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The coupled steady state problem

I. Turbulence modelling for buoyancy driven flows 11

8. Some analytical results for LES with near wall modelling 81

8.3. The coupled steady state problem

From Lemmata 8.2, 8.3 8.6, and 8.7 we can infer the following Corollary:

Corollary 8.1

Assume that the assumptions of Lemmata 8.3 and 8.7 hold. Denote V2def ≡ { w∈V2 |w satisfies (8.55) } . (8.56)

Then the following operators are well-defined:

TN S→LES : V10,W −→ V2 , u−→w, w solution of (8.17)−(8.19) , (8.57)

TLES→N S : V2def −→ V10,W , w−→u, u solution of (8.20)−(8.22).

(8.58) Proof:

The statement follows immediately from Lemmata 8.2, 8.3, 8.6, and 8.7. ♦

An outline of this section reads as follows: Given that ||f||−1 is ”sufficiently small” orν is

”sufficiently large”, we can show:

• TLES→N S is continuous on a suitable subset V2cont ⊂V2def.

• TN SLES is continuous and compact on V10,W, if ΓW is piecewise smooth.

• Using theSchauderFixed-Point Theorem, we show that TLES→N S◦TN S→LES and TN SLES ◦TLESN S have a fixed point; the fixed point is a solution of the coupled problem (8.11)-(8.16).

• The fixed point is uniquely determined, if an additional assumption regarding||f||−1

and ν holds.

Lemma 8.8

Suppose that the assumptions of Corollary 8.1 hold. We define V2cont ≡ { w ∈ V2def | w satisfies (8.60) } (8.59)

with

8 > Cb2

νCP,i2 Ka(f, ν,w) + CbC1(d,Ωi)CP,i||w||1/2,2,Γi . (8.60)

Then the operator TLES→N S |V2cont

is continuous.

Proof:

Requiring the assumptions of Lemma 8.7, TLESN S is well-defined. Let a sequence wn

in V2def be given with wn −→ w in H1(Ω). Denote un ≡ TLES→N S(wn) and u ≡ TLES→N S(w). Then we have to show that un−→u inH1(Ωi).

8.3. The coupled steady state problem

Based on (8.44) with Lemma 8.4, we write un = ˜un+Wn and u = ˜u+W, where Wn andW satisfy (8.49). Since

||un−u||1,Ωi ≤ ||u˜n−u˜||1,Ωi+||Wn−W||1,Ωi ≤ ||u˜n−u˜||1,Ωi+C1(d,Ωi)||wn−w||1/2,2,Γi

≤ ||u˜n−u˜||1,Ωi+C1(d,Ωi)Ctr||wn−w||1,Ωi

(8.61)

we can complete the proof by showing ||u˜n−u˜||1,Ωi → 0 as n → ∞. Due to (8.51) the following equations hold

ν(∇u˜n,∇v) +bi( ˜un,u˜n,v) +bi( ˜un,Wn,v) +bi(Wn,u˜n,v)

= (f,v)−ν(∇Wn,∇v)−bi(Wn,Wn,v) ν(∇u,˜ ∇v) +bi( ˜u,u,˜ v) +bi( ˜u,W,v) +bi(W,u,˜ v)

= (f,v)−ν(∇W,∇v)−bi(W,W,v) .

Denoteφn≡u˜n−u˜ and Ψn≡Wn−W. Subtracting the second equation from the first one and settingv =φn gives

ν(∇φn,∇φn) +bi( ˜un,u˜nn)−bi( ˜u,u,˜ φn) +bi( ˜un,Wnn)

−bi( ˜u,W,φn) +bi(Wn,u˜nn)−bi(W,u,˜ φn)

= −ν(∇Ψn,∇φn)−bi(Wn,Wnn) +bi(W,W,φn). Now we proceed using the following transformations:

bi( ˜un,u˜nn)−bi( ˜u,u,˜ φn) = bin,u˜nn) ,

bi( ˜un,Wnn)−bi( ˜u,W,φn) = bin,Wnn) +bi( ˜u,Ψnn) , bi(Wn,u˜nn)−bi(W,u,˜ φn) = bin,u˜nn) ,

bi(Wn,Wnn)−bi(W,W,φn) = bin,Wnn) +bi(W,Ψnn) . Then the following equation holds

ν(∇φn,∇φn) = −bin,u˜nn)−bin,Wnn)−bi( ˜u,Ψnn)−bin,u˜nn)

−ν(∇Ψn,∇φn)−bin,Wnn)−bi(W,Ψnn) . This yields the following inequality

ν(∇φn,∇φn) ≤ |bin,u˜nn)|+|bin,Wnn)|+|bi( ˜u,Ψnn)|+|bin,u˜nn)| +|ν(∇Ψn,∇φn)|+|bin,Wnn)|+|bi(W,Ψnn)|.

8. Some analytical results for LES with near wall modelling

The following estimates hold

|bin,u˜nn)| ≤ Cb||φn||21,Ωi||∇u˜n||L2(Ωi)

≤ Cb2

νCP,i2 Ka(f, ν,wn)||∇φn||2L2(Ωi)

|bin,Wnn)| = |binn,Wn)| ≤ Cb||φn||1,Ωi||∇φn||L2(Ωi)||Wn||1,Ωi

≤ CbC1(d,Ωi)CP,i||wn||1/2,2,Γi||∇φn||2L2(Ωi)

|bi( ˜u,Ψnn)| = |bi( ˜u,φnn)| ≤ Cb||u˜||1,Ωi||Ψn||1,Ωi||∇φn||L2(Ωi)

≤ Cb

2

νKa(f, ν,w)CP,iC1(d,Ωi)||wn−w||1/2,2,Γi||∇φn||L2(Ωi)

≤ 8

ν3Ka(f, ν,w)2Cb2C12(d,Ωi)CP,i2 ||wn−w||21/2,2,Γi+ ν

8||∇φn||2L2(Ωi)

|bin,u˜nn)| ≤ 8

ν3Ka(f, ν,wn)2Cb2C12(d,Ωi)CP,i2 ||wn−w||21/2,2,Γi+ ν

8||∇φn||2L2(Ωi) ν|(∇Ψn,∇φn)| ≤ √

4ν||∇Ψn||L2(Ωi)

4||∇φn||L2(Ωi)≤2ν||∇Ψn||2L2(Ωi)

8||∇φn||2L2(Ωi)

≤ 2νC12(d,Ωi)||wn−w||21/2,2,Γi

8||∇φn||2L2(Ωi)

|bin,Wnn)| ≤ Cb||Ψn||1,Ωi||Wn||1,ΩiCP,i||∇φn||L2(Ωi)

≤ CbC1(d,Ωi)CP,i||wn−w||1/2,2,Γi||∇φn||L2(Ωi)C1(d,Ωi)||wn||1/2,2,Γi

≤ 2

νCb2CP,i2 C14(d,Ωi)||wn−w||21/2,2,Γi||wn||21/2,2,Γi

8||∇φn||2L2(Ωi)

|bi(W,Ψnn)| ≤ 2

νCb2CP,i2 C14(d,Ωi)||wn−w||21/2,1,Γi||w||21/2,2,Γi

8||∇φn||2L2(Ωi) . Putting it all together we arrive at the following inequality for φn, viz.,

ν||∇φn||2L2(Ωi)≤[5ν 8 +Cb

2

νCP,i2 Ka(f, ν,wn) +CbC1(d,Ωi)CP,i||wn||1/2,2,Γi]||∇φn||2L2(Ωi) + 8

ν3Cb2C12(d,Ωi)CP,i2 [Ka(f, ν,w)2+Ka(f, ν,wn)2]||wn−w||21/2,2,Γi

+ 2νC12(d,Ωi)||wn−w||21/2,2,Γi + 2

νCb2CP,i2 C14(d,Ωi)(||wn||21/2,2,Γi+||w||21/2,2,Γi)||wn−w||21/2,2,Γi . (8.62)

This can be rearranged to ( 3ν

8 −Cb2

νCP,i2 Ka(f, ν,wn)−CbC1(d,Ωi)CP,i||wn||1/2,2,Γi ) ||∇φn||2L2(Ωi)

≤ 8

ν3Cb2C12(d,Ωi)CP,i2 (Ka(f, ν,w)2+Ka(f, ν,wn)2)||wn−w||21/2,2,Γi + 2νC12(d,Ωi)||wn−w||21/2,2,Γi

+ 2

νCb2CP,i2 C14(d,Ωi)(||wn||21/2,2,Γi +||w||21/2,2,Γi)||wn−w||21/2,2,Γi . (8.63)

8.3. The coupled steady state problem

Since wn −→ w, for each > 0 there exists N0 ∈ N s.t. (||wn−w||1/2,2,Γi) < for all n > N0. If (8.60) is satisfied then there exists N1∈Ns.t. the l.h.s. term in (. . .) in (8.63) is strictly positive for alln≥N1. Therefore∇φn→0 in L2(Ωi) and Poincare’s inequality impliesφn→0 inH1(Ωi) as n→ ∞. Together with (8.61) this gives the assertion. ♦

Remark 8.8

It is worthily comparing (8.55) and (8.60). Taking into account (8.55), (8.60) can be rewritten as

8 > Cb2

νCP,i2 Cu,1ap||f||1,Ωi+Cb2

νCP,i2 νC1(d,Ωi)||w||1/2,2,Γi

+Cb

2

νCP,i2 Cu,3ap||w||21/2,2,Γi+CbC1(d,Ωi)CP,i||w||1/2,2,Γi

= Cb2

νCP,i2 Cu,1ap||f||−1,Ωi+CbCP,i(2CP,i+ 1)C1(d,Ωi)||w||1/2,2,Γi

+Cb2

νCP,i2 Cu,3ap||w||21/2,2,Γi .

Typically, cpoi,0(Ωi) = O(ylayer) and ylayer = O(ν1/2) in the laminar case and ylayer = O(ν1/5) in the turbulent case. Hence, in a first approximation CP,i≈1, and thus (8.60) is not an essentially stronger ”small data” restriction than (8.55). ♦ Lemma 8.9

Assume thatΓW is piecewiseC1 smooth. Under the assumptions of Corollary 8.1 and that νe−CbCM2 Kb(f, νe)>0 , with Kb(f, νe) ≡

r2

νeCLESap ||f||1,Ω

(8.64)

the operator TN S→LES is continuous on V10,W ={ v ∈H1(Ωi) | ∇ ·v = 0 in Ωi, v·n= 0 onΓW }.

Proof:

Given a sequence un in V10,W with un −→ u in H1(Ωi) as n → ∞. Denote wn ≡ TN S→LES(un) andw≡TN S→LES(u). Then we have to show thatwn−→winH1(Ω) as n→ ∞. The proof takes two steps.

(1) Let δ be fixed. Given un−→uinH1(Ωi), then βj(un)−→βj(u) in LW).

(2) Given βj(un)−→βj(u) in LW), then wn−→w inH1(Ω).

So let un −→ u in H1(Ωi) be given. First we show that un ≡ gδ∗un −→ u ≡ gδ∗u (with gδ being defined in (4.10)) in Cm(Ωi), for each fixed m. Denote α= (α1, . . . , αd) a multiindex with|α|=m. First we extendunand uby zero onto Rd\Ωi. Thenun and u are at least inE0(Rd). ThusDα(gδ∗un) = (Dαgδ)∗un,Dα(gδ∗u) = (Dαgδ)∗u, and

8. Some analytical results for LES with near wall modelling

Subtracting (8.66) from (8.65) gives (for all v inV2) b(wn,wn,v)−b(w,w,v) + (νe∇(wn−w)),∇v) After expanding this can be rewritten as

bn,wn,v) +b(w,Φn,v) + (νe∇Φn,∇v)

8.3. The coupled steady state problem

Now we need estimates for the right hand side terms. First, we have

|bn,wnn)| ≤ Cb||∇wn||L2(Ω)||Φn||21,Ω ≤ CbCM2 Kb(f, νe)||∇Φn||2L2(Ω) , where we used Lemma 8.1 and (8.64) in the last step. Next we have for eachK >0

| Lemma 8.1 in the last step. Substituting the last two inequalities into (8.67) gives

νe−CbCM2 Kb(f, νe)

We assume that Ω is sufficiently smooth s.t. there exists a continuous linear prolongation operatorΠ : Wm,p(Ω)−→ Wm,p(Rd), d= 2,3. Then, under the assumptions of Lemma 8.9 the operator TN SLES is compact.

Proof:

We have to show that for each given bounded sequence (un) in V10,W, i.e. ||un||1,Ωi < C for all n, the sequence (TN S→LES(un)) contains a subsequence, that converges to some w inV2 in the norm ofH1(Ω).

8. Some analytical results for LES with near wall modelling

Before proceeding it is worthwhile recalling theSchauder Fixed-Point Theorem, cf. [ZeiI], p.57: Let M be a nonempty, closed, bounded, convex subset of a Banach space X, and suppose T : M −→M is a compact operator. Then T has a fixed-point.

Now we can state a theorem concerning the existence of at least one solution of the steady state model for coupling LES and DNS. In all the preceding steps, all inequalities have been handled very carefully. In contrast, this theorem and its corresponding proof will be presented slightly lax. As will be seen in the proof, figuring out all inequalities involved in the proof is a sisyphus-like task without being necessary.

Theorem 8.1

If ν and νe are ”sufficiently large” and if ||f||−1,Ω and ||f||−1,Ωi are ”sufficiently small”, then TN S→LES◦ TLES→N S and TLES→N S◦ TN S→LES have at least one fixed-point.

Proof:

First we show the existence of a fixed-point of the operator

S1 ≡ TN S→LES◦ TLES→N S : V10,W ⊃ M1 7→ M1 (8.68)

withM1 to be determined within the proof. The proof takes three steps.

I Show that there is a closed and bounded ball M10 ⊂V10,W, s.t. S1|M10 is well-defined and continuous.

II Show that there is a closed and bounded ballM1 ⊂M10, s.t. S1(M1)⊂M1. III Show that S1 is compact.

Then M1 is nonempty, closed, bounded and convex. Thus the Schauder Fixed-Point The-orem ensures that there isu∈M1, s.t. S1(u) =u.

Ad I: TN S→LES is well-defined on V10,W. As a consequence of Lemmata 8.8 and 8.9, S1 is well-defined and continuous on M10 ⊂V10,W provided TN SLES(M10) ⊂V2cont. Figure 8.1 provides some illustration:

Therefore we have to ensure that w ∈ M10 satisfies the following conditions: First, from (8.55) we have to ensure(i)

ν

2 > CbCP,i2 2

νKa(f, ν,w) . Second, from (8.60) we need(ii)

8 > Cb2

νCP,i2 Ka(f, ν,w) +CbC1(d,Ωi)CP,i||w||1/2,2,Γi .

8.3. The coupled steady state problem

T

NS LES

T

LES NS

M’

V

2

1

T

NS LES

(

1

)

cont

S (M )

1 1

V

0,W1

V

0,W1

M

1

M

1

M’

Figure 8.1.: Schematic representation of subspaces.

Due to the priori estimate in Lemma 8.1, we have

||w||1/2,2,Γi ≤CtrCM||∇w||L2(Ωi)≤CtrCM||∇w||L2(Ω)≤Ctr

CM2

νe ||f||1,Ω . (8.69)

Thus if ||f||2−1,Ω is ”sufficiently small” and νe is ”sufficiently large”, then we can make

||w||1/2,2,Γi sufficiently small such that (i) and (ii) are satisfied. Therefore we can ensure existence of a closed and bounded ballM10 ⊂V10,W, s.t. TN S→LES(M10)⊂V2cont, i.e.,S1|M10

is well-defined.

Ad II: Now we have to show that there is a closed and bounded ballM1 ⊂M10 s.t. S1(M1)⊂ M1. AsM10 is a closed and bounded ball, there is ρ >0 s.t. B(0, ρ) ⊂ M10, with B(0, ρ) being the ball with radiusρ around the origin. From Lemma 8.5 we know that

||∇S1(u)||2L2(Ωi) ≤ 2

νKa(f, ν,w) . (8.70)

We can combine this with (8.69) giving the following estimate

||∇S1(u)||2L2(Ωi)≤ 2

νCu,1ap||f||1,Ωi+Cu,2apCtr

CM2

νe ||f||1,Ω+Cu,3apCtr2 CM4

νe2 ||f||2−1,Ω . (8.71)

Then we simply require for f and νe that the r.h.s. in (8.71) is smaller thanρ. Therefore there is a closed and bounded ballM1 ⊂M10 s.t. S1(M1)⊂M1.

Ad III: S1 is a compact operator as TLES→N S is continuous and TN S→LES is continuous and compact.

From I-III we can infer that the operatorS1 has at least one fixed-point.

8. Some analytical results for LES with near wall modelling

Secondly, we show the existence of a fixed-point of the operator S2 ≡ TLES→N S ◦ TN S→LES : V2cont 7→ V2 .

This operator is well-defined, continuous and compact according to Lemmata 8.8, 8.9, and 8.10. From Lemma 8.1 we know the following a priori estimate for S2(w), viz.,

||S2(w)||21,Ω ≤ CM4

νe2 ||f||21,Ω .

Then we require thatν andf are such that the right hand side is smaller thanρ, satifying B(0, ρ)⊂V2cont. Now we can apply the Schauder Fixed-Point Theorem. ♦ Remark 8.9

For proving Lemmata 8.9 and 8.10 we need that β(·,·) ≥β0 >0 and β(·,·) is continuous

on R2. ♦

Before giving the proof regarding uniqueness, we need a further result regardingβj(·).

Lemma 8.11

Assume ΓW is piecewise smooth. Then for all u1, u2 in H1(Ωi)

||βj(u1)−βj(u2)||LW) ≤ Cβ(δ)||u1−u2||H1(Ωi) , Cβ(δ) =Clc−5/2 . Proof:

For given u inC(Rd) and fixed j = 1, . . . , d−1 we set y(u) ≡T r|ΓWu·tj and z(u) ≡ nTT r|ΓWD(u)tj. As ΓW is piecewise smooth, y(u) and z(u) are in LW). So let u1, u2 inV10,W be given. Denote yi≡y(ui),zi≡z(ui), i= 1,2. Then for eachx in ΓW

|β(y1(x), z1(x))−β(y2(x), z2(x))| ≤ Clcmax[|y1(x)−y2(x)|;|z1(x)−z2(x)|]. We will use the following embedding result, see [Gri85], p. 27, i.e.,

Wk+d/p,p(Rd) ⊂ Ck1,α(Rd) , ∀ α ∈ [0,1[, k∈N, k≥1 .

Moreover we use the following estimate, see [JL01], p.271: Forf ∈L2(Ω),f = 0 onRd\Ω, and f ≡gδ∗f ∈C(Rd) we have

||gδ∗f||Wk,2(Rd) ≤ C||gδ||Wk,1(Rd)||f||L2(Ω) ≤ C3δ−k||f||L2(Ω) . Therefore we obtain

||βj(u1)−βj(u2)||LW) = max

xΓW |β(u1)(x)−β(u2)(x)|

≤ Clc max x∈ΓW

max[ |y1(x)−y2(x)|;|z1(x)−z2(x)|]

= Clcmax[||T r|ΓW(u1−u2)·tj||LW),

||nTT r|ΓW∇(u1−u2)tj||LW)]

≤ Clcmax[||u1−u2||L(Rd),||∇(u1−u2)||L(Rd)]

= Clcmax[||u1−u2||C0(Rd),||∇(u1−u2)||C0(Rd)]

≤ ClcCmax[||u1−u2||W5/2,2(Rd),||∇(u1−u2)||W5/2,2(Rd)]

≤ Clc−5/2||u1−u2||1,Ωi .

8.3. The coupled steady state problem

Theorem 8.2

Suppose that the assumptions of Theorem 8.1 hold. Moreover we assume that there exists >0 s.t. β0−/2>0 and

Then the solution(w,u) of (8.11)-(8.16)is unique.

Proof: Subtracting the second equation from the first one, expanding, and settingv =w gives

νe(∇w,∇w) + Therefore we arrive at the following estimate

νe(∇w,∇w) +

8. Some analytical results for LES with near wall modelling

Now the goal is to bound both r.h.s. terms. Regarding the former we have

|b(w,w1,w)| ≤ CbCM3

νe ||f||−1,Ω||∇w||2L2(Ω) . (8.75)

Concerning the latter the following estimate holds:

d1

X

j=1

|h[βj(TLESN S(w1))−βj(TLESN S(w2))]w1·tj,w·tjiΓW|

d1

X

j=1

||βj(TLESN S(w1))−βj(TLESN S(w2))||LW)||w1·tj||L2W)||w·tj||L2W)

≤ 1 2

d1

X

j=1

||βj(TLESN S(w1))−βj(TLESN S(w2))||2LW)||w1·tj||2L2W)

+

2

d1

X

j=1

||w·tj||2L2W)

≤ 1 2

d−1

X

j=1

||βj(TLES→N S(w1))−βj(TLES→N S(w2))||2LW)Ctr2 CM4

νe2 ||f||2−1,Ω

+

2

d−1

X

j=1

||w·tj||2L2W) ,

where we bounded theL2W) norm by theW1/2,2,ΓW norm, cf. [Otto99], p.159 in the last step. From Lemma 8.11 we know that (for each j= 1, . . . , d−1)

||βj(TLESN S(w1))−βj(TLESN S(w2))||2LW)

≤Cβ2(δ)||TLESN S(w1)−TLESN S(w2)||21,Ωi . Thus we need an estimate for the term ||TLES→N S(w1)−TLES→N S(w2)||1,Ωi. We write TLES→N S(wk) =u˜k+Wk (k = 1,2), with Wk denoting the Hopf extension. Moreover, we write ˜u≡u˜1−u˜2. Then

||TLES→N S(w1)−TLES→N S(w2)||21,Ωi ≤ 2||W1−W2||21,Ωi+ 2||u˜1−u˜2||21,Ωi

≤ 2C12(d,Ωi)||w1−w2||21/2,2,Γi+ 2||u˜1−u˜2||21,Ωi

≤ 2C12(d,Ωi)||w1−w2||21/2,2,Γi+ 2CP,i2 ||∇u˜||2L2(Ωi) .

8.3. The coupled steady state problem

Combining the last five inequalities, we arrive at νe||∇w||2L2(Ω)+

Combining trace inequality and the a priori estimate forwi (cf. (8.27)), we obtain

||wi||21/2,2,Γi ≤ Ctr2||wi||21,(Ω\Ωi) ≤ Ctr2||wi||21,Ω ≤ Ctr2CM4

νe2 ||f||2−1,Ω . Inserting this into (8.77) gives (using (8.73))

8. Some analytical results for LES with near wall modelling

Finally we apply the following estimate, videlicet,

||w||21/2,2,Γi ≤ Ctr2||w||21,(Ω\Ωi) ≤ Ctr2CM2 ||∇w||2L2(Ω) . (8.81)

Substituting this, (8.80) can be rearranged to (νe−Kc) ||∇w||2L2(Ω) + withK2 being defined in (8.79) and

Kc ≡ CbCM3

In this section the following issues are discussed, viz., the slip with resistance boundary condition for LES, the matching condition on Γi the corresponding steady state problem and its simplification, and finally how to use this coupling scheme in a computational model.

8.4.1. The slip with resistance boundary condition for LES

Traditionally, boundary condition (7.5) has been used in LES with near wall modelling.

In [GL00] Galdi and Layton proposed the following slip with linear friction and no