Finite-Time Euler singularities: A Lagrangian perspective

T. Grafke and R. Grauer, Appl. Math. Lett. 26 (2013) 500.

Abstract

We address the question whether a singularity in a three-dimensional incompressible inviscid fluid flow can occur in finite time. Analytical considerations and numerical simulations suggest high-symmetry flows being a promising candidate for a finite-time blowup. Utilizing Lagrangian and geometric non-blowup criteria, we present numerical evidence against the formation of a finite-time singularity for the high-symmetry vortex dodecapole initial condition. We use data obtained from high resolution adaptively refined numerical simulations and inject Lagrangian tracer particles to monitor geometric properties of vortex line segments. We then verify the assumptions made by analytical non-blowup criteria introduced by Deng et. al [Commun. PDE 31 (2006)] connecting vortex line geometry (curvature, spreading) to velocity increase to rule out singular behavior.


doi:10.1016/j.aml.2012.12.004

arXiv

Existence of Finite Time Singularities in the Euler equations

Summary: There has been a history of claims for and against possible numerical evidence for a finite-time singularity of the incompressible three-dimensional Euler equations. Addressing the shortcomings of simply monitoring peak vorticty to discern a singularity, this project aims to instead numerically test the assumptions posed by analytic blowup criteria connecting geometric properties of Lagrangian vortex line segments, like curvature and spreading, to possible finite-time singular behavior.

The Euler equations for incompressible fluids,

$$\begin{cases} \partial_t u + u\cdot\nabla u + \nabla p = 0\\ \nabla\cdot u=0 \end{cases}$$

are known for more than 250 years. Nevertheless, the question of the global in time existence of smooth solutions for smooth initial conditions is not answered. What is known is local in time existence,

Local Existence:

For initial conditions \(u_0 \in H^m\), \(\nabla\cdot u_0=0\), \(m\ge 7/2\), there exists a time \(T \le 1/c\|u_0\|_{H^m}\), such that there exists a unique solution of the Euler equations with

$$ u \in C([0,T];C^2(\mathbb{R}^3)) \cap C^1([0,T]; C(\mathbb{R}^3)). $$

With the advent of scientific computing, analytical results are accompanied by numerical simulations, which are used to gain insight into the evolution of flow structures and the interplay between physical quantities such as strain and vorticity, and may serve as clue, pointing in the general direction to be taken for analytical work. Most important in this direction is the classical result by Beale-Kato-Majda [BKM],

Beale-Kato-Majda:

If \(T\) is the maximal time of existence of a unique, smooth solution of the Euler equations, then the vorticity \(\omega=\nabla\times u\) fulfills

$$ \int_0^T \|\omega(\cdot,t)\|_{L^\infty}\,dt = \infty $$

Therefore, if the maximum of the vorticity, \(\Omega(t)=\|\omega(\cdot,t)\|_{L^\infty}\) scales in time like \(\Omega(t)\sim 1/(T-t)^\gamma\), then there is a finite time singularity if \(\gamma \ge 1\). Historically, numerical simulations have tried to prove or disprove finite time singularities by measuring the exponent \(\gamma\). Physically, it is worthwhile asking if such a growth is reasonable. Generally, a singularity in the Euler equations is believed to be point-wise and supposedly locally self-similar. Analytical results investigating the bounds of such scenarios are quite scarce for the Euler equations, yet recently several cases relevant to numerical simulations have been ruled out. By far the most important process in the formation of singularities in finite time is the coupling of vorticity and strain. Starting from the vorticity formulation of the Euler equations,

$$\partial_t \omega + u \cdot \nabla \omega = \omega \cdot \nabla u,$$

the vortex stretching term \(\omega \cdot \nabla u\) (which is notably absent in 2D) might provide a mechanism for critical growth: If the strain grows alongside the vorticity, \(\nabla u \sim \omega\), then along an advected fluid volume one would have \(D/Dt\, \omega \sim \omega^2\), resulting in the critical scaling \(\omega(t) \sim 1/(T-t)\). It is not known to date, whether internal mechanisms render such amplification impossible. Yet, it is known from turbulence research that the mentioned alignment is at least unlikely in a natural context. The open question remains whether it is possible to design initial conditions which exhibit and maintain, despite its inherent instability, a period of vorticity-strain coupling long enough to cause the blowup.

Several such candidates are proposed in the literature. A perturbed vortex tube as well as anti-parallel vortex tubes are afflicted with the inconvenience to require the curvature in the plane of symmetry to blow up alongside the vorticity. This is due to the fact that an amplification of the strain with the same growth rate as the vorticity can be connected via the Biot-Savart law to the requirement to kink infinitely at the location of maximum vorticity. On the other hand, due to axial stretching of the vortex tube, a growing strain reduces the curvature in the plane of symmetry. These counteracting processes may limit the ability of the aforementioned initial conditions to maintain vorticity-strain coupling over a period of time long enough for the formation of a singularity in finite time. The class of high-symmetry flows, and most notably among them the vortex dodecapole configuration pictured below, does not suffer from the above mentioned disadvantage: Here, the strain imposed on the vortex tubes in the plane of symmetry is induced by the rotational images. Axial strain is not dictated by the curvature and the above canceling does not take place. This renders the vortex dodecapole initial condition to be one of the most promising in terms of singularity formation known today.

Kida-Pelz vortex dodecapole

Next to classical results such as BKM, recently the geometric analysis of the flow has played a role in distinguishing finite-time singularities from flows that exhibit merely fast accumulation of vorticity. This approach, applied to numerical simulations, may provide clearer insight into the possible formation of the singularity. The following theorem is a simple example of such techniques:

Deng-Hou-Yu (2006):

Let \(x(t)\) be the position of maximum vorticity and \(y(t)\) a point on the same vortex line \(c(s)\) as \(x(t)\). If

$$ \left| \int_{x(t)}^{y(t)} (\nabla \cdot \xi) (c(s),t)\,ds \right| \le C$$
for \(\xi=\omega/|\omega|\) being the direction of the vorticity, and \(\int_0^T |\omega(y(t),t)|\,dt<\infty\), then there is no blowup up to time \(T\)

Most notably, theorems like this imply numerical techniques to distinguish between a point-wise blowup and the blowup of a whole vortex line segment: Monitoring a vortex line segment which maintains a fixed convergence of neighboring lines, \(\int \nabla \cdot \xi\,ds=C\), the absence of the segment's collapse must coincide with a blowup of vorticity along the whole segment, assuming the formation of a finite-time singularity. Furthermore, using additional theorems, if a blowup of curvature and \(\int \nabla \cdot \xi \,ds\) is not observed, then components of the velocity have to scale like \(1/(T-t)\). Since in numerical simulations, velocity growth is usually far from that, this argument can be used against critical accumulation of vorticity much more clearly than the usual approach via BKM .

Relevant publications

  1. T. Grafke and R. Grauer, "Finite-Time Euler singularities: A Lagrangian perspective", Appl. Math. Letters 26 (2013), 500

  2. T. Grafke and R. Grauer, "Lagrangian and geometric analysis of finite-time Euler singularities", Procedia IUTAM 9 (2013), 32

  3. T. Grafke, H. Homann, J. Dreher and R. Grauer, "Numerical simulations of possible finite time singularities in the incompressible Euler equations: comparison of numerical methods", Physica D 237 (2008), 1932

  4. T. Grafke, "Finite-time Euler Singularities: A Lagrangian perspective", PhD thesis (Jun 2012)

Finite Time Singularities in the Euler equations

There has been a history of claims for and against possible numerical evidence for a finite-time singularity of the incompressible three-dimensional Euler equations. Addressing the shortcomings of simply monitoring peak vorticty to discern a singularity, this project aims to instead numerically test the assumptions posed by analytic blowup criteria connecting geometric properties of Lagrangian vortex line segments, like curvature and spreading, to possible finite-time singular behavior.

Details...

PhD Thesis

Finite-time Euler Singularities: A Lagrangian perspective

Abstract

This work presents numerical evidence against the formation of a finite-time singularity for the vortex dodecapole initial condition. It uses data obtained from high resolution adaptively refined numerical simulations to test the assumptions demanded by analytic blowup criteria connecting vortex line geometry to velocity increase. In the course of this work, a numerical framework has been extended to allow the integration of the incompressible three-dimensional Euler equations on adaptively refined grids, which supports the diagnostics of geometrical and Lagrangian criteria and scales close to optimal on massively parallel machines.


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See also this project.

Diploma Thesis

Singularities and Turbulence in Hydrodynamical Models

Three hydrodynamical models are presented in direct comparison, the Navier-Stokes equation, the Burgers' equation and a new and intermediate model, the Euler-Burgers' equation. The ultimate ambition is to shed light on the Navier- Stokes/Euler equation regarding the problem of turbulence and the question of possible finite time singularities. By proving existence and regularity of its solutions, the Euler-Burgers' equation is shown to be a prototype of a hydrodynamical model that circumvents the problems posed by the Navier-Stokes equation. With the help of numerical simulations it demonstrated, that this equation nevertheless exhibits turbulent statistics and intermittency that is successfully described by a generalized She-Leveque model.

Summary

In this thesis, three hydrodynamical models are presented in direct comparison, the Navier-Stokes equation, the Burgers' equation and a new and intermediate model, the Euler-Burgers' equation. The ultimate ambition is to shed light on the Navier- Stokes/Euler equation regarding the problem of turbulence and the question of possible finite time singularities. Since these problems are unsolved despite enduring and intensive research, the introduction of the Euler-Burgers' equation can be considered as a new and different approach to the topic. While being entirely theoretical in nature and without any application in reality, the Euler-Burgers' equation is shown to be a prototype of a hydrodynamical model that circumvents the problems posed by the Navier-Stokes equation, without turning out to be overly simple in its structure and dynamical behavior.

All three models are compared analytically and numerically under the aspects of general characteristics, turbulence and possible singularities. The close connection of the structure of Navier-Stokes and Euler-Burgers' equation is pointed out for several aspects. Both are similar in terms of the procedure of energy dissipation, since the identical viscous term of both hydrodynamical models is solely responsible for the annihilation of kinetic energy. The nonlinearity is shown to leave the total energy untouched and rather change the scale the energy is distributed on, finally leading to the process that was introduced as the Richardson cascade. Furthermore, both equations feature a nonlinearity local in position space, accompanied by a non-local projection operation. While the projection for the Navier-Stokes equation is just a circumscription for the physical pressure and concurrently causes mathematical and numerical inconvenience due to its instantaneous nature, the same operation for Euler-Burgers' equation is mathematically treatable. It is shown that global solutions of the Euler-Burgers equation exist for all times when sufficiently smooth external forcing and initial conditions. It is, furthermore, deduced that the solutions are smooth for all times and are unique. The Euler-Burgers' equation is, therefore, proved to be a full-fledged predictive hydrodynamical model that behaves well for all times.

For all further analysis and comparison of the model equations, numerical simulations were used. Two different implementations are added to the already existent framework racoon II. The first allows for accurate modeling of the maximum vorticity, maximizing the resolution by means of adaptive mesh refinement. While automatically ensuring solenoidality of the velocity field, the vorticity formulation, furthermore, provides reliable data for the most important finite time blow-up criterion, at the expense of execution speed. The second implementation focuses on the direct comparison of the three models. No adaptive refinement is employed but all model equations are implemented at once, allowing for an authentic comparison with improved execution speed. Both numerical formulations demand the solution of a Poisson-type equation that was obtained by implementing a Multigrid algorithm. It is capable of solving the Poisson equation parallel on an adaptive grid at arbitrary precision with adjustable error smoothing and interpolation methods. The simulations were mostly run on the local Linux Cluster, the obtained data was utilized to study general properties of the flows, to generate statistics and to analyze specific scenarios for possible finite time blow-ups.

No strict theory of turbulence is known today for the Navier-Stokes equation. During the last century, starting with the famous results of Kolmogorov, more and more refined phenomenological descriptions of turbulence based thereupon were developed. The most promising of these theories, regarding the successful description of numerical and experimental data, is the model of She and Leveque. This model was modified to the generalized She-Leveque model to be applied to all three considered hydrodynamical models. For Burgers' equation, the energy spectrum and structure function were measured and the numerical data fits well on the theory. For the Euler-Burgers' equation, two-dimensional folded sheets were identified as the most dissipative structures. Inserting these into the generalized She-Leveque model, predictions can be made for energy spectra and structure functions of turbulent Euler-Burgers' flows. The numerical data agrees very well with these predictions, showing that Euler-Burgers' turbulence is closely connected to Navier-Stokes turbulence.

Regarding the question of finite time singularities of the Euler equation, the mathematical criteria presented hint to monitor the peak vorticity of the flow. Exactly this was carried out in an adaptive simulation to probe the Kida-Pelz initial conditions for a finite time singularity at a very high resolution, compared to simulations run so far. Though no definite conclusion could be drawn whether a finite time singularity is possible, the numerical data allows statements regarding the necessary grid resolution. Larger simulations will be able to finally settle the issue definitely.


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Numerical simulations of possible finite time singularities in the incompressible Euler equations: comparison of numerical methods

T. Grafke, H. Homann, J. Dreher and R. Grauer, Physica D 237 (2008) 1932.

Abstract

The numerical simulation of the 3D incompressible Euler equation is analyzed with respect to different integration methods. The numerical schemes we considered include spectral methods with different strategies for dealiasing and two variants of finite difference methods. Based on this comparison, a Kida-Pelz like initial condition is integrated using adaptive mesh refinement and estimates on the necessary numerical resolution are given. This estimate is based on analyzing the scaling behavior similar to the procedure in critical phenomena and present simulations are put into perspective.


doi:10.1016/j.physd.2007.11.006

arXiv