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Connecting Statistics and Dynamics of Turbulent Rayleigh–Bénard Convection Johannes Lülff 1 M. Wilczek 1 , R. Friedrich 1 , R. Stevens 2 , D. Lohse 2 K. Petschel 1 , U. Hansen 1 1 University of Münster 2 University of Twente living knowledge WWU Münster WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER

Connecting Statistics and Dynamics of Turbulent Rayleigh Bénard … · 2017. 4. 20. · Connecting Statistics and Dynamics of Turbulent Rayleigh–Bénard Convection Johannes Lülff1

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Page 1: Connecting Statistics and Dynamics of Turbulent Rayleigh Bénard … · 2017. 4. 20. · Connecting Statistics and Dynamics of Turbulent Rayleigh–Bénard Convection Johannes Lülff1

Connecting Statistics and Dynamics ofTurbulent Rayleigh–Bénard Convection

Johannes Lülff 1

M. Wilczek1, †R. Friedrich1, R. Stevens2, D. Lohse2

K. Petschel1, U. Hansen1

1University of Münster2University of Twente

living knowledgeWWU Münster

WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection /32

Contents

I Introduction

I Part I: Temperature Statistics and PDFEquations

I Part II: Flow Reversals

I Summary and Conclusion

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection /32

Contents

I Introduction

Part I: Temperature Statistics and PDFEquations

Part II: Flow Reversals

Summary and Conclusion

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 1 /32

PhenomenonRayleigh–Bénard Convection:

I Heated from below, cooled from aboveI Ubiquitous in nature: Atmosphere, ozeans, plate tectonics, . . .I Different patterns, from stable laminar to highly turbulent flowsI Turbulent flows common in nature and applications, yet hard

to handle analyticallyI Our focus: Statistical Description that connects to the

Dynamics

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 2 /32

PhenomenonTurbulent Rayleigh–Bénard Convection

,,

Johannes Lülff [email protected]

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PhenomenonTurbulent Rayleigh–Bénard Convection

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 4 /32

Governing Equations

Oberbeck-Boussinesq Equations in Non-dimensional Form

∂T∂t

+ u · ∇T = ∆T

∂u∂t

+ u · ∇u = −∇p + Pr ∆u + Pr Ra Tez , ∇ · u = 0

Control Parameters

I Ra – Rayleigh number (∝ temperature difference)I Pr – Prandtl number (= kinematic viscosity

thermal diffusivity , material parameter)

I Γ – Aspect ratio (geometry parameter)

,,

Johannes Lülff [email protected]

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ContentsIntroduction

I Part I: Temperature Statistics and PDFEquations

(a) Periodic Boundary Conditionsa

(b) Cylindrical Vessel

Part II: Flow Reversals

Summary and Conclusion

aJL, M. Wilczek, R. Friedrich

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 5 /32

System and Numerics

Rayleigh–Bénard System

I Homogenous in horizontal directionI No-slip bottom and top plates u = 0I Parameters: Ra = 2 · 107, Pr = 1, Γ = 4

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 6 /32

System and Numerics

Numerics

x

zH = 0

H = 1

H = 1

I Tri-periodic pseudospectral codeI Velocity and temperature boundary

conditions enforced via volumepenalizationa:

> Add damping terms− 1εH(x)u and

− 1εH(x)(T − Tplate) to

Oberbeck-Boussinesq equations

> H(x) separates fluid and wall regions

> For ε→ 0, desired boundaryconditions are obtained

aK. Schneider, Comp. & Fluids, 34(10):1223, 2005,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 7 /32

Goal: A Statistical Description from First Principles

Laminar convection: Analytical solution of basic equations ispossible

Turbulent convection: Analytical solution is (up to now) impossibleBut:

I Analytical solution not necessarily neededI Compare ideal gas: We can’t predict 1023 particles, but we still

can predict temperature, pressure, energy, . . .

Goal:

I Achieve statistical description for turbulent Rayleigh–Bénardconvection in terms of probability density function (PDF) oftemperature!

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 8 /32

Statistical Description in Terms of Temperature PDFDeriving an Evolution Equation for Temperature PDF:

I Define temperature PDF as ensemble average 〈·〉 ofδ-distribution: f (T , x, t) =

⟨δ(T − T(x, t)

)⟩I Calculate and put together derivatives of PDFI Introduce conditional averages 〈·|T , x, t〉I Plug in Oberbeck-Boussinesq equations

Evolution Equation for Temperature PDF

∂tf +∇ ·

(⟨u∣∣∣T , x, t⟩ f) = − ∂

∂T

(⟨ ∂∂tT + u · ∇T

∣∣∣T , x, t⟩ f)= − ∂

∂T

(⟨∆T∣∣∣T , x, t⟩ f)

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 9 /32

Deriving an Evolution Equation

Simplify equation by using statistical symmetries:I Homogeniety: f (T , x,t) = f (T , z,t)I Stationarity: f (T , z, t) = f (T , z)

⇒ x-, y- and t-derivatives vanish!

Evolution Equation under Statistical Symmetries

∂z

(〈uz|T , z〉 f

)= − ∂

∂T

(〈∆T |T , z〉 f

)

I The two conditional averages are estimated from numerics(more on that later on)

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 10 /32

Method of Characteristics yields average behaviour

I Apply Method of Characteristics to evolution equation oftemperature PDF

I One obtains characteristic curves, i. e. trajectories along whichthe evolution equation transforms from a PDE into an ODE

I The characteristics describe the average transport in phasespace, spanned by T and z

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 11 /32

Method of CharacteristicsI Characteristics follow the vectorfield that is determined by the

conditional averages:

Characteristics (Tz

)=

(〈∆T |T , z〉〈uz|T , z〉

)

I⟨·∣∣T , z⟩ are “known” quantities

I Characteristics show average behavior of a fluid particle inphase space

⇒ Quasi-Lagrangian view obtained from snapshots of Eulerianfields!

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 12 /32

Results from the NumericsI Color coded: Temperature PDF f (T , z)I Black arrows: Vectorfield of Characteristics

(〈∆T |T ,z〉〈uz|T ,z〉

)

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 13 /32

Results from the NumericsI Integration of vectorfield

(〈∆T |T ,z〉〈uz|T ,z〉

)yields Characteristics

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 14 /32

Results from the Numerics show Limit Cycle

I Characteristic curves starting from any point (T0, z0) convergetowards limit cycle!

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 15 /32

Results from the Numerics show Limit Cycle

I Limit cycle and vectorfield show typical Rayleigh–Bénardcycle!

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection /32

ContentsIntroduction

I Part I: Temperature Statistics and PDFEquations

(a) Periodic Boundary Conditions

(b) Cylindrical Vessela

Part II: Flow Reversals

Summary and Conclusion

aJL, M. Wilczek, R. Friedrich, R. Stevens, D. Lohse,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 16 /32

System and Numerics

Rayleigh–Bénard SystemI Cylindrical Vessel with

insulating sidewallsI Cylindrical

coordinates:x = (r, ϕ, z)

I All surfaces areno-slip u = 0

I Parameters:Ra = 2 · 108, Pr = 1,Γ = 1

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 17 /32

System and Numerics

Numerics1

I 2nd order finitedifference scheme

I non-uniformcylindrical grid

I gridpoint clusteringnear horizontalplates and sidewalls

1R. Verzicco and R. Camussi, J. Fluid Mech., 477:19–49, 2003,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 18 /32

Evolution Equation for Temperature PDF

Evolution Equation

∂tf +∇ ·

(⟨u∣∣∣T , x, t⟩ f) = − ∂

∂T

(⟨∆T∣∣∣T , x, t⟩ f)

Symmetries

I Homogeneous in azimuthal (ϕ-)direction: f (T , r, ϕ,z, t) = f (T , r, z, t)

I Stationary in time:f (T , r, z, t) = f (T , r, z)

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 19 /32

Temperature PDF

Evolution Equation

1r∂

∂r

(r 〈ur|T , r, z〉 f

)+

∂z

(〈uz|T , r, z〉 f

)= − ∂

∂T

(〈∆T |T , r, z〉 f

)

Vectorfield of CharacteristicsTrz

=

〈∆T |T , r, z〉〈ur|T , r, z〉〈uz|T , r, z〉

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 20 /32

Characteristics show Limit Cycle (LC)!I Integration of vectorfield⟨(

∆Turuz

) ∣∣∣T , r, z⟩yields characteristics

I Characteristics for differentstarting positions converge tounique limit cycle in T -r-z phasespace

Shown on right:• (Mean) temperature color coded• Projection of limit cycle into r-z plane• Fluid parcel traveling along the LC• Vectorfield slice in r-z plane atT coordinate of fluid parcel

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 21 /32

Limit Cycle

Features of Limit Cycle:I RB Cycle:

I Heating up / moving outwardsat the bottom

I Moving up / inwards in the bulkI Cooling down / moving

outwards at the top, . . .

I Cornerflows w/o need for a LSCI Limit Cycle lies in outer regions,

0.3 < r < 0.5, and around themean temperature,0.47 < T < 0.53

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 22 /32

Summary

Part I

I We derived an evolution equation for the PDF of temperaturefrom first principles

I Unclosed terms are expressed via conditional averages, whichare estimated from DNS

I The Method of Characteristics is used to link statistics anddynamics of the system

I The framework allows to identify a limit cycle, which shows theaverage transport processes in Rayleigh-Bénard convection inboth cases (2D/3D phase space)

I Outlook: Further investigation of limit cycle,,

Johannes Lülff [email protected]

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Contents

Introduction

Part I: Temperature Statistics and PDFEquations

I Part II: Flow Reversalsa

Summary and Conclusion

aK. Petschel, M. Wilczek, U. Hansen, R. Friedrich

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 23 /32

System and Numerics

Rayleigh–Bénard SystemI 2D convection, insulating

sidewallsI Ra = 108, Γ = 2, Pr =∞ (→

Earth’s mantle: Pr ≈ 1025)I All surfaces are stress-free

NumericsI Finite volume multigrid methoda

I Grid refinement near plates

aR. Trompert, U. Hansen, Geophys. Astrophys.Fluid Dyn., 83:261, 1996

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 24 /32

Reversal in Large-Scale Circulation (LSC)

Reversal mechanism:I Stable one-cell structureI Plumes create two-cell structureI Two-cell structure breaks down and forms reversed one-cell structure

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 25 /32

Describing the Reversal Mechanism

Idea

I Expand velocity field u(x, t) in orthogonal basis {ulm}:

u(x, t) =∑l,m

ξlm(t)ulm(x)

with time-dependent amplitudes ξlm(t)I Identify modes involved in reversalI Analyze and describe dynamics of these modes

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 26 /32

Describing the Reversal Mechanism

Orthogonal Basis {ulm}

I ulm are Eigenfunctions of Laplacian ∆u, satisfy b.c.I Important modes for reversal mechanism:

Ux

Uz

Uz

Ux

A B

One-Cell structure u11 Two-Cell structure u21

⇒ Amplitudes ξ11(t) and ξ21(t) are used to describe reversal!

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 27 /32

Statistics and Dynamics of Main Modes

Analyzation of 2D subspace spanned by modes ξ11 and ξ21

I Joint PDFf (ξ11, ξ21)

describes probability of (simultaneous) appearance of modesI Drift vectorfield

D(ξ11, ξ21) =1τ

⟨(ξ11ξ21

)(t + τ)−

(ξ11ξ21

)(t)∣∣∣ ξ11, ξ21

⟩describes transition between modes (with τ much smallerthan time between reversals)

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 28 /32

Statistics and Dynamics of Main Modes

-1.5 0 1.5

ξ11 / urms

-1.5

0

1.5

ξ 21 /

urm

s

10-3

10-2

10-1

100 I Color: PDF

f (ξ11, ξ21)

I White arrows:Drift vectorfieldD(ξ11, ξ21)

⇒ 4 attractive fixedpoints in themost probableconfigurations

⇒ Unstable fixedpoint in thecenter

,,

Johannes Lülff [email protected]

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WESTFÄLISCHEWILHELMS-UNIVERSITÄTMÜNSTER Connecting Statistics and Dynamics of Turbulent RB Convection 29 /32

Statistics and Dynamics of Main Modes

-1.5 0 1.5

ξ11 / urms

-1.5

0

1.5

ξ 21 / u

rms

10-3

10-2

10-1

100

1. Noise (plumes)drives system out ofone-cell fixed point(FP)

2. Large-ScaleCirculation breaksdown, system settlesin two-cell FP

3. Noise drives systemout of two-cell FP,system settles inone-cell FP withreversed circulation(same direction equallypossible)

,,

Johannes Lülff [email protected]

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Statistics and Dynamics of Main Modes

-1.5 0 1.5

ξ11 / urms

-1.5

0

1.5

ξ 21 /

urm

s

10-3

10-2

10-1

100

I Reversal involves transitionover higher modes, inducedby plumes acting as noise

I Direct reversal betweenone-cell FPs not possible(→ unstable FP in center)

I Transition over highermodes possible (not shownhere)

I Reversal mechanismdifferent from no-slipboundaries (→ corner rolls)

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Summary

Part II

I Flow reversal is understood as a transition over higher modesinduced by plumes

I Primary modes ξ11 and ξ21 are used to describe reversalI PDF and drift vectorfield of modes are used to identify stable

configurations (fixed points) and transitions between themI Plumes act as noise that drives the system out of the fixed

points

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Johannes Lülff [email protected]

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Contents

Introduction

Part I: Temperature Statistics and PDFEquations

Part II: Flow Reversals

I Summary and Conclusion

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Conclusion

Part I1

Starting from an evolution equation for the temperature PDF, weobtained the most probable behavior of a fluid parcel in phasespace and found a limit cycle

Part II2

Analyzing the most important modes, we identified flow reversalsas a transition between stable fixed points over higher modes thatis triggered by plumes acting as noise

⇒ Connection between statistics and dynamics of RB convection!1JL, M. Wilczek, R. Friedrich, New J. Phys., 13(1):015002, 20112K. Petschel et. al., Phys. Rev. E, 84:026309, 2011

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Thank you foryour attention!

Rudolf Friedrich† August 2012

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Johannes Lülff [email protected]