discussed. In many
cases, the outcome can be predicted with a very high degree of assurance.
Indeed, all we are really saying here is that nothing is a dead certainty in
science; everything is subjected finally to the ultimate test of a check
against performance. In some cases, this check is more crucial than in
84 Similitude and Approximation Theory

others, since the degree of assurance which can be provided by past checks
and by the general theorems available from mathematics both vary from
one case to another.
In the cases where both the physics and the mathematics are well
known, we can predict model laws from normalized equations with as
much rigor as we can achieve in predicting anything. In cases where the
completeness of the equations is in more doubt or where the necessary
mathematical theorems are lacking, we can still seek such laws with the
expectation that they will usually be correct, but more checking will be
needed. In either event, if we use the best available equations, we should
expect to get the most reliable answers that can be furnished on the basis
of current knowledge. Like all expert knowledge, it may turn out to be
wrong once in a while, but the probability is in our favor compared to
other procedures.
Thus the sensible course of action seems to be to normalize enough
equations and also enough boundary conditions to provide a well-posed
mathematical problem. This procedure also provides several important
bonuses, as we shall see. It requires the analytical worker to consider just
what is needed to obtain a rigorous similarity or model law; this suggests
what additional information should be sought and also advises about the
urgency of a check. The procedure also almost automatically discloses
other information of importance about the physics and mathematics of
the problem and provides the basis for many other useful procedures in
fractional analysis. We turn next to the study of these other matters.

4-4 BASIS OF IMPROVED CORRELATIONS

a. General Basis

As a first application of the ideas developed in Secs. 4-2 and 4-3, we

will consider the general problem of how correlations can be improved by
study of the governing equations and conditions and then apply the ideas
to the special case of homogeneous equations.
We have already seen in the example of Sec. 4-2 that different choices
of nondimensional variables give results of differing utility. We do not
know in advance which will be the most useful set to choose. However,
it is obvious at the outset that the fewer parameters required to specify
similar behavior the more useful the result will be. t We also know from
the discussion of Secs. 4-2 and 4-3 that the parameters contained in a
complete and appropriate set of governing equations in standard normal-
ized form must be sufficient to describe the similarity behavior of the class
t If this is not entirely clear, see Sec. 2-4.
 Governing Equations 85

of systems described over the domain of interest. This is true no matter

how we transform the variables in the equation; this fact leads to a very
important idea that we will use in many of the procedures that follow.
If we can find transformations of the governing equations in standard
normalized form that reduce the number of parameters in the equations
and conditions, then more useful similarity laws can be expressed.
Indeed, this idea can be carried further. If we can find transformations
of variables that reduce the number of variables or reduce the number of
variables and parameters together in both the equations and the condi-
tions, then we have established useful simplifications that can be used to
express other types of similarity. We have not yet dealt with these types
of similarity, but will do so in Sec. 4-10.
To clarify the idea expressed we again use the example of Sec. 4-2.

b. Homogeneous Equations

In solving the cooking problem by the pi theorem a troublesome

matter arose. We found that we did not need a parameter representing
the dependent variable, temperature, even though the general pi theorem
procedure suggests that we do. Examination of the procedures used to
solve this same problem in Sec. 4-2 shows why this is so and leads to useful
theorems covering this behavior in other cases.
Normalizing the equations and conditions in Sec. 4-2 involves a spe-
cial case of improved correlations by reduction in number of parameters.
In the original physical equation (4.1a) the parameter Ti appears in the
boundary conditions. However, if we normalize on properly chosen
coordinates, Ti does not appear in either the equation or the boundary
conditions in the normalized form; this is shown explicitly by Eq. (4.1b).
As we showed in the example, this will not occur in all coordinates, but
there is at least one set of coordinates in which a solution can be expressed
independent of the magnitude of T i ; such a set is given explicitly by Eq.
(4.2), and it leads directly to the solution of the similitude problem.
Examination of the steps of normalization between Eqs. (4.1a) and
(4.1b) shows that the parameter representing the dependent variable will
in fact cancel from the equation in the normalization process whenever
the equation is homogeneous in the dependent variable. Indeed, this is
just the test for homogeneity in the mathematical sense. t It is useful
to state this result in the form of a theorem.
t Homogeneity is usually defined as follows. If upon insertion of the quantity
Ax for x in a given equation, A identically cancels, then the equation is said to be
homogeneous in x. In our example we need only set A = liT. to observe Eq. (4.la)
homogeneous in T.
86 Similitude and Approximation Theory

Theorem 1

If the governing equations are homogeneous in a given variable, and if

the boundary conditions can be expressed in standard normalized form
independent of a parameter representing this same variable, then similitude
laws can be found which are independent of the scale of that variable.
The proof of this theorem has already been given by the reasoning in Sec.
4-4a and the definition of homogeneity. A similar theorem can be given
for physical parameters and dependent variables; its proof has also, in
effect, been given.

Theorem 2

If a given parameter appears to the same power in each term of the govern-
ing equations, and if this parameter does not appear in the boundary con-
ditions of the normalized equations in standard forIri, then the solution
for the dependent variable is independent of the given parameter, and
such a parameter can be excluded from the specification of similarity in
appropriate coordinates.

A few remarks concerning these theorems are in order.

Homogeneity is far more common in the dependent than independent
variables because of the usual form of differential equations (look, for
example, at the form of x, y, Z, and tin Eq. 4.1a).
It is specifically noted that homogeneity, not linearity, is the suffi-
cient condition for the purpose of Theorems 1 and 2. For example, if a
constant term, not including temperature, were added to Eq. (4.1a), then
the requirements of Theorem 1 would not be fulfilled and we would not
find similarity laws independent of the scale of T. On the other hand,
Theorem 1 can be fulfilled in nonlinear equations if, for example, each
term contains products of the dependent variable to the second or some
higher power.
Regarding Theorem 2, we can see that it specifically covers the can-
cellation of mass in the pendulum problem of Example 2.5. In that prob-
lem mass occurs to the first power in each term, since the restoring force,
gravity, is proportional to the mass of the pendulum. It must also be
observed that Theorem 2 will cover such behavior in instances where it
would not be found from the pi theorem alone. Such cases may occur
whenever all the dimensions of the parameter also appeared in other
parameters and/or variables in the governing equations or boundary con-
ditions. In this case, the parameter might still cancel because of the
form of the equations and conditions, but the cancellation would not be
found by the pi theorem.
 Governing Equations 87

Finally, the discussion of Sec. 4-4a and Theorems 1 and 2 clearly

emphasizes important reasons for normalizing the governing equations
and conditions and then extracting the parameters from them to solve
problems in similitude, rather than merely inspecting the original physical
equation as has sometimes been suggested. If inspection of the original
physical equations is employed, the improvements, that is, the reduction
in number of parameters and/or variables made possible by special cir-
cumstances such as homogeneity, will, in general, be overlooked. The
results thus obtained will not be wrong, but they will contain more param-
eters than are necessary. This largely defeats the purposes of correlations
and the use of nondimensional variables. By performing more than one
normalization, we also bring out, explicitly, the advantage of one set of
nondimensional coordinates over another.

4-5 RELATIONS AMONG ELEMENTARY PROCESSES

a. Model Laws, Similitude, and Analogues

The discussion of Secs. 4-3 and 4-4 shows that we can employ the
governing equations and boundary conditions to find the governing
parameters and similarity rules. While we cannot guarantee that the
solutions found in this way always will be rigorous, they usually will be
in a particularly useful and relatively complete form, and they are the
best we can do with currently available knowledge. Moreover, these
processes make particularly clear the nature of model laws and similarity.
It is accordingly helpful to recapitulate the relations between model laws,
similarity, governing parameters, and analogues, keeping in mind these
processes relating to the governing equations.
Solving a similitude problem is virtually the same as finding the
governing parameters. The only distinction is the form of the two results.
Finding the governing parameters, in general, requires the following
approach.
The governing independent pi's in this problem are 11'2, 11'3, and 11'4. The
value of these pi's is sufficient to fix the value of the dependent group 11'1
at any given point in the domain of the solution.
In comparison, the similarity rule requires this sort of statement.
In order for the solution to two problems of the same class to be the same
(similar), it is sufficient that the value of all the independent pi's 11'2, 11'3,
and 11'4 be the same in the two problems.
In both cases, in order to prove the statement is correct, the conditions
enumerated in Sec. 4-3 must be satisfied. Moreover, it is relatively easy
18 Similitude and Approximation Theory

to find what adjustments must be made among the parameters to provide

similar behavior once the structure of the pi's is known in detail in either
of the statements above.
Model problems and analogue methods are essentially the same prob-
lem set in still another guise. In model work, one tries to predict the
performance of some final system called the prototype from tests on the
performance of some other actual system called the model. For such
work to be useful, two conditions must be fulfilled: (1) it must be easier
and/or cheaper to determine the desired results on the model than on
the prototype, and (2) it must be possible to predict the performance of
the prototype from that of the model accurately. The first condition is
normally fulfilled, otherwise there would be no point in using a model.
However, the second point needs further discussion.
A model may be an alternative version of the same system built on a
smaller scale. For example, in the cooking problem it might be a smaller
solid body which would have a quicker response and could therefore be
tested with greater ease. However, a model can also be a completely
different type of system. In this case, it is usually called an analogue.
For example, in some cases of the cooking problem an electric trans-
mission line could be used. There are many ways in which such models or
analogues can be found; however, we are concerned at the moment with
whether the normalized equations can be used for the establishment of
rules predicting prototype behavior from model or analogue behavior.
This can be accomplished readily as already shown; the following reason-
ing demonstrates the basis more specifically.
If the equations and conditions are complete and appropriate in the
sense of Sec. 4-3, the normalized governing equations and boundary con-
ditions must contain solutions which will predict the behavior of the
system accurately for all problems of interest. Since the only change
from one problem of the class to another is in the value of the pi's, it fol-
lows that any two problems which have the same value of the pi's in the
normalized equations and boundary conditions will have the same behav-
ior. Thus to employ a model it is sufficient to find a convenient problem
in the class considered which can be made to assume the same values of
each of the pi's in a complete and appropriate set of normalized equations
and boundary conditions. This does not mean the same value of each
quantity found in any pi, but merely equality of each of the overall pi's,
since the solution can be given in terms of them alone. In the problem
above this would mean that the model and prototype must have at least
the same value of Fourier number, and also of (L/M)2 and (L/N)2 (if
these length ratios are sufficient to describe the body).
Such a model law depends on the same factors as the similarity prob-
lem, so it can also be made as rigorous as the knowledge of the complete
equations and boundary conditions for the problem. That is, the remarks
 Governing Equations 89

of Sec. 4-3 on rigor and assurance of solution are again directly applicable.
In addition, such model laws are not restricted to geometrically similar
systems or to other requirements of this type. If a means can be found
for ensuring that two systems will have the same normalized equations
and boundary conditions with the same value of the pi's which appear in
these equations, then similarity of behavior is assured up to the extent
indicated in Sec. 4-3.

b. An Alternative Procedure

A number of authors have used a "scaling" proceduret to determine

similarity laws from differential equations. It can be shown that this
procedure yields similar results but is weaker than the one suggested in
Sec. 4-2; the demonstration follows.
In scaling, one tries to find scale factors that will make two systems
in a given class of problems behave in a similar fashion. One assumes
each variable in one system can be written as a scale factor times the
same variable in the second system. Each scale factor is initially taken
as independent. The requisite ratios among them are then determined
by requiring that a substitution into the differential equation for the first
system by the variables representing the second system result in no change
in the differential equation. For example, in the cooking problem we
have discussed in Examples 2.2 and 3.3, we would define
ATTI = T2
Att l = t2
AxXI = X2
AYYI = Y2
AzZI = Z2

where the subscript 1 stands for the first system, 2 for the second system,
and the A's are the scale factors. The DE for the first system is:
a2TI + a2Tl + a2TI _ 1 aTI
axi ay~ az~ - ~ at l
Formal substitution of the variables for the second system into the equa-
tions yields
AT a2T2 + AT a2T2 + AT a2T2 _ AT aT2
A; ax~ A~ ay~ A; az~ - aAI at;
dividing by AT/A; gives
a2T2 + A; a2T2 + A; a2T2 = A; aT2
ax~ A~ ay~ A; az~ aAt at2
t See, for example, RefB. 37, 18, and 20.
90 Similitude and Approximation Theory

The requirements for similarity are then

(4.3a)

(4.3b)

(4.3c)

Scaling procedures usually stop at this point. However, the A's represent
the scale factors between system 1 and 2, and if we recall that the scales
for each should be measured in terms of the boundary conditions and
system size, then the Eqs. (4.3) result in

( Ll M2)2 = 1 or 71"1 = constant (4.4a)

L2Ml
( Ll N2)2 = 1 or 71"2 = constant (4.4b)
L2 NJ
and

or 71"3 = constant (4.4c)

Thus Eqs. (4.3) give the same results as normalization but in less com-
plete form because the scale factors are left undefined. In order to trans-
late the results into a form in which they actually can be applied to a given
system, the scale factors must be determined. Moreover, the scale fac-
tors used must really characterize the system; if arbitrary scales are used,
even though they appear in the problem, all problems of the class may not
be represented in the same way. Under these conditions, there is no
assurance that similarity will really be achieved.
Another difficulty in examples of scaling procedures in the literature
is that in many cases such procedures have been applied to the governing
equations but not to the boundary conditions. As has been emphasized
repeatedly, the boundary conditions must also be brought to standard
size, and parameters sometimes occur in the boundary conditions in addi-
tion to those arising from the equations. t Serious errors in important
technical problems have occurred in at least one field due to the use of
scaling procedures on governing equations without concomitant study of
the changes occurring in the boundary conditions. It is, of course, pos-
sible to study the boundary conditions also using scaling procedures, but
the suggestion to do so is not implicit in the scaling procedure as it is in
the normalization suggested in Sec. 4-2.
t The importance of this point becomes even clearer in Example 4.7, where
more complex boundary conditions for this problem are examined.
 Governing Equations 91

While the choice between the method of Sec. 4-2 and a test for invari-
ance of both the equation and boundary conditions is thus in part a matter
of preference, normalization brings out additional information on such
matters as cancellation of homogeneous parameters. It is also preferred
by the author, since it provides a form of the governing equations which
is immediately useful for several other purposes as shown below.

c. A Remark on Force Ratios

A number of workers have-raised a question regarding the interpreta-

tion of governing parameters as force ratios as employed in Chap. 3.
For example, Dr. L. H. Smith 48 has very properly objected to the inter-
pretation of the conventional Reynolds number as the ratio of inertia to
viscous stresses. t In discussion of these remarks, Prof. G. F. Wislicenus
attributed to L. Prandt1 40 the following opinion: Reynolds number does
not always equal the ratio of inertia to viscous stress, hence it is correct
to say only that when two systems are geometrically similar and have the
same Reynolds number, the ratio of inertia to viscous stress is the same in
both flows.
In his notes Smith 48 has posed the question of whether a stronger
statement can be made. As we have already stated in Chap. 3 (pages
56 and 57), this can be done under the proper conditions. The appropri-
ate conditions follow from the results of Secs. 4-3 and 4-2.
Two remarks are pertinent. First, as was stressed in Chap. 3, unless
the Reynolds number is formed properly, it assuredly will not represent
the ratio of inertia to viscous stress, and what is proper for one problem
may not be for another. The mere selection of proper units may not even
guarantee similarity, as indicated by the statement of Wislicenus. If,
to take an absurd example for emphasis, we form the Reynolds number
with the length of the left foot of King Henry VIII, the form of the dimen-
sionless group will be that of a Reynolds number, but it will not tell us
very much about any problem in fluid mechanics.
Second, if we follow the procedure suggested in Sec. 4-2, or some
equivalent procedure, to bring the terms in the variables of the governing
equations to approximately unit magnitude and divide by the coefficient
of one term, then the parameters must represent the ratios of the impor-
tant effects, whether they are forces, energies, or other quantities. This
follows from the fact that the governing equations express the magnitude
of these terms by construction. Moreover, if the magnitudes hold for
all points in the domain under consideration, then the parameters must
express the ratio of forces or the other relevant quantities at all points
t Reynolds number is a typical enample; analogous remarks apply to governing
parameters in general.
92 Similitude and Approximation Theory

within the domain. Note that the parameters so formed will involve the
specific boundary conditions and system sizes, hence they will vary in
form from one problem to another. It cannot be expected that they will
always be in some conventional arbitrary fotm. However, when the
parameters found by this type of normalization do differ from the con-
ventional forms, they will tell us more about the problem in hand than
the conventional forms. Further examples as well as a discussion of the
validity of estimates of magnitude appear in Secs. 4-6 to 4-9.

d. Relation among Dimensional Analysis, Governing

Equations, and Boundary Conditions; Internal and
External Similarity

It has been repeatedly shown that it is necessary to employ not only

the differential equations but also the boundary conditions and system
sizes to find complete, rigorous solutions to problems in similitude. It
has also been emphasized that some kind of governing groups can be
found by use of any characteristic quantities to nondimensionalize the
governing equations, but that the utility of the results is crucially depend-
ent on the particular choice of characteristic quantities. The more closely
the chosen quantities represent the system in kind and magnitude, the
better the results achieved. From this point of view it is then not sur-
prising that the boundary conditions of the problem and the size of the
system domain are logical starting places to seek the characteristic quanti-
ties for normalization.
Inspection of the example of Sec. 4.2 will, in fact, show that the non-
dimensional parameters are not composed of the variables in the sense
used here, but rather are made up from system sizes, boundary values,
and the physical constants of the system. Since it is the parameters
which are of concern in dimensional analysis, it is clear that dimensional
analysis in the sense of Chap. 2 is closely related to the boundary data
and system sizes, and any procedure which omits this information is not
likely to prove fruitful in similitude problems. In this context the reason
we avoided the use of the word variables in discussing the pi theorem can
be seen. If the word variable is used in connection with the pi theorem, a
semantic confusion is unavoidable in relating the pi theorem method to
methods based on governing equations.
The importance of boundary conditions is also evident from the
purely mathematical viewpoint. Since we are dealing with partial dif-
ferential equations, a change in boundary conditions means a change in
the form of the solution and may involve a change in solution magnitudes.
In this case, the normalization appropriate for a given problem may not
be appropriate for another problem with changed boundary conditions.
Indeed, if we fail to reduce all problems in the class to standard magni-
 GOt)erning Equations 93

tudes, we cannot even guarantee similar behavior based on the parame-

ters found in the equation. Moreover, in many instances a change in
boundary conditions gives rise to new parameters, since we must include
parameters appearing in the normalized boundary conditions as well as
those in the governing equations.
All these remarks again emphasize that studying the governing equa-
tions alone without concomitant study of an appropriate set of boundary
conditions will be very limiting in any similitude problem. Unfortu-
nately, this point has been overlooked in many discussions. This has
led to a much poorer appraisal of methods based on the governing equa-
tions than might otherwise have occurred. A notable exception on this
point is the discussion of L. I. Sedov. 46 Sedov has achieved many useful
and advanced results in part because of his explicit recognition that the
necessary and sufficient number of parameters is always those needed to
solve for the dependent variables and/or parameters of interest; he con-
sequently routinely sets appropriate initial and/or boundary value data
in the sense of Sec. 4-3.
At this point, it is useful to discuss the difference between internal
and external similitude. All the procedures we have discussed in Chaps.
2 and 3 deal only with external similitude, in the sense that they relate
performance in one system to performance in another system of the same
class. As we have seen, external similitude can be given in terms of the
parameters alone.
Use of the governing equations and conditions provides a framework
in which the rigor, or lack thereof, can be better established for such
external similitude. Moreover, it also allows study of the variables and
hence of fruitful combinations of the variables and/or parameters. This
possibility leads us to several more advanced topics. including a considera-
tion of magnitudes (approximation theory) and the search for improved
correlations through absorption of parameters and reduction in the
number of variables and/or parameters. As will be shown in Sec. 4-10,
the establishment of governing equations and conditions containing a
reduced number of variables immediately provides relations between
certain points within the system and hence leads to the establishment of
internal similarity properties of the system. The reduction in the number
of parameters by combining with variables leads to a rigorous basis for
distorted models, that is, models that do not obey geometric similarity.
Sections 4-6 to 4-9 deal with approximation theory and necessarily involve
more difficult mathematics than has been required thus far. The reader
who is primarily interested in model theory and/or similitude and who
desires to avoid the mathematical complications of approximation theory
may want to turn directly to Sec. 4-10, which contains discussion of two
other types of similitude and modeling which are different from the
external similitude thus far discussed.
94 Similitude and Approximation Theory

4-6 APPROXIMATION THEORY

Frequently in engineering work it is not feasible to model all aspects of

the behavior of the prototype; it then becomes important to determine
under what conditions some pi groups can be f.1eglected. Similarly, in
many instances we are able to write the governing equations and appro-
priate boundary conditions but are unable to find a desired analytical
solution. In both these situations it is very helpful to employ a
normalized equation to examine the order of magnitude of the individual
terms either for a particular problem or for various special assumptions
defining groups of problems.
Again using the cooking problem as an example, we recall that we
tried to make each term in the nondimensional variables in Eq. (4.1b)
approximately unity in magnitude. Assuming we were successful; it
then would be possible to compare the magnitude of the terms by examin-
ing the magnitude of the pi groups. If any of these are small compared
to the others, we can attempt to drop them from our model correlation.
We also drop the associated terms from the equation to see if we can find
a simpler approximate equation that still gives a satisfactory solution.
This procedure with its limitations and conditions is called approximation
theory. Approximation theory is a very powerful tool for many engineer-
ing and scientific problems; on the other hand, it is also mathematically
notorious for the many pitfalls which may be encountered. Instead of
considering these pitfalls at the outset, we will proceed once again to give
a simple illustration using the cooking problem; this problem is free from
serious mathematical difficulties. After this illustration is completed,
a more systematic discussion of the bases of the subject is given.

a. Extension to New Classes of Information by

Approximation Theory

Example 4.2. Consider again the cooking problem shown in Fig. 4.1.
Again we seek to model the cooking time after the body is placed in an oven.
It is required that all parts of the body be held above a given temperature
for a specified time. The initial temperature of the body is Ti throughout,
and the oven temperature is constant at Ta. We insert the body into the
oven at time t = O. The temperature at any point on the surface of the
body is denoted as T 8 • The governing differential equation for the tem-
perature distribution in the body is well known; it is the Fourier equation
of heat conduction
i)2T + a2T + a2T = ~ aT
ax 2 ay2 az 2 a at
 Governing Equations 95

Boundary conditions applicable are:

at t = -0: T = Ti
at t = +0:
X = O'L}
Y = O,M at the surface T = T.
z = O,N
But T. is itself unknown and must be determined from the rate equation
for convection from the oven air to the surface of the body. Since the
surface cannot store energy, the heat rate by convection to it must equal
the rate of conduction into the body. This condition gives

hA(Ta - T.) = kA (aaT) (4.5)

n surface
where n = normal to the surface.
Defining as before
_ x
x=-
L
- Y
y= M
_ z
z= N
T = T - Ta
Ti - Ta
and also
T _ T. - Ta (4.6)
• - T. - Ti
_ n
n = 172

where l = smallest of L, M, and N. Then on normalizing we obtain

the rate equations for heat flow at the surface

T !::::,. Ta - T. = 2k (aT.) (4.7)

= T. - Ti hl aii surface
Equation (4.7) defines T, the temperature ratio of interest in determining
T.. Moreover, we have constructed (aT / aii)surface to be the same for
all problems of this class and of magnitude unity. t Consequently, if the
t Justification for the remarks on magnitude appears in Sec. 4-6b. In this prob-
lem our attempt to make all terms in the variables approximately unity does succeed
over the whole domain of interest; this is what makes the problem free of pitfalls.
96 Similitude and Approximation Theory

BlOt number = hl/2k» 1, then the temperature at the surface immedi-

atelyapproaches Ta and the problem is essentially one of pure conduction.
If hl/2k « 1, then the problem is primarily one of convection. Finally,
if hl/2k ~ 1, then both convection and conduction are important. These
are the same conclusions reached in Example 3.2, but they have been
made quantitative in terms of the nondimensional parameter of concern
hl/2k.
In order to continue the solution further, it is useful for the moment
to suppose that the Biot number is large compared to unity on all faces
of the solid. This reduces the problem to one of pure conduction; the
appropriate equation and boundary conditions then become

a2T2 (~)2 a2T2 (L)2 a2T2 =

ax- + M a-y + N a-z
(£2)
ta -
c
aT
at
(4.1b)

at t = -0: T= 1
at t = +0: T= 1

except at the surface where T = 0, that is, at

i = 0,1
jj = 0,1
Z = 0,1

We are assuming that Eq. (4.1b) was constructed so that each term
containing only variables in the normalized equation is approximately
unity. If this is true, then the magnitude of each term is given solely
by the nondimensional parameter. Moreover, since each term has a
physical meaning, and since we made the equation nondimensional by
division on the coefficient of one term, each parameter gives the magnitude
of the ratio of two important effects. Thus, for example, (L/ M)2 repre-
sents the ratio of net heat conduction in the y direction to net heat con-
duction in the x direction; we also note that L/ M raised to any power but
2 does not have this significance. Similarly the Fourier number £2/tca
which appears in Eq. (4.1b) represents the ratio of net heat conduction
in the x direction to storage of energy in the solid, and in the form set
gives the magnitude of this ratio to a first approximation.
If, as we also assumed in deriving Eq. (4.1b), the estimates of the
nondimensional variables, hence the nondimensional terms in the govern-
ing equation, are valid over the entire domain of interest, then only the
larger terms in the equation will be of concern. Consequently, we con-
sider systematic variations in the values of the pi's in the normalized
equation. First, suppose that L is small compared with both M and N
 Governing Equations 97

in Eq. (4.1); it then follows that

(~ « 1 y (4.8a)

(t Y«1 (4.8b)

If we recall that each term in the differential equation represents a

given physical effect or part of one (otherwise it should not be there),
then it is clear that logically the size of the terms represents the size of the
relevant physical effect. Thus we can conclude that we can drop the
terms with small parameters as insignificant. In this case we obtain

a2T _ (L2) aT (4.9)

ax 2 - tea at
This equation contains only one parameter £2/te a, hence if the value of
this parameter is the same, the solution to the problem will be the same.
Thus, as before, we conclude it is the governing parameter. This amounts
to reducing the problem from a three-dimensional to a one-dimensional
transient-heat-conduction problem, but the reduction has not been done
arbitrarily. On the contrary, we have found explicitly the criteria under
which such an approximation is allowable, these are the conditions (4.8a)
and (4.8b), and hl/2k» 1. There are several further points of interest
in this reduction.
First, if only one of conditions (4.8a) and (4.8b) is satisfied, then
only one term can be dropped and the problem is two-dimensional.
Secondly, if L is large compared to M or N, then Eq. (4.1b) can be refor-
mulated upon multiplication by either (M / L)2 or (N / L)2 so that the small
dimension appears in the Fourier number in place of L. This is equiva-
lent to normalizing on M2 or N2 instead of L2. t
Multiplication by (M/L)2 or (N/L)2 results in an equation similar
to (4.1b) but with the terms reorganized slightly. The reader can readily
verify that exactly the same line of reasoning as that applied to drop
terms from Eq. (4.1b) will go through for this modified equation. This
implies that the critical Fourier number in all cases is l2/t ea, where l is
defined as the smallest of the three dimensions L, M, and N. Thus we
can divide all problems falling in this class into two groups (1) one of the
t It is almost always instructive to examine the various equations which arise
from division by the different parameters in step 2 of the normalization. Often one
of them is more useful for a particular problem, and sometimes other definitions are
useful for different ranges of the parameters. A good example of this latter point
is given by the heat exchanger plots of Kays and London;23 in this case use of an
alternative set of definitions for effectiveness and heat-capacity rate ratio greatly
simplifies charts and design procedures.
98 Similitude and Approximation Theory

three dimensions L, M, and N is small compared to the other two, (2)

two or three of the dimensions L, M, and N are of approximately the same
size. In either case, study of the normalized equation leads to the Fourier
number l2/t cCl'. and thus shows the following useful result about the simi-
larity behavior of this class of problems.
The transient portion of the cooking time tj is proportional to the square
of the minimum dimension to the center of the body.

This result follows from Eq. (4.1b) and from the fact that the terms with
larger dimensions can be neglected, while those with equal dimensions will
not change the result. This answer is a very explicit, simple, and useful
similarity rule. It is a more complete answer than that obtained by
other methods in Chaps. 2 and 3. It provides a rigorous answer to the
question originally posed in Chap. 2 concerning whether the housewives'
cooking rule is correct. Clearly, the stated housewife's rule (20 minutes
per pound) is wrong, since it implies proportionality to the product of all
three characterizing length dimensions. This is dimensionally improper,
and it also ignores the crucial shape factors and exponents embodied in
the ratios (L/ M)2 and (L/N) 2. t
The result we have found so far holds only for the case where con-
duction is the controlling process; hl/2k» 1. This assumption implies
physically that the resistance to heat flow due to conduction is large com-
pared to that due to convection even for the shortest path to the center
l/2. It is quite possible that this condition is fulfilled for the larger lengths
but not the shortest. It is also fairly common that the value of h is dif-
ferent on the different sides owing to insulation or different contact con-
ditions. It is left as an exercise for the reader to examine the various
cases which can arise and to determine numerical criteria in terms of
governing parameters, showing when various terms can be neglected and
which cases are essentially one-dimensional when h takes on different
values on the various sides. The results have interesting implications
regarding the assumption of "one-dimensional flow."

b. Classification of Problems and Difficulties in

Approximation Theory

As the example of Sec. 4-6a shows, approximation theory is a tool

which can lead to useful results. However, unless the procedure is very
carefully employed, it can easily give misleading information. Indeed,
t The newly married reader is cautioned at this point that domestic tranquility
may be better preserved if it is remembered that the technical accuracy of this result
is not necessarily well correlated with the reaction of the nonmathematically inclined
housewife; she may justifiably prefer meat thermometers to differential equations.
 Governing Equations 99

mathematicians sometimes call such procedures experimental mathematics,

by which they mean to imply that answers so obtained are experimental
and must be checked. This is generally correct, but there are some condi-
tions under which we can obtain approximations with reasonably good
assurance; the purpose of this section is to discuss some of the physical
and mathematical bases for these conditions and to see where some of
the difficulties lie.
In Sec. 4-6a we saw one example where we did find accurate estimates
for each term in a differential equation in terms of the boundary conditions
and system sizes in a finite region. Where this can be done it is possible
to define dimensionless variables in such a way that approximation theory
will provide criteria for derivation of approximate governing equations
and less stringent similarity requirements. There are several ways in
which these estimates can be established, as we shall see. In the conduc-
tion problem of Sec. 4-6a, we tried to define nondimensional quantities
such that all terms in the variables of the normalized governing equations
were made order one or less throughout the domain of the solution and
the boundary conditions were brought to constant unit size. Since the
equation in normalized form contains only nondimensional variables and
nondimensional parameters, we can then judge the importance of each
set of terms by the magnitude of the parameter which stands in front of
the terms containing variables. This procedure appears very straight-
forward; however, so far we have only assumed that the necessary esti-
mates can be provided. We shall now have to discuss when this can
actually be done. In this process a number of difficulties and complica-
tions will become apparent.
It is useful to recall the remarks of Sec. 4-2b regarding the derivation
of governing equations which show that each set of terms which is multi-
plied by a pi in the normalized governing equations ordinarily represents
some distinct physical effect. Thus if the governing equations are alge-
braic, direct comparisons can be made between terms; any set of terms
which is small can immediately be dropped, and a good approximation
must always result. See, for example, the treatment of density ratio in
the problem of the falling body (Example 3.3).
If, however, the governing equations are differential in form, they
apply only locally and not to the system as a whole in the form set.
If we are concerned with a "local" effect described in the equation,
say a comparison of two forces at a particular point, and if we can show
that a given set of terms really is small compared with others at the point
of interest, in a complete differential equation, then, again, this set of
terms can be dropped without difficulties arising. However, this seldom
does us much good. We are usually concerned with the solution, that is,
the dependent variable, and it is usually a "global" effect in the sense
100 Similitude and Approximation Theory

that it depends on the differential terms over some whole region. In

this latter case, justification for dropping terms then becomes much more
difficult, because we must guarantee that they are uniformly small
throughout the whole domain before we can safely drop them. If a given
term is large at even one point, this may contribute appreciably to the
overall effect of concern. Moreover, even a small effect can appreciably
alter the solution if it acts over a sufficiently long span. Thus we must
demonstrate not that the effect is small locally, but that it has a small
effect on the integrated overall quantity we are studying. Hence, to
proceed with mathematical arguments, we must necessarily discuss the
relation between the magnitude of the terms in the differential equation
and the magnitude of terms in the integrated solution; this can be very
complicated.
In the case of integral equations, the situation is the same as that
just stated for differential equations. This follows from the fact that
the governing integral equations can be visualized (for this purpose)
merely as the differential equations with enough integrations to eliminate
all derivatives indicated formally by integration signs; in fact we will use
this form to discuss differential equations at some places. Thus, for
present purposes, remarks about integral and differential equations are
essentially the same.
It is convenient to study the mathematical problems of approxima-
tion theory in two parts: (1) the provision of estimates for the terms in the
governing equations, (2) the connection between these estimates and the
integrated solution in the case of differential and integral equations. In
both parts it is helpful to distinguish between uniform and nonuniform
behavior.
A problem is said to have uniform behavior if it is possible to supply
a single estimate for each variable in such a way that each term containing
variables in the governing equation is made approximately unity over a
finite range in the domain of interest and equal to or less than unity
throughout the remainder of the domain. A problem is said to have non-
uniform behavior if it is not possible to satisfy these conditions.
It is noted that a problem which is nonuniform in one set of coordi-
nates (variables) may be uniform in other coordinates. Again, we use
the phrase set of terms to mean one or more additive terms in the equation
which are multiplied by a single parameter in the normalized equation.
Nonuniform behavior can arise in two ways. First, one or more
terms can change rapidly in a narrow zone, but change little or not at all
everywhere else. This situation is called a boundary-layer problem (after
the treatment of such a problem by L. Prandtl, see Example 4.8). Sec-
ond, a differential equation may contain singular points where one or
several terms become very large; then it may not be possible to give
 Governing Equations 101

estimates of these terms that apply near the singular point and also in
other regions. These two problems are often closely associated, but are
not identical; one can occur without the other.
If a given problem exhibits uniform behavior, and if we are concerned
with a domain of finite extent, then the procedures illustrated in Sec.
4-6a go through without difficulty and approximation theory is extremely
useful. If a problem displays nonuniform behavior, has singular terms,
or requires an infinite interval of integration, then we must expect mathe-
matical difficulties and will need additional special considerations. In
particular, we must always bear in mind possible nonuniform behavior of
the solution in the limit of very large and very small values of the parame-
ters, that.is, the behavior of the solution with one or more of the parame-
ters small may be entirely different from that with the same parameter set
identically zero. t Consequently, we must (1) discuss means for dis-
covering when uniform behavior can be assured, and (2) discuss what
steps can be taken when the behavior is nonuniform. These are both
complex problems, and in the present state of mathematical theory of
differential and integral equations it is not possible to give complete
answers. Some useful procedures, rules, and comments can nevertheless
be provided.
In general, previous discussion of these problems has been primarily
mathematical, and considerably less attention seems to have been given
to the use of physical information. In the present discussion, more
emphasis is placed on the use of physical information, for two reasons.
First, the present discussion is centered on fractional analysis and hence
is most concerned with those cases where complete mathematical theory
is not available. Second, the use of physical information, even in very
crude form, in conjunction with mathematical analyses of the present
type can be a very powerful tool and has in fact often been employed.
More explicit discussion of the places and ways where it should be used
(or sought) seems desirable.

c. Conditions Required for Approximation Theory

We commence by discussing the usual mathematical conditions

invoked as a basis for approximation theory. For precision in our state-
ments we use the term approximately and the symbol ~ to indicate very
nearly equals, and the word order and the symbol 0(1) to mean roughly
equal to or less than 1. We will also find it convenient to use the term
unity order to mean approximately lover a finite range and less than 1
t It is emphasized that this nonuniform behavior is associated with limiting
values of the parameters and not the variables, even though it may arise owing to
infinite extent of one or more independent variables.
102 Similitude and Approximation Theory

~------------------~l------·X FIG. 4.2

everywhere else in the domain of interest. We denote unity order by the

symbol U(1).
The conditions usually stated are that the function and its deriva-
tives must be continuous and differentiable up to an order one lower than
that appearing in the differential equation in a finite domain. This means
that the function can be normalized, since it is bounded, and that the
domain of integration can be made approximately unity by normalization.
These are sufficient, but not necessary, conditions to guarantee that we
can make approximations term by term. There are often good grounds
for assuming these conditions, as we shall see. However, these conditions
are not enough to tell us what the approximations should be. t
The easiest way to show this is by example. Consider a problem in
which a function f is given by an ordinary differential equation of the
second order in x. Examine three possible types of solution as shown
in Figs. 4.2 to 4.4.
Since we assume that the function is bounded and that the domain
is finite, we can normalize to bring the function to unity order and the
domain to unity, provided we have some idea about the magnitude of the
function. This has already been done in Figs. 4.2 to 4.4. Now consider
only figure 4.2; the slope of J can be estimated as
dJ ~ 1- 0 _ 1
(4.10a)
dx~1-0-

t In earlier drafts of this work, a few of which are extant as dittoed notes, the
author attempted more exact general mathematical conditions. Unfortunately,
these attempts had loopholes, which were pointed out by friendly reviewers. In the
present discussion the conditions have been weakened to meet these difficulties; this
section of the earlier versions should not be used.
 Governing Equations 103

:;;1===:;;=== -f-
I
I
7 I
I
I
I
I
I
I
I
I
I
OL-------------------L-------------__
o
x

FIG. 4.3

If Jlooks more or less like Fig. 4.2, then the second derivative is not larger
than

I I< I~1 -1-0 0 = 11 -- 00 = 1

d2J
di;2 -
d2j
di;2 = 0(1)
For higher order derivatives we get estimates of the same type,

that is

where

L~
J = fm (1)

O~i;~l
104 Similitude and Approximation Theory

1~-----------t I
I
I
1 I
I
I
I
I
I
E I
I
I
OL-________________________ ~--------~~x

o
FIG. 4.4

The estimate that we use in this case can be expressed in general as

(4.10b)

We shall call an estimate using Eq. (4.lOb) a smooth estimate. Estimates

of this type are often employed; it is, for example, what we used in Sec.
4-6a. However, smooth estimates are highly restrictive, and they are
by no means always correct. We can readily see this by examining Figs.
4.3 and 4.4. Suppose that in these figures E «1. (The symbol «is used
here to indicate that we can make E as small as we like compared to 1.)
In this case no estimate of the sort given above can be correct over the
entire range 0 ~ x ~ 1, since the average slope in the region 0 ~ x ~ E is
d/ 1- 0 1
dX:::::E-O =;
and we can make E as small as we choose. The estimate for d 2/ldx2 in
the range 0 < x < E is

IdX2
I
d /1 : : : dj/ dx - 0 = .!.
2

E - 0 E2

In fact if djIdx changes very rapidly at the "corner," even this estimate
 Governing Equations 105

is too small. We then have to make an estimate of the extent of the

corner in x. If, for example, the corner extends from say x to x II, +
where II « E, then we have
d2J.~ (aj/ax)max - 0 = !» ~
dx 2 II Ell E2

Repeating the procedure in the same range, we obtain

or possibly

Hence for functions like those shown in Figs. 4.3 and 4.4 the smooth
estimates applicable to Fig. 4.2 get worse and worse as we go to deriva-
tives of higher and higher order.
We can summarize these results in the form of a rule.

Rule 3t
1. Uniform estimates of a function f and its derivatives up to order n can
be given over a finite region if the function and its derivatives up to
order n - 1 are continuous and differentiable and if the function is
smooth (that is, has a general nature like that of Fig. 4.2).
2. If also f is normalized to be U(l) and the variables Xi to run from 0 to 1,
then

and arj = 0(1)

ax!
where r :::; n.
This rule is quite useful, but it has several odd points. Condition 1 is
very stringent mathematically. Condition 2 is very inexact and also
presumes we already know something about the answer. Each of these
points can profitably bear a little discussion.
Both conditions are sufficient but not necessary. That is, they are
enough to ensure that we can make uniform estimates, if we do so prop-
erly, but it may be possible to give uniform estimates in cases that do not
meet the conditions. It is easiest to show this by example. We consider
two types. It is altogether possible that two derivative terms in a differ-
ential equation will be very large but of sign such that they cancel each
other at every point. A well-known example of this behavior occurs in
potential flow. t Consider a two-dimensional potential vortex with veloc-
ity components u and v in the x and y directions. The vorticity r in such
t Called a rule rather than a theorem since it indicates a "trial procedure" for
exploration rather than proof of a theorem.
t A flow which has a scalar velocity potential 'P satisfying Laplace's equation.
106 Similitude and Approximation Theory

a flow is, by definition,

r = au _ av
ay ax
r
In a potential flow the sum of the two terms giving is zero everywhere by
definition. In a logarithmic vortex, the flow is potential everywhere
except at the origin, as is readily shown from the appropriate expression
for the complex potential F(z)
F(z) = iA In z

where A is a real constant. Then by definition of F(z)

. dF iA
u-w=dz=--Z

Consider now a point arbitrarily near the origin; au/ay and av/ax become
very large. Eq. (4.lOb) can provide no estimate of either au/ay or
av / ax which will apply over any domain of the flow field that extends both
very close to and very far from the origin. Nevertheless, a uniform esti-
r
mate for the vorticity can be provided; indeed it is zero everywhere
except at the origin, and it can be neglected in a potential flow. Thus we
do not always need to have each derivative term small by itself.
A second case often occurs when we are interested, not in local effects,
but only in the behavior of some overall quantity. A term can be very
large at some point and not satisfy Eq. (4.lOb) in that neighborhood
without affecting the overall effect appreciably. An example of this
type of behavior occurs in the drag on a flat plate. Under the usual
assumptions, the equations indicate, fictitiously, an infinite skin friction
at the nose, but it is infinite only for a zero distance, and the limit behaves
in such a way that the overall drag is not appreciably affected by the
infinite value at the nose. That is, even though the equations predict
a skin friction at the nose in error by an infinite amount, the overall drag
for plates of finite length is given accurately by the same equations.
Even though continuity and differentiability are not always nec-
essary, there is this to say in justification for trying such assumptions in
continuum problems. The physics inherent in the problem often suggests
(but by no means proves) that we should expect such behavior. This
expectation is based on the fact that the nth order derivatives, those of
highest order in the differential equation, usually represent differences in
forces, energies, and properties; we expect such quantities to be continuous
in a continuum theory. Indeed, such principles as the Second Law of
Thermodynamics often tell us a good deal about the nature of the func-
tions we must expect at the outset. (At this point the reader might well
 Governing Equations 107

look back at Sec. 4.6a, and ask himself if the Second Law does provide
the conditions required by Rule 3 for the cooking problem.) It is empha-
sized that this type of information is, however, merely suggestive and
not conclusive, since we can never be certain that the differential equa-
tion we have written is complete. We can expect a given type of physical
behavior with a very high degree of certainty, but there must always be
residual doubt that the equation we have written will predict this
behavior. In the case of the heat conduction equation this doubt is
minimal, and the estimates we found are quite useful. In such cases the
physical information provides strong motivation for expecting certain
types of behavior, hence assumption of such behavior followed by checking
is a highly appropriate way to proceed.
This remark by no means implies that the available mathematics
should not be used or that additional mathematical theorems should not
be sought. It means rather that the researcher cannot allow the absence
of formal mathematical proof to deter him from pursuing solutions and
that good hints for seeking such solutions can very often be found suc-
cessfully from the accumulated physical knowledge embodied in what we
have called the "completeness of the equations," in the associated physical
principles, and in physical data.
This attitude, which we might characterize by the phrase "forge
ahead and then check the results," is one we will adopt frequently in the
examples below. Its adoption is a characteristic difference between the
applied mathematician, who is primarily concerned with solving problems,
and the pure mathematician, who is mostly concerned with establishing
rigorous relationships within the framework of given conditions and defi-
nitions. We need to say a word also on what constitutes a check. It is
possible to check against data or against a more complete theory; that is,
a more complete equation. The check against data is always the ultimate
authority in science, and any check against more complete equations is
subject to uncertainty regarding how complete the equations really are,
as we have already stressed.
Finally, Rule 3 assumes some crude information about the form of the
answer. This is typical of approximation theory procedures, although
the point is frequently glossed over. Very often we have the necessary
data available, and their use is entirely proper, provided it is consistent
with the equations we are using as a mathematical model and it is under-
stood in the context of the remarks about completeness and checking.
Rule 3 gives us one way to establish estimates. It shows, in fact,
one reason why it is so often useful to normalize in the way suggested in
Sec. 4-1, since if the conditions of Rule 3 are satisfied (and perhaps in
other cases), this procedure will make the parameters show the estimate
of magnitude of the various terms. As we saw, these estimates, in general,
108 Similitude and Approximation Theory

decrease in accuracy as the order of the derivative increases, and all deriva-
tives beyond the first are only estimated to be less than or equal to 1.
Hence we may keep terms we do not really need; however, we will not
throwaway any that should be kept.
There are ways in which the estimates of terms can be improved.
One of the commonest is direct use of physical information. This is
clearly in keeping with the philosophy we are using; however, such data
need to be much more detailed than the information needed for Rule 3.
Consequently, we use both procedures, that is, we use data when it is
available and we make appropriate assumptions about the gross nature of
the solution, subject to later checking, when it is not. In either case we
use the estimates to tell us which terms we can drop from the governing
equations to obtain simpler correlations or solutions where we cannot
handle the complete problem mathematically. With this in mind we
turn to the discussion of the relations between the magnitude of terms in
differential equations and in integrated results.
To illustrate the ideas simply, we consider first an ordinary differ-
ential equation. Take for example
T = T(x)
and the DE

T2 (~~) + CT = 0 (4. 11 a)

with boundary conditions

at x = 0: T=O
Again define
- T
T=-
Ta
_ x
x=L
On substitution we obtain

T!
L
'1'2 dT
dx
+ T CT = 0
a

or
- dT
T2 dx + 7rlT- = 0
where
LC
7rl = 'f2
a
 Governing Equations 109

Formal integration on x gives

(4.llb)

However, suppose '1' satisfies Rule 3, then

'1' "'" U(l)
'1'2 = U(l)
d'1' "'" 1
dx

We can construct an estimate of the magnitude of the first integral

in Eq. (4. llb), as shown by the hatched area Al in Fig. 4.5. The estimate
of the magnitude of the integral in the second term of Eq. (4.llb) is
shown in Fig. 4.6 as A 2•
The solution to Eq. (4.lla) can be written functionally as two terms

(4.12)

where the functions II and /2 are 0(1).

Moreover, if the equation involves derivatives of nth order, we can
merely repeat the process n times. We will obtain the same result, pro-
vided Eq. (4.lOb) holds for each order of derivative up to and including n,
or some other suitable estimate cap. be supplied. We can also extend the

-----------L
I

-2dT
T dx

FIG. 4.5
110 Similitude and Approximation Theory

FIG. 4.6

procedure to cover terms like

dnT
Tqx p- p and q are finite real numbers
dxn
and

r<qs.n

provided we can supply in advance an estimate of arT/axr.

Bounded functions, say g(x), can also be included in terms like

since if the function g has an upper bound, say M 1, we can always define

g = .JL = 0(1)
Ml
These remarks are sufficient to show that we can handle very general
terms. If smooth estimates can be made, or if any other estimates can
be provided which are correct over the entire domain of integration, then
we can construct the pi's in such a way that they represent the magnitude
of the terms in an appropriate integrated relation.
Similar, but slightly different, procedures can be employed for partial
differential equations. In partial differential equations, it is necessary to
 Governing Equations W

integrate repeatedly over the various independent variables. Consider,

for example, the normalized differential equation

Here we must integrate twice on x and once on y to obtain an expression

involving only t, x, y, and 11'"1. Thus

_Ii fx=o
~y=o _x fx=o T dd-xT +
2
x (- 2 11'"1 d- dx- dx- dy- = 0
dT) (4.14)
y

provided the boundary conditions are suitable. (We will explain this in
a moment.) Application of Eq. (4.10) to Eq. (4.14) yields an order of
magnitude

(4.15)

where Jl and J2 are 0(1}.

Note that neither Eq. (4.12) nor (4.15) is a solution of the differential
equation; they are merely constructs to show the magnitude relations
between derivative terms and integrated effects.
It is now possible to demonstrate another important reason for the
normalization procedure suggested in Sec. 4-2. If it is not followed, then
in general the order of magnitude of the pi terms found will not be the same
in the differential equation and the integrated terms.
In particular, if the range of integration for the independent variables
is other than unity, then integration may introduce changes in the value
of the multiplicative constants, the pi's, standing in front of each term if
the independent variables appear in nonhomogeneous form, as they
almost always do. Consider

(x _ d-
J0 x X
+ 11'"1 J(x0 dT d-
dx x =
0

x2
2" + 11'"1 [T - T(O)] = 0
--

Thus if we hope to obtain similarity parameters that represent mag-

nitudes not only locally but also for integrated effects, we must, in
general, normalize according to the procedure of Sec. 4-2.
Before we try to summarize these ideas, we need to clarify the situa-
tion regarding boundary conditions. If we are dealing with an equation
higher than first order, we may need to normalize the boundary data
relating to intermediate orders of derivatives or account for the fact that
we have not done so. This can be observed in the first integration of Eq.
112 Similitude and Approximation Theory

(4.14). Carrying out this integration symbolically, using the estimate

'l'~ 1, we have

{Ii r [d~ +
i
JIi=O h=o dx
'11'1
dy avg
+
(dT) ]dXdY {Ii (i
JIi=O h=o
[~A(Y)
+ 'II'l~B(Y)] dxdy
where the functions ~ A(y) and ~ B(y) are the values of d'l'/ dx and d 'l' j dy
along the boundary x = 0 and (dTjdY)avg is an average value of d'l'jdy
integrated over x.
It is clear that further integrations will involve the magnitudes of
~A and ~B. These terms will influence the relation between the mag-
nitude of the term multiplied by '11'1 and the remaining term. Thus the
magnitudes of ~A and ~B in this case must also be made order unity if we
are to judge the magnitude of terms in the integrated solution from the
magnitude of the nondimensional parameters in the differential equation.
This is merely another way of saying that we must normalize sufficient
boundary-value data to specify a mathematically appropriate problem.
The gist of Eqs. (4.12) and (4.15) is that we can connect the
magnitudes of the terms in the differential equation with those in an
integrated solution, provided we can supply from some source the neces-
sary estimates of terms. These equations by no means indicate the way
we would actually go about integrating except in very special cases, but
they do provide a procedure for demonstrating that we can use the
magnitude of the pi's in the differential equations to characterize mag-
nitude of terms under proper conditions. Again these procedures do not
constitute a proof but only a path for exploration in specific cases subject
to later checking. Moreover, we have so far glossed over the most
difficult part of all-the actual provision of estimates in cases which are
not smooth; most of Secs. 4-7, 4-8, and 4-9 is devoted to examples of how
estimates are constructed in various cases, and these materials give only a
very brief introduction. However, once the framework is known, any
estimating procedure for a specific case can be fitted into it.
We summarize this situation with another rule.

Rule 4

If the governing equations can be reformulated in nondimensional coordi-

nates so that each term in the boundary conditions, the variables (and
functions of the variables), is unity order, and if the range of integration
can also be made approximately unity in terms of the same variables,
then the terms in the integrated solution will be of the same order as those
in the differential equation and approximation theory can be applied by
examining the magnitudes of the parameters in the normalized governing
equations.
 Governing Equations W

So far we have suggested three sources for the estimates needed:

from Rule 3 in cases of smooth behavior, directly from data, and from
appropriate assumptions about the form of the solution. Combinations
of these sources can also be used, but finding these estimates correctly is
seldom easy. If we know them, we already have at our disposal a great
deal of the knowledge about the problem. In many cases the same esti-
mate of terms cannot be used for the entire domain of interest. When-
ever an integration over an infinite domain or a singularity of the equation
is required, special considerations must be made. We must expect that
the estimates will sometimes involve not only the value of the function but
also some of the derivatives at the boundaries as we have noted above.
Finally, apparently logical assumptions about magnitude or solution
form that turn out to be untrue can easily lead us completely astray in the
form of the solution or correlation we are seeking.
In short, approximation theory is in one sense very different from
similarity procedures based on the governing equations and conditions.
Similarity procedures based on the full differential equations and bound-
ary conditions are rigorous to the same extent as our knowledge of the
completeness and appropriateness of the equations and conditions.
However, as soon as we go one step further, that is, try to apply the idea
of magnitudes as a means for finding simpler solutions and similarity rules,
much more difficult problems arise. Despite these difficulties, approxi-
mation theory is very important, since it is the only way we can get
answers at all in many problems.
We next consider a few very simple examples to illustrate that the
difficulties we have been discussing are real. Consider a harmonic
oscillator with linear damping; the governing equation is
d2 x dx
m dt 2 + c dt + kx = 0 (4. 16a)

(We can consider this to be a simple spring-mass system with viscous

damping or a series RLC electric circuit with constant resistance. Since
the percepts of the mechanical system are simpler, we use it for discussion.)
Consider first the question of an infinite domain of integration. Let
the boundary conditions be
at t = 0: x = Ao dx = 0
dt
We have purposely chosen an example first where we can find the com-
plete solutions, so that we can compare the actual outcome to that found
from approximation theory. Proceding as above, we try to normalize the
equation using the variables
-
i = ~ = U(l) t = -t
Ao T
114 Similitude and Approximation Theory

where T is the time for one quarter cycle of oscillation. If we consider a

quarter cycle, the variables satisfy the magnitudes required for Rule 3.
Normalizing, we obtain

d~x + CT d~ + kT2 X = 0
dt 2 m dt m
Suppose, further, that cT/m « 1; if we then drop the second term and
integrate, we obtain the solution

x= cos fJt (4.16b)

This is a steady periodic oscillation. If on the other hand we retain the

term (cT/m)dXjdt, the final solution is

x = e-ct / 2m cos 'Yt (4.17)

When c/2m « 1, Eq. (4.16b) is a very good approximation of (4.17) for

anyone cycle, but if we consider many cycles, that is, very large t, the
agreement becomes very poor. The difficulty is precisely that while the
term (cr/m)dx/dt is small, it acts over an infinite extent in time, hence
ultimately it has a very large effect. To misquote an ancient proverb, we
might say, "even a single drop of friction can ultimately wear away the
largest free vibration."
A problem that behaves in this way is said to be singular in its limit-
ing behavior, that is, the behavior of the solution when a parameter is
very small is altogether different from when the parameter is identically
zero. Singular limiting behavior is not identical with the problem of
nonuniform estimates, but it seems to be associated with it in a certain
way as we shall see. When singular behavior in the limit occurs, we
usually try to resolve the difficulty by expanding in powers of the param-
eters; some procedures of this type are illustrated in Sec. 4-8.
Next consider the simple harmonic oscillator without friction, that is,
with C identically zero. The governing differential equation is
d2x
m dt 2 + kx = 0 (4.18)

Consider now two sets of boundary conditions:

dx
1. at t = 0: x=O dt = Vo
dx
2. at t = 0: x = Ao dt = Vo
With the first boundary conditions we cannot normalize the displacement
 Governing Equations 115

x by initial displacement, since it is zero. We can use

_ x
x = V o/{3
This normalization shows the importance of boundary-value data for
intermediate derivatives even in this very simple case. The complete
solution for the undamped oscillator is, of course,
x= Cl cos {3t + C2 sin {3t
If we apply the boundary conditions 2, we obtain
VO
C2 = {3

Here again if we normalize on Ao alone, we still do not get good estimates

of x for all possible values of the ratio cI/C2. A better normalization for
x is
_ x
x=-
Co Co = vc~ + ci = ~A~ + (~oy
This is not easy to see unless we know a good bit about the complete
solution; this emphasizes one of the difficulties in providing good estimates
as well as the need to look at all the boundary-value data needed to make
an appropriate problem. That is, we could have found an appropriate
normalization formally by demanding that the normalization make all the
boundary-value data 0(1).
Normalizing as suggested above for the more general boundary
conditions 2 we have
d2 -
dl~ + ({3r)2x = 0 (4.19)

with boundary conditions

_ Ao
at l = 0: X=_·
co'
Suppose we now try approximation theory, that is, we assume ficti-
tiously that {{3r)2« 1. Approximation theory would then lead to the
equation
d2x
dl2 = 0

Integrating directly twice gives

_
x= C3 + c.t- = -Ao + Vor-
-
Co Co t (4.20)
U6 Similitude and Approximation Theory

But the complete solution of Eq. (4.19) in these coordinates is

x- = -Ao cos {3t + -{3 . {3t

Vo sm (4.21)
Co Co

Comparison of Eqs. (4.20) and (4.21) shows that while Eq. (4.20) agrees
exactly at t = 0, it departs more and more from the complete solution
Eq. (4.21) as time increases.
Next consider, again fictitiously, that ({3r)2 » 1, and try to drop the
term d2xldt2• We obtain only
x = 0, x=O ( 4.22)
for all t
Using Eq. (4.22) we cannot even match the boundary conditions; we
have no solution at all unless the boundary conditions are trivial, that is

at t = 0: x=O dx = 0
dt
This type of difficulty often occurs when we try to drop the most
highly differentiated terms; in such cases we can no longer satisfy all the
boundary conditions and we can therefore obtain solutions only for
certain very limited values of the boundary data. This type of difficulty
can sometimes be resolved by various kinds of expansion in powers of the
parameters, or by a technique which we call boundary-layer theory.
These techniques are briefly introduced in Sees. 4-8 and 4-9.
It is emphasized that dropping terms from the equation for the simple
harmonic oscillator fails, not because approximation theory is wrong, but
because we have supplied erroneous estimates. We have defined x and t
in such a way that the terms d2xldt2 and x are approximately unity, but to
do so we had to use the free parameter r. Since we can vary kim,
superficially it would appear that we could make (klm)r2 anything we
please; this is not the case. Equation (4.19) is itself a relation between t,
x, and (klm)r2. If we are to have any oscillatory solution, Eq. (4.19)
demands that the two terms d 2xjdr2 and (klm)r 2x must be of the same
order. Physically, to maintain an oscillation we must have a dynamic
equilibrium between restoring and inertia forces. Since the equation is
complete, it shows this behavior also. That is, both physically and
mathematically it is not possible to control kim and r separately; as kim
becomes large r becomes small, and conversely. In fact, the relation
between kim and r2 is well known, and is seen directly from the complete
solution to be

or

Thus our assumptions about the magnitude of the parameter are wrong.
 Governing Equations 117

We give this almost absurdly simple example to show the type of reason-
ing that has sometimes been used to give approximation theory a bad
name. The trouble is not in the theory, but rather in the adoption of bad
estimates.
Two additional comments are pertinent here. First, we have made
the difficulty regarding estimates very explicit by choosing to make i and
d2i/di2 approximately unity so that the magnitudes show in the parameter.
In most of the literature this is not done, so that the poor estimate relates
not to the parameter but to a term involving derivatives of the dependent
variable. If, as is also often done, an attempt is then made to apply
approximation theory based on the magnitude of the parameters without
regard to the magnitude of the terms in the variables, the procedure
hinges on the actual value of the derivatives. In effect one then merely
hopes that the terms in the variables are approximately unity in size,
and if possible checks this "hope" later on. It would seem preferable
to make the need for estimates of the terms in the variables explicit at the
beginning, although either procedure will work if one is clear about what is
going on.
Second, it is worth mentioning that this same line of argument-that
the whole of the two terms must be the same size if the equation is to be
satisfied and if solutions are to be of an expected type-can often be used to
make estimates of the magnitude of a free parameter such as T. We shall
utilize this procedure later on.
Still another difficulty, beyond those illustrated by use of the simple
harmonic oscillator, occurs when the governing equations or boundary
conditions are nonhomogeneous. By Theorem 1, the value of the depend-
ent variable plays a role which cannot be normalized out. It follows that
we may not be able to find a single estimate that will hold for all problems
of the class considered; that is, for all possible values of the parameters.
(Here we are not talking about nonuniform estimates within a single
problem, but rather about nonuniform estimates between one problem
and another.) This remark will come as no surprise to anyone familiar
with hydro mechanics or with problems in electromagnetic theory. The
solutions found in such cases are typically parameter dependent, that is,
gross differences occur in the overall solution between problems with
different values of the governing parameters, for example, the Reynolds
number. The moral is that when we use data to make estimates for
application of Rule 3 or 4, we must be sure that the data apply to the
range of values of the parameters of concern when the equations or bound-
ary conditions are nonhomogeneous.
N ow that we have given one useful example and also highlighted some
of the mathematical deadfalls and booby traps in approximation theory,
it is appropriate to summarize what we can do with it, and then turn to the
more constructive task of working additional examples.
118 Similitude and Approximation Theory

1. We can attempt to establish the magnitude of all terms in the

governing equations and conditions. We can then try to elimi-
nate small terms and thus find approximate governing equations
and simpler model laws for various ranges of interest. If we
cannot do this, the normalized equations will frequently tell us
what measurements are needed in order to carry out such proce-
dures and will thus directly aid in planning efficient experimental
work.
2. We can define parameters representing quantities whose value is
unknown and seek conditions on that parameter which will make
the appropriate term small (or of the same size as the other terms
in the governing equations).
3. We can ~eek similarity conditions in terms of undefined parame-
ters, that is, we can find parameters which must be constant if
simiiarity is to obtain, and then check experimentally whether
these conditions are fulfilled.
All these procedures depend directly on the normalization procedures
discussed in Secs. 4-2 and 4-3 or their equivalent. In all cases, the treat-
ment of problems with uniform behavior is relatively simple; indeed, such
problems often fulfill the conditions of Rule 3. Nonuniform problems are
far more difficult, and relatively little rigorous mathematics can be applied
to them at the present time. For the most part they must still be treated as
special cases. We cannot, however, let these difficulties deter us from
using approximation theory when we need it. In line with the philoso-
phy developed, we will proceed with examples and provide checks against
complete equations and data. In fact, now that we know where some of
the difficulties lie, we are better prepared to treat them.
In Sec. 4-7 additional examples of problems with uniform behavior are
discussed. In Secs. 4-8 and 4-9 several methods of treating nonuniform
behavior are briefly introduced. In this treatment we will largely ignore
the details of problems relating to improper integrals, that is, problems
involving infinite domains of integration, singular functions, and uncon-
ventional forms of what the mathematician calls "measure." We slight
these problems, not because they are unimportant, but because they
would carry us well beyond the mathematics assumed available to us.

4·7 SOME PROBLEMS INVOLVING

UNIFORM BEHAVIOR

Example 4.3. Consider the problem of the vibration of a simple

beam in flexure, discussed previously in Example 2.6. For simplicity
take the case of a rectangular cantilever beam of length L, depth h, width
 Governing Equations U9

b, mass per unit length p. Assume that the cross section A may vary
along the beam. A sketch of the system is shown in Fig. 4.7a. Again we
seek a model law from which we can determine the frequency of the first
natural mode of vibration w. The governirig differential equation is well
known from the theory of elasticity. For example from Hudson,18 we
find the equation for the governing forces is

iJ ( i J 2y ) iJ2 y
iJx2 EI iJx2 + pA iJt2 = 0 (4.23a)

where
x = direction along the beam
y = direction of deflection
E = modulus of elasticity
I = moment of inertia about neutral axis (bh 3/12) for rectangular
beam)
t = time
p = mass density of beam
A = cross section area of beam

y..!-o>----- L ----~

Section A-A

(a)

~~------L------------~

(b)

+
y

FIG. 4.7
120 Similitude and Approximation Theory

y
Trace of point at arbitrary
section of beam
x-aL; O~a~l

FIG. 4.8

For a cantilever beam the boundary and initial conditions for a free
vibration can be taken as
at x = 0: y=O dy =0
dx
2
dy
at x = L: -- =0 ~(Eld2y) = 0 (4.23b)
dx 2 ax 2 ax
at t = 0: Yz=L = c}t (d Y) = Y_L =0
dt z=L
Moreover we expect an oscillation with a deflection curve which is smooth.
Indeed, we expect a general form like that shown in Fig. 4.8 for the first
mode. Note that we do not need the exact equation of the curve, only a
very general knowledge of its form. Vast numbers of results also assure
us that Eqs. (4.23a) and (4.23b) are complete and appropriate, provided
that the material is isotropic and the deflection small. Thus we can
expect to find an accurate and complete set of parameters by normalizing
these equations. If we consider a quarter cycle of vibration, we can make
the various derivative terms U(I) by defining dimensionless variables as
follows:
_ x
x=L
y='!tc}
l = wt
where c} is the maximum deflection at the end of the beam and w is the
reciprocal of the time required for a quarter cycle of vibration. A quarter
cycle is used in this case since the beam goes from rest to maximum velocity
(or returns) approximately each quarter cycle. Thus the estimate of
t Measured from position of static equilibrium.
 Governing Equations 121

acceleration is
a2y = (dy/dt)t_1/W - (dy/dt)t_o = a/(l/w) - 0 = aW 2
at 2 l/w l/w
The estimate of a4y/(Jx 4 should be given reasonably well by Eq. (4.lOb),
since the curve of y versus x begins with zero deflection and slope and is
expected to be smooth, hence substitution of x and y as defined should give
(J4y/(Ji 4 ~ 1.
Substituting the nondimensional variables into Eqs. (4.23) yields

Formally differentiating the first term we obtain

~ [EI (J4y
L4 (Jx 4
+ 2 (J(EI) (Jay + a (EI) (J2y] + aw 2A a y = 0
(Jx (Jx a
2
(Jx 2 (Jx 2 P
2
(Jl2
(4.23c)

As a first case, assume EI is a constant along the beam so that

On setting this in and dividing by aEI/£4, we obtain

(4.24a)

In the nondimensional variables the boundary conditions become

at x = 0: y=O ay = 0
(Jx
(J2y (Jay
at x = 1: (Jx2 = 0 ax 3 = 0 (4.24b)

at t = 0: Yx=l = 1 (a y) =0
(Jt x=l
Since the governing equations are homogeneous in y and the boundary
conditions parameter-free, 0 cancels from the equations as expected.
Equations (4.24) apply to the entire range of deflections where Eq. (4.23)
adequately represents the system.
From Eqs. (4.24) it is possible to find two types of results directly.
First, it is a simple matter to extract the one governing parameter

_ pAL 4w2_ (£2W)2 (4.25)

11"1 - EI - Rc
122 Similitude and Approximation Theory

where

R ..J1 = radius of gyration of beam section

=

c = ..J¥ = velocity of acoustic waves in material of beam

Equations (4.24) contain only one nondimensional group, and the

normalized boundary conditions are parameter-free. Therefore 11"1 can at
most be a constant. Hence the form of w is given immediately as
Rc
w = C1 L2 C1 = constant (4.26)

Equation (4.26) can be used to give the required model law and similitude
rule for vibration in this mode immediately. This is simply that the ratio
of acoustic velocity to VIR be constant. Thus the researcher can adjust
frequency, etc., to meet experimental needs and still obtain accurate
predictions. In this sense Eq. (4.26) provides a basis for distorted as well
as for normal models for beams of constant cross sectional properties.
If we treat w as a parameter whose value is unknown but desired, we
can extend the solution still further by resort to reasoning based on the
meaning of the normalized governing equation. The second term in
Eq. (4.24a) is a measure of the inertia forces resulting from acceleration of
the mass elements of the beam during vibration; the first term is a measure
of the elastic forces arising from the flexural bending of the beam. If a
vibration is to persist, these two forces must be of the same magnitude.
Since the terms in the variables in Eq. (4.24) have been made approxi-
mately unity by construction, the parameter must also be approximately
unity if both terms are to be the same magnitude, provided our estimates
were correct. For any given beam shape, this allows us to estimate the
value of w. We obtain

w='\};;w
lET rad/sec (4.27a)

The exact solution to this problem as given, for example, by Jacobsen and
Ayre 21 (page 80) for a rectangular cross section, is

4w = 3.5159 '\}PbhD
rET rad/sec
or

w = 0.879 '\JrET
PfihI) rad/sec (4.27b)

Hence the very simple estimate of Eq. (4.27a) is entirely correct in form
 Governing Equations 123

and in error by 12 percent in magnitude. Considering the crude nature of

the estimates employed, the result is surprisingly good. Moreover,
Eq. (4.27a) is not restricted to rectangular cross sections.
Let us consider Eq. (4.23c) further to see if we can determine some-
thing about the case where the beam varies smoothly in cross section or
modulus with length. Define the quantity (EI). as the largest EI product
for any section of the beam. Take
-- EI
(EI) = (EI)o

On sUbstituting into Eq. (4.23c) we obtain

2a(EI)o iJ(Ei) iJ3 y + (EI)oa iJ2Ei iJ2y + aEI iJ4 y + A aw 2 iJ2y = 0

L4 iJi iJi 3 £4 iJi 2 iJi 2 £4 iJi 4 P iJt2
Dividing by (El)oa/£4 gives
iJ2(Ei) iJ2y iJ(Ei) iJ3y EI iJ4y pAw 2£4 iJ2y
iJi 2 iJi 2 + 2 ~ iJi3 + (EI)o iJi4 + (El)o iJt2 = 0 (4.28a)

Equation (4.28a) allows us to formulate numerical criteria for when we can

use Eq. (4.27b) as an estimate of vibration behavior for beams of non-
uniform properties along the length. Specifically, it is necessary that

iJ<!i) «1
iJ2(Ei) //1 (4. 28b)
iJi 2 "''''
EI
(EI)o ~ 1
If the conditions of Eq. (4.28b) are not fulfilled, then an additional
modeling condition must be fulfilled for similar behavior, namely,

[ EI(i)] [EI(i)]
(El)o m = (EI)o p
That is, the distribution of EI as a function of i must be the same
for model and prototype. Usually it will be possible to satisfy all three
of these conditions simultaneously, hence practical modeling can be
achieved in relatively complex cases. As in the simpler case described
by Eq. (4.23), strict geometric similarity is not required to obtain exact
modeling of the vibration behavior, and good approximations can be
obtained for a very wide range of conditions.
Example 4.4. Consider a cantilever beam of uniform cross section
with a large rigid flange welded to the end as shown in Fig. 4.9. Assume
124 Similitude and Approximation Theory

~~------------------~~===P1r ~~----~~x

z Beam

11

--H-
FIG. 4.9

the beam can vibrate up and down. Assume also that the mass can rotate
about the beam center, but that torsional rotation and vibration motion
in the z direction are constrained from occurring.
The equation for the beam vibration is again
i}4y i}2y
EI i}x 4 + pA iJt 2 = 0 (4.29a)

However, the boundary conditions now are

at x = 0: y=o dy = 0 (4.29b)
dx
i}2y JF i} 28F
at x = L: i}x 2 = EI i}t 2
(4.29c)

at t = 0: (4. 29d)

where
Y F = deflection of flange
8F = angular displacement of flange
J F = mass polar moment of inertia of flange
M F = mass of flange
I = section moment of beam, as in Example 4.3
E = Young's modulus of beam

We note that the boundary conditions at x = L are identically the

equations of motion for the vertical and angular displacements of the
 Governing Equations 125

flange measured from the position of static equilibrium with respect to the
beam. To complete the set of equations it is thus only necessary to add
the conditions of compatibility at x = L

It is convenient to employ the same nondimensional variables as in

Example 4.3

fj=J!.
o
_ x
x=L
l = wt
We also define
- dfj
(}=-
di
Then
dY) 0
tan (} F = ( dx x=L ~ L

Upon normalizing, Eq. (4.29a) becomes, as before,

o4fj pA£4w 2 o2fj
ox 4 + EI Ol2 = 0
Equation (4.29b) becomes
at x= 0: fj=O dfj =0
dx
and Eqs. (4.29c) become
o2fj LJ FW 2 o29F
at x = 1: oi2 = ~ ot2
and
o3fj M FW 2 o2fjF
-
oi 3 = L3----
EI Ol2
and Eqs. (4.29d) become

at t = 0: fj~=l = 1 ( dfj) = 0
dt ~=l
126 Similitude and Approximation Theory

Thus the complete equations and boundary conditions contain three

parameters
pA£4w 2
11'1 = EI

But all of 11'1, 11'2, and 11'3 contain the parameter w2 which we will
usually want to be the dependent parameter. Thus to simplify we form
11'2 J FL Elw 2
71"4 = 71"1 = pAL· L3 Elw 2
But
pAL = mass of beam :!: MB
Also
J F = MFr~
where
r F = radius of gyration of flange

Thus we can write

MF r~
71"4 = MB L2
Similarly we take
71"3 MF
71"5 = - =-
71"1 MB
Moreover, 71"4 and 71"6 are both fixed when MF/MB and rF 2/L2 are fixed.
Thus as the governing parameters we can take the more convenient and
simpler groups
wL2
71"1 = Rc
MF
71"5 = MB

71"8 = Z
Since the equations are known to be well posed and to represent the
 Governing Equations 127

physics very accurately for small deflections, we can expect that these
parameters should be an accurate, complete, and quite useful set.
This problem can also be solved with integral equations. The
reader who is familiar with the details of beam theory may find it useful to
verify the solution in the following way. Using energy methods write a
single integral equation governing the behavior of the system. Verify
that the transformation of this equation into nondimensional form which
satisfies the requirements of Rule 3 will lead to only parameters which are
fixed when 11"1, 11"5, 11"6 above are fixed.

4-8 NONUNIFORM BEHAVIOR-BOUNDARY-

LAYER METHODS

In treating problems involving nonuniform behavior we employ the

concepts utilized in discussing problems of uniform behavior, but it is also
necessary to introduce additional ideas. Several concepts have been
developed over the years specifically for dealing with problems of non-
uniform behavior. The first is the boundary-layer concept due to
L. Prandtl. Although Prandtl applied the idea only to fluid mechanics
problems, it has much wider applicability. The three examples in this
section, including Prandtl's original problem of the fluid boundary layer
and one thermal-conduction problem, will give some idea of scope.
The central idea in Prandtl's boundary-layer concept is the use of
different estimates in different regions of the system. This same concept
forms the basis for more recent formalization which we will call the
method of zonal estimates; see, for example, Carrier. 8 Prandtl used data on
individual terms directly; the method of zonal estimates allows use of
minimal information about the general form of the solution as the basis
for constructing estimates which can then be checked. Prandtl's method
is discussed in Sec. 4-8a, zonal estimates in 4-8b.

a. Use of Physical Data Alone

Exalllple 4.5. Application of Approxilllation Theory to the

Navier-Stokes Equations for the Flow over an Illllllersed Object.
The problem is to categorize the various regimes of flow and to find
appropriate governing nondimensional parameters. The system to be
analyzed is shown in Fig. 4.10.
It is assumed that the fluid is Newtonian and that the flow is laminar,
steady, incompressible, and two-dimensional. The governing differential
equations for this case are well known. They are readily found from the
Navier-Stokes equations by dropping the time dependent and the z-com-
128 Similitude and Approximation Theory

FIG. 4.10

ponent terms; this yields

U OU + v OU __ - --
1 op
+ IIV' 2U
oX oy pox
and
ov ov lop
U -
oX
+ v -oy = - - -
P oy
+ IIV'2V
where
U = x component of velocity
v = y component of velocity
II = kinematic viscosity = 1-1/P
p = density
p = pressure
V'2 = Laplacian operator
Continuity must also be satisfied. For this case the continuity equation
can be written

The boundary conditions usually employed are

at the surface of the object: u = 0 v = 0
at y = 00: u= V v= 0
If we now attempt to define parameters to satisfy either the condi-
tion of Rule 3 or Rule 4, we encounter several difficulties. First, since the
flow field is infinite in extent, it is not possible to reduce the limits of the
equations to finite intervals. Thus Rule 4 cannot be used directly. If
we attempt to use Rule 3, we will find that we cannot define nondi-
mensional variables that will satisfy the conditions required for all values
 Governing Equations 129

of the parameters. Indeed for some values of the parameters we cannot

define variables which give suitable estimates for all regions of the flow.
We must therefore proceed in a different way. We seek estimates of the
derivative terms which hold only for prespecified ranges of the parameters
and in certain zones of the flow. We then attempt to find solutions which
apply to each zone for a given range of the parameters and match the
solutions at the edge of the two regions.
Even when we distinguish between various regions in the flow, it is
not possible to guarantee similar behavior from the equations alone, since
we do not have the required existence and uniqueness theorems in the case
of the N avier-Stokes equations. However, if we find the necessary
estimates from data for typical systems of the class considered with the
appropriate values of the parameters, then we can be sure that we will
obtain appropriate results, provided only that some single stable solution
does appear in nature (which we have at least a philosophical right to
expect) and that we stay within the region typified by the measurements,
since we do know that the N avier-Stokes equations are a complete mathe-
matical model for incompressible Newtonian fluids. Accordingly, we
proceed by attempting to normalize as before, but supply the missing
estimates from data.
We define
_ x
x=L
- y
y=-
o
_ u
u =-
U
_ v
v = 11

P- P
= ---
t:..PL
where
L =length of object
o = undetermined length
U = x component of velocity far upstream
V = undetermined velocity
t:..P L = largest pressure difference between two points on the body;
P is to be measured from pressure far upstream as datum

By construction i1 and p will be unity order and x will run from 0 to 1

over the body length. It remains to show that a V and 0 can be found
such that V is unity order and y runs 0 to 1 and also to provide estimates
of the terms involved; we leave these questions open for the moment.
130 Similitude and Approximation Theory

Substituting the nondimensional variables into the governing equa-

tions, one obtains:
x momentum:

y momentum:

UV _ aD + V2 _ aD _ _ tJ.p L ap + P v (a 2D+ £2 a2D)

L U ax {; v afj - po afj £2 ax2 02 afj2
continuity:
U au + v aD _ 0
L ax 1 afj -
In nondimensional form the continuity equation becomes

au + L ~ aD = 0
ax U 0 afj
By construction au/ax is unity order except near the stagnation point,
which presents special problems. t We also want afJjag to be unity order
and we must satisfy continuity at each and every point; this is possible
only if

LV = 1 (4.30a)
Uo
We can guarantee this by defining V as

v~iu
=L (4.30b)

Since this is only one condition, 8 still remains undetermined. Equation

(4.30b) guarantees that afJjafj will be approximately unity by virtue of
continuity. With this definition the continuity equation becomes
parameter-free, and we need concern ourselves with it no further as far as
approximation theory or similarity rules are concerned. We can also use
Eq. (4.30b) to eliminate the parameter V from the two momentum equa-
tions. If we do this and also make the momentum equations non-
dimensional by division of U2/L, we obtain
x momentum:
_au + _au tJ.PL ap + P (a 2u + £2 a2u) (4.31a)
u ax v afj = - ,;[/2 ax UL ox 2 12 ofj2
t This problem has been extensively treated; see, for example, Schlichting,46 p.
123, or Tsien.49 We shall not discuss it here.
 Governing Equations 131

(4.31b)

With the boundary conditions

at surface of object:

u=O ii=O

at fj = 00: (4.31c)

u= 1 ii=O

The set of normalized governing equations and boundary conditions

thus contains three pi's

71 = (~y
UL
72 = - /I = Reynolds number -~ ReL
APL
73 = p U2 = Euler number -6 Eu

Since Eqs. (4.31) are nonhomogeneous in the dependent variables u and v,

they contain a parameter U representing the dependent variable. They
would also contain one representing v except that we eliminated it in
favor of U by demanding that the continuity equation be satisfied every-
where in the flow. We must discuss in more detail the implication of the
dependent parameter.
Equations (4.31) and the continuity equation represent three inde-
pendent equations for the three dependent variables u, v, and p. Together
they constitute a relationship among these variables and the independent
variables and parameters. But since they are nonhomogeneous in u, we
cannot specify a correlation independent of the value of U. That is, U
appears explicitly in the normalized equations and is thus related to the
independent parameters. To put this differently, if we specify values of
the independent variables and two of the three parameters 71, 72, and 73,
then the third parameter is fixed by Eqs. (4.31); this is unlike the case of
homogeneous equations which we have treated up to this point. That is,
if we specify the value of Reynolds number and Euler number, then a
certain value of the dependent parameter is fixed by the equations or can
be measured in the laboratory; it is no longer free. Thus in the case of
nonhomogeneous equations we must always note that the governing
parameters contain the dependent as well as the independent parameters.
132 Similitude and Approximation Theory

Thus we see again that we must expect solutions that are parameter-
dependent. That is, we should anticipate the possibility of finding
different solutions, possibly even entirely different types of solution, for
different values of the independent nondimensional governing parameters.
This possibility indeed occurs, as is well verified experimentally in the
case of the flows governed by Eqs. (4.31) for a large variety of cases.
In this instance also we normally invert the variables. That is, the
mathematical form shows 0 as independent and U as dependent. How-
ever, this would be exceedingly awkward experimentally, and we normally
prefer to treat U as independent and 0 as dependent.
In this particular problem we are still seeking a choice of parameters
such that the terms in the variables of Eqs. (4.31) will be made unity
order; but since we are treating 0 as dependent, we may not be able to
select a single value that will achieve this for all possible values of Reynolds
and Euler numbers. This is in fact the case. Hence we examine the
nature of possible solutions and approximations when RCL is small com-
pared to 1 when it is approximately one, and when it is large compared to
1. Take first the case where the Reynolds number is small compared to 1.
If RCL is small compared to unity, then Eqs. (4.31) show that regard-
less of the size of (L/O)2 one of the two viscous terms multiplied by 1/RCL
must be large compared to unity.
The order of magnitude of the terms near the body is as indicated
below each term in the following equation

U au + ii au = Eu ap + _1_ [a u + (~)2 a u]
2 2

ai ay aix RCL ai 2 0 ay2

-.--
1 1 »1 »1 1 ? 1
Thus if the flow field is confined (or near the body) it is possible to drop the
inertia terms, and the governing x momentum equation becomes

o= Eu op + _1_ [a u+ (~)2 auJ

ai RCL ai
2
0 aiP 2
2
(4.32a)

If the flow field is infinite, we cannot guarantee that Eq. (4.32a) will hold,
for the reasons discussed in Sec. 4-6b. Indeed, it frequently does not give
correct results for the flow at infinity.
Similarly for confined flows or near the body, the y momentum
equation can be simplified for low ReL. It is also useful to multiply by
RCL; this yields for the two momentum equations
a2{i L 2 a2{i
L ApL ap
---+-+
2 --=0
J-L U ai
ai [)2 ail
(4.32b)
2
L ApL L2 ap a fj L2 a2fj
----+-+ - -=0
J-LU [)2 ay ai 2 [)2 ay2
 Governing Equa.tions 133

The first parameter L !J.pdp.U is recognizable as a Stokes number, which

was shown to be the most appropriate parameter in one problem of this
kind in Example 3.4.
In the middle range of Reynolds number, that is, neither small nor
large compared to 1, we cannot drop any of the terms. Since we are
unable, in most cases, to solve the complete Eqs. (4.31) analytically,
virtually no solutions are known for this region in closed form.
The final region, and that of most technical interest, is that described
by ReL large compared to unity. To study this case we rearrange the x
momentum equation (4.31a) by factoring (L/O)2. It then reads

_ail + _ail = _ E iJp + (L/0)2 [iJ 2il + (~)2 iJ 2ilJ (4.31d)

u ax v iJy U iJx ReL iJy2 L iJx 2
As already noted, the equations are nonhomogeneous and we cannot
specify the magnitude of 0 independent of the other parameters, since
the equation itself is a relation between the value of the parameters repre-
senting dependent variables and those representing the independent
parameters, and we have let 0 be the dependent parameter. Since we
have specified the value of ReL, we have only two sources for finding 0:
(1) the complete analytical solution and (2) typical data. Since the
complete analytical solution has remained unobtainable, we must employ
data to proceed further with derivation of approximate equations or
governing parameters.
In much of the nineteenth-century literature of fluid mechanics, it
was argued that since 1/ReL is small, we should drop all terms multiplied
by this parameter, that is, all the viscous terms for flow with large ReL.
This leads to the well-known Euler equations for a fluid with identically
zero viscosity. The Euler equations are often soluble, but they lead to
predictions of zero drag for all bodies of this type and to many other
predictions in order-of-magnitude disagreement with experiment on
technically important problems.
In the context of the present discussion it is clear that the difficulty is
simply that we cannot drop these terms unless we can also show that the
set of terms in the nondimensional variables associated with the parameter
1/ReL have been made unity order. This clearly depends on the value of
o and, up until now, this has been unknown. Indeed, Prandtl's key
contribution was to observe from the data that 0 decreased as ReL
increased, so that for large ReL the viscous effects are largely confined to a
narrow region near the body. Prandtl called this region the boundary
layer. He then defined 0 to be the thickness of this layer as measured by
the distance from the body where viscous effects are small, say 1 percent of
the velocity which would be found by solving the Euler equations ofinviscid
flow. We shall here adopt the same definition. As shown by Fig. 4.11,
134 Similitude and Approximation Theory

If/u I"'"
iJi -
(iJU/iJY)y_8 -( iJU/iJy)y=O
8
O-U/8 U
~-o--82

FIG. 4.11

this definition of 0 does provide an estimate for d2il/dfP that is unity order
inside the boundary layer.
We must add that this normalization leads to approximate, rather
than exact, boundary conditions, since we replace
il = 1 at fj = 00 by il = 1 at fj = 1
This still does not settle the actual numerical value of o. However,
we observe from Eq. (4.31d) that if oiL = 1, then we would still drop all
the viscous terms and again be led back to the discrepancies of the Euler
equations. Some writers have accordingly argued that we must therefore
take
(L/ i3)2 = 1
ReL
or

f = ~R~L (4.33)

This argument is not correct. However, we can do this on a trial

basis. Since i3 is dependent, the only real proof of Eq. (4.33) is from
data. Examination of a great deal of typical data shows that Eq. (4.33)
is satisfied for bodies where ReL » 1 in the case of attached flows.
With this knowledge of the value of 0, it is possible to estimate the
 Governing Equations 135

magnitude of all the terms in both equations of momentum. Outside the

boundary layer we discover that the viscous terms are small, hence we try
dropping them entirely in this region. Inside the boundary layer the
magnitudes of the terms are as shown below the equation which follows

u au + ij au = _ Eu ap + (L/O)2 [a 2u + (~)2 a2u]

ax ag ax ReL af? L ax 2
""(1) ",,(1) 0(1) ",,1 ",,(1) «1 ""(1)

Thus we try dropping the term a2u/ax 2from the x momentum equation.
The y momentum equation has magnitudes as indicated
_aij _aij ap (L)2 1 a2ij (L)2 a2ij
u ax + v ay = - Eu ay B + ReL ax2+ B ay2
(1) (1) 0(1) ? »1 «1 1 1

We are particularly interested in the pressure term, but so far we

have only that Eu = 0(1). Euler number could be "" unity or very
small, and the difference might be significant. To make this estimate
more accurate, we define the pressure difference across the boundary layer
as Ap~ and also define

p* = -'L
Ap.
where, again, the datum for p IS free stream pressure. t Then by
construction
ap*
~",,1
ag
The total term involving the pressure in the y momentum equation can
then be written

+Eu ap
ay
(f)2
0
= ~L Ap. ~p* (~)2
pU 2APL ay 0
",,1 »1

Thus for the normalized equation to be valid, we must have

Apa « 1
pU2
at least to the same order as

(~y «1
t The reader should note that the crux of this derivation lies in the distinction between
magnitudes in the x direction (L,tlPI) and y direction (8,tlps). See remarks on Huntley's
addition in Chap. 2.
136 Similitude and Approximation Theory

This follows from the fact that there is no other term in the equation
greater than unity, and there would be no way to create an equality,
unless t:.p, is at least this small. (t:.P6 could be smaller than this, but not
larger.) Consequently, to the accuracy of the boundary-layer approxi-
mation we can take
t:.P6 = 0

This yields the well-known Prandtl boundary-layer equations; in dimen-

sional form the equations are
u' iJu + v iJu = _ ! iJp + JJ. iJ 2u (4.34a)
ax ay p ax ay2
t:.p, ::::< 0 (4.34b)
It is now possible to proceed with solutions for the entire flow field in the
way suggested by Prandtl. We first solve the inviscid equations, and
assume that this solution is correct outside the boundary layer. Since
t:.p, = 0 across the boundary layer, it is possible as a first approximation
to use the pressure distribution found from the inviscid equations to
supply values of apjax. This pressure distribution is then used to solve
the x momentum equation of the boundary-layer equation (4.34a). Thus
the y momentum equation is used simply to provide the match between
the two regions. The fundamental approximation is that the flow can be
treated as two regions: a boundary layer in which the Eqs. (4.34) apply,
and a region outside the boundary layer where the inviscid flow equations
are adequate.
This method has been widely used and is well verified as a first
approximation. See, for example, Schlichting,4& where many solutions
are presented and checked against data. However, there are two
instances in which this method does not work. The first is well known,
it is the region around the nose of the body. As already noted, the
estimates above do not apply in that region; iJu/ax is not unity order and
ReL is not large compared to 1. The method thus cannot be expected to
work. The second case is when the flow separates from the body. Under
these conditions, the data show that (8/L)2 does not satisfy Eq (4.33)
and measurements show that t:.p, ~ 0 near the separation point. Nor
can agreement be expected, since the derivation of the equations relies
on the value of 8 given by data, and the magnitude employed no longer
holds.
If we look back now at the idea of smooth estimates as shown in Fig.
4.2, we can see more clearly what is happening in this boundary-layer
problem. Outside the boundary layer, things change only slowly and we
can supply a smooth estimate of magnitudes. However, we cannot carry
these estimates all the way to the boundary unless the boundary values
 Governing Equations 137

happen to be those very particular ones we would get from the solution
based on smooth estimates. The situation is like that found in the case of
the simple harmonic oscillator; we cannot match the boundary conditions
at all if we drop the derivatives of highest order. Here the particular
boundary conditions that would agree with smooth estimates are those of
the inviscid solution. Since this is not the case, a rapid change occurs
near the boundary, creating the boundary layer. This particular kind of
behavior frequently occurs when we try to drop terms involving the
highest order of derivatives in a given variable. It thus often pays to
assume the solution has the general form of Fig. 4.3 in such cases even
when data are lacking and then to check the result against the more
general equation. This idea is quite powerful, as we shall see in discussing
the method of zonal estimates in Sec. 4-8b. The basic concept, as we have
already stated, hinges on dividing the problem into a series of regions in
each of which we can supply uniform estimates. These regions need not
actually be at the boundary; for example, we often treat a shock wave in
the body of a fluid by similar approximations. Also we may need more
than two distinct regions.
A comparison of the procedure given above with the derivation of the
boundary-layer equations found in most texts will also show the advan-
tages of making terms in the variables <=::: unity. In particular, the great
improvement in knowledge embodied in the parameter (Ljo)2jReL com-
pared to ReL alone will be immediately evident to anyone familiar with
the solutions and correlations of boundary-layer theory. In connection
with the earlier remarks on force ratios (Sec. 4-5c) the particular Reynolds
number which gives the ratio of inertia to viscous forces for this type of
boundary layer is (Ljo)2jReL; it is therefore not surprising that it is a
peculiarly useful form.
In fluid mechanics, nonuniform behavior is very common indeed.
Since presently available mathematical methods are usually inadequate to
obtain solutions to the complete equations, use of data on overall flow
patterns for typical cases is extremely important. In this sense data are
even more crucial in fluid mechanics than in many other fields. As is well
illustrated by the discussion of Prandtl's boundary-layer equations, these
data need not be very detailed, but they must characterize the typical
overall flow pattern which actually occurs. Most of the really important
analytical errors in the history of fluid mechanics have arisen from an
implicit assumption of an overall flow pattern that does not actually occur
in nature for the values of the governing nondimensional parameters of
concern.

Example 4.6. Karman Similarity Criteria for Turbulent

Shear Layers. As a next example we consider Karman's derivation of
138 Similitude and Approximation Theory

the similarity conditions for turbulent boundary layers. For the present
purpose the derivation provides one of the few available examples of the
use of intermediate derivatives and of the search for criteria in terms of a
priori undefined parameters. Despite the historical importance of the
result as a basis for construction of analytical forms of the mean velocity
profiles, the derivation has several shortcomings. However, these also
turn out to be instructive.
Define a stream function for two-dimensional, incompressible flow as
'1'1 = 'I'm + 'I'
where
'1'1 = total stream function
'I'm = stream function of mean flow
'I' = stream function of perturbation
Using these definitions, the Navier-Stokes equations for a two-dimen-
sional flow can be written ast

Now, orient the axes such that

U = um(y) Vm = 0
Then

u::Z:um + a'l'
ay
v = 0 _ a'l'
ax
U = component of velocity in x direction
( )m = time mean
v = component of velocity in y direction
An equation for perturbation (fluctuating motion) only is then obtained
by expanding the original equation and substituting the conditions above.
This yields

a(V2'1')
at
+ (um + a'l')
ay ax
aV2'1' _ (a 2um + aV2'1') a'l' = II (V4'1' + asum)
ay2 ay ax ays
We next try to define nondimensional parameters which satisfy the
conditions of Rule 3 for the region which is not immediately adjacent to
the wall but slightly farther out, called the turbulent core or logarithmic
t See, for example, Schlichting,46 p. 58ff.
 Governing Equations 139

region. Karman used definitions equivalent to

_ x
x=l
jj=?L
l
t/t
'l'= Bl
1 = wt
_ Urn
U = B
where
l = largest characteristic length of the perturbation in velocity due
to turbulent fluctuations, assumed same in x and y directions.
B = undefined velocity such that 'l' ~ 1
w = undefined characteristic frequency

Setting the differential equation into nondimensional form yields

Dividing by B2/l2 gives

(4.35)

In the original derivation Karman dropped the time-dependent and

viscous effects, the first and last terms of Eq. (4.35). For this to be
correct it is necessary that at least
wl
B «1 (4.36a)

and

Bl» 1 (4.36b)
p

Karman noted the physical meaning of these assumptions: in a strong

velocity gradient the shear forces due to lateral fluctuations are large
compared to those generated by temporal fluctuations and by viscosity.
Two further comments are also in order.
140 Similitude and Approximation Theory

We are trying to drop the terms of highest order. It is thus to be

expected that the solution obtained cannot hold for the entire flow.
And, indeed, physical evidence shows that Z~ 0 at the wall. Thus some
region very near the wall does exist where the condition of Eq. (4.36b)
cannot be satisfied.
Second, Eq. (4.36a) can hold only when w is'small. It thus requires
that the turbulent shear is dominated by the low-frequency motion. In
the original derivation, conditions (4.36a) and (4.36b) were not made
explicit; to the author's knowledge condition (4.36a), in particular, has
never been examined explicitly in this sense.
In order to finish the derivation along the lines followed by Karman,
let us assume that the conditions of Eqs. (4.36) are satisfied. We then
use a Taylor series expansion about an arbitrary point denoted ( )0 to
approximate U as follows

Taking point ( )0 as reference and working only with the motion of

the perturbation, we then have the following equation as a Zinear
approximation in the perturbation:

( _ ) (dUm) aV 2w _ (a 2Um) dw + dw ipV2W _ aw aV 2w = 0

y Yo dy 0 ax dy2 0 dx dy ax ax ay
We now shift the coordinate system so that we use the point ( )0 as
reference for x and y. Thus
_ x - xo
x=-Z-
_ y - Yo
y=-Z-

and as before

The differential equation in this coordinate system becomes

y - Yo aUm !!. aV 2it _ (a 2um) Bl aii + Bl ait Bl aV2it

Z ay Z ai ay2 0 1 ai 1 afj za ax
_ BZ aw Bl aV2..f! = 0
Z ax l2l ay

We choose to normalize by division of (B/l)(aum/ay)o. [Note that

 Governing Equations 141

(OUm/OY)o and (02U m /oy2)o are constant parameters dependent on the mean
velocity profile, not variable in size, in this treatment.]
_ OV2~ _ l(02Um/oy2)o o~ + B OV2~ a~
y ax (aum/ay)o ax l(aum/ay)o ax ay
B a~ aV2~ = 0
l(aum/ay)o ax ay
This equation requires that similarity between two different situations
can exist only if the two dimensionless parameters
B
and -O-:l(-=-au-m--;-/a-:-y-=-)0 = 11' 2

are the same in the two cases. If we are looking for a general sort of
similarity law, that is, one which holds for all problems of this class, then
it must follow that such a law can exist only if both of these parameters
are constant in all flows of this type. If we have normalized the equations
properly, this must be so, since if either 11'1 or 11'2 could vary, then some
cases would exist in which similarity would not occur. Thus to the
order of the approximation made, necessary conditions for a possible
similarity law can be stated as follows:
_ l(a 2um/ay2)o _ C _
11'1 - (aum/ay)o - 1 - 1£
(4.37a)

and

(4.37b)

However, since B represents the dependent variable, only one of these

equations is independent. We conclude that only one of Eqs. (4.37a) and
(4.37b) is necessary. If we adopt Eq. (4.37a), we have precisely Karman's
similarity law.
The second condition can be used to evaluate the still undetermined
velocity B, using Reynolds' expression for the shear stress, as follows:
_ a'll a'll _ 2 B2 a~ a~
T - P ax ay - pl 12 ax ay

We want B such that a~/ax = 0(1) and a~/ay = 0(1) for all cases. We
therefore set B2 such that Tip = B 20(1). Thus we can define B2 as:

B = v* = ~~
Thus we see that a definition for B that will satisfy the conditions for
Rule 4 is the familiar "friction velocity" of hydraulics. Adopting this
142 Similitude and Approximation Theory

definition, Eq. (4.36b) becomes

T = pB2 = pC 212 (auay )2

m
Q

This result shows that to be entirely consistent with Prandtl's older

mixing length theory we need only define l such that
C2 = 1
Since the mixing length l is a finite quantity, we can utilize the available
data (see, for example, Schlichting,45 Chap. 10) to assure ourselves that an
l exists which satisfies the conditions of Rule 3.
At first glance this derivation appears to be free from any physical
assumption or ad hoc hypothesis regarding the nature of the solution. If
this were so, one would hope that it would give general conditions for
similarity among flows of this type and that similarity, or lack of it,
~ould then be tested directly by checking whether the required conditions
are fulfilled from data, as just noted. In a certain sense this turns out to
be true, that is, the data show that some form of similarity does hold for
pipe flow, for flow over a flat plate, and probably also for flows which
F. H. Clauser 9 has called "equilibrium flows," although this last point has
not been entirely demonstrated. However, closer examination of the
Karman derivation shows that it does, in effect, assume that the fluctua-
tions at a given point in the flow depend on local conditions at that point;
this is implied in the use of a Taylor series expansion for the velocity
fluctuations in terms of the mean flow. Moreover, recent studies of the
energetics and dynamics of the turbulent shear layer (Kline and Run-
stadler,25 and others) show that this is not the case. These studies
show quite clearly that the bulk of the turbulence, particularly the large
eddy structure which controls the shear, is produced in a narrow zone
relatively near the wall. The details of this model are still under study
by a number of workers. The parameters which control this production
are such that they give simple overall similarity, in a certain sense, for the
cases just mentioned. But certain dynamic similarities of a more
complex nature appear to exist even in the other cases. Moreover,
the dynamics observed make the assumption of equal length scales in
the various directions and the lack of time dependence appear highly
questionable.
For all these reasons, the good results achieved by Karman are
probably largely fortuitous and depend on the fact that almost any
reasonable assumption leads to good estimates of the mean velocity
profile. Such fortuitous outcomes are, of course, typical of early results
obtained by really first-rate analysts on difficult problems. However,
the example illustrates that provision of proper estimates is by no means
 Governing Equations 143

simple. Indeed, in the turbulence problem it is still not altogether clear

what the correct estimates are, although some of the length scales that
must be used are now known. We must know a good deal about the
physics of a problem before it is certain which normalizations lead to good
estimates.
ExaIllple 4.7. A TherIllal-conduction Boundary Layer. As
already noted, the boundary-layer concept can be applied to many other
physical situations in addition to the fluid mechanical boundary layer for
which Prandtl first conceived it. Here we apply the idea to the thermal
system we have thus far called the cooking problem. This example
brings out particularly clearly the large effects which can arise from
alteration in boundary conditions alone.
Assume that the analysis of Sec. 4-6a is known and that the Biot
number is large compared to unity; we need then consider only conduc-
tion heat transfer. Consider regulation of oven temperature so that the
atmosphere around the body varies periodically in time. For simplicity,
assume this temperature variation is a harmonic wave of one pure fre-
quency given by the equation

Toven = To sin ~
T
+ Ta (4.38)

From Sec. 4-6a, the governing equation for conduction in normalized

form is
a2T £2 a2T £2 a2T L2 aT (4.39)
ax 2 + M2 atp + N2 az2 = tea at
where
- 1'.::. t
t=Tc
_ x
x=L
- y
y M =
_ z
z=N
- T
T=-
T.
and
te = time constant of body
L, M, N = characterizing lengths in x, y, z directions, respectively
l = smallest of L, M, N
T. = temperature at surface of body
144 Similitude and Approximation Theory

Since this equation is linear, we can superpose solutions. It is therefore

possible to treat the steady-state and transient portions of the problem
separately. Initially, the average temperature may be different from T".
However, the analysis of Sec. 4-6a shows that the average (steady-state)
temperature of the body will approximate T" as soon as the time exceeds
a value given by

t- = -t > 1 (4.40a)
te
Also from Sec. 4-6a, te ~ l2/ Ot• Inserting this into Eq. (4.40a) gives

t» !::.Ot (4.40b)

Since we are not now interested in the early transient period, we assume
Eq. (4.40b) is satisfied and examine only the periodic steady-state
behavior.
Since the Biot number is large, the boundary conditions for this
portion of the problem are

T. = Tsurfac. = To sin ~
T

where all T's are measured from T" as datum. For simplicity, let us also
assume the body is roughly spherical, so that L ""'-' M ""'-' N ""'-' l; this
simplifies, but does not restrict, the analysis in this case. Equation (4.39)
thus becomes

with boundary conditions

T- • = T. . :;:-e t-)
To = sm (t
Thus, as before, we obtain a Fourier number l2/t eOt, but we also find the
added nondimensional parameter te/T from the boundary conditions.
We now consider the effect of variations in the parameter te/T.
Suppose first that

~«1
T

l'he solution of Sec. 4-6a shows that the entire body will reach a tempera-
ture within 1 percent of any newly applied surface temperature in a time
 Governing Equations 145

of approximately 3tc. It follows that for tclT « 1, the temperature in

the body will essentially "follow" the applied wave. On the other hand,
suppose that

~»1
T

Then we observe that the fluctuations are too rapid for the body as a
whole to follow. The typical depth of penetration of the temperature
effect, which we will call ~, can be estimated directly from Eq. (4.40b) by
reasoning as follows. The transient effect is important only where the
Fourier number l21ta is ~ 1. Hence, if we want to find the depth to
which the temperature change is roughly 1 percent of that applied (T.),
then we must find the section where l2jta ~ 3;t the value of l at this point
gives us~. Since we know the time involved (time for one-quarter
cycle = ; T ), we can solve for the length ~

(4.40c)

As we decrease T (raise frequency) further and further, the depth of

penetration ~ becomes smaller and smaller and a larger and larger portion
of the center of the body remains approximately constant at temperature
Ta.
Alternatively, we can consider a temperature oscillation at the sur-
face of fixed frequency and let the body thickness l increase. For large
enough l we must then always obtain a thermal boundary layer confined to
a region near the surface of depth given by Eq. (4.40c); this equation
estimates the thickness of a 99-percent boundary layer, that is, the section
where the fluctuation is reduced to 1 percent of To (actually, any desired
level can be estimated). Thus whenever tclT» 1, we find a boundary
layer near the surface which includes nearly all the temperature change.
We must then provide separate estimates for this boundary layer and for
the rest of the body if we want to satisfy the conditions of Rule 3 or 4.
Since thermal time constants are relatively large, this kind of thermal
boundary layer is very frequently important in natural events and in
engineering devices. Familiar examples are the daily fluctuations from
the radiant heat of the sun on the earth, and the quarter-cycle high-
temperature wave due to combustion in the cylinders of internal
combustion engines. In this latter case the fact that ~ is very small com-

t The use of 3te gives an estimate, based on exponential behavior, that is appro-
priate for linear equations.
146 Similitude and Approximation Theory

pared with the cylinder wall thickness allows operation with gas tempera-
tures far higher than those which can be utilized in systems where steady
high temperatures are necessary, such as gas turbine engines.
This example shows clearly that (1) a change in boundary conditions
alone can entirely alter the important parameters and (2) a boundary-
layer problem can occur even in linear, homogeneous equations. How-
ever, we still have the advantage of homogeneity, in that the system
response can be correlated independent of the magnitude of To when
measured in T coordinates. We can also still employ the linear property
of the governing equation to argue as follows. Superposition allows con-
sideration of the temperature wave To cos (t/T) as one component of a
Fourier analysis of a more complex wave shape. Both the simple and
more complex waves can be considered as departures from an average or
backbone curve which gives the steady-state solution. This wave is a
function solely of the mean inputs of heat, that is, temperature dis-
tribution, applied to the surface over a long time. In this way, a very
clear picture of virtually all of the important features of heat conduction
can be found from the differential equation and the boundary conditions
without need for solution. Moreover, such results are readily formulated
for bodies of very complex shapes; time-consuming and costly detailed
calculations can in this way often be avoided.

b. Zonal Estimates

A very useful systematization of the boundary-layer idea has recently

been discussed by several workers; a good summary is given by Carrier. 8
This method provides a procedure for seeking estimates applicable to
each region in a problem with nonuniform behavior using only minimal
information about the expected solution form. As we have already seen,
when the small parameter in a differential equation modifies the most
highly differentiated term in a given variable, then a boundary-layer
problem may occur; whether it will or not, in general, depends on the
value of the boundary conditions applied. There is no proof of this rule,
but it seems to hold. When such a situation occurs, we must then neces-
sarily be prepared to deal with nonuniform estimates for various regions.
We can then proceed in the following way.

1. Make an estimate of the gross nature of the solution; this can be

found from known results or assumed, based on experience with
similar systems or equations. We need only to know where to
expect boundary-layer behavior.
2. Drop the most highly differentiated term and seek a solution of the
simpler resulting equation. If we can find one, we assume for the
 Governing Equations 147

moment that it applies in the region where the curve is smooth,

that is, outside the boundary layer.
3. In the boundary-layer region perform a change of scale; provide
in the transformation a degree of arbitrariness by inserting an
undefined exponent. Use the complete differential equation to
determine what value of the exponent will simultaneously make
all terms of the same order through the boundary layer that we
think we need and provide for a region of overlap between the
boundary-layer region and the smooth zone.
4. We then try to solve the new equation for the boundary layer,
but we assume it holds only through the boundary-layer region
and the zone of overlap.

Since no theorems covering this procedure are known, each problem

presents something of a special case. The solutions found should be
checked against data if possible, since they depend not only on the equa-
tions but also on an initial assumption about overall form, and usually no
statements about uniqueness of solutions are available when we resort to
methods of this type. The method of zonal estimates nevertheless has
appeared to be e:l):tremely powerful and very effective in the problems to
which it has been applied thus far. We now give a simple introductory
example·t
Consider the differential equation

2
E-d u + (1 - X-2) U- + U-2 = 0
di 2

with boundary conditions

at i = -1: u=o
at x = +1; u=o
Suppose that the variables u and x have already been normalized. Sup-
pose further that we are interested in a particular problem where we know
that 0 < E «1. Under these conditions boundary-layer behavior is a
possibility. On a trial basis we can assume that the solution is smooth
except near i = + 1 and x = -1, where we may have a boundary layer.
We look first for a solution applicable in the interior (away from the
boundaries) which is assumed to be smooth. Dropping the E d2u/di 2
term we have

t From unpublished notes by G. F. Carrier.

148 Similitude and Approximation Theory

This is a quadratic algebraic equation for u as a function of x. Solving

by the usual rule and calling the result uo, we get
2uo = (1 - X2) = V (1 - x2)2 + 4
Uo is symmetric about x= 0; it has two branches as shown.

------~~----------~-----------+~------~~%

Note that neither branch satisfies the boundary conditions; at x = ±1

we get + 1 for the upper branch and -1 for the lower one.
N ow we define a new variable 7j as follows

E is the parameter from the original differential equation; (3 is to be found.

We put in the + 1 since we want the solution to match the smooth solution
near the point x = -1, that is, we are now looking for the boundary
layer behavior near x = -1. Eliminating x in favor of 7j in the complete
differential equations gives
 Governing Equations 149

We want to keep a2u/a~2 in the boundary layer and at the corner, since
we anticipate that the second derivative must be large near the corner
(see discussion relating to Figs. 4.2 to 4.4 on pages 102 to 105).
Accordingly we set i3 = -j; this gives
a2u
ajp + Ei~(2 - Ei~)u + u2 = 1

This equation is not easy to work with. For convenience we look for a
solution u which blends directly into uo• We define a new function w(~)
as
u = uo(x) w(~) +
Substituting this into the differential equation, we obtain
a2 -
E1+ 2/l a~~ + E-/l~(2 - E-/l~)W + 2u w+ w2
o

+ [E-/l~(2 - E-/l~)uo + u~ - 1] = 0
But by construction of Uo the three terms set off inside the brackets at the
end are zero. Also we want to retain a2w/a~2 for the reasons already
stated; so again we take f3 = --t. This gives
a2 -
a~~ + 2u w+ w2+ 2E!~W -
o E~2w = 0

Since E « 1, we drop the last two terms. The resulting equation inte-
grates once immediately on multiplication by aw/a~. This gives
1 !l-)2 + 2 - - + ~-3 - C
"2 ( uw
aij uow 3 -2
1

Since for large ~ we want to match smoothly to u., we require that both w
and aw/a~ approach zero. If this is to hold, we can have a solution for
large ij only if C t = O. This application of an extra boundary condition
(aw/a~ = 0 for a large ~) is typical of the matching required at the edges
of zones in boundary-layer methods. Moreover, we only need a solution
for wnear x = 1. In this region u = 1 + H where H involves terms of
order Et and higher. We can show this by inserting the definition of ~
into the solution for uo•
~ = (1 + x)E-i
x= - 1
~E!
x2 = ~2E - 2~ei 1 +
2uo = ± V 4 + (1 - X2)2 - (1 - X2)
= ± v'r-:4-+-:--7(2;o-,~-'et;-_-~--=-2e7) _ (2~ei - ~2E)

The last term has only terms in e1 and higher; the lowest power of E from
150 Similitude and Approximation Theory

the term with the radical is E!. Since we have neglected terms of this size
in finding uo, it is consistent to use
2uo = ± y4 Uo = ±1
in the equation for w. Moreover (o2wjofi2)2 is necessarily >0, and if
Uo = + 1, then for fi = 0, w = -1. But then the equation for wbecomes
-!( +value) + 2( -1)2 - i ,e 0
That is, there is no way to satisfy the differential equation for wand also
the boundary condition at fi = 0 simultaneously if Uo = + 1. Accord-
ingly we set U = -1. The boundary conditions for wthen are
O

at fi = 0: u=o
at fi ~ 00: u~uo

The solution to this equation and boundary conditions is

w= 3 [1 - tanh 2 (~ + A ) ]
where

A = arctanh ~i

This gives the boundary layer near x = -1. Since the solution is sym-
metric, we can write the boundary-layer expression near x = +
1 by
inspection as

where
r= (x - I)E!
And a solution for u is given in three pieces as
near -1 ~ x ~ -1 + r:
u= -1 +w
for - 1 + r ~ x ~ 1 - r:
u = -uo
1- r ~ x ~ 1:
u = -1 + ji
For this solution to be meaningful we must show that there is a 0 « 1 for
which w ~ 1, that is, fi» 1. If we can do this, the mathematics will
display boundary-layer behavior and we will have constructed a good
solution for the values of E which give us the properties of 0 and fi just
 Governing Equations 151

stated. Since the example is contrived, there is no problem of physical

completeness to concern us; the mathematical check suffices.
Near x = -1 we can write Uo from before as
Uo = - V 4 + ijE(2 - ijEt) - ijEi(2 - ijEl)

So for x-I, but ij large, Uo behaves like

Uo - 1 + alijEt + a2ij2E + .
and

Moreover

( e"ell +- e-II)2 211 1

(tanh y)2 = e+Y = (ee21JH- )2
so that (tanh y)2 ~ 1 as soon as e21J » 1. Thus we need to show there are
values of x ~ a where both 71Et «1 and EV2~+2A »1. This is easily done
provided Et « 1. To show this explicitly, consider the location where
u/u o = 0.99, that is, w/uo = 0.01, w~ 0.001. Solving for the distance
from the boundary 1 + x we find then the boundary thickness is
aO•99 = 1 +x = 2.55 V2 E1
Thus the interior solution Uo is accurate to 1 percent at a distance of one-
tenth of a unit from the walls if E = 1
, ioa and to one-hundredth percent
if -h X 10- 4•
E =
Boundary layers are much commoner in nature than might be sur-
mised from intuition. The method of zonal estimates, although lacking
a rigorous foundation, appears to be very useful and powerful not only for
providing estimates in nonuniform problems but indeed for finding good
approximate solutions in problems too difficult to be solved completely.
The reader interested in further study of this method should see the
article by CarrierS where four actual, but more complicated, problems are
analyzed concisely. The discussion above may prove of some value in
providing motivation and insight into the procedures given.

4·9 NONUNIFORM BEHAVIOR-EXPANSION

METHODS AND UNIFORMIZATION

In Sec. 4-8 methods for treating nonuniform behavior based on the

boundary-layer concept were presented. In the boundary-layer method
one treats the problem by breaking the domain of interest into distinct
152 Similitude and Approximation Theory

regions, in each of which uniform estimates can be supplied. Complete

solutions are obtained by patching together the solutions for the various
regions by use of suitable compatibility conditions at the boundaries.
In this section, we consider very briefly several closely related pro-
cedures for treating nonuniform behavior usually attributed, respectively,
to H. Poincare;39 M. J. Lighthill;31 and Wentzel, Kramers, Brillouin, and
Jeffreys (WKBJ). These three procedures are all attempts to improve
the approximation made either locally or over the entire domain. They
are all based on some sort of expansion in a series of powers of the param-
eters. It is emphasized that the discussion here is only introductory; it
is not comprehensive nor does it cover the underlying theory. The pur-
pose of this discussion is to introduce the ideas involved as simply as
possible, to indicate when such methods may be useful. References to
more complete discussions are given.
Poincare's method consists of seeking a solution in terms of a series
expansion of unknown functions multiplied by powers of the parameter.
Such an expansion only makes sense if the parameter has a small value
since we attempt to drop terms in higher powers of the parameter. In
such a procedure, the boundary-layer approximation is sometimes the
solution found when terms up to order 1 in the parameter are retained
and all terms containing higher orders of the parameter are dropped. In
this sense one can take the approximation-theory result, that is, the result
found by dropping all terms modified by small parameters as the zeroth-
order approximation and boundary-layer theory as the first-order calcu-
lation. It then becomes possible to compute second-order approxima-
tions which include terms neglected in boundary-layer theory. In this
way one can estimate the relative importance of various effects which have
been omitted in lower order approximations if the series converges. t
Such a calculation has been made in considerable detail recently by
M. Van Dyke 61 for the hydrodynamic boundary layer. Van Dyke
clearly exhibits the terms which become important at various orders of
approximation.
Lighthill's technique can be viewed as a method for treating artificial
singularities which sometimes arise in the Poincare expansion; such
singularities normally cannot be removed merely by considering terms of
higher order in the Poincare expansion. Lighthill's method proceeds by
expanding both the dependent variable and the independent variable in a
series of arbitrary functions and powers of the parameter of concern.
This is equivalent to combining the Poincare expansion with a trans-
formation to new variables. One then seeks a choice of the arbitrary
functions representing the independent variable which eliminates the
t We will not here discuss the question of convergence since this would involve
us in the theory of asymptotic expansions (see Jeffreys and Jeffreys,22 Chap. 17).
 Governing Equations 153

undesired singularity by construction. This function can then be viewed

as a new "stretched" independent coordinate, and it may provide
uniformly valid estimates in the new coordinates. In a few instances,
Lighthill's method is strikingly successful and even produces exact
solutions for a boundary-layer region and an outer region simultaneously.
In other problems, it does not succeed, and there seems to be no way at
present to anticipate success or failure;t each problem must be treated
essentially as a special case. A summary of Lighthill's method has been
given by Tsien. 49
The WKBJ method is a transformation of variables which forms a
basis for useful expansions in certain problems where the parameter
becomes very large instead of approaching zero. (See Jeffreys and
Jeffreys,22 R. E. Langer,27 and references therein; also Morse and Fesh-
bach ;36 Sellars, Tribus, and Klein. 47)
All three of these methods, like the boundary-layer procedures, are
attempts to improve solutions found from approximate equations. Such
approximate equations are logically based on the processes of approxi-
mation theory. The topics thus provide a link between fractional
analysis and complete solutions. Moreover, these methods constitute a
quite large, but still rapidly developing, body of knowledge. This
knowledge at present can best be presented in terms of examples, since
adequate underlying mathematical theory is largely unknown.

a. Poincare's Expansion

Example 4.8. We now consider again the very simple illustration

of the free vibration of a spring-mass system with one degree of freedom
to bring out the ideas with a minimum of detail. The governing equation
IS

(4.41a)

We take boundary conditions

dx
at t = 0: x=O at = V. (4.41b)

Define nondimensional variables, as before,

_ x
x =-
VoT

t- = -t
T

t Accumulating experience begins to suggest that the method is somehow appro-

priate to hyperbolic differential equations, but this is by no means yet certain!
154 Similitude and Approximation Theory

where T = time for one-quarter cycle of oscillation. The normalized

equation is

d2x
dl2
+mx=0kT2 -
(4.41c)

with initial conditions:

at l = 0: x=O d::dt = 1
As in Sec. 4.6c, we seek an approximate solution under the fictitious
assumption that kT2/m ->, O. As before we find on integrating d2X/dl2
twice
x= Cl +c l 2

Employing the initial conditions gives

Cl =0 and
Thus
x= l (4.41d)
Thus x increases indefinitely in time, but we are seeking an oscillatory
solution. So the solution (4.41d) is unsatisfactory, as we found in Sec.
4-6c. N ow let us see what can be done about it. We try to find a better
solution using Poincare's expansion. Assume a solution of the form
(4.42a)

where ~ kT2 and the circled superscripts refer to order of approximation;

=
m
each of x®, x CD , x®, etc., is considered to be an unknown function.
Formally we write dx/dt and d2x/dt2 as
d- d-® d- CD d-® d-®
~-2-+ ~+ 2~+
dt - dl ~ dt ~ dt E
32-+
dl (4.42b)

and
d~2- d2-® d2-® d2-® d2-®
_ _X_+ ~+ 2_X_+ 3~+ (4.42c)
dl2 - dl2 ~ dl2 ~ dl2 E dl2

Substituting into the differential equation gives

d2x® d2xCD d2x® d2x®
dt} + E dl2 + E2 dl2 + f3 dl2
+ f(X® + EX® + f2X® + f3X® + ...) = 0
The zeroth-order approximation is found by equating to zero all terms in
 Governing Equations 155

f to zeroth power, that is, without f. This gives

which gives, as before,

x@ = t (4.43)
Thus the zeroth-order solution gives the same result as dropping the x
term entirely in the original equation. Forming the first-order equation
by equating to zero all terms with coefficients f to the first power, we have

(4.44)

Equation (4.44) is a differential equation for xeD. However, from Eq.

(4.43), x@ = t. Inserting Eq. (4.43) into (4.44) and integrating twice,
we obtain
fa
xeD = - -
3!
+ C3t + C4 (4.45)

We must now formulate the boundary conditions for the unknown func-
tion xeD. By construction
(4.42a)
and
(4.42b)

But we have already satisfied the initial condition for x@ and (dx/dt)z-o
by construction of x@. Thus we must take
xeD(O) = 0 x®(O) = 0 etc. (4.46a)
(a-at
~eD )
x=o-
-0 (adt-®)
~
x=o-
-0 etc. (4.46b)

Addition of the conditions (4.46a) and (4.46b) will then satisfy the original
conditions (4.41b). On setting Eqs. (4.46) into Eq. (4.45), we obtain
C4 = C3 = O. Hence
fa
xeD = - -
3!
By continuation of the same processes, we find

x® = +-t'
5!
17
x® =
7!
156 Similitude and Approximation Theory

and by induction the general term in this Poincare series is

t2n+1
x@ = (-l)n (2n + I)!
Thus Eq. (4.42a) becomes
__ 1 [_r- (y~t)3 (y;t) 6 .. , (_1)n(y~t)2n+1]
x - y~ vEl + 3! + 5! + (2n + I)!
(4.47)
Formal construction of a Taylor series for the sine function or consultation
with a table of functions will show that the limit n ---t 00 for the series in
brackets in Eq. (4.47) is sin y~ t. Thus the Poincare method yields as a
limit the exact solution to this problem. Equation (4.47) also shows that
the zeroth-order approximation gives the proper slope and value of x at
t = 0, but that it deviates increasingly as t increases in value. Each
approximation in the Poincare series will hold for a longer and longer time,
and ultimately, if we take an infinite number of terms, the series con-
verges to the exact solution.
Suppose now we try the same type of procedure under our other
fictitious assumption of Sec. 4-6c that the parameter kT2 »1. For con-
m
venience call I' = liE = mlkT2. Then the equation is
d2 -
I'dt~+x=O
Again take boundary conditions
at t = 0: x=0 d~ = 1
dt
If we let I' ---t 0 and try the zeroth-order approximation, we obtain
x=O
then

d~ = 0
dt
And we cannot satisfy the boundary conditions. If we attempt a
Poincare-type expansion, we set
x = x® + I'x<D + 1' 2x<D + . . .
dx _ dx® dx<D 2 dx® .
dt -Tt+I'Tt+1' Tt+
d2x d2x® d2x<D d2x<D
dt2 = dt2 + I' dt2 + 1'2 dt2 +
 Governing Equations 157

The terms in ,,0 give, as before,

x® = 0
dx®
-=-
dt
=0
d2x®
dt2 = 0

The terms in " then give

but

so

Repeating the procedure for higher orders, we find only

X®=X CD =X0 · · · =X@=O

dx® dxCD dx@
dt = dl = . .. dl = 0

Thus we cannot satisfy the boundary conditions; we obtain no solution

at all.
We now examine the implications of this example. First, recall that
our estimate was fictitious. Conventionally, one does not proceed quite
as we have done here, but instead notes that a parameter, say kim, is
small, and then tries to drop the term(s) associated with it. As we have
stressed, however, it is not the size of the parameter but the size of the
total term that counts. In this case what happens is that as kim
becomes small, x becomes big, that is, the estimate is not really proper.
Here we have made this fact explicit in terms of the parameters by
appropriate normalizatiol.\. In the conventional procedure, the poor
estimate remains implicit in the terms involving the variables.
In the case where we dropped x, we found that the zeroth-order
approximation, that is, the result found from approximation theory, held
only in a very small region near where we applied the boundary conditions.
158 Similitude and Approximation Theory

However, each successive term in the Poincare expansion gave a result

that held for a longer and longer time. Thus, in this sense, we can view
the Poincare expansion as a method for seeking to "repair" our bad
initial estimate. Since the method is iterative, this allows us to guess
about the initial estimate and then proceed formally to improve our guess.
We also observe that if we supply a bad estimate (or guess) initially,
then the solution we find is not a good one whether we drop the most
highly differentiated term or only other terms. However, when we drop
only the less differentiated terms, we obtain a solution that does satisfy
the boundary conditions initially and holds for very small V; t.
We can see this in the following way. If we expand the exact solu-
tion by expressing the sine as a power series in ascending powers of V; t,
then we see that for small V; t we can approximate the series by its first
term, which is just what we found from approximation theory. Such a
solution we say is asymptotically valid for small values of V; t. We can
improve this solution iteratively by a Poincare expansion.
On the other hand, when we try to drop the most highly differentiated
term, we do not get even an asymptotically valid solution; we cannot
satisfy the boundary conditions at all, and we cannot improve the situa-
tion by iteration of a series in powers of the parameters. Such a solution,
in which the behavior of the solution for small values of the parameter is
totally different from that for the parameter identically zero, we call a
singular perturbation problem. Such singular perturbation problems we
find by experience are usually associated with attempts to drop the most
highly differentiated term. Since we have already seen that this is also
associated with the likelihood of boundary-layer behavior, we would
expect that one of the boundary-layer methods of the previous section
would be more appropriate in such instances. This is generally the case.
Again we stress that all these remarks have no proofs; they are merely
what we have come to expect based on experience.
When the Poincare expansion worked, in this example, it proved
valid over the entire domain of interest. Unfortunately this is not always
the case. In some instances the approximate equation may contain a
singUlarity not found in the complete equation (or conversely); in the
neighborhood of such a singularity the approximation found must be bad.
The Lighthill extension of the Poincare method will sometimes remove
this kind of difficulty. We illustrate this in Example 4.9b.

b. Lighthill's Expansion

Example 4.9. The essence of this method is the combination of

Poincare's expansion with a change to a new variable. We strive to
make uniform estimates by proper definition of the new variable. Con-
 Governing Equations 159

sider the equation

(4.48a)

and the boundary condition

at t= 1: x= 1 (4.48b)

Suppose E is a parameter, and we are seeking a solution as E ~ O. The

exact solution to this equation is

(4.49)

The solution is readily verified by substituting Eq. (4.49) into Eqs.

(4.48). As E ~ 0, the exact solution shows x ~ oc). If we try to drop
the term EX from Eq. (4.48a) altogether, we obtain

or d(xt) = 0
dt
The solution so obtained is

xt = Cl = 1 (4.50)

where 1 is found from Eq. (4.48b). Equation (4.50) does not exhibit
the proper behavior as E ~ O. Hence we try the Poincare expansion.
Again let
x = x® + EX<D + E X<D + 2

then
dx _ dx® dx<D 2 dx®
dt - dt +E dt +E dt +
Substituting into Eq. (4.48a) gives
. ( dX®
(t + EX® + E2X<D + E3X® + ) dt + E dx® dX®)
dt + E dt
2

+ x® + EX<D + X® + . . .
E2 = 0
with boundary conditions
at t = 1: x® = 1 etc.
Solution for x® from the terms without E gives
d -®
t ~t + x® = 0
160 Similitude and Approximation Theory

or, as before,
lJJl = 1
-to' _ 1
x'" - ""t

But this solution not only has the wrong values for small E it also has an
undesired singularity at 1 = O. So we try the solution for lSJ. We
obtain on equating to zero terms in E to the first power
d -® d-<D
x® ~l +x ~l +x<D=O

Solving by inserting the solution for x® and d;; and by evaluating con-
stants from the boundary conditions gives

x<D= -~(1-~)
Thus x<D has an even worse singularity at 1 = O. Computation of higher
order terms only makes matters still worse, as the reader can verify for
himself.
When artificial and undesirable singularities of this sort appear, we
try next the expansion method of Lighthill. The essence of the method
is to expand not only the dependent variable but also the independent
variable in powers of the small parameter. To do this we define a new
variable :r which replaces 1; we then seek a form for :r which will eliminate
the singularity and hence make the problem uniformly valid in:r. We
proceed as follows. Let
x = x®(:r) + EX<D(:r) + d!)(:r) + .
and
1 = :r + El<D(:r) + E2l®(:r) + ...
Substituting these expansions into Eq. (4.48a), we obtain
- _ dx d:r _
(t + EX) d:r dl + X = 0
or
- _ dx _ d:r
(t + EX) d:r + X dl = 0
and writing terms only to first order, we have
[:r + El<D(T) + ... + EX®(:r) + EXQ)(:r) + ...J
2

d-® d-<D ]
[ ::r + E ::r + . .. + [x® + EX<D + ...J
dl<D
[1 + E d:r +
 Governing Equations 161

Equating to zero terms in E to the zeroth power gives

- dd1' +x
-0
T
x -(!) _
-
0

Thus, as before, the zeroth-order solution is

(4.51)

But the variable is now 1', not t, and l' is still subject to choice, that is, we
have not yet determined its form. Equating to zero terms in E to first
power gives
-@ d-0 dl@
- dx
T d1'
+ x-@-(t-@+-0)x-0
- - x d1' - x d1'

Substituting in Eq. (4.51) and solving gives

d(x@1') t@ 1 1 dt@
~ = 72 + f3 - f d1'
Now the function l@ is still undefined; we are free to choose it to be such
that
1 dl@ t@ 1
f d1' - 1'2 = f3 (4.52)

Equation (4.52) is a differential equation for l@(1'). Solving it as

and inserting boundary conditions yields

t-",
o 7 ( 1--
=-
2
1)
1'2
Then at this order of approximation
_ 1
x =-:: (4.53a)
T

and
-t=1'+E 7 ( 1-",f2
2 1) (4.53b)

Elimination of 7 between Eqs. (4.53a) and (4.53b) gives

(4.53c)

This is the exact solution.

162 Similitude and Approximation Theory

This example is, of course, contrived to show the power of the

method. Lighthill's expansion does not always work so neatly, nor
indeed does it always work at all. Both the Poincare and the Lighthill
expansions can also be used with partial differential equations by employ-
ing expansions formed with appropriate partial derivatives. As can be
seen, the method becomes complicated in detail, however, and the
reader who has use for such applications should see Tsien 49 and the
references therein.

c. WKBJ Expansion

The initials WKBJ stand for Wentzel, Kramers, Brillouin, and

Jeffreys, all of whom are usually associated with the discovery of this
method.
The WKBJ method is a transformation which allows treatment of
certain problems when the value of the parameter is large. It was
developed first to handle certain problems in quantum mechanics and
appears primarily in the physics literature (see, for example, Jeffreys and
Jeffreys,22 R. E. Langer,27 or Morse and Feshbach 36). Relatively recently
Sellars, Tribus, and Klein 47 have employed the method to extend a heat-
transfer solution due to Graetz; we illustrate this solution to stay with
continuum problems here.
In the Graetz problem one finds an equation of the formt

where Xn is a large parameter. One can attempt to find the eigenvalues

of Xn needed to solve the problem by an expansion of the form

However, this does not lead to converging series. If instead one trans-
forms the equation by setting
R= cU(x)

then the X can be evaluated using a series of the form

This technique is useful in many problems where large values of param-

t From notes due to Prof. W. C. Reynolds, Thermosciences Division, Depart-
ment of Mechanical Engineering, Stanford University, Calif.
 Governing Equations 163

eters are encountered. For details, the reader should see the references
above.

d. Inner and Outer Expansions

In the past decade a group of workers primarily at California Insti-

tute of Technology have investigated the bases of systematic procedures
for developing higher approximations in boundary-layer problems. The
calculation proceeds in stages calculating alternately the inner (boundary
layer) and outer (smooth) part of the domain; the conditions are matched
between the zones at each stage. No simple example of this method has
been found by the author to date. Accordingly, no example is given
herein; the reader interested in these methods should see particularly
Lagerstrom and Cole, t the references therein, and Van Dyke. 51

4-10 PROCESSES INVOLVING TRANSFORMATIONS

OF VARIABLES

In discussing the meaning of normalized coordinates in Sec. 4-2b, we noted

that the solution to a normalized equation can be expressed in functional
form in terms of the nondimensional variables and parameters. For
example, if we are concerned with a dependent variable T, and if the
complete normalized governing equations and boundary conditions
contain the parameters 11"1, 11"2, 1I"a and the independent variables x, fj, z,
and t, then we can write the solution for all problems of this class in
functional form as
(4.54)
A change in the value of one of the pi's implies changing from one system
to another in the class of interest, and a change in one of the variables
implies a change of location inside a given system of the class. Thus far
we have dealt only with similitude and model laws which require con-
stancy of the pi's. This provides relations between two problems in a
single class for any specified point in both, as given by fixed values of the
nondimensional variables. It is, however, entirely possible to seek other
kinds of similarity by manipulations based solely on the governing
equations and conditions without any requirement for constructing a
solution. Such procedures rest on transformation of the variables. In
particular, we seek new coordinates in which the number of parameters,
the number of variables, or both, are reduced in the normalized governing
t P. A. Lagerstrom and J. D. Cole, Examples Illustrating Expansion Procedures
for the Navier-Stokes Equations, J. of Rational Meek. Anal., 4 (6); (1955).
164 Similitude and Approximation Theory

equations and conditions. If such coordinates can be found, then Eq.

(4.54) indicates that a simpler correlation can be achieved. A reduction
in the number of parameters has a different physical meaning from a
reduction in the number of variables. For this reason we will treat each
separately, even though examples are given when one transformation
could be used to simultaneously reduce both the number of variables and
the number of parameters.

a. Absorption of Parameters and Natural Coordinates

In the process, which is here called absorption of parameters, we

attempt to define new variables so that normalized equations and
boundary conditions in these new variables will be free of all parameters.
However, variables which result from absorption of parameters are almost
always extremely useful for creating improved correlations, and the
transformations by which these variables are constructed usually contain
important physical implications. For the present purposes, the most
important points are the following. If it is possible to find new coordi-
nates in which the normalized governing equations and conditions are
parameter-free, and if these equations and conditions are complete and
appropriate in the sense of Sec. 4-3, then it must follow that:

1. There is only one solution possible for the dependent variable for
all problems of the class considered in the new coordinates.
2. This solution must hold for all values of both the variables and the
parameters of the original equation.

The utility of these remarks is illustrated by some examples which follow.

Example 4.10a. Consider once again the simple spring-mass system
in free vibration without friction initially released from a nonrest position
with zero velocity. The governing differential equation and boundary
conditions are

at t = 0: x = 0 dx = 0
dt
We normalize this equation by use of the variables found previously
_ x
X=-
o
- t
t = -
T
 Governing Equations 165

where T :::; time for one-quarter cycle. As before

d2x- k 2
-:;-+~x=O (4.55a)
dt 2 m
at l = 0: x= 1 dx = 0 (4.55b)
dl
The equation and boundary conditions have only one parameter. Since
the equation is homogeneous in x and the boundary conditions parameter-
free, we expect a uniform behavior for all values of 8. It follows that we
can find a solution which has appreciable effects of both terms in the nor-
malized equation only if the parameter is constant. Thus
kT 2
-m = constant = C1
fE.
!T = C \):m 1

We now ask, "Can we find a set of coordinates in which the number

of parameters can be reduced?" (We cannot here hope to reduce the
number of independent variables, since there is only one.) It is clear on
inspection of the equation that we need only make the transformation
(t+)2 = l2kT 2 = t 2k
m m
+ _ t
t - y'm;k
on inserting the new coordinate t+, Eqs. (4.55) become
d2 -
dt f2 + X =o (4.56a)
dx
at t+ = 0: x= 1 dt+ = 0 (4.56b)

Equations (4.56) are parameter-free; we have succeeded in reducing the

number of parameters from 1 to O. The implications of this reduction
are considerable. The solution to Eqs. (4.56) can be written in func-
tional form as
x = x(t+) (4.57)
This implies that we can express the entire solution to all problems of
this class in terms of one coordinate t+. Since Eqs. (4.55) are known to be
complete and appropriate for problems of this type, it follows that for a
given value of t+, all problems of this class will have the same x. Thus
we have achieved a generalization and simplification.
At this point it is desirable to verify formally that all problems in this
166 Similitude and Approximation Theory

class do indeed reduce to Eqs. (4.56). This is readily achieved by con-

sidering two arbitrary systems, denoted by, say, sUbscripts 1 and 2, with
different values of k and m, say, kl and k2' ml and m2. Substitution of
these values into the differential equation and boundary conditions (4.56)
tt
leads to identical equations and boundary conditions in Xl, and X2, tt.
Verification is left to the reader. Thus the generalizations obtained
depend on an invariance to the value of the parameters not possessed by
the equation in the original coordinates.
A good insight into the meaning of transformations to parameter-
free equations and conditions can be achieved by viewing them as the
adoption of new units for measurement of the coordinate(s) concerned.
In this case we can view use of t+ as abandonment of a unit of time based
on the mean solar day and adoption of a unit time given by V mlk.
The time unit V mlk is based on the properties of the spring-mass system
itself, and is natural to it. We accordingly call coordinates measured in
such units natural coordinates and denote them by a superscript ( )+.
Once we have found the natural coordinates for a given problem, it
is usually a simple matter to derive similarity rules. In the spring-mass
system, we reason as follows. Since the value of x is uniquely determined
by t+, if we quadruple the mass and keep k constant, we must take a unit
of time twice as large to achieve similar results between the two systems.
This type of similarity is different from that discussed previously. Here
we allow the value of the parameter kim to vary and compensate by a
change in time (which is a variable) to maintain similarity. t This idea,
when employed in connection with space instead of time variables, leads
to a rigorous basis for distorted models, as we shall see in the more com-
plicated illustration of Examples 4.11 and 4.12, where supersonic and
transonic similarity rules are discussed.
Moreover, we can employ Eq. (4.56) to provide an estimate of the
parameter representing an eigenvalue (in this case, the reciprocal of fre-
quency r). We reason, as in Examples 4.4 and 4.7, that if we are to have
appreciable effects of both terms in the equation, they must be of equal
order of magnitude. Here, however, we have made the equation parame-
ter-free and also made x unity order by definition. As already noted, if
a free oscillation is to occur at all, we must have an effect of both spring
force and inertia; the equation then demands equal magnitude of terms,
that is

U(1)

t Note t+ also contains the previous type of similarity, since for fixed time
behavior we require k and m or kim = constant.
 Governing Equations 167

Considering any simple oscillation in l+,x coordinates we observe that the

estimate of d2xldt+2 is

/
/

O__~------~~--~r--------------r--------~t+
/ t+=T..jk/m
/

If a harmonic oscillation is to occur, d 2xldt+ 2 must be U(l); hence

T r-v vimile, and the period 4T = 4 vimile. The true period is, of course,
27r vi mile; the estimate is 36 percent low, but it is of the proper form and
in error by a constant amount.
We now extend the illustration to further exhibit the power of natural
coordinates for correlation purposes. Consider the spring-mass sys-
tem in Fig. 4.12, with the addition of a force on the mass given by
Fo = Po cos (3t, where (3 is a parameter. Let the initial conditions be the

---r-
k

Static equilibrium
position
r----'----,

FIG. 4.12 x
 168 Similitude and Approximation Theory

same as before. The equations are then

d2x
m dt 2 + kx = P D cos fJt

at t 0: dx = 0
dt
:3

Now if we want to determine properties of the steady-state solution,

rather than initial displacement, we should normalize x on the steady-
state amplitude, which we denote as «lA. We define
_ x
x =-
«lA
and employ as before
t
t+=--
ym/k
We obtain

d2x
dtH
+ x__- Po (fJ) +
«lAk cos yk/m t
(4.58)
dx
at t+ = 0: X= 1 dt+ = 0

Equation (4.58) contains the two parameters fJhlk/m and Po/«lAk.

Moreover, the second of these can be written as the system response
~.t&tic/ /lA, since Polk = /l.t8tic by definition. Since the equations are
known to be complete and appropriate, they can have but one solution,
and we should expect to find a single curve representing ~A//l.tatic in the
form
/lA _
/l.tatic -
f( Yk/m
fJ )
This result is, of course, correct and very well known (see, for example,
Jacobsen and Ayre 21 or Den Hartog,12 where this result is plotted in
terms of closed-form solutions).
The point here is not the originality of the solution, but rather that
it has been obtained without any need to solve the differential equation.
The processes tell us explicitly that these natural coordinates will give a
simpler correlation than coordinates based on any other unit of time.
They also tell us that if we wish to avoid considering the transient period,
t We take the initial displacement x = 6A to eliminate the need for considering
the transient period and damping effects, in order to keep the illustration simple in
detail.
 Governing Equations 169

we must start with a condition which makes the initial conditions parame-
ter-free. This is, of course, true for entirely undamped systems, although
it is unnecessary for real systems at t+» 1, since any finite damping
results in a steady-state condition independent of the initial conditions
after a long time. In this case, if we had taken x = 0 ~ OA at t = 0,
then the initial conditions would have read

dx
at t+ = 0: dt+ = 0

Under these conditions, the undamped oscillation depends on three

parameters, namely,

Such forms are not usually plotted, since all real systems have damping.
It is interesting to note again in this example the effect of Theorem 1.
The homogeneous equation (4.56) for the free vibration in natural coordi-
nates is entirely parameter-free so the solution does not depend on the
value of the parameters. The solution to the nonhomogeneous equation
(4.58) for the forced vibration does depend on the value of the parame-
ters; however, both cases are linear.

Example 4.10h. Natural Coordinates for Transverse Beam

Oscillations. The equations for transverse oscillation of a beam dis-
cussed in Example 4.3 can also easily be put into natural coordinates.
Consider again Eqs. (4.24)
(J4y pAVw 2 (J2y
(lx4 + EI (ll2 = 0 (4.24a)

where
- =y- x
y l = tw x=-
Oinit L
at x = 0: y=O (ly = 0
(lx
(l2jj (lay
at x = 1 : (li2 = 0 (lxa = 0 (4.24b)

at t= 0: iix=l = 1 Cii)
(It ;:=1
=0

The boundary conditions contain no parameters and

pAL 4w2 L 2w2
EI rc
170 Similitude and Approximation Theory

where
L beam length
=
w = reciprocal of time for one-quarter cycle
r = radius of gyration of beam section
e = acoustic velocity in beam
An appropriate t+ is then

t+ = fre = twre = _t_ (4.59)

£2w £2w £2 /re
Thus the natural unit of time for the free oscillation of the beam in the
first mode of transverse vibration is £2lre.
A sketch of the curve expected for the second mode will show that the
appropriate time is (L/2)2Ire; thus the pattern of eigenvalues (transverse
free-vibration frequencies for various modes) also can be estimated
crudely.
In Eq. (4.24a) it is also possible to obtain a parameter-free equation
by defining a variable

x+ = /£2w x = /w Lx _ _ x_ (4.60)
'\j re Vrc L - vre/w

Hence we observe the natural unit of length for free transverse vibrations
as Vre/w. However, this produces a parameter in the boundary condi-
tion at x = 1, since x+ then equals £2w/re. Moreover, w is in general
unknown initially, so the coordinates of Eq. (4.59) would appear to be a
better choice than those of Eq. (4.60). Inserting Eq. (4.59) into (4.28a),
we have

(4.61)

and the boundary conditions (4.24b) are unaltered. From Eq. (4.61) all
the results of Example 4.3 are easily achieved by reasoning as follows.
For a free vibration to occur, the terms in Eq. (4.24a) must be of the same
order. For smooth vibration curves, which are expected on physical
grounds, iJYJ/iJx 4 = U(l) and fj = U(l); it follows that f must run 0 ~ 1
over a one-quarter cycle. This leads directly to the estimate found pre-
viously as Eq. (4.27a), namely,

w =
[ET
'\}PAJ) =
rrc
'VV rad/sec (4.27a)

Equation (4.61) also provides directly all the information needed to

 Governing Equations 171

specify similar vibration behavior for any value of the parameters. Equa-
tion (4.24a) shows that two beams will have similar behavior for the same
values of x, t, and Vw/rc. But Eq. (4.61) shows the same result can be
achieved by requiring constant values of x and t+. Hence we need not
require constant Vw/rc if we adopt V/rc as the unit for time measure-
ment. This, in turn, suggests correlation of beam vibrations with a time
coordinate t+. This correlation is more powerful than necessary for the
free vibration alone. However, it is useful for forced vibrations. Con-
sider a uniformly distributed forcing function on a cantilever beam of
FIb per unit length. The governing equation is then
a4y a2y
EI ax4 + pA iii! = Fo cos (3t (4.62)

with boundary conditions given by Eq. (4.24b). Normalizing in the same

way on x and t, but employing the y variable fj/OA for the same reasons as
in Example 4.9, the governing equations and boundary conditions become

(4.63a)

at x= 1: (4.63b)

at l = 0:

And
{3V {3 forcing frequency
- ---
rc w natural frequency
FoL4
EI A length

We thus can employ it as a measure of deflection On and

which is the reciprocal system response measured in units of On.

Hence Eqs. (4.63) suggest correlation of problems of this type in the
form OA/On versus (3/w. This correlation is analogous to the correlation
of o/Ostatic versus (3h/k/m for the simple harmonic oscillator of Example
4.9, but it does not seem to have been as widely used. It should give a
clear picture of system response in terms of a single response curve for
each mode of oscillation under specified loading and end conditions.
172 Similitude and Approximation Theory

As emphasized in this example and in the previous one, the achieve-

ment of natural coordinates is a one-step generalization beyond simple
normalization and contains the results embodied in the normalization.
As an exercise, the reader may find it instructive to verify that (1) natural
coordinates for the heat-conduction equation can be found by proper
choice of time units when L ~ M ~ Nand (2) use of this result with
approximation theory and the definition of l in Sec. 4-6a leads, with the
result of (1), to all the results on heat conduction in Sec. 4-6a and in
Example 4.7 and, in addition, provides a basis for use of distorted models.

b. Supersonic and Transonic Similarity Rules

We now examine two problems where natural coordinates must be

used to achieve usable similarity rules and feasible testing procedures
based upon them. Again, it will be seen that similarity based on natural
coordinates is equivalent to an invariance property of the equations and
boundary conditions. It is stressed that the similarity obtained is not
one which requires the same value of parameters in all cases, but instead
allows for compensation of altered values of the parameters by changes in
the magnitude of the variables. This technique is the key to the success
of aeronautical engineers in achieving feasible test methods for airships
at Mach numbers in excess of approximately 0.2. Without this pro-
cedure, the number of tests required to correlate performance would be
extremely burdensome, if not impossible, and the advance of high-speed
aircraft would have been considerably delayed. In Example 4.11, the
equations are linear and homogeneous and solutions can be found. In
Example 4.12 the equations are essentially nonhomogeneous and the
similarity properties derivable from natural coordinates become particu-
larly important.
Example 4.11. Similarity and Natural Coordinates in Linear-
ized Compressible Flow. The equations for compressible flow about
objects have been thoroughly studied and well verified. For two-
dimensional flow about an object (Fig. 4.13), which causes only small
disturbances, and for Mach numbers not near unity, the equations can be
written

a2tp + 1a2tp = 0 (4.64a)

ax 2 1 - M2 ay2

where tp is the perturbation velocity potential defined so that "Vtp gives

the deviation of the velocity from the mean speed far upstream, x and y
are the coordinates shown in Fig. 4.13, and M is the Mach number far
 Governing Equations 173
y
M2= V2/c 2 ,
c = acoustic velocity

--_~ V~
Flow

Body very thin so that

surface of body"" y = 0

FIG. 4.13

upstream. For the linearized two-dimensional flow, the boundary condi-

tions can be taken as

( aq;) _
ay 1/=0 -
U(ddxY)
1 body
(4.64b)

and at 00: aq; = aq; =0 (4.64c)

ax ay
Since normalization or absorption of parameters will not affect Eq.
(4. 64c) , we need only work with Eqs. (4.64a) and (4.64b). In aerody-
namic testing the principal quantity of concern is pressure coefficient Cp
given by
- p - p",
Cp - Ip U2
2 <Xl '"

where the subscript 00 denotes free-stream properties, U is the total

velocity, U 1 is the potential flow velocity at the body, p is the local static
pressure. We are primarily concerned with pressure distribution on the
body. For linearized flow this can be shown to be

(4.65)

In particular, we want to find coordinates in which (Cphody is pre-

served for different values of the free-stream Mach number M.
Note that approximation theory has already been applied to the
complete inviscid equations of motion to obtain Eq. (4.64a). We need
not concern ourselves with magnitude to find the desired condition.
Hence, for convenience, we normalize as follows:
174 Similitude and Approximation Theory

Let
- = -cp-
cp
U1L
_ x
x=L
- y
Y=L
where
L = body length
Then Eq. (4.64a) becomes
a2~ I a2~
ax2 + I - M2 afp = 0 (4.66a)

and boundary conditions (4. 64b) become

( a~)
ay 1/=0
L (acp)
= U lL ay 11=0 =
(ddxY) body
(4.66b)

Equation (4.65) becomes

2UL (a~) (a~) (4.67)

(Cphody = - UL ax ii=O = - 2 ax ii=O
Inspection of Eq. (4.66a) shows it is possible to obtain a parameter-free
equation by absorption of the parameter 1 - M2 into either x or y (but
not cp). However, we wish to preserve (Cp)body which involves ~ and x;
we therefore seek to absorb 1 - M2 into y. Defining
y+ = VI - M2y (4.68)
Eq. (4.66) becomes
a2~ a2~
ax2 + ay+2 =0 (4.69)

But Eq. (4.66b) becomes

(ay+a~ ) 11+=0 = VI -
I
M2 ay
(a~)
ii=O
I
= VI - M2 dx
(dY)
body
(4.70)

Thus absorption of parameters in the differential equation results in the

appearance of a parameter in the boundary conditions. This difficulty
can be overcome by purposeful use of a distorted similarity rule for the
body. For convenience let the body shape be described as

iihody = y~dY = t .f (i) = t . f(x) (4.71)

 Governing Equations 175

We consider f(x) as a shape of the body family and t as a thickness factor.

Then

d~) =
(dx tf' (x) (4.72)
body

Then Eq. (4.70) can be written

(4.73)

We further define

t+" = t
VI-M2
Then Eq. (4.73) becomes

(aya~) 1/+=0
= t+f'(x) (4.74a)

Thus two bodies, say a and b, will have the same governing equation and
boundary conditions in ip, x, y+ coordinates if we adjust their thickness
factors to give the same t+". That is, the required rule for constancy of
(Cphody is

~.
t+ = constant = --;===::~ = --;=:::::::::;~ (4.74b)
VI - Ma 2 VI - Mb 2
where Ma and Mil are the free-stream Mach numbers of bodies a and b.
Thus to obtain constant (Cp)body in ip, x coordinates, we must adjust the
thickness of the body according to Eq. (4.74b), but retain the same family
or shape, that is, the same f(x).
Several points are of interest here. We observe that a different
normalization of ip would not affect Eq. (4.69), since it is homogeneous
in ip; it might, however, affect the expression for Cp• For example, if one
defines

tp* = B~ = Bip
U1L
where B is an arbitrary nondimensional constant, Eq. (4.69) is unaltered
and the boundary condition (4.70) becomes

(aip:)
ay 1/+... 0
a~),,+=0 = Bt+f(x)
= B ( ay (4.75)

Since we are here concerned only with constancy of the boundary condi-
tions for varying values of M, Eq. (4.75) meets the requirement. How-
176 Similitude and Approximation Theory

ever, the expression for pressure coefficient Eq. (4.67) becomes

(4.76)

The constant B is thus a free parameter, that is, we can give it any con-
venient value. Thus we have not used up all the choices available to us.
By proper selection of B it is possible to derive all the usual similarity
rules for compressible flow under these conditions. These rules are called
the Prandtl-Glauert rules and Gothert's rule. These relations are sum-
marized in recent texts on aerodynamics along with examples of applica-
tion; a particularly good discussion is given by Liepmann and Roshko. 30
The equation as given above would result in imaginary values of t+
for supersonic flow (M2 > 1). However, restudy of the equations shows
that it is only necessary to insert ViI - M21 for VI - M2 in order to
make the rules correct for both subsonic and supersonic flow. t These
rules do not hold for M '" 1, however, since the Eq. (4.64a) is not com-
plete for such cases. Transonic flow is discussed in the next example.
Liepmann and Roshko 30 develop results identical to those above by
using two sets of coordinates, one represents a body a and the other body
b. They then demonstrate that the equations for body a will yield those
of body b, provided the coordinates are selected to satisfy the equations
for y+ and t+, that is, Eqs. (4.68) and 4.74b). The reader may want to
verify that either procedure is equivalent to stating an invariance prop-
erty of the equations and boundary conditions in ;p, X, y+ coordinates
with boundary conditions stated in terms of t+.
It is noted that the rule for similarity in the flow is not the same as
that for the boundary conditions. Similar points in the flow field are
given by constant values of y+, that is, by
y+ = VI - M2 y = constant (4.68)
Similar boundary conditions are maintained by constant values of t+,
that is, by
t
t+ = = constant (4.74b)
VI- M2
Thus, for example, as M increases from zero in subsonic flow, we retain
similarity by using a "narrower" body according to Eq. (4.74b), but the
effect on the flow field becomes "wider" according to Eq. (4.68).
Finally, it is again emphasized that similarity rules can be found
directly upon establishment of natural coordinates for the equations and
t Note, however, one does not compare a subsonic body with a supersonic one
or conversely.
 Governing Equations 177

boundary conditions. This example is particularly instructive because

it shows that the method can be applied even where it is essential, and
not merely convenient, to develop a distorted model law.
Example 4.12. Two-dimensional Transonic Similarity Rule.
Tests of pressure distribution on thin airfoils show the rule derived in
Example 4.11 to be accurate until the Mach number approaches unity
somewhere on the body, then serious deviations are observed. The
trouble lies not in the deviation of the rule but rather in the completeness
of the differential equation (4.64a) in the transonic regime. Test data
together with approximation theory show that an adequate approximate
equation for modeling transonic behavior of thin bodies is

(4.77)

where all symbols are as in Example 4.11 and'Y = ratio of specific heats.
The boundary conditions can also be taken as those of Example 4.11.
Again, we seek a rule which preserves (Cphody. Since Eq. (4.77) is
not homogeneous in cp, we must expect to lose the free parameter B of
Example 4.11; indeed to find a similarity rule we must take a definite
value for B. Accordingly, we normalize using the variables

* Bcp
cp = UL
_ x
x=L
- y
Y=I
Equation (4.77) becomes
UL i)2cp* 1 UL i)2cp* ('Y + 1)M2 U2£2 i)cp* i)2cp*
BL2 i)x 2 +1- M2 BL2 i)fP = 1 - M2 UDlfi i)x i)x 2
Dividing by U / BL yields
(J2cp* 1 i)2cp* ('Y + 1)M2 1 i)cp* i)2cp*
i)i 2 +1- M2 i)y2 = 1 - M2 B i)x i)x 2
(4.78)

We can obtain a parameter-free equation if we set

(4.79)

and again take

(4.80)
178 Similitude and Approximation Theory

then
* _ ('Y + I)M2 IP
IP - I - M2 UL
The boundary conditions at infinity are again unaltered by the trans-
formation of variables. The boundary condition

(:;)y=o = U (~~)bOdY
becomes

or

iJy+
*)
( iJ IP
1/+=0 = VI -
B M2 (ddxY) body =
(dY)
('Y + I)M2
(1 - M2)! dx body

We again express (dy/dxhody as

d~)
( dx body
= t fUe) (4.81)

Then

ay+
*)
( iJ IP
1/+=0
= ('Y + I)M2 t . f' (x)
(1 - M2)t
We can achieve a similarity rule by requiring
+ _ ('Y + 1)M2t _
t - (1 _ M2)1 - constant (4.82a)

so that

( iJiJyIP:)1/+=0 = t+f(x) (4.82b)

However, the pressure coefficient Cp now is

(4.83)

Thus we do not achieve a constant Cp in cp*, y+, X coordinates as in Exam-

ple 4.11, but one which must be scaled according to the rule (4.83). We
employ the rule by observing that in cp*, y+, X coordinates we must get a
constant value of (iJcp* / ax). This can be achieved for any body with the
 Governing Equations 179

same curve of f(x) by describing its shape and thickness in terms of

t+ _ (oy+ 1)M2 t = constant

- (1 - M2)1'

It follows that for anyone point that is any given x

+
Cp(oy 1)M2 = constant (4.84)
1 - M2

The rule (4.84) allows computation of the pressure coefficient of a body

at one Mach number from tests on a body of different thickness at a dif-
ferent Mach number, although the values will not be the same.

c. Reduction in Number of Independent Variables--

Separation and Similarity Coordinates

In Sees. 4-lOa and 4-lOb several cases of increasing complexity were

treated to show that generalization of similarity can be achieved by seek-
ing natural coordinates in which parameter-free equations and boundary
conditions can be found. In this section, it will be shown that a different
generalization of similarity can be found by seeking new coordinates which
reduce the number of independent variables in the governing equations.
Such coordinates have usually been called similarity variables. It is also
possible to seek natural coordinates which are fewer in number than the
coordinates of the original equation and thus to generalize in two ways at
once. These two processes are often carried out in one step; here we keep
them distinct to clarify the meaning of procedures.
Once again a correspondence will be found between the search for
similarity properties, invariance under coordinate transformation, and a
form of constancy of the equations in the similarity variables. We shall
also find a close relation with separation of the variables in the sense of
partial differential equations. The transformation properties have been
extensively discussed by Morgan 36 and Michal. 33 The invariance idea
has been employed by Birkhoff.4.6 Hansen 17 has employed the method
of separation cf variables. We will emphasize the last method here,
since it is simplest mathematically, achieves equal results, and brings out
more clearly the symmetry properties we are seeking. We will also make
a few remarks about the utility and meaning of the results achieved by
Morgan. 36
Similarity variables arise from two distinct kinds of what can be
called internal symmetry. The first kind is the familiar physical symmetry
of the physical system. An example is a problem which inherently pos-
sesses spherical symmetry, such as a blast wave emanating from a point
180 Similitude and Approximation Theory

in space in an unconfined gas. Most physical workers tend to adopt

coordinates expressing symmetries of this type naturally. That is, most
analysts would choose to express the behavior of the blast wave in spheri-
cal coordinates instead of rectangular coordinates and would assume that
the solution depends only on the radius, not on angular position in the
spherical coordinates. This assumption carries with it inherently a kind
of internal similarity and modeling behavior. It implies that the proper-
ties of the solution at a given radius are the same for any angular position
and hence that we can model one angular position by any other at the
same radius. The model relation is then internal in the sense that it
relates two different points inside the system rather than two similar points in
different systems. Internal similitude thus refers to variables rather than
to parameters in the sense of this discussion. Of course, such assumed
symmetries do not always occur in nature for symmetric boundary condi-
tions and .the assumption must be checked. This point has been empha-
sized by BirkhofP regarding the behavior of viscous fluids. Birkhoff
discusses the whole question from the viewpoint of invariance under
coordinate transformation and group theory; he gives a number of exam-
ples of symmetry of this kind. Here we shall concern ourselves only with
internal symmetry of the second kind, which is less obvious.
The second type of internal symmetry arises from the structure of the
governing equations, thus it is a procedure which falls within the general
scope of the present discussion. It reflects internal similarity, since it
also concerns the variables, not the parameters. Although the process
at first appears to offer rather general results, the exact solutions found
thus far have been restricted to problems which are lacking a characteristic
length in one of the original coordinates. The mathematical aspects of such
solutions are not well understood, and there seems to be no proof that the
solutions must be so restricted. However, the list of such solutions com-
piled recently by K. T. Yangt and slightly extended and published by
Abbott and Kline! shows no exceptions to the rule. Moreover, validity
of this rule is suggested by study of the boundary conditions. In any
event the lack of a characteristic length for one coordinate can often be
taken as a hint to seek a solution and correlations in terms of a similarity
variable.
Again the discussion is limited to methods, and only a few examples
have been given. The reader interested in more examples covering cases
with more than two independent variables, greater discussion of the
details of various techniques, and more direct methods for constructing
similarity variables, should see Morgan,36 and Abbott and Kline.! Since
the nature of the similarity variables is to some degree complex and is
t Thanks are due to Prof. Yang for generously supplying the author with this
list.
 Governing Equations 181
II

y Velocity
coordinates
'-------~u

Space
coordinates

l
'------~x ~~~-~~------------~~

Plate extends to x-±oo;

starts impulsively from
rest at t-O

FIG. 4.14

best made clear by example, we defer further general remarks to the end
of this section.
Example 4.13. The Suddenly Accelerating Flat Plate. Con-
sider a thin plate of infinite length initially at rest in the coordinates shown
by Fig. 4.14. The plate is immersed in an incompressible, viscous fluid of
infinite extent, which is also at rest. At time t = 0 the plate is accelerated
to velocity U. The motion of the fluid layers for times greater than
t = 0 is sought. For this case all but two of the terms in the governing
momentum equation are zero, so the governing equation reduces to
au a2u (4.85a)
iii = p ay2

where p = the kinematic viscosity coefficient. The details of this reduc-

tion can be found in Schlichting,46 Chap. 11. Appropriate boundary
conditions are
at t = O(y ~ 0): u=O
at y = OCt > 0): u = U (4.85b)
at y = ct) (all t): u=O
Since we want to show the connection to the conventional method of
separation of variables, we attempt a solution in the usual form, that is,
we assume a solution can be found in the form
u = T(t)Y(y)
182 Similitude and Approximation Theory

Then
T'Y = pTY"
where primed quantities denote differentiation of the function with respect
to its argument. Upon division by TY we obtain

T' Y"
T = Jl y = constant = -A

where A is a pure constant by the usual argument. The separated ordi~

nary differential equations are then

T' + AT = 0 and Y" +~ Y

JI
=0
The general solutions for these equations are

T = cle- Xt

Y = C2 cos (~ Y) + Ca sin Y) G
Thus the expression for the velocity is

u = e- Xt [ C4 cos (~ y) + Co sin (~ Y) ] (4.86)

The boundary condition at y = 0 requires

at y = O(t > 0):

Therefore we obtain the result that A must be zero, t Eq. (4.86) gives
u = C4 = constant, but this is a trivial solution. Hence, direct applica-
tion of the classic method of separation of variables will not solve the
problem. For linear equations there are techniques available which can
be used to obtain a solution (for example, by application of the Fourier
integral). However, here the problem is solved by shifting to coordi-
nates in which the classic separation-of-variables method will work, since
this brings out the relation to similarity solutions which we are seeking,
and is useful for nonlinear equations.
In particular we ask, "Does a transformation of variables exist which
reduces the number of independent variables in Eq. (4.85a) from two to
one?" The dependent variable u would then transform to a function of
a new independent variable 1J alone, that is,
u(y,t) ---t u(1J)
t The same result is readily obtained for>.. negative or complex.
 Governing Equations 183

where
TJ = TJ(y,t)
The resulting equation would be second-order in the new independent
variable TJ; it would thus require two boundary conditions on .", unlike
the original equation where three boundary conditions in y and tare
required.
This reduction in number of boundary conditions requires that two
of the original boundary conditions be related in a specific way if we are
to obtain an exact solution of the transformed equation. In particular
it requires
u[.,,(a,y)] = u[.,,(t,{3)] (4.87)
Condition (4.87) follows from the fact that, if it were not true, it would
then be impossible to satisfy all three of the original boundary conditions
in terms of only two boundary conditions on .".
Thus two of the boundary conditions of the problem as originally
set can be written as
at t = a: u = u[.,,(a,y)]
(4.88)
at y = (3: u = u[.,,(t,{3)]
where

The particular, boundary conditions that are so reduced are found by

comparison of the right side of Eq. (4.88) and the original boundary con-
ditions (4.85b). If such a condition cannot be found, in general, we do
not expect to find a similarity solution in terms of the variable.". This
condition at least lends plausibility to our earlier remarks concerning
lack of a characteristic length in one or more directions, since then a con-
stant boundary condition at zero and infinity can be related in terms of
a negative power in a coordinate. However, it would seem possible to
satisfy Eq. (4.88) in other ways, even though examples are not known.
For the specific problem at hand, we observe from Eq. (4.8.5b) that
u(O,y) = u(t, 00), and therefore." can be made to satisfy Eq. (4.87) if we
take a = 0, (3 = 00, and .,,(O,y) = .,,(t, 00). One transformation which
is consistent with this condition is

..., = aynt = a(~)n

m t m/n

where a is a constant and nand m are real numbers which may either be
greater or less than zero; their exact values are to be determined.
184 Similitude and Approximation Theory

In order to keep our new variables distinct from the old set, we choose
a second new variable ~ to be equal to t, the old independent variable
appearing in the denominatort of 1]. Next we require the resulting equa-
tion, after the transformation of variables t, y ----> ~,1], to be separable into
a function of ~ alone and a function of 1] alone.
By the chain rule of calculus we can write au/ay in terms of the new
coordinates ~,1] as follows

The value of n can be chosen arbitrarily, because if there is a solution

in the form u = u(1]), there must be a solution in the form u = u(1]n).
The resulting functional form of the solution is, in general, dependent on
the value of n. The best value of n is that value which yields the most
easily solved form of the resulting ordinary differential equation; this is
a problem which always faces the worker who is trying to solve a given
equation. The point here is that there is no loss of generality in assuming
a particular value of n. It can be seen from the above expression for
au/ay that a simplification results for n = 1, and therefore this value of
n will be used.
Inserting n = 1, and recalling T/ = a(y/t m ), au/ay becomes
au
-=--
a au
ay ~m a1]
Differentiating again by the chain rule, we obtain
a2u a 2 a2u
ay2 = ,2m aT/2

Similarly, au/at becomes

au au a~ au a1] au y au au 1] au
at = a~ at + a1] at = a~ - am tm+1 a1] = a~ - m I a1]
Putting these expressions into Eq. (4.85a), we obtain the transformed
differential equation

(4.89)

t This is the simplest choice for r from the standpoint of the mathematics involved
in the transformation (because the highest order derivative of u with respect to t is
less than that of u with respect to y). Whether this choice for r works or not must
be found by carrying through the analysis; if it does not work, the only conclusion
obtained is that the assumed transformation does not yield a similarity solution.
 Governing Equations 185

We now formally try the classic method of separation of variables

on Eq. (4.89) with u = b • get) . I(TJ) , where b is a constant. Division
by b . g ·1 and rearranging results in

fL- J-2m = m _TJ_ l'

I
_ + a2 I" (4.90)
t l - 2m 1 /I 1
-
g~

Examination of Eq. (4.90) now shows that it will separate into a function
of ( alone on one side and function of 7J alone on the other if (I-2m =
constant,t that is, 2m - 1 = 0 or m =!. Thus we find the required
separation variable is 7J = ay/vt. Again defining A as the separation
constant, Eq. (4.90) becomes, on insertion of m = t
-g' t = -TJ f'-
g 21
+ /la 1"1 = A
2 - (4.91)

The ordinary differential equation g' . t / g = X can immediately be solved

to give g = Cit'. The solution for g must be compatible with the bound-
ary conditions. Thus applying the boundary condition at TJ = O(y = 0),
we have

Since b, CI, and 1(0) are all constants, we have the condition that A = O.
The function g is then determined; g = constant = CI. Equation (4.91)
can then be written as

(4.92)

Thus we have achieved the objective of reducing the number of indepen-

dent variables from one to two. We can also express 7J as a natural
coordinate by proper choice of the constant a. We take a 2 = 1/4v; 7J
then becomes

Y
TJ = 2 V~

and Eq. (4.92) becomes

1" + 2TJ1' = 0 (4.93a)

with boundary conditions

at TJ = 0: 1= 1 (4.93b)
at TJ = ao: 1=0
t This requirement that the coefficients containing t (or I) have zero exponent
is the general condition required to fix m. See, for example, Yang56 and Hansen.u
186 Similitude and Approximation Theory

The solution of Eq. (4.93) is

f = 1 - erfTf

where trf is an abbreviation for the tabulated function

erf x _ =
y2
1
y211'-z
J e-
z t'/2 dt

In this case, the investigation of similarity properties has led us all the
way to a complete solution of the problem. Equation (4.S5a) can also
be solved in similarity variables in somewhat more general form without
any assumption of initial condition. One can then seek the initial con-
ditions for which the solution can be shown to hold (details are given by
Abbott and Kline 1). One employs the more general transformation of
variables
ay
71 = 'Y(t)

where 'Y is an unknown function. We will not give the details here, but
instead present two other examples and then turn to a discussion of the
meaning of such solutions, their similarity properties, and some general
remarks about solutions of this type.

Exalllple 4.14. Steady Lalllinar Boundary Layer on a Flat

Plate. A somewhat more complicated example of a similarity solution is
the Blasius solution for the laminar incompressible boundary layer on a
flat plate. We give a solution somewhat different from the original here.
Since the pressure distribution for potential flow past a flat plate is con-
stant, Prandtl's boundary-layer equations in the coordinates of Fig. 4.14
then reduce to

au au a2u
U-+V-=II- (4.94)
ax ay ay2

Equation (4.94) is solved in conjunction with the continuity equation

(4.95)

The boundary conditions are

at y = 0: u=o V=o
at 00' u = U
 Governing Equations 187

It is convenient to introduce the stream function 'l1 defined byt

a'l1 a'l1
- =-v -=U
ax ay
The- two equations (4.94) and (4.95) then reduce to one equation in 'l1
2
a'l1 a 'l1 2 a3'l'
- - - -a'l1
-a-'l'
= jI- (4.96)
ay axay ax ay2 ay3
with boundary conditions
a'l1 a'l1 = 0
at y = 0 (x ~ 0): --
ay
=0
ax
at y = 00 (x ~ 0): a'l1 =U
ay
We make no statement about an initial condition at x = 0 and employ
the "trial" transformation

ay {Old vars.
1/ = y(x)' and ~ = x :

Formally differentiating gives

a'l1 a'l' 'Y' a'l'
-=---7]-
ax at 'Y a7]
a2'l1 a a2'l' 'Y' a'l1 'Y' a2'l1
----- = - - - - a - - - a-7]-
axay 'Y ata7] 'Y2 a7] 'Y2 a7]2
a'l' a a'l'
ay - ~ a7]
a2'l' a 2 a2'l'
ay2- - 'Y2 a7]2
a3'l' a 3a3'l'
ay 3 = 'Y 3 a7]3

Substituting this transformation into Eq. (4.96) yields

a'l' a2'l' , (0'l')2 a'l1 a2'l' _ a3'l' (4.97)
'Y a7] a7]at - 'Y a7] - 'Y at d7]2 - jla d7]3

Applying the methpd of separation of variables to Eq. (4.97), we try

q, = b . get) . f(7]); on substituting into Eq. (4.97), we obtain

('Yg' - 'Y'g)f'2 - 'Yg'ff" = jla 1'" (4.98)

b
t It is worth noting that the variable \)i reduces two independent variables to
one; it is another type of "natural coordinate" that provides generalized correlations
in some problems.
188 Similitude and Approximation Theory

and dividing by I'2 yields

, , ,ff" va fill
"'(g - "'( g = "'(g .f'2 + b 1'2 (4.99)

Equation (4.99) will be separated if "'(U' = constant = Cl. This is one

condition on two unknowns "'( and g, so that another relation between "'(
and g must be found. t The required relation can be found for this par-
ticular problem by considering the boundary conditions. There are
problems which arise, however, where the boundary conditions do not
supply the necessary equation; such cases are discussed below.
To find a second relation between "'( and g, consider the boundary
condition

at 17 = 00: o'l1(x, 00) = ~ o'l1(x, 00) = ab fl f'( 00) = Uo

oy "'( OTJ "'(

Since a, b, I'( 00), and Uo are all constants, the necessary relation is
g/'Y = constant = C2. Solving the two relations "'(u' = Cl and g/'Y = C2
simultaneously gives

and
Evaluation of the term "'(g' - "'('U shows it is identically zero. Hence the
separation constant A is zero, and Eq. (4.99) becomes

I'" + c1b
va
ff" = 0 (4.100)

Again the arbitrary constants are chosen to make 17 a natural coordinate.

This requires Cl = U o , a . b = ~, c1b/va = i, and C2 = 2Cl; it follows that
a 2 = uo/v and f'( 00) = 1, as before. Thus we obtain the differential
equation due to Blasius
if" + 2f'" = 0 (4.101)
The boundary conditions are
at 17 = 0: f(O) = 0
at 17 = 0: I'(O) = 0 (4.102)
at 17 = 00: I'(oo)=l
t The other term involving -y and gin Eq. (4.99) is not independent of the first
relation -yg' = CI. This can be seen as follows. Set -yg' - -y'g = C2 and -yg' = CI.
Then -y'g = constant = Ca. Combining these last two equations gives
'n" = (cdcah'2 = 0
which has the solVtion -y = ax + bIl (l+ClIC3) for CI rf -Ca, and -y = ae bx for c[ = -Ca.
This provides a "general" separation variable '1 for the boundary-layer equations.
However, we cannot determine the similarity variable of a particular problem without
 Governing Equations 189

Equations (4.101) and (4.102) give the similarity variable

'fI -
-
Y I +
U
\j v(x
xo)
(4.103)

There is no way to evaluate the constant of integration Xo from the

information given in the problem statement. If the conventional initial
condition that air / ay = U at x = O(y rf 0) is used, then one finds that
Xo = O. This yields the conventional Blasius variable 'fiB = Y vU/
vX.
The additive constant Xo is not trivial, as will be seen in the next
example. A closed form solution for Eq. (4.101) is not known, but the
equation has been evaluated numerically by Blasius. The results are
tabulated in standard texts on boundary-layer theory (see, for example,
Schlichting,45 page 121). Excellent agreement with drag and measured
profiles is obtained.
Moreover, the variable 'fI in Eq. (4.103) satisfies the equation and
boundary condition of Blasius; thus the Blasius solution is correct in this
variable. This indicates that the Blasius solution can be a limiting solu-
tion for large values of x, regardless of the initial conditions, since, as x
becomes large, the effect of the starting conditions embodied in Xo become
small. The more general similarity variable of Eq. (4.103) thus aids in
alleviating to some extent the difficulties arising from the fact that
Prandtl's boundary-layer equations are not correct near x = O.
It is tempting at this point to conclude that the similarity variables
which allow reduction in the number of independent variables can all be
found merely by examining the orders of derivatives in the governing
equations. If this were true, then the similarity variables would always
be indicated by the form of the parameters when the equations were
normalized by the method of Sec. 4-2. They could also be found merely
by inspection of the equations; this would be equivalent to applying H unt-
ley's extension (see Sec. 2-6) to counting the terms in the equation.
Sedov 46 has indeed shown that many similarity variables can be found
in this way. However, this procedure does not give all possible similarity
variables, as is shown by the next example.
Example 4.15. Laminar, Two-Dimensional Jet. The equa-
tions of motion for the steady two-dimensional incompressible laminar
flow of a fluid into an infinite region of the same fluid are (see Pai 38)

(4.104)

(4.105)

knowing c, and Ca. The conclusion, as stated above, remains the same: another rela-
tion between 'Y and g is required.
190 Similitude and Approximation Theory

and the boundary conditions are

at y = 0: v = 0 au = 0
ay (4.106)
at y = 00: u = 0
The system is shown in Fig. 4.15.
Since the pressure is constant and the motion is steady, the total
momentum flux across a section of the jet at any given value of x must
be constant. That is

2p fo u dy =
00 2 constant (4.107)

Again, we employ a stream function 'l' defined by

a'l' a'l'
- = -v - = u
ax ay
Equations (4.104) and (4.105) reduce to
a'l' a2'l' a'l' a2'l' a3'l'
------=1/-
ay ax ay ax ay2 ay3 (4.108)

We assume the transformation = x and 1/ = ay h(x) and use the method r

of separation of variables with 'l' = b . g(r) . f(1/). Equation (4.108)

---
Velocity-O

--
y

........-
........-
//
/"'"
•
/
x

"'- , Jet atx>O

............
...........

----- ---
........................

FIG. 4.15
 Governing Equations 191

then becomes
, , ,ff"
'Yg - 'Y g = 'Yg f'2 + b"a f'"1'2 (4.109)

This is the same equation which was found for the Blasius problem, Eq.
(4.99), since the same partial differential equations apply-only the
boundary conditions are different. The boundary conditions correspond-
ing to Eq. (4.106) are
at." = 0: bg'f(O) =0
at." = 0: ba2 JL f" (0) = 0
'Y2 (4.110)
at." = 00: baflf'(oo) =0
'Y
For Eq. (4.109) to be separated, it is necessary that
'Yg' = constant = Cl

A second relation between 'Y and g can be found by considering Eq. (4.107)
(see footnote, p. 188), which can be written as
10" u dy = constant = C2 (4.111)

Now u = :; = ab ~f' and dy = (~) d.,,; hence Eq. (4.111) becomes

r" a2b2 'Y2g2 f'2(.,,) !a d." = b2a g2'Y Jr"0 f'2(.,,) d."
J0
= C2

We thus obtain the second relation to beg 2h = constant = C3.

Solving the two relations 'Yg' = Cl and g2h = C3 simultaneously,
we obtain

where Xo is a constant of integration. If we now take the arbitrary con-

stants Cl and C3 to have the values Cl = V "alb and C3 = i, we obtain the
desired natural coordinates. Equations (4.109) and (4.110) can now be
written as
f'" + ff" + f'2 = 0 (4. 112a)
with boundary conditions
at f(O) = 0: f"(0) = 0 f'( 00) = 0 (4. 112b)
where
" = constant· y/3(x + xo)1
 192 Similitude and Approximation Theory

The solutions to these equations can be found in closed form and are
given, for example, by Pai. 38
The solution to this problem shows how the integral boundary-condi-
tion equation (4.111) is used to obtain the second relation between 'Y and
g necessary to determine the proper similarity variable from the family of
possible variables found by considering only the partial differential equa-
tion (4.108). In this solution, Xo represents the potential core or starting
length, and could be determined from appropriate data. t
We now turn to some general remarks about similarity variables.
First, we discuss the physical meaning. In all three cases studied we have
reduced an equation in two independent variables to one with a single
independent variable. In Examples 4.13 and 4.14 we found a solution
dependent on the new coordinate Tf alone. However, in Example 4.15 we
found the solution for the stream function dependent on the new coordi-
nate Tf and also on x, since the function g(x) is not a constant in this case,
and by construction
'IF = ag(x) . J(Tf)
Thus there are at least two distinct cases. Actually, it is instructive to
consider three classes. In all cases we have sought solutions in terms of
new coordinates purposely constructed so that separation of variables is
achieved in the conventional sense. Using coordinates x,y initially, new
coordinates r,Tf as above, and a dependent variable 'IF,
1. The most general separated product form is

where both rand Tf are functions of x and y.

2. The next most general is

where r is a function of x alone (or y alone) and Tf = function x and y.

3. The most restricted is

where g(r) = B = constant, not dependent on either x or y, and

Tf =function x and y.
~Iore restricted results (such as r = function of y only and Tf = function x
only, or g = constant and Tf = function x only) imply separation or trivial
solutions in the original coordinates x and y and need not be considered.
t Note in the sketch of Fig. 4.15 that the boundary conditions imply that the jet
emerges from a very small hole, so that Xo = 0 and starting length can be ignored.
 Governing Equations 193

d 1!-constant-cl

_ _+---,1!-constant-c 2

FIG. 4.16

Examination shows that case 3 does express a simple symmetry

property. Indeed since we imply that a solution can be given in terms
of '1/ alone, it follows that points of constant '1/ will have the same solution.
Thus two points with the same value of '1/ can be used to model each other,
and we have an internal similitude, as we expected. For example, in the
Blasius problem of the laminar incompressible boundary layer on a flat
plate, lines of constant '1/ are parabolas through the origin, and the sym-
metry properties are indicated in Fig. 4.16. As can be seen from Fig.
4.16, expression of the Blasius problem in terms of the coordinate '1/ allows
measurement of velocity at one value of x to be used to predict (or model)
velocity at any other value of x.
Since u = u('I/) only
u(e) = u(d) u(a) = u(b) etc.
Note symmetry does not depend on x,y, but on constancy of '1/. Velocity
profiles at Xl and X2 are similar, that is, values of u are the same for given '1/.
The similarity is one-dimensional, and we can call variables such as
'1/ in case 3 one-dimensional similarity variables, or homology variables.
In case 2, which is illustrated by the laminar jet solution of Example
4.15, we still have a symmetry property, but it is less general. In a cer-
tain sense it is comparable to the similarity rule of transonic flow given in
Example 4.12, that is, the similarity does not give a constant result, but
requires a weighting function, in this case g(x). The symmetry property
of the laminar jet solution is illustrated in Fig. 4.17.
Case 1 has no symmetry property at all; nevertheless it may provide
a solution for much more general boundary conditions than either case 2
or case 3, which so far have been restricted to problems which lack a char-
acteristic length in one of the original coordinates. The bulk of the exact
solutions to Prandtl's boundary-layer equations which have been found
194 Similitude and Approximation Theory

-- --
y

.....-- 71- con sta nt,

1 //,/'""'
yax 2/ 3
u/um-constant

---
FIG. 4.17

are of type 2 or 3. However, relatively little investigation of type 1 has

been carried out; such work might lead to exact solutions for more general
boundary conditions.
It should be emphasized that finding all possible similarity solutions
for a given differential equation is by no means a simple matter. A
number of authors have made this claim for Prandtl's boundary-layer
equations only to find later that they had not in actuality achieved the
stated result. There are two important reasons for this. First, in the
processes above, two degrees of arbitrariness exist (1) in the definition of
the transformation to the new coordinates, that is, in the definitions of
rand Tj, and (2) in the definition of the form of separation. All that can
properly be concluded from results like that in Example 4.15 is that under
the assumed transformation of variables the coordinates which will give
separation in the form of a product have been found. Different trans-
formations may lead to new similarity variables, and there is no reason
why separation cannot be sought in other forms. Indeed, examples
where separation is achieved by a sum form are known, but they have not
been widely considered. The first remark applies with equal force to the
transformation methods of Morgans. since an assumed transformation
is again employed.
 Governing Equations 195

The second reason that one cannot find all possible variables readily
is best illustrated by considering how one seeks such variables. If we
set a well-posed problem, then we write down the complete boundary con-
dition, and, by definition of such problems, only one solution exists.
Under these circumstances we can find only one or no similarity variables
under a given transformation, since otherwise a contradiction to the
existence of a unique solution occurs (barring, of course, functionally
dependent transformations, such as from 'YJ to 'YJ2). However, if we want to
study similarity variables of a given equation with the view toward estab-
lishing a number of similarity properties and/or solutions, then we must
omit some or all of the boundary conditions. It may then be possible to
find an infinite number of different similarity variables for anyone assumed
transformation of variables. This is the case for the boundary-layer
equation under the transformation 'YJ = ayh(x) using a product solution.
This point can be seen from the footnote of page 188; it shows that the
boundary-layer equations are satisfied by an 'YJ of the form
ay
'YJ = (ax + b)p
where p is an arbitrary exponent related to the separation constants Cl
and Ca of the required differential equations for 'Y and (J. The relation is
1
P = -,---,--,---:-
1 +
(cI/ca)
There are thus an infinite number of forms of 'YJ which will separate Eq.
(4.108). The equations in 'Y and g are relatively simple in the case of the
boundary-layer equations, but they can become quite involved.
It follows from the above remarks that the specific form of a suitable
similarity variable depends as much on the boundary conditions as on the
equations. In all three of the examples above, the form of the similarity
variable is really picked out from the boundary conditions-either at the
outset by hints, or later on explicitly. Indeed, the possibility of finding a
solution, a correlation, or a similarity property in terms of a similarity
variable for a given differential equation depends essentially on the bound-
ary conditions. This can be seen from condition (4.87). Consideration
of the integrations needed also shows that if the boundary conditions
cannot be expressed in terms of the similarity variable 'YJ alone, then one
of the original coordinates x or y must appear in the limits of integration
and a solution in terms of 'YJ alone cannot be obtained. A solution in
terms of 'YJ and a weighting function g(x) may be possible, but this appears
highly unlikely. A more promising approach has been adopted by H.
Gortler.16 Gortler has employed separation coordinates to reduce bound-
ary-layer problems in viscous fluid flow to series expansions in just one
196 Similitude and Approximation Theory

of the two variables. The convergence properties obtained in the sepa-

ration variables used by Gortler are definitely superior in many instances
to those obtained using rectilinear coordinates. Moreover, the solutions
are grouped into classes that can be tabulated, using high-speed com-
puters, into a form which makes quite exact solutions for rather arbitrary
boundary conditions quite easy to compute. The details of this method
lie beyond the scope of this volume; the interested reader should see the
paper by Gortler 16 and underlying references. Here we only note that
the generalization of the idea of separation coordinates does have impor-
tant properties that do not yet seem to have been fully exploited for the
fractional analysis and solution of nonlinear partial differential equations.
A few further remarks also need to be made about the excellent work
of Morgan. 35 Following a suggestion of A. D. Michal, Morgan investi-
gated in detail the relation between the transformations of the governing
equation under Lie groups (continuous one-parameter transformations
of variables). He was able to show, on the basis of group theory and some
quite original proofs, that the similarity properties of a differential equa-
tion in an arbitrary number of independent variables and of an arbitrary
order and form are in fact essentially the same as invariance under
transformation. Moreover, by use of these methods, Morgan was able to
provide a means for finding similarity variables without the need for
completing in advance the transformations of variables, which by now
the reader will have observed can be quite tedious and tricky in detail
even though in theory the procedure is quite straightforward. An
excellent example of the power of the method is given by Morgan's
discussion of the paper by Hansen. 17
A full discussion of Morgan's methods lies beyond the scope of the
mathematics assumed in this discussion. The reader interested in the
investigation of similarity and separation coordinates in complex cases
should refer to Morgan's original work. 35,17

4-11 SUMMARY AND CONCLUSIONS

a. Classification of Types of Similitude-Information

Achievable from Fractional Analysis of
Governing Equations

Three distinct types of similitudet have been discussed in this

chapter. The first is similitude based on constant values of the param-
eters; it describes external similitude between one system and another in
t The term similitude is used in this section to mean all processes which express
similarity, including model laws, similarity rules, analogues, etc.
 Governing Equations 197

the same class and can be found from appropriate normalization of the
governing equations and boundary conditions. The second type is
equivalent to a reduction in the number of independent variables and is
based on constant values of the new variables. It describes a purely
internal similitude relating two points both inside a single system of the
class considered. The third type is based on constant values of a natural
coordinate which combines parameters with variables to eliminate one or
more of the parameters. It is equivalent to measurement of behavior in
units based on the nature of the system itself. The third type of simi-
larity often contains the first type and can be employed to "swap-off"
changes in value of parameters for changes in value of the original
variables. It thus provides a rigorous basis for distorted models and
allows construction of similarity properties which may be impossible from
consideration of the parameters alone. Understanding these relations
and the concomitant processes in the governing equations provides a more
general and more unified picture of similitude than can be achieved from
study of the parameters alone.
All three types of similarity can be derived from the normalized
governing equations and conditions without need for solution.
When the governing equations and conditions are normalized sys-
tematically, a great deal of information can be obtained. This includes
establishment of a set of governing dimensionless parameters which is as
rigorous and complete as the governing equations and conditions.
Governing parameters found in this way are almost invariably par-
ticularly useful and they can be made to express directly the ratio of
magnitudes of the important effects in the problem if sufficient informa-
tion is available. However, when this is done one does not usually obtain
the standard form of the parameters.
Use of information on magnitudes allows derivation of approximate
equations and yields approximate solutions and similarity properties. It
thus provides a numerical criterion for when one or more parameters can
be dropped from a given correlation or may become unimportant. How-
ever, all procedures based on magnitude are more subtle and prone to
difficulty than the similarity procedures based on the complete equations
and conditions. A sharp distinction should be made between the simi-
larity conditions which can be made as rigorous and complete as the
knowledge of the equations and conditions on the one hand, and the
approximation-theory procedures for which only relatively weak Ilrules"
can be given on the other hand. It is typical of approximation-theory
procedures that many hints about trial procedures are used as well as
some information about the general nature of the expected solution.
This philosophy, that is, using available information and hints, and
then checking the answer against the complete equation and the physical
198 Similitude and Approximation Theory

results, is important in research work. Indeed, the study of magnitudes

in normalized equations, while lacking rigor and elegance, leads directly
to the best known means for characterizing solutions over wide ranges of
the parameters and to the powerful boundary-layer and expansion proce-
dures. These two methods provide added insight and form the basis for
solution techniques for nonlinear equations. Essentially the same
information on magnitudes of terms forms a sound basis for combinations
of physical information and mathematics to achieve maximum informa-
tion in problems where complete solutions cannot be found.
Study of the form of the governing equations and boundary condi-
tions without solution also can be extremely useful. Such properties as
homogeneity and linearity of the equations, the inherent dependency
relations, and the actual combinations of physical properties, constants,
and boundary conditions can all be directly used to very good effect.
The dependency relations and combinations of physical properties and
constants with boundary conditions automatically resolve many ques-
tions regarding the proper number of independent nondimensional
parameters required.
Study of the various combinations of parameters (by successively
normalizing on various terms) leads to construction of the simplest and
most instructive parameters for various purposes in a relatively sys-
tematic way. If the equations are homogeneous and the boundary condi-
tions parameter-free, proper normalization can be employed to establish
a correlation independent of magnitude of boundary conditions. Under
these conditions, or if only one parameter appears in the equations,
estimates of eigenvalues or performance can be made. When the equa-
tions are linear, these estimates can in turn be utilized through the con-
cept of superposition to reach further estimates concerning the system
behavior with forcing functions or nonhomogeneous boundary conditions.
In such cases the general behavior of systems with complicated boundary
conditions can be estimated rapidly and very effectively without need for
costly detailed calculations.
Study of the form of the equation and conditions in terms of trans-
formations of variables leads to natural coordinates and similarity coordi-
nates. Each of these provides a rigorous basis for construction of dis-
torted models. Similarity variables also form the basis for exact solu-
tions with certain very simple boundary conditions. The use of natural
coordinates provides an extremely powerful basis for deriving similarity
rules, for generalizing correlations, and for understanding the physical
processes. The increased generality expressed by such coordinates can
sometimes provide a basis for similarity rules and simplification of testing
in cases where consideration of the parameters alone would fail to provide
useful results. Such procedures have been employed by aerodynamicists
 Governing Equations 199

in several problems, but do not seem to have been widely used in other
fields.
In fields such as hydrodynamics, where the complete basic equations
are intractable to exact solutions, the various methods just enumerated
provide the primary basis for calculations. It is probably fair to say that
all but a handful of the existing solutions in fluid mechanics depend on
one or more of the techniques just discussed. It follows that clear insight
into such fields of study and even understanding of the current literature
are to a large degree contingent on clear understanding of these processes.

b. Various Viewpoints-Relations among Invariance,

Transformations, and Similitude

A review of the procedures above shows that all the similitude results
demonstrated or indicated can be viewed in either of two equivalent ways.
First, they can be considered as a means of describing two or more dis-
tinct situations by a single set of equations and conditions. Second, they
can be viewed as an invariance under some form of coordinate trans-
formation. Thus we can say that the external similitude of dimensional
analysis can be expressed by reducing the equations and conditions for a
specified point in each of two distinct problems in a single class to a single
normalized equation with constant values of the parameters and variables.
We can also view the same property as invariance of the equations for a
given point in the system under transformation from the parameters of
one system to the parameters of the other in the normalized equation.
Thus it can be considered either in terms of reduction of all problems of a
given class to a single equation or as constancy in the value of the govern-
ing parameters under transformation. These two processes are mathe-
matically equivalent. If substitution of the values of one problem gives
the identical result in the normalized equation as that of the other, then
by construction both problems can be reduced to the same normalized
equation; the difference is only one of viewpoint.
Similarly, the symmetries due to self-similitude embodied in the
similarity variables of Sec. 4-lOb can be viewed either as invariance
under transformation of certain coordinates (as Morgan has shown) or as
a reduction of all problems of the class with a certain type of boundary
condition to a single simpler equation in terms of the same coordinates.
Finally, the natural coordinates discussed in Sec 4-lOa show that problems
with different values of the parameters can be brought to the same equa-
tion if we can find transformations to new variables which make the
equations and boundary conditions parameter-free. This too can be
viewed as invariance under coordinate transformation with the given
boundary conditions in the natural coordinates.
200 Similitude and Approximation Theory

Birkhof'f5 has expressed many of these ideas. He has preferred to

employ the invariance viewpoint and the language of group theory. In
most instances the viewpoint of reduction to a single equation has been
employed in this discussion, since at present most engineers are not
familiar with the formal language of group theory. This viewpoint is
assuredly less elegant than group theory, and in some cases it becomes
more cumbersome, but it is hoped it will be more readily understood. As
the discussion above indicates, it is merely a difference in viewpoint, not
one of content.
Indeed, each of the processes summarized in Sec. 4-11a is also subject
to other shifts in viewpoint, and these sometimes lead to derivation of
different types of results, as has been noted in context. For example,
natural coordinates can be viewed as a means for providing improved
correlations of data, but the same constancy of value in a natural coordi-
nate can be used to derive a distorted model law by a slight shift in reason-
ing process. One can use complete equations to derive similarity rules,
as in Example 4.12, or, on the other hand, use incomplete equations to
establish necessary conditions which must hold if any similarity is to exist
and then check the data to see if it does, as in Example 4.6. One can seek
to see what terms can be neglected by comparing magnitudes of known
terms, or one can study magnitudes to see what data are needed to deter-
mine the importance of given terms in a nonhomogeneous equation.

c. Final Remarks

As the examples in this chapter show, an amazing amount of infor-

mation of many types can be extracted from the governing equations and
conditions without solving them. An attempt has been made to show
that the information gained and assurance in it are both increased if
these processes are systematized. I t is also hoped that the definitions and
catagorizations presented will assist analytical workers in deciding what
type of processes may lead to a desired type of information and hence
to more widespread use of some of the more powerful techniques than has
been the case. Again, direct comparison of the utility of the methods
displayed in earlier chapters with those based on systematic use of govern-
ing equations and conditions has been deferred to Chap. 5.
While it is hoped that this discussion of methods based on the
governing equations is more extensive and comprehensive than those pre-
viously available, the author would like to emphasize that it is by no
means considered final or complete. The range of examples and even
types of problems solvable by techniques of this type is so vast that no
treatment of this length can hope to cover them all. Indeed, it is not
unlikely that some whole categories have been overlooked, although an
 Governing Equations 201

attempt has been made to illustrate the various major types. Moreover,
there are obvious gaps in the mathematical foundations which one hopes
professional mathematicians will fill as time goes on. These include not
only existence and uniqueness theorems for specific classes of equations
and boundary conditions but also additional theorems for approximation-
theory procedures and more adequate rules for anticipating when non-
uniform behavior is to be expected as well as its type and probable loca-
tion. There are also many places where extensions are possible in view
of the framework of the subject exhibited by this discussion. Some
obvious examples would seem to be applications of the technique of
natural coordinates to additional problems as a basis for distorted models,
extensions of the investigations of solution of nonlinear partial differential
equations by use of separation coordinates for more general boundary
conditions than have heretofore been examined, t more systematic
investigation of other transformation functions for construction of both
separation and similarity variables, and attempts to apply simultaneously
the boundary-layer idea with the uniformization idea as a more powerful
means for dealing with troublesome singUlarities. Finally, the rapidly
developing theory of integral equations and integral transformations,
almost entirely omitted here, can be used with good effect in the context
of fractional analysis. The possibilities for systematization and clari-
fication inherent in procedures based on the governing equations by no
means appear to be exhausted. On the contrary, only a beginning has
been made.
We turn now to a comparison of the available methods in the final
chapter.
t Since the first draft of this work, one example of this procedure has been pub-
lished, see Gortler,16 pp. 4-187.
5 Summary and Comparison
of Methods

5-1 INTRODUCTION

Throughout the preceding four chapters, several methods have been

developed for solving problems in fractional analysis; these include the
pi theorem, the method of similitude, and use of the governing equations.
The last method can be divided into at least two parts: use of overall
governing equations and use of detailed governing differential equations
with boundary conditions. In both instances, either the complete equa-
tions or only part of them may be employed. Since the use of the
differential equations incorporates all features of the use of overall and
algebraic governing equations, as well as additional material, it is sufficient
here to compare three distinct methods: the pi theorem, the method of
similitude, and use of the governing equations.
202
 Summary and Comparison of Methods 203

To make these comparisons as clear as possible, we begin by recapitu-

lating the major steps in the solution method, the primary types of
information found, and the input information required for each method.

5-2 SUMMARY OF METHODS

a. The Pi Theorem

In this method the input information required is a list of the relevant

physical quantities including one dependent quantity and a sufficient list
of independent physical quantities. The method shows particularly
clearly what can be achieved by using dimensionless groups to reduce the
number of independent parameters. It is the only method that can be
used to much effect in discussions of dimensioning, dimensional homo-
geneity, and the other fundamental concepts involved in the mathematical
description of physical quantities. Insofar as fractional analysis is
concerned, the method yields a list of governing pi groups in a purely
arbitrary form; only very rarely can more information be found. It is
also subject to a few troublesome exceptions which have been illustrated
by examples in Chap. 2.
The procedure involved is to write down, by some method, a list of
the important physical quantities. Application of the pi theorem then
leads directly to a set of governing pi groups. Both formal algebraic
methods and heuristic methods are available for application of the pi
theorem to the list of secondary quantities. The underlying mathe-
matics of the theorem is thoroughly understood. However, within the
method itself no means is incorporated either for finding or for checking
the list of relevant physical quantities; this must come from some other
source, even, if necessary, from pure physical intuition. The labor
involved in the formal procedures is small but appreciable; the only
mathematics entirely essential to an understanding of the pi theorem is
the fundamental theorem of algebra.

b. The Method of Similitude

In this method the required input information is the important forces

and in some cases also energies and properties which affect the dependent
variable in the problem of concern. These forces and energies can be
found by intuition, by inspection of the governing equations, or from
estimates of behavior based on sketches of any degree of complexity and
sophistication. In some cases rather difficult questions of dependency
among the variables arise. These can in general be resolved only by
204 Similitude and Approximation Theory

study of the governing equations in relatively detailed form. The

method provides a list of the governing pi groups. In addition, it gives
immediately a physical interpretation for each group together with an
indication of the qualitative effect of changes in the value of each pi.
The actual procedure involves the following steps: (1) set relevant
forces and energy terms; (2) determine which energies, if any, are inde-
pendent from the force terms; (3) take the ratio of a sufficient number of
independent forces, energies, and properties and write the dependent
quantity, in nondimensional form, as a function of the independent non-
dimensional ratios formed. In some cases it is also necessary to utilize
property ratios to express the linking of energy forms through the equa-
tion of state or the rate-theory equations. This is usually a subtle and
sometimes difficult problem. The labor involved in the method of
similitude is very small, and the mathematics required is nominal. The
accuracy and power of the method are both considerably improved by
using sketches showing free body diagrams, thermodynamic systems,
control volumes, etc. Such sketches not only force more careful and
detailed thought, but also provide a direct means for incorporating more
physical information from any available overall governing equations.
The method forms a good basis for systematization and orderly improve-
ment of standard forms of the governing parameters. It is often useful
as a basis for simple physical explanations.

c. Use of Governing Equations

Hopefully, one begins with a complete set of governing equations and

appropriate boundary conditions; we discuss this case first.
Use of the governing equations for fractional analysis in this volume
has not been based on a single procedure or train of logic. Three distinct
types of transformations have been discussed. Reasoning has been
introduced concerning a variety of mathematical ideas and their relation
to behavior in physical systems.
The first type of transformation is normalization of variables or
transformation to nondimensional equations in standard form. Under
the conditions given in Sec. 4-3, normalization leads to rigorous solution of
several problems: these include (1) the canonical problem of dimensional
analysis, (2) rules governing external similitude, and (3) normal model
laws. All of these results are found essentially by inspection of the
parameters appearing in the normalized equations and boundary condi-
tions. t If magnitudes can be provided, then the same normalization
procedure also provides a basis for expressing the force and energy ratios
of Chap. 3 quantitatively within any finite domain where the magnitudes
t BirkholP indicates that results of types (1), (2), and (3) are merely suggestive;
however, he is discussing the case of viscous flow where the requisite existence theo-
 Summary and Comparison of Methods 205

hold. Parameters so constructed depend on the boundary conditions,

system sizes, and physical constants. They will not usually be in an
arbitrary standard form; however, they are usually very instructive and
form a powerful basis for correlations.
Consideration of the structure of the normalized governing equations
leads to two further types of transformations: formation of natural coordi-
nates by absorption of parameters, and reduction of the number of
independent coordinates by introducing similarity variables.
Natural coordinates allow expression of similarity rules which hold
not only between two problems of a given class with the same value of the
parameters but also for all values of the parameters for which the normali-
zation is appropriate. It thus provides a basis for both ordinary and
distorted model laws; it can provide rigorous model predictions in some
cases where no modeling could be achieved by considering the parameters
alone. t
Similarity variables lead to construction of exact solutions under
restricted, specific types of boundary conditions. When such boundary
conditions exist, similarity variables provide the basis for a purely internal
similarity and allow modeling of behavior at one location in a system by
the system behavior at some other point. If a similarity variable can also
be expressed in natural coordinates, a still more powerful basis for simi-
larity and correlation is achieved. It relates one point in any system of
the class to all other similar points in all problems of the class.
Consideration of the information inherent in the normalized govern-
ing equations also leads to approximation theory; this in turn provides
the basis for seeking not only approximate governing equations in many
cases but also approximate similarity rules and model laws based on these
equations. Consideration of the bases of approximation theory also
provides information on the rigor of similarity procedures, even though
in most cases approximation theory is itself only a trial procedure.
Approximation theory also provides a link between normalization
procedures and the more powerful mathematical techniques of boundary-
layer theory, expansions in the parameters, and uniformization.
All of these types of information can be found from procedures based
on invariance, on common equations and conditions, or on transformation
of coordinates. These procedures also can be applied when the complete
equations or appropriate boundary conditions are not known. The
amount of information achievable and the rigor with which it is estab-
lished depend on the physical completeness of the equations and the

rems on the equations are not known. Here we are considering cases where the
equations are complete and appropriate. Sedov 46 and Smith48 have also stated that
the conditions can be made rigorous, but did not elaborate.
t See Examples 4.11 and 4.12 in Sec. 4-10.
206 Similitude and Approximation Theory

knowledge of the mathematical conditions required to establish existence

of a unique solution. The procedures provide a framework in which data
can sometimes be used to replace missing mathematical theorems.
Moreover, use of these processes in the absence of complete or appropriate
equations often indicates what additional information is needed to supply
rigor and thus may provide an important guide to theoretical and experi-
mental researches. Even when complete and appropriate equations are
not known, trial procedures can be carried out, and the results checked.

5-3 COMPARISON OF METHODS

It is instructive to compare the methods just summarized on five points:

1. Power-the amount of output information achievable.
2. Rigor-the accuracy inherent in the method.
S. Accuracy-the percentage of correct answers achieved in practice.
4. Simplicity-the effort and knowledge required for use.
5. Input-the amount of information required to utilize the method.

a. Power

Comparison of the total amount of information achievable either in

the summary of Sec. 5-2 or in the context of Chaps. 2, 3, and 4 shows that
the use of governing equations is far more powerful than either of the
other methods. The use of the governing differential equations and
boundary conditions provides all the information achievable by the other
methods and in addition admits consideration of the following matters
which lie entirely beyond the scope of the other methods:
1. Establishment in many cases of rigorous bases for construction of
an independent set of nondimensional governing parameters and
the various results dependent upon them.
2. Utilization of the specific properties of the governing equations to
improve correlations. (Homogeneity in the dependent variable
leads to correlations independent of the magnitude of the bound-
ary conditions, etc.)
S. Study of the detailed dependency relations among the parameters
and variables in the system of equations for a given problem.
4. Determination of the possibility of grouping two or more conven-
tional governing parameters into a smaller number of groups in a
given problem.
5. Construction of governing parameters which express in detailed
quantitative form the physical ratios of concern as opposed to
conventional expression of the parameters in arbitrary form.
 Summary and Comparison of Methods 207

6. Derivation of internal similarity properties and exact solutions for

special boundary conditions based on similarity variables.
7. Generalization of the concept of similarity to include distorted
models found by a swap-off between values of the parameters and
variables in terms of constancy in the value of a natural coordinate.
8. Provision of a basis for solutions and modeling by use of mathe-
matical and physical analogues.
9. Construction of approximate governing equations, approximate
model laws based on them, and a connection to the extended
mathematical procedures involved in improved approximations.
This list can be extended, but further comment on the power of use
of the governing equations relative to the simpler methods would seem
superfluous. A comparison of power between the method of similitude
and dimensional analysis shows that they are roughly the same, but the
method of similitude has perhaps a slight advantage. The method of
similitude does provide some information on the physical meaning of the
pi groups found and on the effects of qualitative changes in the pi groups
that are not normally directly available from dimensional analysis. In
addition, the method of similitude can be considerably extended by inclu-
sion of information from the governing overall equations.
In a sense these remarks should not be surprising. They all follow
from a fact that has already been stated several times; it is impossible in
general to achieve more physical information in an answer than is some-
where fed into the analysis, explicitly or implicitly. Thus if we hope to
obtain the maximum amount of output information, it is clear that we
should strive to utilize all the available physical information. This in
turn strongly suggests use of carefully prepared sketches and of the most
detailed and complete governing equations available.
The real difficulty with the pi theorem method, insofar as power is
concerned, would seem to be that the rationale of the method provides
no direct or systematic way for including any physical information except
a list of secondary quantities, and this is very scant information when
viewed in terms of the totality of information we would like to achieve by
fractional analysis. A similar but less stringent remark applies to the
method of similitude; in that case means do exist for utilizing governing
overall equations directly, and this is a considerable advantage. t
t Birkhoff6 has noted that the Buckingham method is limited to linear trans-
formations of variables, while use of the governing equations also allows introduction
of other transformations, such as affine and conformal mappings. This is certainly
true, and provides part of the basis for the extensions of the concept of similarity in
Sec. 4-10. However, it does not, by itself, explain a number of other factors, such
as ability to derive similarity properties for all problems in a class independent of
the magnitude of the parameters or construction of approximate models through
approximation theory.
208 Similitude and Approximation Theory

It is worthwhile to repeat in this context earlier remarks concerning

the quantities used to form pi's. If the best answer is desired in the sense
of fractional analysis, it is never sufficient or even adequate to form the
requisite number of pi's from any quantities in the problem that happen
to have the necessary dimensions. On the contrary, it is of first impor-
tance to use the specific form of the parameters that represent the con-
trolling physical effects as precisely as possible. Consider, for instance,
the boundary-layer problem of Example 4.5. The whole burden of
Prandtl's derivation is based on appropriate distinction between the two
lengths I) and L. If no distinction is made between these lengths, the
entire meaning of the analysis is lost. (Moreover, this is a key derivation;
it is widely recognized as one of the primary foundations of the advances
in fluid mechanics during the twentieth century.) Without use of the
quantitative organization provided by governing equations, such deriva-
tions are difficult or impossible.

b. Rigor

Essentially the same comparison exists for rigor as for power. Use
of the differential equations can be made as rigorous as the equations and
the state of mathematical and physical knowledge about them. On the
other hand, exceptions occur to the pi theorem method even when the list
of quantities is correct. In fact, it seems fair to say that the establish-
ment of the list of quantities for solution by the pi theorem and the list of
forces and energies employed in the method of similitude both represent
arguments to plausibility rather than rigorous procedures. As such they
are particularly liable to error and difficult to check without additional
procedures. Undoubtedly, some of the governing differential equations
we use are incorrect in some of the problems we now believe they cover.
However, this is a matter that has at least had the careful attention of
many workers and is thus subject to a minimum of suspicion. Moreover,
it is a matter on which the accumulated empirical evidence of the scientific
method can be brought to bear increasingly as time passes; it is subject to
continuous and controlled improvement.

c. Accuracy

It is noted again that accuracy is used to indicate the fraction of

correct answers actually achieved, as differentiated from the inherent
rigor of the methods employed to reach these answers.
For a number of years the writer has given successive first-year
graduate classes problems to work by each of the three methods under
discussion. The results achieved were fairly striking in regard to
accuracy, although this was not the original purpose of the assignments.
 Summary and Comparison of Methods 209

Using the pi theorem, the bulk of the class was never able to solve
problems in fractional analysis properly. On problems where the answer
was not known to the class in advance or readily found in the literature,
the percentage of correct t answers achieved in finding a list of governing
pi's was in the range of 10 to 30 percent in all classes. Using similar
standards, the percentage of correct answers employing the method of
similitude was 25 to 60 percent, and using the governing differential
equations, 70 to 90 percent. Results found by students from the pi
theorem invariably showed very large scatter in the number of groups
found. For example, in a problem where external similarity can be
specified by use of two independent nondimensional groups, typical
answers would be received with one to eight or ten groups. Moreover,
plots of frequency of occurence of the number of groups found by the
students failed to reveal a cluster about some single number. The plots
were typically irregular, thus suggesting basic inability to cope with the
problems by such a technique rather than a consistent error of some sort.
It is possible that the writer's bias affected these results, but this is con-
sidered unlikely for three reasons: (1) after early instances of such results,
every attempt was made to eliminate the author's opinion from the
remarks'on the pi theorem for two consecutive years; no noticeable change
in results occurred; (2) the majority of the students had used only the pi
method in prior classes, and some of them invariably were initially biased
in its favor and said so; (3) similar results have been reported to the
author by instructors at several other universities; unfortunately no
statistics from these other sources are available.
Further discussion of the possible reasons for these results on accuracy
may be useful in order to illuminate comparisons regarding the rationale
of the various methods. On the surface the methods of similitude and
dimensional analysis appear accurate in the main, even though some
troubling exceptions occur now and then. However, study of the many
published examples from which this appearance stems shows that most of
these examples are not new solutions to research problems, but are merely
formalizations of previously known information from experiment or from
more powerful theory. Study of the literature reveals relatively few new
problems in fractional analysis actually worked for the first time by the
pi theorem. Moreover, as already mentioned, the real difficulty in
employing the pi theorem for fractional analysis does not appear to be the
exceptions which now and then occur, but is instead the failure of the
method to provide any means for direct inclusion of the full physical
information available. The impact of this deficiency on accuracy can be
seen in part by examining the types of questions which the analytical
t The word "correct" here is used to mean obtaining the minimum number of
pi's including the proper physical quantities in any form whatsoever.
210 Similitude and Approximation Theory

worker must face in using the pi theorem for fractional analysis. Within
the rationale of the pi theorem, one proceeds to seek directly a list of
secondary quantities representing the parameters. The analytical
worker is therefore forced to ask, "What are the physical quantities of
importance in this problem?" Thus in Example 2.2 (laminar flow in a
pipe) he must ask, "Does the viscosity act independently from density in
this problem, or should only their ratio, the kinematic viscosity, be
employed in the list of physical quantities?" In Example 2.3 (on heat-
exchanger analysis) the question that arises is, "Does the specific heat act
in this problem independently of the flow rate of the fluid, or can a single
product or ratio be used to represent them?" As has been shown by
examples, this type of question does not hinge on independence in the
sense of ability to vary the value of one of these physical quantities and
hold the other constant, but depends instead on the specific form in which
the parameters combine in a particular problem. Consequently these
questions can be answered with assurance only when the form of the relations,
that is, the equations governing behavior, are known.
Thus inside the framework of analysis using the pi theorem there are
two choices. The first is to operate under the assumption that nothing is
known about the form of the functional relation among the variables and
parameters. This was until recentlyt and probably still is the accepted
view in the English-language literature. If nothing is known about the
form of the relation among the variables and parameters, then it must
follow that it is unreasonable to expect even an able worker to answer
questions like those posed in the preceding paragraph correctly a large
percentage of the time. Under this first assumption, using the pi theorem
alone, the answers to such questions lie outside of the framework as well as
the details of the knowledge available; they are essentially "unknowable."
The reader can check his own reactions on this point by comparing
the solutions to the beam-vibration problem achieved in Examples 2.6
and 4.3, respectively. He should ask himself, "In reading Example 2.6,
did I at that point discover that Poisson's ratio was irrelevant to the
oscillation of simple transverse beams with small deflections?t Did I see
how to reformulate the five groups of Example 2.6 into the one more power-
ful group of Example 4.3?" Finally, in reading Example 2.6, "Was I
aware of the significance of altering the boundary conditions from homo-
geneous to nonhomogeneous on the required method of correlation?"
(Compare Example 4.4.) The tests with classes in several instances used
t Since the preparation of the first draft of this work, the treatise of Sedov 46 has
been made available in English; it clearly espouses a different view.
t The reader's indulgence is asked for this small booby-trap regarding Poisson's
ratio; experience suggests such a device is necessary to counterbalance the effects of
20-20 hindsight.
 Summary and Comparison of Methods 211

beam problems of this general type; the students usually achieved

answers like that of Example 2.6 (or worse ones) using the pi theorem.
On the other hand, the majority of students using the governing equations
at least found the one group of Example 4.6 and the resulting similarity
implications, although many of them failed to carry the implications of
just one group through to its logical conclusions.
The second choice in using the pi theorem has recently been pointed
up by Sedov. 46 It consists of using the governing equations and bound-
ary conditions to formulate the list of secondary quantities for the pi
theorem, and sometimes to use added properties such as linearity of the
equations. As Sedov has shown, this method is certainly better than
using the pi theorem alone, but it contains what this author believes is a
fundamental contradiction. If one knows the governing equations and
boundary conditions, then the list of secondary quantities taken from
them will be accurate only up to the extent that the equations are com-
plete and appropriate; it follows that completeness and appropriateness
need to be examined. Even more important, if the equations and condi-
tions are known, then there is no need for the pi theorem at all; the proc-
esses discussed in Chap. 4 will provide the results obtainable by the pi
theorem and a great deal more besides.
In the method of similitude the situation is a little better than for the
pi theorem. In Example 2.2 the analytical worker must ask himself,
"Is the inertia force important in the solution to this problem?" In
Example 2.3 he asks, "What heat flow is important in determining the
value of the specific dependent variable of interest, and what quantities
characterize this particular heat flow?" Questions of this sort are still
difficult, but are usually more manageable on an intuitive basis than those
which arise in using the pi theorem. They relate much more directly to
the prior experience of the analytical worker both with actual systems and
with calculations, and they at least set in motion a train of thought which
deals with the pertinent physical effect instead of isolated secondary
quantities. Questions of independence can be very subtle and difficult,
but within the framework of the method of similitude means are directly
available to employ at least simple governing force and energy equations
to resolve such problems when required.
When the governing equations are employed, most of the trouble-
some questions of the simpler methods are directly resolved. Assuredly,
the use of the governing equations does not provide a foolproof method;
the author agrees with his former colleague E. P. Neumann who was fond
of stating, "There is no system so foolproof that a really good fool cannot
muck it up." Nevertheless, the use of governing equations and boundary
conditions, apparently by forcing attention to the more detailed structure
of the mathematics, does appear less subject to error. Another way of
212 Similitude and Approximation Theory

viewing this same point is the following. As many writers have very
properly stressed, the mathematical procedures of dimensional analysis
alone yield very little; a clear understanding and use of physical behavior
in the analysis are essential. Direct introduction of the governing equa-
tions and boundary conditions is one method for supplying as much of
this physical information as is available in the general literature.

d. Simplicity

From the previous discussion it is clear that the simplest procedure

is the method of similitude, the next simplest is the pi theorem, and the
most complex is the use of governing equations. These remarks apply
to the mathematics needed and also to the amount of manipulation
involved in solving a given problem. However, this comparison is mis-
leading in one sense and needs comment to that extent.
Even though use of the governing equations is more complex and
shows more steps in a finished solution, it does not follow that it always
takes longer for a given fractional analysis; in fact, the contrary is often
true. Since the method of similitude to some extent and the use of the pi
theorem to an even greater degree both involve answering relatively
imponderable questions, the time spent can become much larger than
indicated by the finished steps on paper. In using the governing equa-
tions, once a relatively formal method is mastered, frequently far less time
can be spent pondering the steps required.

e. Input Information

In this category lies the only real advantage of the methods of

similitude and dimensional analysis visible from the present study. In
some problems it is clear that we cannot write a single differential equation
with appropriate boundary conditions, or even a set of differential equa-
tions that will accurately describe all the important behavior of the
system under study. Even more frequently we cannot supply mathe-
matical theorems demonstrating existence of a unique solution for a
prescribed set of equations and boundary conditions.
Examples of instances where we cannot write complete equations
include the flow through complex machinery, such as compressors and
turbines, highly irreversible processes (as in combustion) where complex
particles are in states far removed from local equilibrium, and the
physiological and social processes of human beings. There are many
others. In such cases we must resort to the simpler but less powerful
techniques of dimensional analysis and similitude or plain judgment in
any attempts to construct similarity rules of correlations governing
behavior.
 Summary and Comparison of Methods 213

Indeed, the general rule seems to be that the less we know about the
mathematical models for a given system the simpler the correlation
methods we are forced to use. Thus in highly complex turbo machinery
we can use ideas of geometric similarity and force ratios with governing
overall equations relatively successfully. In highly irreversible processes
we can only state certain limited mathematical symmetry properties. In
individual biological organisms we can make statements like "birth
processes of mammals are generally similar." Finally in the interactions
we call human affairs we still must rely, unfortunately, on the art of
politics as embodied in the often fallible judgment of individual statesmen.
When the equations and boundary conditions are known, but exist-
ence theorems guaranteeing a unique solution are not available, it is still
almost always profitable to employ procedures based on the equations.
A number of such examples have been given in Chap. 4; they show that
more information is obtained, a better basis provided for direct use of
physical data, and sometimes even information on missing data or theory
is revealed. The governing equations of viscous fluid flow fall in this
class. Indeed, since these equations are inherently nonhomogeneous,
since few exact solutions have been found, and since parameter-dependent
solutions dependent on stability considerations are so common, it is not
surprising that the main trend of advance in fluid mechanics in this
century has been based on various processes relating to fractional analyses
of the differential equations. Thus we find the bases of the whole field of
boundary-layer analysis, the methods employed in testing high-speed
aircraft, the construction of similarity solutions, and a number of other
results and techniques all emerging as different aspects of fractional
analysis of the governing differential equations and boundary conditions.
These methods and solutions are clearly useful even though mathematical
uniqueness still cannot be proved.
It is again emphasized that direct data must playa distinct role when
the equations are nonhomogeneous and the complete solution cannot be
established. To proceed effectively in such cases requires some knowl-
edge, or a shrewd guess, about the overall form of the solution.

5-4 CONCLUDING REMARKS

a. Utility of Various Methods

In Table 5.1 a summary of the comparison of the three methods just

presented is tabulated for ready reference. If the results of Table 5.1 are
correct, then the important conclusion is that it would seem foolish from
the point of view of fractional analysis to use either the method of simil-
itude or dimensional analysis if the governing equations are available in
214 Similitude and Approximation Theory

any reasonably detailed form. In the present state of knowledge this is

far more often than not the case in macroscopic engineering systems.
There is sometimes a temptation to use the simpler methods as a
means for minimizing the input with the idea that this allows the analyst
to get something for nothing. Indeed, dimensional analysis has some-
times been presented with much of this flavor. However, in fractional
analysis this is not the fruitful approach. As in all engineering and
scientific analysis, the profitable game is not to minimize input but rather
to maximize output; this implies the use of all available input knowledge.

Table 5.1 Comparison of Three Methods of Fractional Analysis

Method Power Rigor Accuracy Simplicity Input

Dimensional Least Least Least Intermediate Least

analysis
Method of Intermediate Intermediate Intermedi- Greatest Intermedi-
similitude ate ate
Systematic Far greater Much better Most com- Greatest
use of dif- than others than others Greatest plicated
ferential
equationst

t Applies also to use of governing overall equations in sense discussed in Chap. 4.

If we remember not only that a surprising amount of information can
be obtained from relatively complete and detailed governing integral
and/or algebraic equations but also that considerable information can be
obtained from even very crude and incomplete governing equations, then
it must also follow that such equations should be employed whenever they
are available and the differential equations and boundary conditions are
not. These equations can be utilized through a normalization, in com-
bination with the method of similitude, or in combination with the pi
theorem, as indicated by Sedov. 46
As Prof. S. H. Crandall has noted, one can consider engineering
analysis as composed of three levels. Keeping in mind Lord Kelvin's
dictum that we know little about a problem until we can express it
quantitatively, we can describe three levels as follows. The first is
dimensional organization based solely on a qualitative recognition of the
physical quantities involved. The second is dimensional organization
after a statement of the quantitative relations among the physical
quantities is known. The third is some form of complete solution,
numerical or analytical. In this framework we see that the pi theorem
and its associated processes, as well as the method of similitude, fall into
 Summary and Comparison of Methods 215

the first group. Derivation of similarity rules and model laws from
governing equations fall into the second group. Approximation theory
procedures overlap, and provide some relations between, the procedures
of the second and third groups.
Moreover, as time progresses, we will develop complete equations for
more situations, and we will solve the easy problems in more and more
fields. Under these conditions the procedures of approximation theory
and more rigorous similitude processes must necessarily tend to become
more and more important.
Since we will never reach the situation where complete and appropri-
ate governing equations can be written for all problems of concern, we will
always need the more qualitative procedures of the pi theorem and the
method of similitude. It is well to bear in mind, however, that they are
qualitative in applying them in research problems where the situation is
not really understood in advance. This is one reason why the method of
similitude is useful as a semi-independent check on pi theorem procedures.
It also implies that any result found by these methods should be viewed
with a healthy scientific scepticism until empirical evidence sufficient to
justify results is in hand.

b. Implications in Teaching

The author is well aware that the conclusions expressed in Sec. 5.4a
are not in accord with those held by many writers and teachers in this
area. A number of authors have stated that the pi theorem is the begin-
ning and end of dimensional analysis and some of these authors have used
the term dimensional analysis to mean something quite close to what has
been called fractional analysis in the present volume. The vast majority
of published examples of fractional analysis employ the pi theorem, and
very little has been written on the methodology of fractional analysis
based on use of the governing equations. Some authors have even gone
to the extreme of using the pi theorem to "check" results obtained from
governing equations. t In many current undergraduate courses the pi
theorem is presented and the other methods are not. This is a con-
siderable weight of history and opinion. Nevertheless, if the conclusions
above are correct, or even partially correct, then the English-language
literature particularly has been relying too much on the method of
dimensional analysis alone and this method has often been pushed beyond
its useful limits. A reconsideration of the utility of the various methods
in both published works and undergraduate courses would seem to be in
order.
t In the author's opinion this is analogous to calibrating a micrometer with a
yardstick.
216 Similitude and Approximation Theory

Certainly, the average undergraduate is taught the governing

equations in at least some form in many fields today, and assuredly he is
capable of dividing variables by appropriate parameters to make them
nondimensional. He is certainly also capable of grasping the method of
similitude, which is in essence simpler than the pi theorem. The author
hopes that this treatment will encourage some instructors to reassess the
merits of the pi theorem in undergraduate instruction, at least to the
extent of including some discussion of other methods. It is also hoped
that graduate instructors will point up more frequently the many
implications of normalization procedures.

c. Possible Further Development

Since the present volume is concerned with the development and use
of fractional analysis as a tool for the analytical worker in science and
engineering, it is appropriate to make a few closing remarks in an attempt
to assess what remains to be accomplished.

Dimensional Analysis

Use of the pi theorem appears to be extremely well developed in the

literature. Six books in English, devoted almost entirely to dimensional
analysis, are available, in addition to a number of articles. A treatment
suited to virtually any level of mathematical sophistication and of any
length can be found. Most of these treatments are clear, and they con-
tain a great variety of carefully worked examples. While it is always
risky to make statements of this nature, nevertheless, the author believes
that the method is now developed to nearly its full limits in the literature
and that startling improvements in the near future are not too likely. In
fact, the author believes that in the recent past too much reliance has
been placed on this method, as a method, for solution of problems in
fractional analysis. This has probably contributed to the lack of
systematic developments of other methods.

The Method of Similitude

Since the late nineteenth century this method seems to have been
largely neglected. As is shown by the examples, it is a very simple
technique. In addition, it provides a good basis for systematizing and
utilizing physical intuition, and it provides a useful cross-check on answers
obtained from dimensional analysis. It would certainly seem profitable
for workers in various fields to prepare additional reference material of the
sort given in Tables 4.1 and 4.2 to make the method more readily appli-
cable to their specific specialties. Such tables not only serve as an aid in
 Summary and Comparison of Methods 217

dimensional analysis, but also are of basic value in providing a systematic

basis for improved understanding of the dimensionless parameters
employed.
The obvious present gap in the available structure of the method of
similitude is a clear and precise treatment of the independence of the
various effects and of the fundamental governing equations in the many
common forms. This topic has had little direct study. It is not simple,
but further careful discussions would very probably be highly profitable.
Such discussions carried out by skilled research workers for their own
particular field as well as additional discussion of the general problems
appear to be needed.
Use of Governing Equations

The neglect of this technique as a systematic method for solution to

problems in fractional analysis seems to be very widespread. In view of
the truly vast number of published ad hoc examples of the method and the
great variety of types of problems these include, this neglect seems
surprIsmg. One can make a good case for the view that most of the
advances of the current century in fields such as viscous fluid flow are di-
rectly related to such procedures; nevertheless, the existence of such a
method does not even seem to be generally recognized, nor does it have
an accepted name.
While Chap. 4 hopefully provides some progress toward construction
of systematic methodology, provision for basic theorems, and categori-
zation of various types of similarity, the author is all too well aware of its
shortcomings and omissions. Many questions still remain unanswered.
Among these are the following. Can more complete criteria be found to
indicate whether a given problem is amenable to simplification and
generalization by combinations of pi's and formation of natural coordi-
nates? What other less stringent conditions than those of Rule 3 but
more specific than those of Rule 4 can be found for approximation theory
in a relatively general framework? How and in what instances can
physical data be better integrated in approximation theory in the case of
nonhomogeneous differential equations? What new transformations will
generate further useful similarity variables, and separation variables for
exact or approximate solutions of nonlinear partial differential equations?
Can the idea of separation variables be used to find more exact solutions to
nonlinear partial differential equations with general types of boundary
conditions? Can better indications be found which will tell us when
nonuniform behavior and boundary layers must be expected? Can the
boundary-layer ideas be joined more profitably with the expansion
methods due to Lighthill and others? The whole question of a firm
mathematical foundation for these expansion methods still seems quite
218 Similitude and Approximation Theory

unsatisfactory as noted by Tsien. 49 The same is true of the method of

zonal estimates. Numerous specific problems exist where a study of
natural coordinates would seem appropriate in order to attempt simplifi-
cation of testing procedures and generalization of correlations by trade-off
of variables for parameters in numerical value. Only a few examples of
application of this very powerful method seem to exist. The implications
of the various ways in which approximation theory can fail (infinite limits
of integration, singular behavior in the limit of large and small values of a
parameter, and infinite values of the integrand) seem to have had little
study or even distinction within the framework of similarity and approxi-
mation theory procedures. Similarly, the implications of nonhomo-
geneity in the boundary conditions as opposed to nonhomogeneity in the
equations, indeed, the whole question of parameters in the boundary
conditions as opposed to the equations, seems to have no clear interpreta-
tion in physical meaning regarding correlations.
In addition, the whole topic of approximation theory in cases involv-
ing improper integrals has been essentially omitted from the present
volume. There appears to be a real need for skilled applied mathe-
maticians to discuss the considerable available knowledge on these more
advanced problems in a framework suitable for direct application to
approximation theory, that is, with more attention than is usually given
to what sort of procedures can be tried when rigorous methods are lacking.
The sort of questions which naturally arise are, Can the now considerable
knowledge of Fourier and related transforms be used to provide a basis for
approximation methods in problems with complicated boundary condi-
tions and infinite domains? Can a reasonably compact summary be
given of the rules for convergence of improper integrals and for uniformly
valid expansions which are more accessible to the engineer than existing
materials?
This list of open questions is very long and involves many difficult
problems; no doubt even further questions will have occurred to many
readers before this point. Since we have already concluded that the use
of governing equations for similitude procedures and approximation
theory must, in the nature of things, increase in importance as time goes
on, it would seem that much more work on the method of governing
equations, as a method, could be done with profit.

d. Final Remark

It seems appropriate to end this discussion by reiterating the com-

ment that any solution to a problem in similitude may be subject to
improvement by defining new variables, new parameters, or a new com-
bination of parameters and variables which express a higher order of
 Summary and Comparison of Methods 219

generality for the class of problems under study. We can state this as a
nonuniqueness theorem:
It may be possible to obtain a simpler and more general similitude prop-
erty for any given problem if we are shrewd enough to find it.
Apparently this theorem will be with us for some time, since it seems
unlikely that we shall be able to be more precise until considerably more
general information is available on governing equations, appropriate
boundary conditions, existence and uniqueness theorems for nonhomo-
geneous and nonlinear partial differential equations, and the transforma-
tion properties of differential equations. Thus our non uniqueness
theorem presents a challenge to the research engineer, the scientist, and
the mathematician. The challenge to the research engineer and scien-
tist is to find new coordinates which provide increased simplicity and
generality in various classes of problems. The challenge to the mathe-
matician is to increase the theoretical foundations for approximation
theory, for boundary layer and expansion methods, and for the trans-
formation properties of complex sets of differential equations.
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larity Solutions of Partial Differential Equations, AFOSR TN60-1163,
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11. Courant, R., and D. Hilbert: "Methoden der mathematischen Physik,"
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Its Viscous Boundary Layer, Heat Transfer and Fluid Mechanics Institute,
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18. Hudson, D. E.: Scale Model Principles in Vibration Analysis, in Harris and
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19. Huntley, H. E.: "Dimensional Analysis," McDonald and Company, London,
1953.
20. Ipsen, D. C.: "Units, Dimensions, and Dimensionless Numbers," McGraw-
Hill Book Company, New York, 1960.
21. Jacobsen, L. S., and R. S. Ayre: "Engineering Vibrations," McGraw-Hill
Book Company, New York, 1958.
22. Jeffreys, H., and B. S. Jeffreys: "Methods of Mathematical Physics," 3d
ed., Cambridge University Press, New York, 1956.
23. Kays, W. M., and A. L. London: "Compact Heat Exchangers," McGraw-
Hill Book Company, New York, 1958.
24. Kline, S. J., and F. O. Koenig: The State Principle, Trans. ASME, J.
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27. Langer, R. E.: On the Connection Formulas and the Solutions of the Wave
Equation, Phys. Rev., 51(8): 669-676 (1937).
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& Sons, Inc., New York, 1951.
29. Latta, G.: Singular Perturbations, Diss. Calif. Inst. Tech. (1951).
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30. Liepmann, H. W., and A. Roshko: "Elements of Gasdynamics," John

Wiley & Sons, Inc., New York, 1957.
31. Lighthill, M. J.: A Technique for Rendering Approximate Solutions to
Physical Problems Uniformly Valid, Phil. Mag., 7(40): 1179 (1949).
32. McAdams, W. H.: "Heat Transmission," 3d ed., McGraw-Hill Book Com-
pany, New York, 1954.
33. Michal, A. D.: Differential Invariants and Invariants Under Continuous
Transformation Groups in Normed Linear Spaces, Proc. Nat. Acad. Sci.,
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34. Moody, L. M. F.: Friction Factors for Pipe Flow, Trans. ASME, 66: 671
(1944).
35. Morgan, A. J. A.: Reduction by One of the Number of Independent Vari-
ables in Some Systems of Partial Differential Equations, Quart. Appl. Math.,
Oxford, (2)3(12): 250-259 (December, 1952).
36. Morse, P. M., and H. Feshbach: "Methods of Theoretical Physics," McGraw-
Hill Book Company, New York, 1953.
37. Murphy, G.: "Similitude in Engineering," The Ronald Press Company,
New York, 1950.
38. Pai, S. 1.: "Viscous Flow Theory," vol. I, p. 62, D. Van Nostrand Com-
pany, Inc., Princeton, N.J. (1956).
39. Poincare, H.: "Les Methodes Nouvelles de la Mecanique Celeste," vol. I,
chap. II, Paris, 1892.
40. Prandtl, L.: Article on Viscous Flow, in Aerodynamic Theory, W. F. Durand
(ed.), 3 (1934).
41. Prandtl, L.: "Essentials of Fluid Dynamics, with Application to Hydraulics,
Aeronautics, Meteorology and Other Subjects" (trans!.), Hafner, New York,
1953.
42. Rayleigh, L.: Nature, 66 and 694 (1915).
43. Riabouchinsky, M.: Nature, 591 (1915).
44. Ruark, A. E.: Inspectional Analysis: A Method Which Supplements Dimen-
sional Analysis, J. Elisha Mitchell Sci. Soc., 51: 127-133 (1935).
45. Schlichting, H.: "Boundary Layer Theory," 4th ed., Series in Mechanical
Engineering, McGraw-Hill Book Company, New York, 1960.
46. Sedov, L. I.: "Dimensional and Similarity Methods in Mechanics" (trans!.),
Academic Press Inc., New York, 1960.
47. Sellars, J. R., M. Tribus, and J. S. Klein: Heat Transfer to Laminar Flow
in a Round Tube or Flat Conduit-The Graetz Problem Extended, Trans.
ASME, 78 (February, 1956). (The reader is cautioned that while the
methods in this paper are satisfactory, the tabulated numerical results are
erroneous. )
48. Smith, L. H.: Dimensionless Reasoning Needs More Emphasis, Prepared
by Flight Propulsion Division, General Electric Co., Evendale, Ohio, for
National Science Foundation Conference on Teaching Fluid Mechanics,
Galen Hall, Pa. (September, 1960). (Copies obtainable from the author.)
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4 (1956).
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50. Van Driest, E.: On Dimensional Analysis and the Presentation of Data in
Fluid-Flow Problems, J. Appl. Meek., Trans. ASME, 13: A-34 (1946).
51. Van Dyke, M.: Higher Approximations in Boundary Layer Theory, J.
Fluid Meek., part 1,14: 161(1962); part II, 14: 481 (1962); part III, 19:
145 (1964).
52. Vennard, J. K.: "Elementary Fluid Mechanics," 2d ed., John Wiley &
Sons, Inc., New York. 1948.
53. von Karman, T.: Mechanical Similitude and Turbulence, NACA TM 611
(1931).
54. Wecker, N. S., and W. D. Hayes: Self-Similar Solutions, AFOSR TN.
60-894, Air Force Office of Scientific Research (1960).
55. Wilson, E. B.: "Introduction to Scientific Research," McGraw-Hill Book
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 Name Index

Abbott, D. E., 180, 186 Feshbach, H., 153

Ayre, R. D., 122, 168 Fourier, J. B. J., 17

Birkhoff, G., vii, 199, 204, 207

Bridgman, P. W., vi, 4, 9, 11, 12, 14, 16, Gortler, H., 195, 201
17
Brillouin, L., 152, 162 Hansen, A. G., 185, 196
Buckingham, E., 16-18, 207 Henry VIII, King, 91
Hilbert, D., 82
Carrier, G. F., 127, 147, 151 Hudson, D. E., 32
Churchill, R. V., 82 Huntley, H. E., 23, 24
Clauser, F. H., 142
Cole, J. D., 163
Courant, R., 82 Ipsen, D. C., 4
Crandall, S. H., 32, 214

-
Jacobsen, L. S., 122, 168
den Hartog, J. P., 168 Jeffreys, B. S., 152, 153, 162
Duncan, W. J., 4, 10 Jeffreys, H., 152, 153, 162
226 Similitude and Approximation Theory

Karman, T. von, 137, 139-142 Rayleigh, Lord, 14, 17, 36, 45

Kays, W. M., 28, 65, 97 Reynolds, W. C., 162
Kelvin, Lord, 214 Riabouchinsky, M., 14, 17
Klein, J. S., 153 Roshko, A., 176
Kline, S. J., 43, 180, 186 Runstadler, P. W., 180, 186
Konig, F. 0., 43
Kramers, H. A., 152, 162
Schlichting, H., 130, 136, 138, 189
Sedov, L. I., 12, 14, 67, 93, 189, 205, 214
Lagerstrom, P. A., 163 Sellars, J. R., 153
Langer, R. E., 153 Smith, L. H., 91, 205
Langhaar, H. L., 4, 23, 28, 35
Liepmann, H. P. 176
Lighthill, J. M., 58, 152, 153, 158, 160 Tribus, M., 153
London, A. L., 28, 65, 97
Tsien, H. S., 130, 153, 218

McAdams, W. H., 28
Michal, A. D., 196 Van Driest, E. R., 18, 23, 28, 35
Morgan, A. J. A., vii, 180, 194, 196, 199 Van Dyke, M., 152, 163
Morse, P. M., 153 Vennard, J. K, 36, 63

Neumann, E. P., 211 Wentzel, G., 152, 162

Wilson, E. B., 11
Wislicenus, G. F., 91
Pai, S. I., 189, 192
Poincare, H., 152, 153, 156, 158
Prandtl, L. von, 91, 100, 127 Yang, K T., 180, 185
 Subject Index

Absorption or parameters, definition of, 69 Boundary conditions, importance of, 93

illustrations, 164 relations to similarity and governing
(See also Natural coordinates) parameters, 92
Analogue, meaning of, 87 Boundary layers, in conduction heat
relations to similarity and models, 87 transfer. 143
Approximation theory, classification of definition of, 127
problems, 98 in fluids, 127
difficulties in, 98
meaning of, 94
new information from, 94 Compressor, correlating groups, by pi
uses of, 94, 118 theorem, 29
conditions for, 101 Cooking problem (see Heat conduction)
Coordinates (see Natural coordi-
nates; Physical quantities;
Beam, transverse vibration of, non- Variables)
dimensional parameters, from Correlations, improvement of, absorp-
governing equations, 118, 169 tion or parameters, 164
natural coordinates for, 169 form of equations, 85
by pi theorem, 32 homogeneity, 85
2:&7
228 Similitude and Approximation Theory

Correlations, improvement of, renor- Governing equations, method of,

malization, 84 governing parameters of heat con-
similarity variables, 179 duction, 71, 94, 143, 172
introduction, overall equations, 41
for natural coordinates, 164
Dimensional analysis, definition of, vi, 2 for similarity variables, 179
relation to boundary conditions, 92 rationale of use, 47, 74
rigorous solution, canonical problem rigorous solution canonical problem
by governing equations, 80 of dimensional analysis, 80
uses of, 2, 5 summary, 204
(See also Pi theorem) use, differential equations, 68-201
Dimensional homogeneity, 15 overall equations, 53
Dimensionless quantities (see Non- Governing parameters, fluid mechanicR,
dimensional groups or numbers) standard, 39
Dimensions, definition of, 9 heat transfer, standard, 50
independent, 12 relations, to boundary conditions, 92
nature of, 8 to similitude, 197
primary, 10 standard forms, relation to force,
redundant, 12 energy, property ratios, 56
secondary, 10 (See also Governing equations, method
of; Pi theorem; Similitude,
method of)
Energy ratios, for heat transfer, 49
use in correlations, 41 Heat conduction, governing parameters
of, by energy ratios, 51
by governing equations, 71, 94, 143,
Force ratios, in fluid mechanics, 38 172
method of, 38 by pi theorem, 25
standard forms, relation to derived Heat exchangers, nondimensional groups,
forms, 56, 91 from governing equations, 63
Fractional analysis, definition of, 1 from pi theorem, 27
from governing equations, 68-201 Heat transfer, energy ratios for, 49
relation to numerical analysis, v Homogeneous equations, normalization
uses of, 4-6 of,85
theorems on, 86
Huntley's addition, pi theorem, 23, 63
Governing equations, complete and
appropriate, 80 Invariance, relation to similarity, 199
continuum analysis, list for, 42
dependence among, 45, 58 Magnitudes, estimates of, 101-108
differential, use of, 68 Measuring procedures, bases of, 8
fractional analysis from, 68-201 operational nature, 9
general nature, 41 Models and model laws, relations to
improved correlations, based on, 84 similarity, analogues, 87
meaning of, 74
normalization of, 70 Natural coordinates, 164
parameter in, 74 Nondimensional groups or numbers, for
uses, list of, 196 fluid mechanics, 38
Governing equations, method of, for for heat transfer, 49
approximation theory, 94 formation, from governing equations,
comparison with other methods, 206 74
 Subject Index 229

Nondimensional groups or numbers, Similarity, internal and external, 92, 196

formation, by pi theorem, 18 relations, to analogues, 87
by similitude, 37 to boundary conditions, 92
(See also Dimensions) to invariance, 199
N on dimensional quantity (see N on- to models and model laws, 87
dimensional groups or numbers) rules for transonic and supersonic
Nonuniform behavior, description of, flow, 172
101 self-similar, 179
problems illustrating, 127 variables, 179
Normalization of governing equations, (See also Similitude)
examples, 68-201 Similitude, relation to model
meaning of, 74 laws and analogues, 87
procedure for, 70 types of, 196
(See also Similarity)
Oscillator, harmonic, 113, 165 Similitude, method of, comparison with
other methods, 206
in fluid mechanics, 38
Parameter, absorption of, force ratio method, 38
164 generalization of, 41
definition of, 2, 16,92 in heat transfer, 49
for dependent variable, 85 summary, 203
in governing equations, uses and disadvantages, 66
74 pressure drop in fully established pipe
Pendulum, irequency of, 31 flow, 40
Physical constants, 12 Singular behavior (see Nonuniform
Physical quantities, 4 behavior)
Pi theorem, comparison with other Solution, existence and uniqueness, 80
methods, v, 206 Symbols, viii
conditions for use, 20
Huntley's addition, 23, 63 Transformations, relations to similarity,
nondimensional groups, formation, 199
18
rationale of, 22 Uniform behavior, description of,
statement of, 16 101
summary of method, 203 examples of, 118
uses and deficiencies, 34 Uniformization, 158
examples of, 24, 25, 27, 29 Units, definition of, 8
Van Driest's addition, 18 Unity order, 101
Pressure drop, in fully established pipe
flow, by overall governing equa- Variables, combinations of, 69, 179
tions, 62 definition of, 2, 16, 92
by pi theorem, 18 for separation, 179
by similitude, 40 similarity, 179
Primary quantity, 10 for accelerated plate, 181
Property ratios, need for, 51, 58, for flat plate, 186
60 for jet, 189

Scaling procedure using differential WBKJ method, 152

equation, 89 Well-posed equation, 80
Secondary quantity, 10
Separation variables, 179 Zonal estimates, method of, 127; 146