Digital Object Identier (DOI) 10.

1007/s00162-004-0105-9
Theoret. Comput. Fluid Dynamics (2004) 17: 273292
Theoretical andComputational
FluidDynamics
Original article
Analysis of pipe ow transition.
Part I. Direct numerical simulation

J org Reuter
1,
, Dietmar Rempfer
2
1
Institut f ur Aerodynamik und Gasdynamik, Universit at Stuttgart, Germany
2
Department of Mechanical, Materials and Aerospace Engineering, Illinois Institute of Technology, USA
Received March 26, 2003 / Accepted January 14, 2004
Published online July 1, 2004 Springer-Verlag 2004
Communicated by R.D. Moser
Abstract. We have developed an accurate hybrid nite-difference code for the simulation
of unsteady incompressible pipe ow. The numerical scheme uses compact nite differences
of at least eighth-order accuracy for the axial coordinate, and Chebyshev and Fourier poly-
nomials for the radial and azimuthal coordinates, respectively. Boundary conditions for the
incompressible ow are enforced using an inuence-matrix technique, and the Poisson equa-
tion for pressure is solved using a fast direct method. The code has been used to simulate and
analyze the spatial transition process in developed laminar pipe ow at a Reynolds number of
Re =2350. Results of the simulation are compared to experimental data given by Han, Tumin
and Wygnanski [18].
Key words: direct numerical simulation, pipe ow transition, incompressible NavierStokes
equation
PACS: 47.11.+j, 47.20.Ft, 47.27.Cn
1 Introduction
The process of transition to turbulence in incompressible pipe ow is still not fully understood. One of the
problems peculiar to laminar-turbulent transition in such ows follows from the observation that developed
pipe ow is asymptotically stable at any Reynolds number, with stability becoming marginal only in the limit
of Re . It is well understood that, because the stability operator for pipe Poiseuille ow is non-normal
and thus permits non-orthogonal eigenmodes (see, e.g., Farrell [13]; Reddy et al. [40]; Trefethen et al. [46]),
this situation does not preclude the temporary amplication of disturbances. On the other hand, the tem-
porary amplication of disturbances known as algebraic instability can only give a partial explanation
of the process of transition to turbulence in pipe ow. In particular, it is not clear whether the kind of op-
timal disturbances that are described in, e.g. (Farrell [13]; Butler and Farrell [7]; Bergstr om [5]; Schmid
Correspondence to: D. Rempfer (e-mail: rempfer@iit.edu)

This work was supported by Grant-# Wa 424/17-13 of the DFG (Deutsche Forschungsgemeinschaft). The authors are in-
debted to Professor Anatoli Tumin for providing them with detailed experimental data.

Present address: Voith Paper GmbH & Co. KG, Heidenheim, Germany
274 J. Reuter, D. Rempfer
and Henningson [43]), and more recently by Reshotko and Tumin [41], are indeed present at sufcient am-
plitude to induce natural transition to turbulence. Apart from that it is obvious that, at some point during
this transition process, nonlinear effects which are not included in linear theories must play an important
role.
One of the main motivations for our work in this area was to obtain a better understanding of pipe ow
transition at lowReynolds numbers of the order of Re 20003000, in other words close to the known lower
limits for pipe ow turbulence. By positioning our simulations near that limit, we were aiming at getting
insight into the interplay of factors that are responsible for allowing the ow to, or preventing it from, be-
coming turbulent. This also meant that to be able to capture the relevant situation with a sufcient degree
of accuracy, we had to strive to design a simulation code such that both amplitude and phase errors would
be kept as small as possible. To meet that goal, we have developed a new hybrid nite-difference-spectral
code which solves the incompressible NavierStokes equations in primitive variables using compact nite
differences of very high order for the streamwise coordinate, and Chebyshev and Fourier polynomials for
the radial and azimuthal coordinates, respectively. Using an inuence-matrix method formulation for the
pressure boundary conditions, we make sure that both the incompressibility constraint and the boundary con-
ditions are satised to machine accuracy. Based on comparisons both with predictions of linear theory and
with experimental results as described below, we are condent that our code can indeed accurately describe
the spatial transition process in pipe ows.
Here, we are focusing mostly on a description of the original parts of the numerical method that we
have developed and its validation, as well as on a phenomenological description of the process of pipe
ow transition as observed in a numerical experiment that was designed to mirror the experiments done by
Han et al. [18]. We note that the Reynolds number range of these experiments, and thus of our simulation, is
in a range where the so-called puffs have been observed by Wygnanski and Champagne [51] as the charac-
teristic structures of natural transition. One might thus conjecture that the simulations that we present in the
following could conceivably represent the early stages in the life cycle of such puffs, although the differ-
ences between our simulation (and the experiments by Han et al. [18]) highly structured, forced transition
with simple periodic disturbances in our case versus natural transition in Wygnanskis work are sufcient
to label our conjecture as speculative, at best. In a following paper we intend to provide results from a de-
tailed analysis of energy ows in transitioning pipe ow, which will reveal some of the mechanisms behind
the phenomenology described in the paper at hand.
The present paper is structured as follows: To put our work into perspective, we start with a brief review
of previous work below. In Sect. 3 we present the differential equations underlying our numerical algorithm,
and Sect. 4 describes the associated boundary conditions. The fourth section discusses our discretisation of
the differential equations, and Sect. 6 deals with our direct solution of the Poisson equation for pressure and
the way we implemented the pressure boundary condition via an inuence matrix method. The validation of
the numerical method by comparison of simulation data to predictions of linear theory is described in Sect. 7,
Sect. 8 and Sect. 9 detail the results of our attempt to numerically reproduce the experiment described by
Han et al. [18]. We end with some concluding remarks. A few of the more intricate particulars of our method
are described in three short appendices describing details of our nite differences, the direct method we use
to solve our Poisson equation, and our inuence matrix technique.
2 Numerical simulation of unsteady pipe ows
Dixon and Hellums [10] were among the rst to numerically simulate pipe ow. They applied a nite dif-
ference scheme to a two dimensional stream function formulation. Crowder and Dalton [8] also developed
a code using only nite differences. Finite volume methods were applied by Eggels et al. [11] and by Ak-
selvoll and Moin [3]. Leonard and Wray [27] developed an elegant spectral method for temporally evolving,
three dimensional perturbations and applied it to the linear stability problem. Due to the lack of efcient
transforms, similar fully spectral methods by Nikitin [29] and Boberg and Brosa [6] were restricted to only
a small number of modes. Landman [25] developed a method applying Fourier decomposition in the azi-
muthal direction and nite differences in the radial direction for helically symmetric ows. Nikitin [30] used
a similar scheme and extended it to the general spatially periodic case using Fourier modes in the axial di-
rection (Nikitin [31]. For the spatially evolving problem, he applied nite differences in the downstream
Analysis of pipe ow transition. Part I. Direct numerical simulation 275
direction (Nikitin [32]). Several authors (see, e.g., Priymak and Miyazaki [38]; Zhang et al. [52]; Priymak
and Miyazaki [39]; Ma et al. [28] have proposed codes based on Fourier modes in the azimuthal and axial
directions and orthogonal polynomials in the radial direction.
Many transitional ows are dominated by so-called -vortices. The rst detailed studies of these struc-
tures were made in at plate boundary layers. Hama et al. [16] compared their shapes to milk bottles.
Klebanoff et al. [20] realised that three-dimensionality was an essential aspect of instability. They showed
that in the so-called peak planes, there is a velocity defect leading to an inection point in the prole.
Breakdown is marked by spikes on the oscilloscope trace in that plane, with the number of spikes increas-
ing further downstream. Kovasznay et al. [24] plotted the shear (U+u) /y in the peak plane. They found
that the spikes are due to the passage of strong shear layers. Hama and Nutant [17] visualised the vortices by
creating hydrogen bubbles in the boundary layer. They gave a detailed description of the development of the
vortices including the successive shedding of vortices. Further investigations have been made by Acarlar
and Smith [1, 2], and Haidari and Smith [15].
Photographs of shear layers in pipe ow have been taken by Weske and Plantholt [50]. Extensive quanti-
tative results have been obtained by Eliahou et al. [12]. They found that the excitation of two counter-rotating
helical waves was a very effective way of triggering transition. This was also the case for a combination
of stationary streamwise rolls and periodic blowing and suction. These ndings are consistent with similar
observations in boundary layers (Schmid and Henningson [42]), where the effect is referred to as oblique
transition. Eliahou et al. [12] also showed that for small disturbance amplitudes, the perturbations decay ex-
ponentially as predicted by linear theory. For intermediate amplitudes, there is transient growth eventually
followed by exponential decay. For even higher disturbances, transition takes place. Focusing on the latter
regime, Han et al. [18] made extensive measurements which have been used to validate the present numerical
method, see below.
3 Differential equations
The differential equations to be solved are the NavierStokes equations in cylindrical coordinates for in-
compressible ow. The dimensional quantities () used to non-dimensionalise the differential equations are
the pipe radius a, the kinematic viscosity , and the mean velocity

V
z
in the axial direction. The only
characteristic parameter of the ow is the Reynolds number dened as
Re =
2

V
z
a

.
Velocity v
+
and pressure p
+
are split up into their laminar parts
V(r) = V
z
e
z
=
_
1r
2
_
e
z
P(z) = P(z
0
) (4/Re)(z z
0
) (1)
and the disturbances v(t, r, , z) and p(t, r, , z), respectively. As shown by Patera and Orszag [37], the
momentum equations in the radial and azimuthal directions can be decoupled in the linear terms by dening
u

=v
r
iv

, (2)
thus simplifying the time integration. The resulting equations are
u

t
+v
r
u

r
+
v

r
_
u

iu

_
+(V
z
+v
z
)
u

z
=
p
r

i
r
p

+
1
Re
_
1
r

r
_
r
u

r
_
+
1
r
2
_

2
u

2
2i
u

_
+

2
u

z
2
_
. (3)
The third velocity component v
z
is computed from continuity
1
r
rv
r
r
+
1
r
v

+
v
z
z
=0 , (4)
276 J. Reuter, D. Rempfer
ensuring a solenoidal velocity eld. Taking the divergence of the momentum equations yields a Poisson
equation for pressure
1
r

r
_
r
p
r
_
+
1
r
2

2
p

2
+

2
p
z
2
=
1
r
r
r
r

1
r

z
z
, (5)
where the non-linear terms are

r
=v
r
v
r
r
+
v

r
_
v
r

_
+(V
z
+v
z
)
v
r
z
, (6a)

=v
r
v

r
+
v

r
_
v

+v
r
_
+(V
z
+v
z
)
v

z
, (6b)

z
=v
r
(V
z
+v
z
)
r
+
v

r
v
z

+(V
z
+v
z
)
v
z
z
. (6c)
4 Computational domain and boundary conditions
The pipe section considered is shown in Fig. 1. At the inow boundary z = z
i
, fully developed laminar ow
is assumed,
v|
z=z
i
= p|
z=z
i
=0 ,
and the no-slip condition at the wall is
v|
r=1
=v
w
(t, , z) =
_
v
w
r
, v
w

, v
w
z
_
T
. (7)
v
w
takes on non-zero values only at the disturbance strip modelling blowing and suction. Combining (7) and
(4) yields
v
r
r

r=1
=v
w
r

v
w

v
w
z
z
. (8)
A damping zone at the end of the domain gradually suppresses the perturbations. It resembles the one
described by Kloker et al. [23]. The velocity components v
r
and v

are gradually reduced to zero by multi-

plying them, at each time step, by a function similar to the one shown in Fig. 2. Hence all quantities become
independent of the axial coordinate z giving

z=z
o
=

2
z
2

z=z
o
=0 .
Fig. 1. Computational domain
Analysis of pipe ow transition. Part I. Direct numerical simulation 277
Fig. 2. Damping function
5 Discretisation
5.1 Time integration
The 1/r terms in (3) become large as r 0. If a purely explicit integration scheme was used, the maximum
admissible time step would be severely restricted. Hence a semi-implicit, third-order accurate, four-step
RungeKutta scheme as proposed by Ascher et al. [4] is used. The implicitly integrated terms are the r and
derivatives of the viscous terms in (3), i.e.
1
Re
_
1
r

r
_
r
u

r
_
+
1
r
2
_

2
u

2
2i
u

__
.
5.2 Azimuthal direction
The quantities w
_
v
r
, v

, v
z
, p
_
are approximated by nite Fourier series
w(t, r, , z) =
N

n=N
w
n
(t, r, z)e
in
. (9)
The sums have to be purely real, hence w
n
= w

+n
, where denotes complex conjugate. The coefcients of
the analogous series of the complex quantities u

satisfy the equations u

,n
= u

,+n
. Due to this coupling,
the solution process of the equations below can be restricted to n 0.
With (9), the continuity (4), momentum (3), and Poisson (5) equations become
1
r
r v
r,n
r
+
in v
,n
r
+
v
z,n
z
=0 ,
u
,n
t
+

,n
=
p
n
r

n p
n
r
+
1
Re
_
1
r

r
_
r
u
,n
r
_

(1n)
2
u
,n
r
2
+

2
u
,n
z
2
_
, (10)
1
r

r
_
r
p
n
r
_

n
2
p
n
r
2
+

2
p
n
z
2
=
1
r
r

r,n
r

in

,n
r

z,n
z
, (11)
with

,n
=

r,n
i

,n
,

r,n
=

+n

=n
|n

|,|n

|N
_
v
r,n

v
r,n

r
+ v
,n

in

v
r,n
v
,n

r
+ v
+
z,n

v
r,n

z
_
,

,n
=

+n

=n
|n

|,|n

|N
_
v
r,n

v
,n

r
+ v
,n

v
r,n
+in

v
,n

r
+ v
+
z,n

v
,n

z
_
,

z,n
=

+n

=n
|n

|,|n

|N
_
v
r,n

v
+
z,n

r
+ v
,n

in

v
z,n

r
+ v
+
z,n

v
z,n

z
_
,
278 J. Reuter, D. Rempfer
and
v
+
z,n
=
_
V
z
+ v
z,0
if n =0
v
z,n
if n =0
.
The convolution sums are computed pseudo-spectrally (Orszag [35]).
The cylindrical coordinate system introduces a mathematical boundary at r =0. The series expansions
(see, for example, Orszag and Patera [34])
_
_
_
_
_
_
_
_
_
_
_
_
u
+,n
u
,n
v
r,n
v
,n
v
z,n
p
n
_

_
=

l=0
_
_
_
_
_
_
_
_
_
_
_
_
r
|n+1|
u
+,n,l
r
|n1|
u
,n,l
r
||n|1|
v
r,n,l
r
||n|1|
v
,n,l
r
|n|
v
z,n,l
r
|n|
p
n,l
_

_
r
2l
(12)
yield
u
,n

r=0
=0 if n =1 , (13a)
u
,n
r

r=0
=0 if n / {0, 2} , (13b)
v
z,n

r=0
= p
n

r=0
=0 if n =0 , (13c)
v
z,n
r

r=0
=
p
n
r

r=0
=0 if |n| =1 . (13d)
5.3 Radial direction
The radial dependence of the quantities is expressed in terms of nite Chebyshev series
w
n
(t, r, z) =
K

k=0
c
k
w

n,k
(t, z) T
k
(r) where c
k
=
_
1
2
if k =0
1 if k > 0
.
The Chebyshev polynomials T
k
(r) =cos(k arccos r) are even for k even and odd for k odd. Due to (12), the
series can be restricted to either the even or to the odd indices, as appropriate:
w
n
(t, r, z) =
L

l=0
c
2l+
w
n,l
(t, z) T
2l+
(r) {0, 1} . (14)
If =0, the resulting even function automatically satises the homogeneous Neumann conditions (13b)
and (13d). If, on the other hand, =1, the homogeneous Dirichlet conditions (13a) and (13c) need not be
imposed separately.
The integration and the differentiation of Chebyshev series can be implemented by making use of recur-
rence relations (Gottlieb and Orszag [14]). The resulting band matrices can be inverted efciently.
Analysis of pipe ow transition. Part I. Direct numerical simulation 279
5.4 Axial direction
The discrete analogs of the derivatives /z and
2
/z
2
are expressed as compact nite differences
(Lele [26]). The formulae are listed in Appendix A. They are at least eighth-order accurate. Due to their sym-
metries, they do not introduce any phase errors. Most of them damp short wavelength components, which is
a property that is benecial for the stability of the integration scheme.
At the inow and outow boundaries, asymmetric formulae have to be used to complete the linear sys-
tems. When differentiating in the axial direction, the errors at the fringes tend to be much higher than those at
the inner grid points, even if the formulae there are formally of the same orders as those of the symmetric -
nite differences. The computational domain is therefore extended by a few grid points at both ends. Because
of /z =0, the new values can be directly extrapolated from the values at z = z
i
and z = z
o
, respectively.
The accuracy of the approximations of the derivatives at the fringes is then of little signicance.
The integration scheme is stabilised by ltering u

in the axial direction at each time step (Vichnevetsky

and Bowles [47]). Since we use lters with a symmetric transfer function, this procedure does not introduce
any phase errors of its own into the scheme.
6 Solution of the Poisson equation
Inserting the recurrence relation for the r and derivatives and the compact difference representing the z
derivatives into the Poisson equations (11) for each n leads to linear equations for the vectors of unknowns.
In general, such systems cannot be inverted directly and methods like multi-grid have to be used which are
either slow or inaccurate. In the present case, the special structure of the matrices can be exploited to ob-
tain the fast and accurate algorithm described in Appendix B. Similar methods have been presented, among
others, by Swarztrauber [44]. The present algorithm is superior to those methods because it is not restricted
to tridiagonal systems.
A boundary condition for pressure at the wall is derived fromrequiring that the velocity obtained fromthe
momentum Eq. (10) satisfy not only the Dirichlet (no-slip) condition (7) but also the Neumann (continuity)
condition (8). The method is based on an idea by Kleiser and Schumann [22]. The details can be found in
Appendix C.
7 Validation
7.1 Eigenvalue formulation
If the products of perturbation quantities are ignored and periodicity is assumed, (3)(5) can be transformed
to an eigenvalue problem providing an alternative approach to solving the equation set. Comparing the
two solutions gives an idea of the accuracy of the numerical scheme outlined above. More precisely, the
quantities w
_
v
r
, v

, v
z
, p
_
are assumed to be of the form
w
n
=
1
2
_
w
n
+w

n
_
, w
n
= w(r)r

n
exp [i(z +nt)] , (15)
where C, n Z, and R.
n
are the exponents from (12). The frequency being real, the amplitudes
do not vary with time. The imaginary part
i
of wave number determines the axial envelope curve e

i
z
.
For the validation, the solutions (15) were prescribed as initial conditions and at the inow boundary.
The integration was run for three periods T, where T =2/. The parameters are shown in Table 1. The
eigenfunctions used are the least damped for the given parameter set.
Table 1. Parameters for validation. L is the highest index of the Chebyshev series (14)
Re (n =0) (n =2) t/T L z
2280 0.96 1.01791+0.06206 i 1.09129+0.07697 i 1/1500 40 0.2
280 J. Reuter, D. Rempfer
Fig. 3a,b. Perturbation velocity v
z,2
(r, =0, z) (a) and error (b)
7.2 Comparison
Figures 3a and b show the solution v
z
for n =2 in a plane =0 and the corresponding error, respectively.
The errors for the other velocity components and for other values of n are very similar to Fig. 3b. An ex-
ception, however, is the pressure for n =0. The error shown in Fig. 4b is considerably larger in spite of the
modication for n =0 to the inuence matrix technique described in Appendix C. Clearly, p
0
is computed
less accurately than the other quantities. However, it is important to note that, since p/z does not appear
in our formulation, it is only the error in the radial direction which is relevant for the momentum Eq. (3).
Figure 4c shows the quantity p
0
p
0
|
r=0
which, again, is quite small.
The graphs from Fig. 3 exclude the region upstream of the damping zone and the damping zone itself. In
that area, by denition, the error is of the same order of magnitude as the perturbation itself shown in Fig. 3a.
The graphs demonstrate that further upstream, the error due to the damping is negligible compared to the
discretisation error.
7.3 Inuence matrix
As has been pointed out by Werne [49], subtle errors in the formulation of an inuence matrix technique
may lead to a considerable deterioration of the accuracy of the computer code (see, however, Kleisers reply
to Wernes paper, Kleiser et al. [21]. In the present case, testing the performance of the method is straight-
forward. The technique is to ensure that v
r
satises not only the Dirichlet but also the Neumann boundary
condition at the pipe wall. Any error in v
r
/r|
r=0
would lead to an error in v
z
|
r=0
, the latter being inte-
grated from (4). As can be seen from Fig. 3b, v
z
perfectly meets the no-slip condition at the wall. In fact, the
error is of the same order as the roundoff error of the computer.
8 Setup
Han et al. [18] have made extensive measurements of transitional pipe ow. The following comparison is
based on the case of a perturbation with azimuthal modes n =3.
In their experiment, Han et al. have used a custom-built disturbance generator that excites oscillations in
a set of 24 settling chambers around the circumference of the pipe, which are then transmitted to a set of
Analysis of pipe ow transition. Part I. Direct numerical simulation 281
Fig. 4ac. Perturbation pressure p
0
(r, =0, z) (a), error (b), and error
in r (c)
Fig. 5. Disturbance slot of Han et al. [18]. Lengths in [mm]
narrow exit slots where unsteady jets at an angle of 45

to the pipe axis are created (see Han et al. [18] for
more details). The excitation of our simulation differs from the experiment for two reasons. First, the velocity
amplitudes at the exit slots were not measured and hence could not be reproduced, and second, the slot shown
282 J. Reuter, D. Rempfer
Fig. 6. Solid: envelope curve f(x) of the simulated perturbation (16), dashed: assumed parabolic prole of the experiment. The
reference length and hence the width of the parabola is d/2 [cf. (16)]
Table 2. Parameters of the simulation. L is the highest index of the Chebyshev series (14). Because of the symmetry, only Fourier
modes n =0, 3, 6, . . . , 117(= 339) are considered
Re t L N z
2350 0.96 0.018 120 339 0.03
in Fig. 5 was too small to be resolved on the computational grid. In our simulation, the velocity components
w
_
v
r
, v

, v
z
_
at r =1 were modelled as
w|
r=1
(t, , z) =
_
W
0
+
N

n=1
W
n
sin(n+
n
)
_
sin(t) f(z) ,
where is the frequency used in the experiment. The amplitudes vanish with the exception of W
3
. f(z) takes
on non-zero values only at the perturbation slot. As the discretisation assumes innitely differentiable func-
tions, f should be very smooth at the fringes of the slot, i.e. there should be high-order zeros in order to avoid
numerical difculties. The function chosen and shown in Fig. 6 is
f [x(z)] =
_
_
_
(1x
2
)
6
, |x| 1
0 , |x| 1
x =
z z
s
d/2
, (16)
where z
s
is the position of the slot and d is its width. The value of d used is 1.0 (about 33 grid points) which
gives an effective width of about 0.5 (cf. dashed curve in Fig. 6) as opposed to 2.8 mm/16.5 mm0.17 in
the experiment. The perturbation of the simulation was
v
r
|
r=1
(t, , z) =+0.233 cos(3) sin(t) f(z)
v
z
|
r=1
(t, , z) =0.233 cos(3) sin(t) f(z) (17)
v

r=1
(t, , z) =0 .
The amplitude of 0.233 was established to t the initial structures (see below). The component v
r
at the wall
is displayed in Fig. 7.
The inherent symmetries of the setup were taken advantage of in order to economise computer mem-
ory and CPU time. The symmetry with respect to =0 leads to purely real u

, v
r
, v
z
, and p. v

is purely
imaginary. Furthermore, only Fourier modes n = 0, 3, 6, . . . were excited. Tables 2 and 3 collect the
parameters.
Analysis of pipe ow transition. Part I. Direct numerical simulation 283
Table 3. Size and positions of sub-regions in the integration domain
inow boundary z =3.00
disturbance slot 0.50 z 0.50
damping zone 13.35 z 13.92
outow boundary z =14.22
Fig. 7. Radial component v
r
|
r=1
of the
perturbation at the wall in the vicinity of
the slot at times t =
_
k +
1
4
_
T, k Z
9 Results
9.1 Visualisation
The visualisation method applied here has been proposed by Jeong and Hussain [19]. Figure 8 shows a snap-
shot of the iso-surfaces of the eigenvalue
2
. Immediately following the perturbation slot at z =0, hairpin
shaped -vortices are created and are convected downstream. Due to the gradient of the parabolic prole of
the base ow, the elements closer to the centre travel faster and, as a consequence, the vortices are stretched.
The rings at the tips move away from the wall and eventually separate from the remaining structures. New
vortices emerge and the scales become smaller. This scenario is virtually identical to transition in a at plate
boundary layer as described by Hama and Nutant [17].
9.2 Performance of the damping zone
Figure 8 shows all the vortex structures in the entire computational domain. Upstream of the disturbance
slot at z = 0, the impact of the blowing and suction decays rapidly. Downstream of z 13, the vortices
are damped away by the buffer zone. No un-physical reections have been observed. The performance
of the damping was also tested by comparing runs differing in the length of the domain. Differences
could only be observed from below one unit length upstream of the buffer zone of the shorter domain
onwards.
9.3 Comparison with experimental data
For a comparison with the experimental data of Han et al. [18], the gradient (V
z
+v
z
)/r of the streamwise
velocity with respect to the wall-normal direction in the plane =0 is plotted as a function of time t/T and
of the radial coordinate r at several downstreampositions. Figure 9 shows the development of the -vortices.
The initially indeterminate amplitude in (17) was xed such that the distances from the wall of the vortex
tips in Figs. 9a and b were approximately the same in both plots. The further development is characterised
by the formation of new ring vortices. When approaching the centre line, the rings meet their counterparts
and disintegrate rapidly.
The comparison shows good agreement of the shape of the structures. However, the amplitudes of the
simulation results are roughly 50% larger than in the experiment. This might be put down to the fact that the
284 J. Reuter, D. Rempfer
Fig. 8. Iso-surfaces
2
= 0.5 in a 3D projec-
tion as seen from =270

(from below). On
the left, all vortices are shown, with the lower
(y 0) ones hiding their symmetric counterparts
in the upper (y > 0) half of the pipe. On the
right, only the rst three vortices of each of the
two upper trails are extracted
averaging of the experimental data over 70 samples that was done by Han et al. [18] is bound to smear out
the most pronounced features of the ow.
9.4 Formation of longitudinal vortices and streaks
As can be seen from the sketch in Fig. 10, the -structures consist, in part, of vortices which result in
a vorticity component
z
when averaging in time. This vorticity is shown in Fig. 11a. The radial velocity
component redistributes the streamwise momentum of the base ow creating the streaks of Fig. 11b. As
a consequence, the base ow is modied considerably, as shown in Fig. 12. Taking into account the axis scal-
ing in Fig. 13, is becomes clear that the variations in the radial and azimuthal directions are much larger than
the variations in the axial direction.
9.5 Evolution of modal energies
The perturbation (17) being periodic in time for t 0, the ow eld is also periodic in the limit t . In
practice, periodicity is achieved soon after the rst structures have reached the outow. A Fourier analysis in
time of (9) gives
w(t, r, , z) =
N

n=N
M

m=M
w
n,m
(r, z)e
i(n+mt)
. (18)
Analysis of pipe ow transition. Part I. Direct numerical simulation 285
Fig. 9ah. Gradient (V
z
+v
z
)/r at z =3.04 (a),
(b), z = 4.84 (c), (d), z =6.66 (e), (f), and z =
10.30 (g), (h). Experiment (Han et al. [18]) (a, c,
e, g) and simulation (b, d, f, h). The four contour
levels are {4, 3, 2, 1}
Fig. 10. Sense of rotation of a -vortex
Fig. 11a,b. Temporal average of vorticity
z
(a) and perturbation velocity v
z
(b) at z = 10.3.
The arrows represent the sense of rotation
286 J. Reuter, D. Rempfer
Fig. 12. Temporally averaged streamwise velocity
V
z
+v
z
at z =10.3
Fig. 13a,b. Temporally averaged stream-
wise velocity V
z
+v
z
in planes = 0
(peak) (a) and =/6 (valley) (b)
z
Fig. 14. Spatial development of the kinetic
energy of mode (0,0)
For real velocity components, w
n,m
=w

n,m
. If a quantity can be represented by a cosine series in ,
w
n,m
=w
n,m
and w
n,m
=w

n,m
. Due to the symmetrical setup, this is the case for v
r
, v
z
, and p. v

can
be written as a sine series for which w
n,m
=w
n,m
and w
n,m
=w

n,m
.
The averaged kinetic energy is dened as
e(z) =
1
2
_
2
0
1
2
_
2
0
2
_
1
0
1
2

v
+
(t
0
+/, r, , z)

2
r dr d d ,
where

v
+

2
=v
2
r
+v
2

+(V
z
+v
z
)
2
.
The decomposition (18) can also be applied to the kinetic energy giving
e(z) =
N

n=N
M

m=M
e
n,m
(z) .
From the symmetries, e
n,m
= e
|n|,|m|
. The representation can, therefore, be restricted to n, m 0, where
the coefcients will be multiplied by the factors given in Table 4 to account for the entire spectrum. In the
following, the notation (n, m) will denote a mode of azimuthal wave number n and frequency m.
Initially, only the base ow (0,0) and the disturbance (3,1) are present. For these modes and for all their
descendants the sum n +m is even
1
.
1
The non-linear interaction of two arbitrary modes (n

, m

) and (n

, m

) with n

+m

=2k

and n

+m

=2k

affects (n, m) =
(n

+n

, m

+m

), for which n +m =(n

+n

) +(m

+m

) =(n

+m

) +(n

+m

) =2(k

+k

).
Analysis of pipe ow transition. Part I. Direct numerical simulation 287
Table 4. Factors for components (n, m) for plots of modal energies
m =0 m > 0
n =0 1 2
n > 0 2 4
e
z
Fig. 15. Spatial development of
selected modes. Curves (n, m)
include all modes (n, m)
The energy of mode (0,0) (Fig. 14) includes the base ow (1). Upstream of the disturbance slot at z =0,
its value is
2
_
1
0
1
2
V
2
z
r dr =2
_
1
0
1
2
_
1r
2
_
2
r dr =
1
6
0.167 .
The gradual transition to turbulence is accompanied by a steady decline of this energy. The asymptotic limit
is given by the energy of a fully turbulent prole. An approximation at a comparable Reynolds number is
(Nikuradse [33])
V
z

91
144
(1r)
1
6
,
the energy of which is
1183
9216
0.128.
The evolution of the other modes (Fig. 15) is initially marked by the disturbance (3,1) which is directly
sustained by the blowing and suction (17). The generation of streaks [see Fig. 11b] soon gives rise to (6,0)
which dominates the spectrum downstream.
10 Conclusions
We have developed an accurate method for the direct numerical simulation of transition to turbulence in in-
compressible pipe ows. Using an appropriate combination of carefully selected compact nite difference
representations of streamwise derivatives with an explicit lter, in conjunction with spectral representation
of radial and azimuthal derivatives, we believe that we have managed to strike a good compromise between
stability requirements and a desire to minimize both amplitude and phase errors in the integration of the mo-
mentum equation. We are integrating the transport equation with zero phase error, and introduce amplitude
errors only as needed to prevent a build-up of energy at the small-scale end of our range of resolved scales.
A direct solution method for the pressure allows for a highly efcient treatment of the corresponding Poisson
equation. By using an inuence matrix method, the incompressibility constraint can be satised to machine
accuracy. The numerical method has been validated both by comparisons with predictions of linear stability
theory and by matching the experimental results of Han et al. [18].
Formally, pipe ow transition appears quite different from the analogous process in boundary layers.
In boundary layers, an important path to turbulence proceeds from primary instabilities which lead to the
288 J. Reuter, D. Rempfer
amplication of TollmienSchlichting (TS) waves via secondary instabilities causing the formation of the
characteristic -vortices to the nal breakdown to turbulence. In contrast, there are no primary instability
waves in pipe ows, and consequently there is no formal equivalent to the secondary instabilities in boundary
layers. Yet, from a purely phenomenological point of view, as we have shown above (see also Han et al. [18]),
the process of transition in pipe ows looks almost identical to the one in boundary layers.
Thus, it appears that pipe ow transition has more in common with boundary layer transition than one
might have assumed. An interesting conclusion that one might draw from this observation is the following:
Since pipe ow, despite the lack of the linear instabilities that are so typical for boundary layers, can exhibit
a transition process that is virtually indistinguishable from transition in those other types of ows, one might
argue that TS waves that play such a large role in studies of boundary-layer transition might not be all that
important after all. From this point of view, TS waves are just one of possibly many ways to initiate a process
that is of a much more general nature.
This view also has potential applications to the problem of laminar-turbulent ow control. If the above
position is correct, then one might be well advised to concentrate attempts to stabilize transitional ows on
a better understanding of the presumed general mechanism of transition. Clearly, if such a general mechan-
ism exists and there are a number of results that support this conjecture, see, e.g. Waleffe [48] then the
ability to control or manipulate it in a desired manner would have much broader applications than methods
to manipulate TS instabilities.
Appendices
A. Compact differences
Most of the rst derivatives f/z in equations (3)(6) are replaced by linear systems based on
30
_
f

j2
+ f

j+2
_
+300
_
f

j1
+ f

j+1
_
+600 f

j
=
_
f
j+3
f
j3
_
+101
_
f
j+2
f
j2
_
+425
_
f
j+1
f
j1
_
z
+O
_
z
10
_
+. . . .
This applies to u

/z in (3), to
z
/z in (5), and to the derivatives /z in (6).
The term v
z
/z in (4) is not evaluated as a derivative, but v
z
is obtained from an integration instead. Be-
cause of the spectral properties of compact differences, integrating usually requires formulae differing from
those used for differentiating. The present method uses
2497
_
f

j5
+ f

j+4
_
28939
_
f

j4
+ f

j+3
_
+162680
_
f

j3
f

j+2
_
641776
_
f

j2
f

j+1
_
+4134338
_
f

j1
f

j
_
=
7257600
_
f
j
f
j1
_
z
+O
_
z
10
_
+. . .
to compute the integral v
z
=
_
(. . . )dz.
The term
2
u

/z
2
in (3) is transformed by writing
387
_
f

j2
+ f

j+2
_
+6012
_
f

j1
+ f

j+1
_
+16182 f

j
=
79
_
f
j3
+ f
j+3
_
+4671
_
f
j2
+ f
j+2
_
+9585
_
f
j1
+ f
j+1
_
28670 f
j
z
2
+O
_
z
10
_
+. . . .
Pressure is integrated by solving (5). The partial derivative
2
/z
2
on the l.h.s. of that equation is converted
based on
23
_
f

j2
+ f

j+2
_
+688
_
f

j1
+ f

j+1
_
+2358 f

j
=
465
_
f
j2
+ f
j+2
_
+1920
_
f
j1
+ f
j+1
_
4770 f
j
z
2
+O
_
z
8
_
+. . . . (19)
Analysis of pipe ow transition. Part I. Direct numerical simulation 289
B. Direct solution of the Poisson equation
In the following, the algorithm used to solve (11) is described for pentadiagonal subsystems but it can be
extended to arbitrary stencil sizes.
If the vector of the unknown coefcients is sorted as
_
. . . , p
n,l, j
, p
n,l, j+1
, . . . , p
n,l+1, j
, p
n,l+1, j+1
, . . .
_
T
, (20)
the matrix of the system has a pentadiagonal block structure. The submatrices, too, are pentadiagonal, with
the exception of the boundaries.
For the sake of clarity, the basic idea of the algorithm is described for a one-dimensional system
Tv =b , (21)
where T is a band matrix, v is the vector of unknowns, and b is the right hand side. Prescribing boundary
conditions at grid points j =2, 1, N +1, N +2 gives
T =
_
_
_
_
_
_
_
_
_
_
_
_
_
_
t
0
t
1
t
2
0 0 0 0 . . . 0
t
1
t
0
t
1
t
2
0 0 0 . . . 0
t
2
t
1
t
0
t
1
t
2
0 0 . . . 0
0 t
2
t
1
t
0
t
1
t
2
0 . . . 0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
0 . . . 0 t
2
t
1
t
0
t
1
t
2
0
0 . . . 0 0 t
2
t
1
t
0
t
1
t
2
0 . . . 0 0 0 t
2
t
1
t
0
t
1
0 . . . 0 0 0 0 t
2
t
1
t
0
_

_
,
v =
_
_
_
v
0
.
.
.
v
N
_

_ b =
_
_
_
_
_
_
_
_
_
_
b
0
t
2
v
2
t
1
v
1
b
1
t
2
v
1
b
2
.
.
.
b
N2
b
N1
t
2
v
N+1
b
N
t
1
v
N+1
t
2
v
N+2
_

_
.
The coefcients of (19) being independent of j , T is a so-called Toeplitz matrix, i.e. all the entries t
0
on
the diagonal are identical. The same applies to the entries t
j
on any of the parallels of the diagonal. Equa-
tion (21) can be extended to
C v

=b

(22)
with a (N +5) (N+5) circulant matrix
C =
_
_
_
_
_
_
_
_
_
_
t
0
t
1
t
2
0 0 . . . t
2
t
1
t
1
t
0
t
1
t
2
0 . . . 0 t
2
t
2
t
1
t
0
t
1
t
2
. . . 0 0
.
.
.
.
.
.
0 0 . . . t
2
t
1
t
0
t
1
t
2
t
2
0 . . . 0 t
2
t
1
t
0
t
1
t
1
t
2
. . . 0 0 t
2
t
1
t
0
_

_
.
The inner rectangle encloses the original (N +1) (N+1) matrix T. The extended vectors are
v

=
_
_
_
v
2
.
.
.
v
N+2
_

_ b

=
_
_
_
b
2
.
.
.
b
N+2
_

_ .
290 J. Reuter, D. Rempfer
As shown by Davis (1979), the eigenvectors of C written as a matrix are identical to the ones of the operator
F =c
_
exp
_

2i jk
N +5
__
j,k
2 j, k N +2
of the discrete Fourier transform, where c =0 is an arbitrary constant. The inverse of that matrix is
F
1
=
1
c(N +5)
_
exp
_
+
2i jk
N +5
__
k, j
.
Given its eigenvectors, C can be diagonalised:

C = F
1
C F =diag{
k
} ,
where

k
=
2

j=2
t
j
exp
_

2i j k
N +5
_
are the eigenvalues of C. The solution of (22) is therefore given by
v =C
1
b =
_
F

CF
1
_
1
b = F

C
1
F
1
b , (23)
where

C
1
=diag {1/
k
}.
The rst step of the algorithm derived from (23) is an inverse transform
_
F
1
_
of the right hand side b.
Using the Fast Fourier Transform (see, for example, [45] this can be implemented in a highly efcient
manner. In the simplied one-dimensional example, the next step
_

C
1
_
consists of weighting the result-
ing vector by 1/
k
. In the actual application, an LU decomposition (Patankar [36]) is applied to solve the
decoupled systems resulting from the radial discretisation. Another Fourier Transform (F) yields v.
Initially, the coefcients b
j
, j S ={2, 1, N +1, N +2}, are unknown. On the other hand, the solu-
tion for v
j
, j S has to meet the boundary conditions. In a rst run, (22) is solved with arbitrary values b

j
,
j S. Multiplying an inuence matrix by the error v
j
, j S, provides the correct values b
j
=b

j
+b
j
.
The solution obtained in a second run is the desired solution to (21).
C. Inuence matrix method
In a rst step, arbitrary values at the wall are imposed when computing a provisional pressure distribution
from (11). A solution of (10) based on this pressure and (7) does not, in general, satisfy (8). The pressure
terms in (10) being linear, there is a linear relation between the error in v
r,n
/r and p
n

r=1
. The inverse
of this dependence transforms the error into a correction p
n

r=1
. Once the boundary condition has been
xed, a second cycle gives the desired solution.
Due to the discretisation, there is a nite number of points in both vectors
_
p
n

r=1
_
j
and
_
v
r,n
/r

r=1
_
j
.
In an initialisation step, the square matrix M
n
of the relation
_
v
r,n
/r

r=1
_
i
={M
n
}
ij
_
p
n

r=1
_
j
is computed for each n. The desired inuence matrix is the inverse of M
n
. The elements j of
_
p
n

r=1
_
j
are set to unity one at a time, keeping all of the others equal to zero. Solving the homogeneous counterpart
of (11)
1
r

r
_
r
p
n
r
_

n
2
p
n
r
2
+

2
p
n
z
2
=0
Analysis of pipe ow transition. Part I. Direct numerical simulation 291
isolates the impact of the specic boundary point on pressure. The effect on velocity is given by solving, with
homogeneous initial conditions, (10) in its reduced form
u
,n
t
=
p
n
r

n p
n
r
+
1
Re
_
1
r

r
_
r
u
,n
r
_

(1n)
2
u
,n
r
2
_
,
retaining only the implicit and pressure terms. u
,n
with (2) gives v
r,n
and hence its derivative at the wall.
The boundary points of the latter are the values of column j of M
n
. The above procedure is repeated for
each j .
For n = 0, the method cannot determine the dependence of p
0

r=1
on z, because only the derivative
p
0
/r appears in (10). As an additional condition, the nite difference form of p
0
/z

r=1,z=z
i
is required
to vanish. The condition on the grid point preceding the outow boundary is dropped in favour of this con-
straint, because otherwise M
n
would not be a square matrix and could not be inverted. That last grid point
being situated in the damping zone, this modication has no impact on the satisfaction of (8).
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