Continuum Mechanics Problems

Problems in Continuum Mechanics
Hans Petter Langtangen

Simula Research Laboratory
University of Oslo
September 2007
Preface
Table of Contents
1 Heat Transfer Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
1.10
Steady Heat Conduction in an Insulated Rod . . . . . . . . . . . . . . . .

Transient Heat Conduction in an Insulated Rod . . . . . . . . . . . . . .
Heat Transfer in a Two-Material Domain . . . . . . . . . . . . . . . . . . . .
Transient Heat Conduction in Soil . . . . . . . . . . . . . . . . . . . . . . . . . .
Transient Heat Conduction in a 2D Geometry . . . . . . . . . . . . . . . .
Heat Transfer in Pipeflow . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Transient Heat Conduction in a 2D Geometry . . . . . . . . . . . . . . . .
Cooling of an Object; PDE Models . . . . . . . . . . . . . . . . . . . . . . . . .
Cooling of an Object; Averaged Model . . . . . . . . . . . . . . . . . . . . . .
Diffusion of Ink in a Water Tube . . . . . . . . . . . . . . . . . . . . . . . . . . .
1
1
3
5
9
12
14
16
18
23
26
2 Fluid Flow Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34

2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
2.10
2.11
2.12
2.13
2.14
2.15
2.16
2.17
2.18
2.19
2.20
Pressure in a Fluid at Rest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Pressure Force on a Box . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Pressure Force on a Cylinder . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Pressure Force on a Sphere . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Stationary Channel Flow; Newtonian Fluid . . . . . . . . . . . . . . . . . .
Channel Flow Specified as a 2D/3D Problem . . . . . . . . . . . . . . . .
Flow over a Backward-Facing Step . . . . . . . . . . . . . . . . . . . . . . . . . .
Transient Channel Flow; Newtonian Fluid . . . . . . . . . . . . . . . . . . .
Sudden Movement of Lubricated Surfaces . . . . . . . . . . . . . . . . . . .
Transient Channel Flow; Generalized Newtonian Fluid . . . . . . . .
Pulsatile Blood Flow in a Straight Artery . . . . . . . . . . . . . . . . . . .
Oil and Water Films Between Moving Surfaces . . . . . . . . . . . . . . .
Flow of Oil and Water in a Tube . . . . . . . . . . . . . . . . . . . . . . . . . . .
Flow in a Pipe with a Non-Circular Cross Section . . . . . . . . . . . .
Stationary Flow in an Open Inclined Channel . . . . . . . . . . . . . . . .
Different Cross Sections in Open Channel Flow . . . . . . . . . . . . . .
Transient Flow in an Open Inclined Channel . . . . . . . . . . . . . . . . .
Flow in a Channel with Varying Width . . . . . . . . . . . . . . . . . . . . .
Spindown of a Well Bore; Newtonian Fluid . . . . . . . . . . . . . . . . . .
Spindown of a Well Bore; Power-Law Fluid . . . . . . . . . . . . . . . . . .
34
35
36
38
39
42
44
44
47
48
50
52
52
57
60
63
64
65
73
78
3 Solid Deformation Problems . . . . . . . . . . . . . . . . . . . . . . . . . . 80

3.1
3.2
3.3
3.4
3.5
Heavy Box on an Elastic Layer . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Deformation of an L-Shaped Beam . . . . . . . . . . . . . . . . . . . . . . . . .
Deformation of an Elastic Arch . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Plate with a Hole . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Torsion of a Hollow Cylinder . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
80
81
83
85
87
IV
3.6
3.7
3.8
Table of Contents
Development of Torsion Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93

Hollow Sphere with Inner Pressure . . . . . . . . . . . . . . . . . . . . . . . . . 102
Two-Material Hollow Sphere with Inner Pressure . . . . . . . . . . . . . 103
4 Coupled Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108

4.1
4.2
4.3
4.4
Heat Transfer in a Tube with Oscillating External Temperature

Transient Thermo-Elasticity in a Two-Material Spherical Container . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Simplified Analysis of a Thermo-Elastic Container . . . . . . . . . . . .
Heat and Flow in a Pipe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
108
110
113
115
5 General Modeling Problems . . . . . . . . . . . . . . . . . . . . . . . . . . 116

5.1
5.2
5.3
Symmetry of a scalar field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116

Symmetry of a vector field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
Given a Model, What Is the Problem? . . . . . . . . . . . . . . . . . . . . . . 120
A Mathematical Topics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122

A.1 Useful Formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
A.2 Scaling and Dimensionless Variables . . . . . . . . . . . . . . . . . . . . . . . . 125
Chapter 1
Heat Transfer Problems

1.1
Steady Heat Conduction in an Insulated Rod
We consider a homogeneous solid rod with length L and radius R, see Figure 1.1. The end surfaces x = 0 and x = L have controlled temperatures, T0
and TL , respectively. The rest of the surface is insulated (no heat is allowed
to escape). We are interested in the temperature distribution in the whole
rod. The problem is stationary.
insulated surface
T=T 0
T=T L
Fig. 1.1. Sketch of a rod with controlled temperatures T0 and L at the end surfaces,
while the circular surface is insulated. (Problem 1.1)
First formulate a three-dimensional mathematical model for this problem.

Thereafter, argue why we expect the temperature to vary with x only, and
show mathematically that T = T (x) fulfills the three-dimensional boundaryvalue problem, i.e., derive the one-dimensional model. Calculate the temperature distribution. Then scale the one-dimensional model, find the solution,
and insert physical quantities in the scaled temperature expression. Is the
one-dimensional model and its solution limited to the geometry in Figure 1.1
or could it be valid for other geometries as well?
Solution of Problem 1.1
Basic Equations and Boundary Conditions. This problem is about heat conduction in a solid. Neglecting internal heat sources and effects of deforming
the material, the governing PDE is
%Cv
T
= k2 T,
t
1. Heat Transfer Problems
when the material is homogeneous with respect to heat conduction ( constant

k). Since the problem is stationary, T /t = 0. The governing PDE is to be
solved in a domain , which is the cylindrical rod geometry.
One boundary condition is needed at each point on the boundary; on
x = 0 and x = L, T is fixed at T0 and TL , while the rest of the boundary
(r = R) has no heat flux: q n = kT /n = 0, or just T /n = 0 for
simplicity.
The complete three-dimensional boundary-value problem becomes
k2 T = 0,
in ,
(1.1)
T = T0 , x = 0,
T = TL , x = L,
T
= 0, r = R .
n
(1.2)
(1.3)
(1.4)
Simplifications. To understand how T will vary througout space, we need to

see how the input data, i.e., geometry, coefficients, and boundary conditions,
vary in space. The coefficients in the PDE are constant, the geometry is
a cylinder, and the boundary conditions are constant on each of the three
surfaces. There will be an x variation since T goes from T0 to TL as we move
along the x axis. On the other hand, there are no variations in the geometry
or the no-flux boundary condition that may cause variations of T with respect
to y and z. We may therefore assume T = T (x). To check that the assumption
is correct, we can check if T (x) is a solution of the boundary-value problem.
The PDE becomes
kT 00 (x) = 0 .
The boundary conditions on the end surfaces are expressed as T (0) = T0 and
T (L) = TL . The condition on r = R needs slightly more calculations. The
normal vector to the curved surface can be written as
yj + zk
.
n= p
y2 + z 2
The condition T /n = 0 becomes
1
T
= n T = p
2
n
y + z2
T
T
+z
y
y
z
= 0.
Hence, T = T (x) is compatible with T /n = 0 at r = R.

The one-dimensional boundary value problem reads
T 00 (x) = 0, x (0, L),
T (0) = T0 , T (L) = TL .
The solution is obtained by integrating twice,

T (x) = Ax + B,
(1.5)
1.2. Transient Heat Conduction in an Insulated Rod
and determining the integration constants A and B from the boundary conditions. This gives B = T0 and A = (TL T0 )/L. The total temperature
distribution becomes
x
T (x) = T0 + (TL T0 ) .
L
Scaling. The one-dimensional model 1.5 can be scaled according to
x
=
x
,
L
T T0
T =
.
TL T 0
Inserting these expressions in 1.5 and dropping the bars as usual result in the
scaled model
T 00 (x) = 0, x (0, 1),
T (0) = 0, T (1) = 1 .
(1.6)
The solution is now found to be T (x) = x. The transformation back to

physical quantities goes as follows (now we need the bars again since we need
to mix quantities with and without dimension):
T = x
T T0
x
=
TL T 0
L
x
T = T0 + (TL T0 ) ,
L
which coincides with the solution found by solving the unscaled problem.
Examining the validity of the T = T (x) assumption carefully, we see that
only the boundary condition T /n = 0 at r = R brings in the geometric
shape of the domain. The condition T /n = 0 will be valid for any n that
does not have an x component. This means that the domain must have
shape of a cylinder, but the cross section geometry can be arbitrary. (An
arbitrary cross section will have n = ny j + nz k and n T = 0 since T s
derivatives in the y and z directions vanishes.)
1.2
Transient Heat Conduction in an Insulated Rod
We consider the same physical case as in Problem 1.1. However, now the
rod has the temperature T0 at time t = 0. The, the temperature at the
surface x = L is suddenly changed to T = TL . We are interested in how
the temperature develops througout time and space. The arguments leading
to a one-dimensional mathematical model are valid also in the present timedependent case. Set up a complete one-dimensional model for the temperature
distribution T = T (x, t). Scale the problem. Discuss qualitatively how the
temperature will develop in time and space.
Basic Equations and Boundary Conditions. As in Problem 1.1, the governing
PDE reads
T
%Cv
= k2 T,
t
but now we cannot make the assumption that T /t = 0. The initial condition reads T = T0 , while the boundary conditions for t > 0 (when the PDE
applies) are as in Problem 1.1.
Simplifications. Inserting T = T (x, t) in the governing PDE leads to the
simplified PDE
T
2T
%Cp
=k 2 .
t
x
The boundary condition T /n = 0 is fulfilled as explained in Problem 1.1
(only the fact that T does not vary with y and z is important for this condition
to hold). The complete one-dimensional initial-boundary value problem can
be written as
2T
T
= k 2 , x (0, L), t > 0,
t
x
T (0, t) = T0 , t > 0,
%Cp
T (L, t) = TL ,
T (x, 0) = T0 ,
t > 0,
x [0, L] .
(1.7)
(1.8)
(1.9)
(1.10)
Scaling. A standard scaling is

x
=
x
,
L
T T0
t
T =
,t = .
TL T 0
tc
Inserting these expressions in the governing PDE leads to

2 T
T
= 2,
t
x
tc k
.
%Cp L2
Requiring that the two terms in the PDE are of the same size (or, in other
words, that also the derivatives of T are of unit magnitude), implies = 1
and
tc = %Cp L2 /k .
The initial condition becomes T = 0, and the two boundary conditions read
T(0, t) = 0 and T(1, t) = 1. The scaled problem can now be summarized as
(dropping bars as usual)
2T
T
=
, x (0, 1), t > 0,
t
x2
T (0, t) = 0, t > 0,
(1.12)
T (1, t) = 1,
T (x, 0) = 0,
(1.13)
(1.14)
t > 0,
x [0, 1] .
(1.11)
1.3. Heat Transfer in a Two-Material Domain
The Temperature Evolution. We base the discussion of the temperature evolution in space and time on the scaled model. Initially, T = 0 in the whole
domain. Then the boundary value at x = 1 is switched to T = 1. This causes
a very thin layer where the temperature goes from 0 to 1. As time increases,
heat conduction leads to flow of heat, inwards from the hot boundary x = 1,
and the thin layer will grow in size. As it gets thicker, it approaches the
stationary solution T = x found in Problem 1.1. Rapid changes take place
at early times, while the convergence towards the stationary solution is very
slow. Figure 1.2 shows T (x, t) for some different points in time. Already for
t = 0.2 we see that the graph is close to the stationary solution T = x. The
data in Figure 1.2 were produced by an explicit finite difference scheme (first
order in time, second order in space), using a uniform grid of 200 cells and
the largest allowable time step.
u(x,t=1.25000e-05)
u(x,t=2.62500e-04)
u(x,t=2.51250e-03)
u(x,t=1.00125e-02)
u(x,t=2.50125e-02)
u(x,t=2.00012e-01)
0.8
0.6
0.4
0.2
0
0
0.2
0.4
0.6
0.8
Fig. 1.2. Snapshot of the solution of (1.11)(1.14) at five points of time. The plot
shows how the thickness of the initially very thin boundary layer close to x = 1
grows in time. (Problem 1.2)
1.3
Heat Transfer in a Two-Material Domain
Figure 1.3 shows a two-material structure, where the heat conduction coefficient is k1 (low) in one of the materials and k2 (high) in the surrounding
material. The densities and heat capacity in the two media also differ. At
t = 0 we assume a constant temperature T0 in the whole domain. Then the
temperature is suddenly increased to T1 > T0 at the black segment on the left

boundary. At the right boundary, the temperature is fixed at T0 . The other
boundaries are insulated (no heat flux across the boundaries). Reduce the size
of the domain by taking symmetry into account and specify the boundary
conditions to be used in the reduced domain.
Introduce a scaling of the independent and dependent variables. Suppose
you have a program solving the unscaled problem but want to use it to
investigate the scaled model (which has less parameters). How can you set
the parameters in the unscaled model (program) to mimic that you solve the
scaled problem?
y
k2
T1
k1
T0
Fig. 1.3. Sketch of the heat conduction case in Problem 1.3. The domain consists
of two materials with differing heat conduction properties. The other material parameters, % and Cp , also differ in the two materials. The temperature is kept at T1
and T0 at certain parts of the boundaries.

Basic Equations and Boundary Conditions. This problem concerns heat
transfer in a solid. There are no heat generation sources so the appropriate governing equation reads
%Cp
T
= (T ) .
t
(1.15)
We have used that the material is heterogeneous with a space-varying heat

conduction coefficient (x, y), which equals k1 and k2 in the two different
domains, as depicted in Figure 1.3. Equation (1.16) is also valid for spacevarying density % and heat capacity Cp . In general, also these parameters will
be different for the two materials.
1.3. Heat Transfer in a Two-Material Domain
The x axis divides the domain into two equal-sized parts, see Figure 1.3.
We realize that y = 0 is a symmetry line along which the symmetry condition
T /n = 0 applies.
Introducing 1 as the part of the boundary where T = T1 , 0 as the
part where T = T0 , N as the insulated part, and S as the symmetry
line, we can set up the whole initial-boundary value problem for T (x, y, t) as
follows.

T
T
T
=
%(x, y)Cp (x, y)
(x, y)
+
(x, y)
, (1.16)
t
x
x
y
y
T (x, y, 0) = T0 ,
(1.17)
T = T1 ,
on 1 , t > 0,
(1.18)
T = T0 ,
on 0 , t > 0,
T
= 0, on N , t > 0,
n
T
= 0, on S , t > 0 .
n
(1.19)
(1.20)
(1.21)
Scaling. Let L be a characteristic length of the domain. Here we may take

2L as the width of the boundary where T = T0 applies (this allows us to
express the width of the conducting channel, the gray area in Figure 1.3, as
a fraction of L). The space and time coordinates are scaled as
x
=
x
,
L
y =
y
,
L
t
t = .
tc
Variable coefficients are scaled according to the general rule that we (may)
subtract a reference value and divide by the typical range of variation. For
, %, and Cp we typically just divide by the maximum value of the function.
Since it is unclear here whether (say) %1 or %2 is the maximum value, we
divide by %1 . The scaling can be expressed as scaling of the type
q =
q
,
q1
where q can be either , %, or Cp .

The scaling of T is naturally taken as
T T0
T =
.
T1 T 0
Inserting the scaling in the PDE (1.16) results in

t c 1
T
T
T
.
%Cp =
t
%1 (Cp )1 x
y
y
There is only one candidate for the time scale in the present problem, namely
a balance between the time and space derivatives in the PDE (there is no
time variation in input data, i.e., the geometry, the boundary conditions, or
the coefficients in the PDE). Hence, we choose
t c 1
= 1.
%1 (Cp )1
In material 1,
, Cp , and % all equal unity, while in material 2 they equal the
ratio of the values in material 2 and 1.
It might be tempting to introduce the ratio
=
and work with the PDE
2 %1 (Cp )1
1 %2 (Cp )2
T
= 2 T
t
in material 1 and
T
= 2 T
t
in material 2. This is correct if each of the two PDEs is restricted to one
material. In some numerical approaches this is inconvenient compared to a
formulation where we have mathematically space varying functions
, Cp ,
and % (in the finite element method, for example, the formulation with two
PDEs can be utilized with some extra algebra
The text is to be completed....).
The complete scaled initial-boundary value problem becomes (dropping
bars as usual)

T
T
%Cp
,
(1.22)
=
t
x
x
y
y
T (x, y, 0) = 0,
(1.23)
T = 1,
T = 0,
T
= 0,
n
T
= 0,
n
The variable coefficients are
%Cp =
=
on 1 , t > 0,
on 0 , t > 0,
(1.24)
(1.25)
on N , t > 0,
(1.26)
on S , t > 0 .
(1.27)
1, material 1
1 , material 2
1, material 1
2 , material 2
where two dimensionless numbers 1 and 2 have been introduced for convenience:
2
%2 (Cp )2
, 2 =
.
1 =
%1 (Cp )1
1
1.4. Transient Heat Conduction in Soil
Solving the Scaled Problem with the Unscaled Formulation. In the scaled
problem there are only two physical parameters to vary, 1 and 2 . If we want
to take advantage of this reduction of parameters in a systematic investigation
of the problem, and our tool at disposal solves the unscaled problem, we can
set
1 = %1 = (Cp )1 = 1
2 = 1
%2 (Cp )2 = 2
T0 = 0, T1 = 1
Moreover, we work in a geometry where the right boundary has length 1. To
check if these choices of the parameters are correct, we insert the choices in
the unscaled problem and see if we can recover the scaled formulation.
1.4
Transient Heat Conduction in Soil
When the temperature oscillates due to day and night or seasonal variations
at the surface of the earth, how far downwards (into the soil or litosphere) are
temperature oscillations of a significant size? Discuss how a one-dimensional
mathematical model for this problem can be developed, and how the model
can be used to answer the specific question.
Basic Equations and Boundary Conditions. This is a transient heat conduction problem in a solid. The governing PDE is
%Cv
T
= 2 T
t
if we neglect any heat sources (e.g., no significant radioactive heat generation)

and a constant heat conduction coefficient . A constant is probably a
reasonable assumption for daynight variations in an upper soil layer, but
for seasonal variations that influence the temperature in deeper regions, one
should incorporate a variable and replace the last term in the PDE by
(T ).
Using a single heat conduction PDE we implicitly neglect convective heat
transport due to air flow in the porous ground.
It is reasonable to model the soil or litosphere as a thick and wide domain with a sinusoidal temperature variation on the top and some (simple)
boundary conditions at the other artificial boundaries. Let us choose the x to
point downwards, and let x = 0 denote the surface of the land. At boundaries
10
y = const and z = const (of a 3D box) we set T /n = 0 as a symmetry or

no change condition. At the surface we prescribe an oscillating temperature
T = T0 + A sin t,
with 2/ as the period of the oscillations (typically 24 h for daynight
variations and months for seasonal variations). At the bottom of the domain
the appropriate boundary condition depends on how deep we go; if we are
far away from the mantle and sufficiently below the x level where the surface
oscillations are hardly noticable, T / = 0 as a no change condition may
apply. Closer to the mantle there may be a known heat flux or temperature.
Here we go for the no change condition.
The initial condition is required mathematically, but the particular value
of T at t = 0 is immaterial since the effect of the initial state will die out
as time increases. The steady state variations of T are solely driven by the
surface temperature and the PDE.
Simplifications. Since we are interested in the variation in x direction, we
assume /y = /z = 0 in the whole domain, which leaves us with a
pure 1D problem. The bottom of the domain is supposed to be located at a
large x value, and we may in the mathematical simplification let x .
Numerically, a sufficiently large value of x is chosen such that this value does
not influence the solution. This is a reasonable approximation since we expect
oscillations at x = 0 will decay with the depth x.
Assuming T = T (x, t) we get
T
2T
= 2,
t
x
with
T
=0
x
as boundary conditions. The parameter equals /(%Cv ). Any initial condition can be used, but if discontinuities at the boundaries appear (cf. Problem 1.2), thin boundary layers will occur, and these may cause numerical
difficulties if the spatial resolution near the boundaries is too coarse. We
therefore suggest T (x, 0) = T0 as a good candidate for the initial condition, since the boundary condition T (0, 0) equals T0 and increases smoothly
(A sin t) from this value.
For numerical solution methods we impose the second boundary condition
as
T
= 0, x = x ,
n
where x is a sufficiently large value, in the sense that x does not influence the temperature field significantly. Here this means that T (x , t) T0
(only the surface condition changes the heat state, and the surface condition
T (0, t) = T0 + A sin t,
lim
1.4. Transient Heat Conduction in Soil
11
should not be noticable at x = x , such that the initial temperature T0 is preserved during the simulation). Clearly, we could also impose T (x , t) = T0
as boundary condition. The no change condition is milder, i.e., a too
small x will have less effect on T (x, t) if T /x = 0 is used than if we fix
T (x , t) at T0 .
Scaling. Initial-boundary value problems of this (simple) kind can benefit
from scaling in the way that the number of free parameters can be reduced
dramatically. The choice of scales are, however, not trivial. As length scale
we may use x , but we may also use a characteristic length L of the spatial
temperature variations. The value of L is not known on beforehand and
its estimation will require more analysis of the problem. For simplicity we
therefore use x as length scale. The typical scale for T is 2A or simply A,
and a reference temperature is T0 . We therefore introduce
x
=
x
,
x
T T0
T =
,
A
t
t = .
tc
There are two candidates for the time scale: (i) balance of the two terms in
the PDE, leading to tc = x2 /, or (ii) the period of oscillations, leading to
tc = 2/ or simply tc = 1 . Using tc = x2 / we get the scaled problem
(dropping bars as usual)
T
2T
=
, x (0, 1), t > 0,
t
x2
T (0, t) = sin t, t > 0,

T
= 0,
x
(1.28)
(1.29)
(1.30)
x=x
where is a dimensionless number:
x2
.
The other time scale, tc = 1 , leads to

T
1 2T
=
, x (0, 1), t > 0,
t
x2
T (0, t) = sin t, t > 0,

T
= 0.
x
(1.31)
(1.32)
(1.33)
x=x
The latter scaling is superior to the former if /x2 ( 1), i.e., very
slow surface oscillations, since we then see that the T /t term in the PDE
can be omitted (quasi-stationary problem). For very fast oscillations ( 1)
the temperature variations will only be noticable in a thin layer close to
12
the surface (there is not enough time for the conduction to transport heat
into the ground), one may question the choice of length scale; x is then
much larger than the characteristic spatial variations of the solution. Also,
1 indicates from the PDE that T /t 0, which is correct outside the
thin surface layer, but totally wrong inside this layer. We therefore should
work with a smaller domain (x ), covering the part of the x axis where T
undergoes changes. A smaller x then gives a smaller and balance between
time rate of change of T and heat conduction.
The discussion of scaling here shows that scaling is a highly non-trivial
issue.
The scaling is not sound; = 1 gives a spatial variation much further
than x = 1. Or is it ok? NO, a better length scale is needed. However, = 1
indicates that x is too small, enlarging this value, is increased and the
solution is better.
Numerical Solution.
Analytical Solution. However, it is also possible to find an analytical solution
in the form of a damped traveling heat wave. It appears that the solution
r

r
cos t x
T (x, t) = T0 + A exp x
2
2
is the steady state variation of T as t .
p
This damping is given by the factor exp (x /(2)). To p
reduce the
surface amplitude A by a factor of (say) e3 0.05, we get xc /(2) =
3, i.e.,
r
2
.
xc = 3
For x > xc , the amplitude of the surface oscillations in T is reduced by 95

percent.
Quick analysis to do the length scale estimation of / (p. 156):
T (x, t) T0 + X(x)eit
inserted gives two coupled equations (real and imag part)...
1.5
Transient Heat Conduction in a 2D Geometry
Figure 1.4a shows the cross section of a long isolated circular tube with an
outer (homogeneous) isolating material. The goal is to compute the temperature distribution in the isolating material, bounded by the tube and a
square-shaped outer boundary. Water is flowing through the inner tube with
a sufficiently high velocity such that we can assume constant temperature
1.5. Transient Heat Conduction in a 2D Geometry
13
Tf throughout the fluid. Outside the square-shaped boundary the temperature is oscillating, e.g. due to day and night variations, here modeled as
To = Tm + A sin t. At the inner boundary we assume that the temperature
is constant, T = Tf , since new water at temperature Tf is constantly entering the system. At the outer boundary we may employ Newtons cooling
law. Work with as small computational domain as possible by exploiting the
symmetry in the problem (identify the symmetry lines and their associated
boundary conditions).
We are primarily interested in the steady-state oscillating behavior of the
temperature accross the isolating material to make sure that the material
is really isolating. Numerical simulations, however, must be started at some
initial time. Comment upon how to choose an appropriate initial condition.
In Figure 1.4b the pipe is partially digged into the ground such that
a part of the outer boundary is in contact with soil while the rest of the
outer boundary is in contact with air. How does this change in surroundings
influence the mathematical model?
This problem concerns heat transfer in a solid. There are no heat generation
sources so the appropriate governing equation reads
%Cp
T
= 2 T .
t
(1.34)
We have used that the material is homogeneous with heat conduction coefficient . Futhermore, % is the isolating materials density, and Cp is the
materials heat capacity. We assume two-dimensional conditions, i.e., T =
T (x, y, t) and /z = 0.
The boundary conditions are more or less stated in the problem description: cooling law at both boundaries. A complete initial-boundary value problem can therefore be written as
T
= 2 T,
t
T
= hf (T Tm A sin t) on inner boundary,
n
T
= ha (T Tm A sin t) on outer boundary,

n
T (x, y, 0) = f (x, y) .
%Cp
(1.35)
(1.36)
(1.37)
(1.38)
Here, we have introduced different heat transfer coefficients between the isolating material and the fluid (hf ) and between the material and the outer air
(ha ).
The boundary conditions do not depend on the position of the boundary, neither do the coefficients in the equations. The shape of the geometry
14
will therefore govern symmetry lines. The geometry is seen to be symmetric

about four lines, dividing the domain into eight similar pieces. Figure 1.5
shows one of these eight minimum domain sizes that can be used for solving
the problem. Along the symmetry lines 2 and 4 in Figure 1.5 we have the condition T /n = 0, whereas the boundaries 1 and 3 correspond to the original
physical boundaries, i.e., the outer and inner boundaries with cooling laws.
Any initial condition will fade out as t . The solution approaches
a steady state oscillation driven by the temperature conditions on the outer
boundary. The initial condition has no effect on the this steady state solution.
Therefore, we can in a numerical simulation start with any initial condition
f (x, y) and obtain the desired steady state solution. However, if we choose
f (x, y) to be significantly different from Tf and Tm , we see from the boundary
conditions that large temperature gradients are formed at the boundary at
t = 0. This can cause trouble when solving the problem numerically. The
most natural choice is therefore to let f (x, y) be a smooth function with
values Tf and Tm at the inner and outer boundaries. Such a smooth function
can be constructed by solving a Laplace problem:
2 T = 0,
T = Tf on inner boundary,
T = Tm on outer boundary .
(1.39)
(1.40)
(1.41)
Physically, this f implies that that we have perfect conduction at the inner
boundary and constant outer temperature for a long time period up to t = 0.
Then we turn on cooling law conditions and an oscillating outer temperature.
(A long time period means that these conditions act for a sufficiently long
time such that time variations can be neglected. This is necessary for the
plain Laplace equation to be valid.)
Considering the situation in Figure 1.4b, two things in the above solution
change: (i) the heat transfer coefficient is different in the air and soil parts,
and (ii) the boundary conditions are symmetric in horizontal direction only.
The latter fact implies that we only have symmetry along the vertical line
through the center of the pipe. Regarding the heat transfer coefficient, it is
now natural to let ha model the transfer between the material and air, and
introduce a new coefficient hs for the transfer between the material and the
soil.
1.6
Heat Transfer in Pipeflow
A fluid is flowing in a straight pipe with a constant cross section depicted

in Figure 1.6. We seek the temperature distribution in the fluid when it is
known that the temperature is constant at the walls of the pipe. The fluid
velocity is available as a function v = w(x, y, t)k, which we consider as known
when solving for the temperature. Heat is generated by viscous dissipation.
1.6. Heat Transfer in Pipeflow
15
Derive a mathematical model for the temperature distribution T (x, y, t) for

the case of a Newtonian and a power-law generalized Newtonian fluid.
The governing equation for the temperature distribution in a fluid is the
energy equation
%Cp (
T
+ v T ) = 2 T + 2ij ij ,
t
where the last term models heat generation by viscous dissipation. This term
is valid for all generalized Newtonian fluids, because the general form of the
0
term, ij
ij , equals 2ij ij when ij = pij +2mu ij , regardless of whether
is constant or not.
First, we assume that all physical properties are constant along the pipe,
which justifies the assumption T /z = 0, i.e., T = T (x, y, t). The term
v T = wT /z vanishes. The only non-vanishing components in the strainrate tensor ij are xz and yz . Therefore,
2ij ij = 4(2xz + 2yz ) .
We have that
xz =
1 w
,
2 x
yz =
1 w
2 y
and hence the dissipation term becomes

2ij ij =
w
x
2
w
y
2 !
= ||w||2 .
The equation for T can now be written

2
T
2T
T
+ ||w||2 .
%Cp
=
+
t
x2
y 2
This equation is to be solved in a domain , which equals the cross section
of the pipe, as depicted in Figure 1.6. The boundary conditions are T = Tw
on the wall of the pipe. Moreover, we need to prescribe an initial condition
T (x, y, 0).
The time dependence of T must be due to a time-dependent velocity w,
since %, Cp , , and the boundary conditions are time independent.
Symmetry can be utilized; the equation for T can be solved in the left (or
right) part of the domain, with the symmetry condition T /n = 0 along
the symmetry line.
For Newtonian fluid, is constant. A power-law fluid has
p
= 0 n1 , = 2ij ij = ||w|| .
16
The equation for T can therefore be expressed as follows for a power-law

generalized Newtonian fluid:
2

T
T
2T
%Cp
=
+
+ 0 ||w||n+1 .
t
x2
y 2
1.7
Transient Heat Conduction in a 2D Geometry
Heat conduction problems are often described by two-dimensional mathematical models, but the conduction takes place in all three space directions.
This problem addresses how one can reduce the three-dimensional physics to
just two dimensions in a mathematical model.
In bodies with a large extent in the third direction (z) we may assume
that the temperature remains approximately constant in this direction. A
requirement is that the boundary conditions also remain constant in z direction and that there is no significant heat loss to the surroundings at the
end surfaces (typically z = const). The simplification is then T /z 0.
Inserting this in the governing equation and boundary conditions yields a
model where T only depends on the spatial x and y coordinates and possibly
on time.
Consider now a thin plate where we want to omit calculations through the
small thickness. Let z be orthogonal to the plate. We assume a homogeneous
plate and stationary conditions. Set up the heat conduction equation on
integral form. Choose a volume with small extent x and y in the x and y
directions, respectively, and thickness h equal to the plate. Apply a cooling
law on the plate surfaces (z = const) and let x, y 0 to obtain the
governing two-dimensional equation
2T
hT
2T
+
= 2 (T Ts ),
2
2
x
y
h
(1.42)
with any relevant type of boundary conditions on the sides of the twodimensional domain.
Alternatively, one can start with the governing equation 2 T = 0 in three
dimensions, apply this to the whole plate, integrate the equation through the
thickness, and arrive at the (1.42). Carry out the details of this calculation.
The integral form of the heat conduction equation is readily found from the
integral form of the energy equation. In case of conduction only, only one
term is relevant:
Z
q ndS = 0 .
(1.43)
V
1.7. Transient Heat Conduction in a 2D Geometry
17
Here, q is the heat flux, q = kT , and n is the outward unit normal to

the surface V of some arbitrary volume V . What we want is to integrate
away the z direction and get a partial differential equation in the x and y
directions. The method for arriving at such a model from the integral form is
to choose V to fill the thickness of the plate but have infinitesimal extensions
in the x and y directions. That is,
V = {(x, y, z) | x0 x x0 + x, y0 y y0 + y, 0 z h} .
V is a cube with six sides so the surface integral gets six contributions:
Z
q ndS = hyq|x0 +x i + hyq|x0 (i) +
V
hxq|y0 +y j + hxq|y0 (j) +

xyq|h k + xyq|h (k) .
Applying the cooling law in the last line yields

xy(q|h k+q|0 (k)) = xy (hT (T Ts )|h + hT (T Ts )) |0 2xyhT (T Ts),
if h is small. The first two lines form finite differences that tend to derivatives
if we divide by the volume hxy and let x, y . Inserting the
temperature then results in
Z
2T
2T
hT
q ndS = k 2 + k 2 2 (T Ts ) .
x
y
h
V
The alternative derivation consists in starting with 2 T = 0 and integrating in the z direction:
Zh
0
2T
2T
k 2 +k 2
x
y
dz +
Zh
2T
dz = 0 .
z 2
We assume that the variation in z direction is sufficiently small in the first

integrals so we can regard T is independent of z. In the other integral we
perform integration once and insert the cooling law:
Zh
0

2T
T
T
k
dz
=
k
z 2
z h
z 0
= hT (T Ts )|h hT (T Ts )|0
2hT (T Ts ) .
Note that, e.g., kT /z at z = 0 equals kT /n = hT (T Ts ). Dividing

by h in the integrated equation gives (1.42).
The heat loss in the third direction over a thin plate can with this technique be modeled as an extra source term in a two-dimensional simulation of
the temperature evolution.
18
1.8
Cooling of an Object; PDE Models
Imagine that we bring an object, initially at temperature T = T0 , into surrounding medium at temperature T = Ts . We are interested in the time it
takes to cool (or heat) the object to reach the steady state condition where
the objects temperature equals that of the surroundings (Ts ). As an example, think of taking a cold bottle out of the refrigerator or placing hot food
on a plate.
To simplify the problem we assume that the object is spherical and that
we can utilize spherical symmetry in the problem, i.e., the spatial variations
depend only the distance r from the center of the spherical object. We shall
formulate three different models for the problem, one with a fixed temperature Ts at the surface of the object, one with a cooling law at the surface,
and one with the object and its surroundings. The extent of the (hollow)
spherical surrounding domain is taken as M diameters of the sphere, where
M can vary. In the cooling law we assume that the surrounding medium has
a constant temperature Ts , while in the two-medium case we may impose
T = Ts at the outer boundary of the surrounding medium.
Show that the simplified governing PDE for the first two formulations of
this problem reads

T
1
2 T
%Cp
r
, 0 < r < a, t > 0,
(1.44)
=k 2
t
r r
r
where a is the radius of the object to be cooled or heated. Argue why the
boundary condition at r = 0 is
T
= 0.
r
(1.45)
For the third formulation of the problem, explain why the governing PDE
takes the form

T
1
2 T
= 2
%Cp
k(r)r
, 0 < r < (M + 1)a, t > 0 .
(1.46)
t
r r
r
Find the associated boundary conditions in the different cases. Set up the
three complete mathematical models.
A common trick when dealing with Laplace terms in spherical coordinates
is to introduce a new variable:
v(r, t) = rT (r, t) .
This transformation leads to a standard one-dimensional heat equation, as
in Cartesian coordinates, for the unknown v(r, t). Set up the complete mathematical models for the first two models in this case. Show that the simplification does not apply to the third model with a heterogeneous medium
1.8. Cooling of an Object; PDE Models
19
(k = k(r)). The great advantage with the transformation v = rT is that we

can analyze the present spherical problem using either a 1D diffusion equation
program or analytical solutions of the 1D diffusion equation.
Introduce a suitable scaling.
Basic Equations. This is a 3D heat conduction problem. In the solid object
the temperature T is governed by
T
= (kT ) .
t
The parameters %, Cp , and k are the objects density, heat capacity, and
heat conduction coefficient, respectively. This equation also applies to the
surrounding medium if we assume that there is no associated flow.
In air, for instance, the object will heat/cool the surrounding air, which
may induce a small flow field because of buoyancy effects (hot air rises, cold air
falls). This small air flow may have a significant impact on transporting heat.
However, analyzing the heat transfer problem in air under such conditions
requires us to formulate a free thermal convection problem, i.e., a coupling
of a heat transfer equation for fluids (with convective acceleration term) and
a flow model with variable density (in the gravity term). This is beyond the
scope of this exercise. When using a cooling law at the objects surface, the
heat transfer coefficient in this law often incorporates the effect free thermal
convection in the surrounding medium.
When it comes to boundary conditions, we need one condition at each
point at the surface of the object, if the domain of interest is the object. At
the surface we either prescribe the temperature Ts or we impose a cooling
law
q n = hT (T Ts ),
%Cp
where hT is a heat transfer coefficient and q is the heat flux, q = kT .

In the two-medium case, the interface between the object and the surrounding medium is an internal boundary, hence no explicit boundary condition is needed here when we work with a PDE model with variable coefficients
k(r), %(r), and Cp (r). The relevant boundary condition is T = Ts at the outer
boundary of the surrounding medium.
The initial condition reads T = T0 in the object and T = Ts in the
surrounding medium.
Simplifications. Since we have spherical symmetry, we introduce spherical
coordinates and assume that T only depends on the distance r from the
center of the object (the origin) and time: T = T (r, t). The operator on the
right-hand side of the governing equation then reduces to

1
2 T
k(r)r
.
r2 r
r
20
1. In the first case, we model the heat conduction inside the object only and
assume that T is fixed at Ts at the boundary. The complete mathematical
problems becomes

T
1
2 u
%Cp
r
, 0 < r < a, t > 0,
(1.47)
=k 2
t
r r
r
T (r, 0) = T0 , 0 r a,
(1.48)
T (a, t) = Ts , t > 0,
T (0, t) = 0, t > 0 .
r
(1.49)
(1.50)
The last condition arises because the solution is symmetric about r = 0

(the symmetry condition being vanishing normal derivative).
2. In the second problem we replace the boundary condition T (a, t) = Ts
by a cooling law
q n = hT (T Ts ).
Since q = kT , T =
k
T
r ir ,
and n = ir , we get
T (a, t) = hT (T (a, t) Ts ) .
r
3. In the third problem we operate with two domains, the object and the
surrounding medium. We then introduce variable material properties:

O , 0 r a,
(r) =
S , a < r M a
where can be either %, Cp , or k. The subscript O refers to the object,
while S refers to the surrounding medium. The material properties O
and S are constant.
Since we deal with non-constant material properties, k must appear inside
(kT ), and this term reduces to

1
2 T
k(r)r
r2 r
r
under spherical symmetry. The complete mathematical problem is then

T
1
u
%Cp
k(r)r2
, 0 < r < (M + 1)a, t > (1.51)
0,
= 2
t
r r
r

T0 , 0 r a,
(1.52)
T (r, 0) =
Ts , a < r M a
T ((M + 1)a, t) = Ts , t > 0,
T (0, t) = 0, t > 0 .
r
(1.53)
(1.54)
1.8. Cooling of an Object; PDE Models
21
Transformation. The substitution v(r, t) = rT (r, t) implies

v
v k
1
2 T
k(r)r
=
k(r)
2
.
2
r r
r
r
r
r r
For k constant, we achieve a Laplace term of the same form as encountered if
r were a Cartesian coordinate, modulo the factor 1/r. This factor is cancelled
by the same factor on the left hand side,
1 v
T
=
.
t
r t
That is, for the first two problems, where k = const, we get the governing
PDE
v
2v
%Cp
=k 2.
(1.55)
t
r
The boundary condition at r = 0 becomes
1
1
T (0, t) =
v(0, t) 2 v(0, t) = 0 .
r
r r
r
Multiplication by r2 and inserting r = 0 gives
0
v
v(0, t) = 0
r
v(0, t) = 0 .
The Dirichlet condition T (a, t) = Ts simply becomes

v(a, t) = aTs ,
while the cooling condition at r = a leads to
k
v
1
= v(a, t) + hT (v(a, t) aTs ) .
r
a
Finally, the initial condition is v(r, 0) = rT0 .

We may summarize the initial-boundary value problems for v(r, t):
v
2v
= k 2 , 0 < r < a, t > 0,
t
r
v(r, 0) = rT0 , 0 r a,
%Cp
v(0, t) = 0,
(1.56)
(1.57)
t > 0,
v(a, t) = aTs , t > 0, case 1,

1
v
= v(a, t) + hT (v(a, t) aTs ),
k
r
a
(1.58)
(1.59)
t > 0,
case 2 .
(1.60)
22
Scaling. The obvious space scale is a. The temperature variation is Ts T0 ,

assuming Ts > T0 , and T0 may then be taken as a reference value for T .
Dimensionless variables can be introduced by
r =
T T0
T =
,
Ts T 0
r
,
a
t
t = ,
tc
where tc is the time scale. Inserting r = a

r etc. in the governing equation,
when k = const, leads to

T
tc k
1
2 T
r
, =
=
.
(1.61)
t
r2
r
r
%Cp a2
Taking = 1, which implies that the two terms in the PDE are of order
unity, determines the time scale:
tc = %Cp a2 /k .
The initial condition becomes
T(
r , 0) = 0 .
The boundary condition at r = a simply reads
T(1, t) = 1,
whereas the cooling condition at r = a takes the form
T
= (T 1),
where
=
r = 1,
hT a
k
is a dimensionless number.
Scaling in the heterogeneous case follows the same procedure, the only
r ) function:
difference being that we introduce a dimensionless (

0 r 1,
r ) = 1,
(
S /0 , 1 < r M
The problem for v can also be scaled, but since v = rT , there will only be
a new factor r in the scaling, which cancels in the equations. Thus, no new
information is provided. The scaled PDE for v = rT is then
v
2 v
= 2
t
r
as a counterpart to (1.61). Boundary conditions are v = 0 at r = 0, for case
1 v = 1 at r = 1, or for case 2
v
= v + (
v 1) .
1.9. Cooling of an Object; Averaged Model
23
Looking at the scaled problem, the PDE is independent of the physical input parameters in the model. In case 1, a single numerical solution is sufficient
to provide complete insight into the problem (i.e., there are no parameters
to vary). In case 2, the boundary condition at r = 1 ,
T
= (T 1),
hT a
,
k
contains one parameter, . The ratio hT a/k is therefore the only parameter
that influences the solution. In the two-medium case, the solution depends
on
%S cpS
kS
,
, M.
%O cpO
kO
1.9
Cooling of an Object; Averaged Model
We study the same physical problem is in Problem 1.8. An object with initial
temperature T = T0 is moved to a medium such that the objects surrounding temperature is TS . The purpose of the present problem is to derive a
simple model for the temperature evolution in time inside the object, based
on integral equations rather than PDEs.
Find an integral formulation for stationary heat conduction without heat
sources. (Hint: Start either with the general energy equation on integral form
and remove irrelevant terms, or start with the PDE and go backwards
in the derivation, i.e., integrate the PDE over a volume and use the divergence theorem if appropriate.) Let the integration volume V coincide with
the object to be cooled (or heated). The objects geometry can now be taken
as arbitrary. At the outer surface we apply a cooling law. To simplify the
integral equation, we introduce two averaged temperature quantities:
Z
Z
1
1
T dV, TV =
T dS .
(1.62)
TV =
V V
S S
Here, V and S are the volume and surface area of the object, and V denotes
the surface. Derive from the integral equation the relation
d
TV = 1 TV + 2 ,
dt
(1.63)
where 1 and 2 are positive constants. Find, under the assumption TV

TV , the time evolution of the objects temperature. Provide expressions
for the special case of a spherical object, and discuss how the accuracy of
the expressions can be evaluated by comparison with exact solutions from
Problem 1.8.
24

The general integral form of the first law of thermodynamics reads
Z
Z
Z
Z
d 1
n vdS + %b vdV
%v vdV + %udV =
dt 2
V
V
V
V
Z
Z
q ndS + %hdV .
V
We know that the K term cancels with other terms by taking the equation of
continuity and the equation of motion. Omitting heat generated by stresses
and body forces, as well as internal heat sources, gives
Z
Z
d
%udV = q ndS
dt
V
Reynolds transport theorem transforms the first term to

Z
Z
u
% dV + %uv ndS .
t
V
The latter term vanishes in solids at rest. Further, in a solid we may use the
thermodynamical relation
u
T
Cp
.
t
t
Making use of Fouriers law in the q term leads to the final integral form
Z
Z
T
T
%Cp
dV =
k
dS .
t
n
V
This equation corresponds to the PDE %Cp T,t = (kT ).

The next step is to incorporate the cooling law
k
T
= hT (T Ts ),
n
in the surface integral term. This implies

Z
Z
T
%Cp
dV = hT (T Ts )dS .
t
V
Assuming %, Cp , hT , and Ts are constants in these integrations, and that V

is a fixed volume in time, we get
Z
Z
Z
T dV = hT
Cp %
T dS + hT Ts dS .
t
V
1.9. Cooling of an Object; Averaged Model
25
Introducing the averaged quantities in the exercise, we may rewrite the last
expression as
TV
Cp %V
= hT S TV + hT Ts S,
t
or
d
TV = 1 TV + 2 ,
dt
for
hT S
1 =
, 2 = 1 Ts .
Cp %V
Assuming TV TV T(t), we have
dT
= 1 T + 2 .
dt
The solution of this differential equation is
2
T =
+ Ce1 t .
1
The initial condition reads T = T0 , and 2 /1 = Ts , resulting in the final
solution

hT S
T = T0 e1 t + Ts 1 e1 t , 1 =
.
Cp %V
We may scale the problem. Using the same scaling for T and t as in
Problem 1.8,
%Cp
T T0
, t = t 2 ,
T =
Ts T 0
ka
we get the differential equation
dT
= (1 T),
dt
where
Sa
hT a
, =
k
V
are two dimensionless numbers; occured in Problem 1.8, while is a new
geometry factor in the current approximation problem. The solution reads
=
T = 1 et/ .
(1.64)
For a sphere, = Sa/V = 3, so

T = 1 e3t/ ,
(1.65)
showing that is the main parameter influencing the solution, just as we

found from the scaling of case 2 in Problem 1.8. The solution of the current
problem tells that the temperature increases exponentially to that of the
surroundings with a time scale hT a/k.
The accuracy of (1.65) can be assessed by comparing T (t) with the solution T (a, t) in case 2 from Problem 1.8.
26
1.10
Diffusion of Ink in a Water Tube
A tube of length L and radius a is filled with water. At one end we inject,
at time t = 0, ink such that the concentration of ink is large in a small area
around the center axis of the tube. The tube is fully closed so there is no flow
of water.
Set up a mathematical model for predicting the distribution of ink in space
and time. Use a suitable functional description of the ink concentration at
time t = 0 (a localized Gaussian bell function, for instance). Present the
model both in three-dimensional Cartesian coordinates and in cylindrical
coordinates. In the latter case one can assume radial symmetry.
Under which conditions is it reasonable to work with a one-dimensional
model?
Basic Equations. The ink will spread out in water by diffusion. There is no
convective transport since there is no flow of water. Diffusion of a substance
in a medium at rest is governed by diffusion equation
c
= k2 c + f,
t
(1.66)
where c is the concentration of ink, k is the diffusion constant (from Ficks

law), and f models injection or extraction. In the present case, we inject ink
at t = 0, and model the result of this injection as an initial condition c(x, 0).
The function f is therefore zero. The complete tube is closed. Therefore,
there is no possibility for the ink to flow through the boundaries. This means
that the flux of ink is zero on the boundaries. Mathematically, the boundary
condition reads
c
= 0.
(1.67)
n
Modeling of the Initial Condition. At t = 0 we specify c as a localized concentration the x axis at x = 0, x being the coordinate along the axis of the
tube. A Gaussian bell is a suitable model for localized functions:
2 2 2 !!
1
x
y
z
c(x, y, z, t = 0) = c0 exp 2
. (1.68)
+
+
x
y
z
The parameters x , y , and z describe the width of the Gaussian bell in the
x, y, and z directions. This means that x , y , z must be quite small for
the initial concentration to be localized. The parameter c0 is the maximum
concentration at x = y = z = 0. We then place the origin on the tube
axis at the left end of the tube. Outside the tube the initial c function is
just truncated (i.e., ignored). The three-dimensional initial-boundary value
problem consists of (1.66), (1.67), and (1.68).
1.10. Diffusion of Ink in a Water Tube
27
Simplifications. If the initial value of c is radially symmetric, we assume that

the further evolution of c exhibits cylindrical symmetry. The governing equations can therefore be written in cylindrical coordinates (r, x). This affects
only the Laplace term k2 when written explicitly in terms of coordinates.
In the initial condition we collect y 2 + z 2 as r2 , under the assumption that
y = z r .
The complete initial-boundary value problem for c(r, x, t) becomes

1
c
c
2c
=k
(1.69)
r
+ k 2 , (r, x) , t > 0,
t
r r
r
x
2

r
x2
c(r, x, 0) = c0 exp
+
, (r, x) ,
(1.70)
r2
x2
c
= 0, r = a, x = 0, L, t > 0,
(1.71)
n
where
= {(r, x) | 0 r < a, 0 < x < L}
is the domain of the tube.
Scaling. It is natural to scale the problem:
c =
c
,
c0
x =
x
,
L
r =
r
,
L
t
t = .
tc
Now, c = 1 is pure ink and c = 0 is pure water. Inserting the scaling in the
model and fitting tc such that the time-dependent term is of the same size
as the Laplace term (i.e., tc k/L2 = 1), and dropping bars as usual, leads to

1
c
2c
c
=
(1.72)
r
+ 2 , (r, x) , t > 0,
t
r r
r
x

1
x2
c(r, x, 0) = exp 2 2 r2 + 2
, (r, x) ,
(1.73)
L r
c
= 0, r = 1, x = 0, 1, t > 0,
(1.74)
n
where
= {(r, x) | 0 r < 1, 0 < x < 1}
and = x /r .
One-Dimensional Problem. If the tube is narrow and long, and the initial
concentration is almost constant over the end surface, we expect that diffusion
in radial direction will be negligible. That is, diffusion will mainly be directed
in x direction along the tube. More precisely, if
a
1,
L
1,
a
28
may neglect the r dependence. The initial-boundary value problem then becomes
2c
c
= k 2 , 0 < x < L, t > 0,
t
x

x2
c(r, x, 0) = c0 exp 2 , 0 < x < L,
x
c
= 0, x = 0, L, t > 0 .
x
(1.75)
(1.76)
(1.77)
In scaled form we have

c
2c
=
, 0 < x < 1, t > 0,
t
x2

x2
c(r, x, 0) = exp 2 2 , 0 < x < 1,
L x
c
= 0, x = 0, 1, t > 0 .
x
(1.78)
(1.79)
(1.80)
Simulations. Figures 1.7 and 1.8 present some simulation of the two-dimensional
scaled model1 . The purpose is to see whether a one-dimensional model is adequate or not. The ratio of L and a is 10. The results in Figure 1.7 were
produced with an initial condition having x = 0.6 and r = 5. That is, the
ink fills the complete cross section at x = 0.
We then change the initial condition to be more localized by reducing
r to 0.5. Figure 1.8 shows the results. Initially, the concentration is clearly
two-dimensional, but as time increases, the ink fills the whole cross section
and the further development is well described as one-dimensional.
The relevance of a one-dimensional model can be investigated in more
detail by plotting the solution in Figure 1.8 along the tube axis in a curve
plot, see Figure 1.9a. A corresponding one-dimensional model, solving (1.80)
(1.80), leads to the solution in Figure 1.9b. The difference is visible at early
times.
Actually, we have solved the PDE in two-dimensional Cartesian coordinates instead of radially symmetric cylindrical coordinates. The difference is assumed to
be very small when L = 10a as in the computational examples.
29
(a)
air

soil

(b)
Fig. 1.4. Sketch of the geometry of the heat conduction problem to be solved in
Problem 1.5. An isolated pipe with (a) : (a) Pipe surrounded by air. (b) Pipe
partially digged into the ground and hence surrounded by air and soil.
30
2
1
3
4
Fig. 1.5. Reduced domain due symmetry in Problem 1.5.
Fig. 1.6. Cross section of a tube. (Problem 1.6)
31
1
0
1
10
10
10
10
10
0
1
0
1
0
1
0
Fig. 1.7. Diffusion of ink in a long and thin tube simulated with a two-dimensional
mathematical model. The top figure shows the initial concentration (dark is ink,
white is water). The three figures below show the concentration of ink at (scaled)
times t = 0.25, t = 0.5, t = 1, and t = 3, respectively. The evolution is clearly
one-dimensional.
32
1
0
1
10
10
10
10
10
0
1
0
1
0
1
0
Fig. 1.8. Same diffusion problem and two-dimensional mathematical model as in
Figure 1.7, but the initial concentration of ink at the left end does not fill the tube
cross-section entirely, thus inducing some small initial two-dimensional effects. How
appropriate a one-dimensional model is for the present case becomes evident by
comparing the plots with those in Figure 1.7. See also Figure 1.9.
33
u(x,t=0)
u(x,t=0.25)
u(x,t=0.5)
u(x,t=1)
u(x,t=3)
0.8
0.6
0.4
0.2
0
0
10
(a)
u(x,t=0)
u(x,t=0.25)
u(x,t=0.5)
u(x,t=1)
u(x,t=3)
0.8
0.6
0.4
0.2
0
0
10
(b)
Fig. 1.9. (a) Concentration along the tube axis in Figure 1.8; (b) concentration
computed by a corresponding one-dimensional model.
Chapter 2
Fluid Flow Problems

2.1
Pressure in a Fluid at Rest
Dermine the pressure field in a fluid at rest in the gravity field, using the
basic equations of continuum mechanics and the only assumption that the
constitutive law is on the form
= pI + ,
where is the stress tensor, p is the pressure field, and denotes stresses
that vanish if the velocity is zero.
The governing equations for fluid motion are the Navier-Stokes equations
(in some appropriate form) and the equation of continuity. If thermal effects
enter the problem, we also need an energy equation for the heat transport. In
the present case, the fluid is a rest, implying that the velocity field v vanishes.
There are no temperature effects in the present problem.
Only the equation of motion can then give us something non-trivial. This
equation reads
Dv
%
= + %b .
dt
We have that = pI, since = 0 when v = 0. Gravity is the only body
force, here written as b = gk. The equation of motion then takes the form
0 = p gk
or p = gk .
This equation says that p/x = p/y = 0, that is, p = p(z), and integrating
the z component of the equation gives
p(z) = %gz + C,
where C is an integration constant that must be determined from some condition, e.g., that p(0) = p0 . The p(z) function with this condition becomes
p(z) = p0 %gz .
That is, in a fluid at rest, only the pressure gives contributions to stresses,
and the pressure increases linearly with the depth.
2.2. Pressure Force on a Box
2.2
35
Pressure Force on a Box
A tank with the shape of a box is submerged in deep water (at rest). Find the
total pressure force on the tank from the water. Figure 2.1 depicts the problem. Express the result in a form which shows that the result is in accordance
with Archimedes law.
z
p(x,y,z,t) = az + b
x
z=D
symmetric
stress
z=D-H
Wx
Fig. 2.1. Pressure on a box of size Wx Wy H. (Problem 2.2)

The total force S on a body, due to surface stress, can in general be written
as
Z
S(t) = s(x, t)dA,
S
where s is the stress vector at the surface S of the body. The stress due
to pressure p is s = pn, n being the outward unit normal to S. In case
of hydrostatic pressure, p varies linearly with coordinate along the direction
of gravity, here such a variation is written compactly as p = az + b. The
exact expressions for a and b are developed in Problem 2.1: a = %g and
b = p0 + %gz0 , if g is the acceleration of gravity, % is the density of water, and
p = p0 for z = z0 .
We then have
Z
S = (az + b)ndA .
S
36
2. Fluid Flow Problems
The surface S is conveniently split into the six faces of a box:

Z
S(t) =
(az + b)(n)dA
6Zfaces
=
(az + b)z=D (k)dxdy +
top
right side
(az + b)i dzdy +
left side
Z
(az + b)(i)dzdy +
(az + b)z=DH k dxdy +
bottom
(az + b)(j)dzdx
2 other sides
Further calculations give

S=
Wy
0
D
DH
Z D
DH
Wx
(aD + b)dxdy(k) +
0
Wy
(az + b)dydz i +
0
Wy
Wy
0
Wx
0
(a(D H) + b)dxdy k +
(az + b)dydz(i)
0
= [(aD + b)Wx Wy + (a(D H) + b)Wx Wy ]k
= aWx Wy Hk = aV k = M gk,
where V = Wx Wy H is the volume of the box and M = %V is the mass of

the water displaced by the box. The result S = M gk is in accordance with
Archimedes law.
2.3
Pressure Force on a Cylinder
A tank with the shape of a cylinder is submerged in deep water (at rest).
Find the total pressure force on the tank. Figure 2.2 depicts the problem.
Express the result in a form which shows that the result is in accordance
as
Z
S(t) = s(x, t)dA,
S
2.3. Pressure Force on a Cylinder
37
R
(p,q)
p(z)=az+b
Fig. 2.2. Pressure on a cylinder with radius R and length L. (Problem 2.3)

p = p0 for z = z0 .
The relevant expression for S further work is then
Z
S = (az + b)ndA .
S
The surface S is naturally split into the two end surfaces S1 and S2 and the
curved, cylindrical surface Sc . For analytical integration it is convenient to
use cylindrical coordinates, defined relative to the centerline of the cylinder:
x = p + r cos ,
z = q + r sin ,
y = y.
The stress due to pressure on S1 and S2 is (az + b)(j), whereas on Sc
the stress is (az + b)ir . Since ir depends on the integration variables, it
is natural to work with this dependence explicitly through the relation ir =
i cos +k sin , which has constant unit vectors. Putting the elements together
we have for the S1 surface that
Z 2 Z R
S1 =
(a(q + r sin ) + b)y=L jrdrd .
0
The corresponding expression for the S2 surface reads

S2 =
2
0
(a(q + r sin ) + b)y=0 (j)rdrd .

0
38
We see that the contributions S1 and S2 cancel each other. On the Sc surface
we have the contribution
Z L Z 2
(a(q + R sin ) + b)[(i cos + k sin )]Rddy
Sc =
0
2
=L
aR sin2 (k)Rd
= aLR2 k = M gk,
with M = %LR2 being the mass of the water displaced by the cylinder. The
result S = M gk is in accordance with Archimedes law.
2.4
Pressure Force on a Sphere
A tank with the shape of a sphere is submerged in deep water (at rest).
Find the total pressure force on the tank. Figure 2.3 depicts the problem.
Express the result in a form which shows that the result is in accordance
p(z)=az+b
(p,q)
Fig. 2.3. Pressure on a sphere. (Problem 2.4)

as
Z
S(t) = s(x, t)dA,
S
2.5. Stationary Channel Flow; Newtonian Fluid
39

p = p0 for z = z0 .
The pressure force on a sphere can now be written
Z
S(t) = (az + b)(n)dA .
S
Using spherical coordinates for convenience in analytical calculations, we have

x = p + r cos sin
z = q + r cos
y = 0 + r sin sin
and
n = ir = i cos sin + k cos + j sin sin .
This results in the integral
Z Z 2
(a(q + R cos ) + b)
S=
0
[i cos sin k cos j sin sin ]R2 sin dd

Z
= 2
R2 (a(q + R cos ) + b) cos sin d k
0
4
= a R3 k = M gk,
3
where M = 34 %R3 is the mass of the water displaced by the sphere. This
special form of the result shows that the end result is in accordance with
Archimedes law.
2.5
Stationary Channel Flow; Newtonian Fluid
We consider incompressible fluid flow in a channel confined by two plane

walls, z = 0 and z = H, see Figure 2.4. The flow is laminar and parallel to the
walls. The lower and upper walls move with velocity V0 and VH , respectively.
There migh be a prescribed pressure gradient in the direction of the flow.
The flow can also be driven by a component of gravity. The fluid is classified
as Newtonian.
Develop a mathematical model for the fluid flow where it is assumed that
the flow is stationary (i.e., the pressure gradient and the velocities of the
walls are constant). Introduce a scaling of the coordinates and the dependent
40

pressure gradient
H

z
VH
V0
Fig. 2.4. Flow in a channel with plane (moving) walls. (Problem 2.5)
variables. Find the analytical solution for the velocity (v) and the pressure
(p) fields. Thereafter, find a formula relating the total volume flux,
Q=
H
0
v i dz,
to the pressure gradient. (i is a unit vector in the direction of the flow (and
walls)).
Incompressible Newtonian flow is governed by the Navier-Stokes equations,
1
v
+ v v = p + 2 v + b,
t
%
v = 0.
The body force b is here the acceleration of gravity, and we set b = g in the
following. On each wall, the velocity field v must equal the velocity of the
wall.
We assume that the flow is parallel to the planes, in direction of the x
axis:
v = u(x, y, z, t)i
If the planes have infinite extension in the y direction, we can omit variations
with y. The equation of continuity requires v = u/x = 0. In the
stationary case we also have /t = 0 such that v = u(z)i. Inserting this
expression in the Navier-Stokes equations and multiplying by % gives
0 = p + u00 (z)i + %g .
Derivation of this equation with respect to x, y, or z shows that p is constant. In the x component of the equation, we introduce = p/x + %gx
(gx = b i). The governing equation for u(z) then becomes
u00 (z) =
2.5. Stationary Channel Flow; Newtonian Fluid
41
with boundary conditions

u(0) = V0 ,
u(H) = VH .
A possible scaling of this problem goes as follows:

z =
z
,
H
u
=
u V0
,
uc
resulting in
H 2
d2 u
=
,
2
d
z
uc
u
(0) = 0,
VH V 0
u
(1) =
.
uc
Hereafter, we drop the bars. The choice of uc depends on whether the flow
is driven mainly by the planes or by the pressure gradient. Aiming at u of
order unity, one can assume that u00 is also of order unity, i.e.,
H 2
=1
uc
uc =
H 2
.
The boundary condition at z = 1 then becomes

u(1) =
VH V 0
.
H 2
With of the same order as VH V0 , or larger, u(1) is of order unity and

consistent with the basic assumption. However, if VH V0 is much larger
than the pressure gradient, i.e., the flow is mainly driven by the moving
walls, u(1) 1 and the basic assumption of u(z) of order unity fails. We
should in that case set uc = VH V0 resulting in the problem
u00 =
u(0) = 0,
H 2
,
(VH V0 )
u(1) = 1 .
Again, if VH V0 is larger than , u00 is of order unity and consistent with
the assumption, whereas the case VH V0 might lead to a large u00 and
the scaling fails.
The analytical solution is easy to find as this is a matter of integrating
twice and applying the boundary conditions. Assuming a scaling that corresponds to pressure-driven flow, we get
u
(
z) =
1
VH V 0
z(1 z) +
z .
2
H 2
42
Transformed to unscaled variables, this reads

u(z) =
H
z
z
+ (VH V0 ) + V0 .
z 1
2
H
H
We can see that the velocity profile consists of the parabolic profile due to
the pressure gradient plus the linear Couette flow profile due to the moving
planes.
The volume flux,
Z H
Q=
v i dz,
0
is then be computed to be
Q=
1
H 3
+ (VH V0 )H .
12
2
The solution of the present problem can be viewed as a superposition

(addition) of the solution of the classical Poiseulle problem, where a pressure
gradient drives the flow and the walls are at rest, and the classical Couette
problem, where the flow is driven by moving walls and there is no pressure
gradient. To see this, we can write up the two boundary value problems and
add the PDEs and the boundary conditions and observe that the result is
the model in the present problem.
2.6
Channel Flow Specified as a 2D/3D Problem
We consider flow in a channel with plane walls as depicted in Figure 2.5.

Analytically this problem can be reduced one dimension and an exact solution

H

x

L
z
Fig. 2.5. Flow in a channel with plane walls. (Problem 2.6)
can easily be found. However, when testing computer codes for viscous flow,
it is of interest to run channel flow in a 2D or 3D geometry. Let the 2D
domain be of length L in x direction and H in y direction.
2.6. Channel Flow Specified as a 2D/3D Problem
43
(a) Specify precisely what it means that the problem is 2D.

(b) Write out the 2D version of the governing equations (i.e., the equations
to be solved in a 2D numerical code).
(c) Specify suitable boundary conditions on the four sides of the domain.
(d) Take advantage of symmetry, present the reduced domain, and set up the
boundary conditions on the line of symmetry.
(e) Extend the domain to three dimensions, and set up boundary conditions
on all sides of the domain.
(a) The problem is mathematically two-dimensional when a governing vector
PDE has only two components and when the primary unknowns depend
on two spatial coordinates only. In the present problem this means that
v = 0 when v = (u, v, w), and /y = 0.
(b) The Navier-Stokes equations and the equation of continuity written out
in (x, z) coordinates:

2

p
u
u
u 2u
u
=
+u
+w
+
+ 2
%
t
x
z
x
x2
z
2

w 2w
w
w
p
w
+u
+w
+
+
=
%
t
x
z
z
x2
z 2
p
0=
y
(c)
Inlet: w = 0 and u specified as a parabolic profile, in accordance with

the analytical solution of Poiseulle flow between two plates.
Walls: u = w = 0.
Outlet: u/n = 0 and either w/n = 0 (preferred, since it is the

least restrictive) or w = 0.
In addition, we should specify a value of p at one point.

As an alternative, we could use the same conditions at the outlet and the
inlet and prescribe the pressure at the inlet and outlet. (This is actually
too many pressure boundary conditions, but it would work fine in the
present problem.)
(e) The center line of the channel is a symmetry line. For a vector field to be
symmetric about a line, the normal component (here w must vanish and
the tangential component (here u) is a symmetric scalar field and hence
u/n = 0.
In this particular problem we also know that v is independent of x and
that u is the only non-vanishing scalar field. Therefore, we could set that
44
any line x = const is a symmetry line (for u), with conditions u/n = 0
and w = 0. However, in a strict sense x = const is not a symmetry line
for a vector field ; one cannot mirror a vector about the symmetry line.
(f) We add a length Ly in y direction. The boundary conditions are as in the
2D case (with v = 0 as the third condition, and v/n = 0 at the outlet,
but the new surfaces y = const requires additional conditions. Since the
flow is independent of y, we can just set v = 0 and u/n = w/n = 0
at any surface y = const.
2.7
Flow over a Backward-Facing Step
The current problem concerns viscous flow in a channel with a sudden expansion, as depicted Figure 2.6. This flow problem is commonly referred to as
flow over a backward-facing step. Set up a mathematical model for stationary
flow of an incompressible Newtonian fluid in these geometries. Assume that
the velocity field at the inlet at the left boundary is a constant plug (i.e.,
we have inflow from a larger reservoir). Symmetry should be exploited where
possible.
The boundary conditions are as in channel flow; specified velocity field at the
inlet, vanishing normal derivatives as outflow conditions, and no-slip conditions v = (u, v, w) = 0 at the walls. We assume 2D flow such that w = 0 and
/z = 0.
The inlet field can be taken as v = u0 i, with u0 constant. The outlet
conditions reads v/n = 0 (could also demand u/n = 0 and v = 0). At
the walls, u = v = 0. This gives two conditions at each point on the boundary.
In addition, we should specify the pressure at a point.
The center line of the channel is a line of symmetry in case (a). We may
then solve the PDEs in the upper or lower half of the geometry. The conditions
at the symmetry line are zero normal velocity: v = 0, symmetric tangential
component: u/n = 0. In case (b) there is no line of symmetry.
2.8
Transient Channel Flow; Newtonian Fluid
This is a continuation of Problem 2.5 regarding channel flow of an incompressible Newtonian fluid, see Figure 2.4.
Extend the model in Problem 2.5 to the case where the wall velocities
V0 and VH as well as the pressure gradient are known functions of time.
Present the unscaled differential equations with suitable initial and boundary
conditions.
Let u(0, t) = 0 and V0 (t) = 0. Discuss scaling of the model for two special
choices of VH (t) and (t): (i) VH = AH sin t and (t) = A (constant); and
(ii) VH (t) = AH (constant) and (t) = A sin t.
2.8. Transient Channel Flow; Newtonian Fluid
45

(a)

(b)
Fig. 2.6. Two cases of flow over a step. (Problem 2.7)

The extension to the transient case consists of allowing V0 , VH , and be
functions of time and including the term u/t (from the Dv/dt term in the
Navier-Stokes equations) in the equation of motion. The complete initialboundary value problem becomes
2u
u
= 2 + (t),
t
z
u(0, t) = V0 (t),
%
u(H, t) = VH (t),
u(z, 0) = f (z) .
(2.1)
(2.2)
(2.3)
(2.4)
The (t) function equals p/x %gx as in Problem 2.5, but now p/x can
vary in time.
Observe that this fluid flow problem results in a diffusion equation.
46
Scaling the Time-Dependent Problem. A general scaling can be introduced

as
t
z
u
t = , z = , u
= , = ,
tc
H
uc
c
leading to
t c c
tc 2 u
u
=
+
(ttc ),
t
%H 2 z2
%uc
u
(0, t) = 0,
u
(1, t) = u1
c VH (ttc ),
(2.6)
(2.7)
u
(
z , 0) = 0 .
(2.8)
(2.5)
ttc ). For example,

(The scaling of the term reads (t) = c (t)
= c (
A
A
2
(t) = A sin t, (t) = c sin t, (ttc ) = c sin[tH /].)

We clearly have c = A . In the case the pressure gradient is not significantly more important in driving the flow than the movement of the upper
wall, i.e., A is not much larger than AH , AH is a relevant measure for uc .
When A AH , we should base uc on measures of , e.g., the one from the
stationary case (equilibrium of the viscous term and the pressure gradient):
uc = c H 2 / = A H 2 /. This latter choice of uc is necessary if AH = 0.
The characteristic time scale can be dominated by the diffusion in the
model, i.e., equilibrium of the acceleration term and the viscous term. To
find the associated typical time scale, we can require these two terms to have
unit magnitudes. That is, (2.5) without the term must then have a unit
dimensionless number in front of 2 u
/ z2, which determines tc as tc = H 2 /
(note that = /%).
The estimated tc is a good measure of tc only if the pressure gradient
term is not very much larger than the diffusion term. In the latter case, we
need to find tc as an equilibrium of the equation
%
u
= (t) .
t
Assuming = A sin t, we need to have u cos t. This suggests tc as one

period of oscillations, i.e., tc = 2/, or simpler: tc = 1 . The difference
between the two time scales 1 and H 2 / is significant when the pressure
is oscillating much faster or slower than the typical viscous time-dependent
response in the fluid. For very slow oscillations, i.e., a large tc = 1 , we
see from (2.5) that the time-derivative on the left-hand side can be omitted,
since it is not multiplied by tc . This leaves a quasi-stationary problem and tc
just cancels from the governing equation.
Another effect that must be discussed when estimating tc is the oscillation
of the boundary. In case VH (t) = AH sin t is the driving mechanism of
the fluid flow, a natural choice would be to set tc = 1 . This particular
expression can be used if 1 is much smaller than the viscous time-dependent
2.9. Sudden Movement of Lubricated Surfaces
47
response H 2 /, and the resulting oscillating boundary layer near z = H is

important.
As a summary of the scaling in the time-dependent case, we see that the
flow regime and the dominating physical effects highly influence the choice of
the scales. Our final, scaled problem is now presented under the assumptions
that uc = AH and tc = H 2 /.

2u
1
=
+
(2.9)
2
sin 1 t
t
z
u
(0, t) = 0,
(2.10)

1
(2.11)
u
(1, t) =
sin 2 t
u
(
z , 0) = 0
A H 2
,
=
AH
H2
1 =
,
H2
.
2 =
(2.12)
(2.13)
(2.14)
(2.15)
This scaling is appropriate if (i) the pressure gradient is not too large and
oscillating too fast, or (ii) the moving wall z = H is not moving much
faster than the viscous response of the fluid.
2.9
Sudden Movement of Lubricated Surfaces
Assume that we have two quite close surfaces seperated by a film of viscous
fluid (think of some machinery). Suddenly one of the surfaces is given a
movement. We are interested in the velocity field in the film and the drag on
the surfaces as a consequence of this movement. The velocity and drag may
provide insight into the frictional behavior of lubricated surfaces.
To simplify the analysis we assume that (i) the two surfaces as parallel
planes, (ii) one plane is at rest while the other is (at time t > 0) moving with
a constant velocity, the flow is caused by the moving plane only (i.e. there
is no pressure gradient), and (iv) the fluid is incompressible and Newtonian.
At t = 0 everything is at rest.
Develop a mathematical model where you incorporate all the simplifications listed above. Scale the model.
The present problem is a special case of Problem 2.5. We refer to Problem 2.5
for details in the derivation of the appropriate equations. The general problem
48
for flow between two moving planes (also including a time-dependent pressure
gradient) is given by (2.1)(2.4). Here, the flow is driven by one moving plane
(no pressure gradient). We therefore set = 0, V0 = 0, VH = 1, and f (z) = 0.
The initial-boundary value problem then becomes:
u
2u
= 2 , 0 < z < H, t > 0,
t
z
u(0, t) = 0, t > 0,
u(H, t) = U0 , t > 0,
%
u(z, 0) = 0,
0zH.
An appropriate scaling is
z =
z
,
H
u
=
u
,
U0
t =
t
,
%L2 /
leading to (dropping bars)

u
2u
=
, 0 < z < 1, t > 0,
t
z 2
u(0, t) = 0, t > 0,
u(1, t) = 1,
u(z, 0) = 0,
2.10
t > 0,
0 z 1.
Transient Channel Flow; Generalized Newtonian

Fluid
This is a continuation of Problem 2.8 regarding transient channel flow, see

Figure 2.4. Now the fluid is supposed to be of the generalized Newtonian type,
where the stress tensor ij is related to the strain-rate tensor ij through
ij = pij + 2i,j ,
p
= 0 f (),
= 2ij ij .
Extend the model in Problem 2.8 to this case. Specialize the equations to a
power-law fluid.
Introduce a suitable scaling for the case the flow is driven by a sinusoidal
movement of the plane z = H (i.e., V0 = 0 and no effect of a pressure gradient
or gravity).
The Navier-Stokes equation, as used in Problem 2.8, is based on the constitutive law for Newtonian fluids and cannot be applied in the present case. We
2.10. Transient Channel Flow; Generalized Newtonian Fluid
49
need to derive an equation where the new constitutive law is incorporated.

The easiest way to accomplish this is to introduce the simplifications due to
rectilinear flow as early as possible in the derivation. The general equations
that are always valid for an incompressible material are
v = 0,
Dv
%
= + %b .
dt
These must be combined with the constitutive law for generalized Newtonian
fluids as well as the strainrate-velocity relation
ij =
1
(vi,j + vj,i ) .
2
Assuming rectilinear flow and two-dimensional conditions as in Problem 2.8,

we have v = u(z, t)i. The corresponding strainrate tensor becomes
xz = zx =
1 u
,
2 z
whereas all other components vanish. The stress tensor then takes the form
p 0 u
z ,
= 0 p 0, .
u
z 0 p
Taking the divergence of and inserting the result in the equation of motion
gives

u
u
p
+ %gx ,
%
=
+
t
x z
z
p
0=
+ %gy ,
y
p
0=
+ %gz .
z
The body force b is now gravity, decomposed as (gx , gy , gz ). As in Probp
is independent of x. Let us
lems 2.5 and 2.8 we can again show that x
p
introduce G(t) = x + %gx , which gives us the governing partial differential
equation for u(z, t):

u
u
=
+ G(t) .
%
t
z
z
The function is given in the problem description. We calculate
r

p
u
1 1
= 2ij ij = 2( + )xz =
4 4
z
50
and then get

= 0 f

u
.
z
One example of f ()
is a power-law fluid: f ()
= n1 , where n is a real
number. The boundary and initial conditions are as in Problem 2.8.
Scaling. When VH = AH sin t and there is no pressure gradient, the flow is
solely driven by the movement of the wall z = H, i.e., AH is the maximum
velocity value. It is then natural to introduce the scaling
z =
z
,
H
t
t = ,
tc
u
=
leading to
AH
=
H
and

u

,
z
=
f ()
n1
t c 0 A H
u
=
t
%H n+1 z
AH
H
u
,
AH
n1 n1

u

z
!
n1
u

.
z
z
Assuming that the two terms in the PDE are of order unity gives
tc =
%H n+1
n1 .
0 A H
It might be tempting to quickly pop up the standard diffusion time scale

tc = H 2 %/0 , but one should notice that 0 does not have the dimension of
viscosity; the dimension of 0 matches the dimensions of (AH /H)n1 such
that 0 (AH /H)n1 has the dimension of viscosity.
The governing PDE becomes (dropping bars)

u
u
=
f ()
.
t
z
z
The boundary conditions are u = 0 at z = 0 and u = sin[tc t]. An appropriate
initial condition is u = 0.
2.11
Pulsatile Blood Flow in a Straight Artery
We consider an artery with pulsatile blood flow. Assume that (i) the geometry of the part of the artery under consideration can be approximated by a
rigid, infinite, straight tube, (ii) blood is an incompressible Newtonian fluid,
and (iii) the pressure gradient in the pulsatile flow is known through measurements as a function g(t). Develop a mathematical model for the flow,
incorporating all the relevant simplifications of the problem. Set up a formula
for the drag on the artery wall.
2.11. Pulsatile Blood Flow in a Straight Artery
51

The flow of an incompressible Newtonian fluid is in general described by the
Navier-Stokes equations and the equation of continuity:
v
1
+ v v = p + 2 v + b,
t
%
v = 0.
The body force term b, containing gravity or centrifugal forces, is assumed
to be negligible in the present problem.
Since the tube is straight, we make an assumption on the structure of the
velocity field: v = ui, where u is a function of space and time, where i is a
unit vector along the x axis, and the x axis coincides with the centerline of
the tube. In a tube with circular cross section it is convenient to work with
cylindrical coordinates (x, r, ). We can then write u = u(x, r, , t). Inserting
this v in the equation of continuity, v = 0, gives
u
= 0.
x
Moreover, due to cylindrical symmetry we expect that
u
= 0.
Now v = u(r, t)i. This simplified velocity field can be inserted in the NavierStokes equations. This yields
1
v
= p + i2 u .
t
%
(2.16)
A further simplification, which arises in all kinds of straight tube or channel

flow, stems from the observation that p must be a constant. To show this,
we differentiate the x component of (2.16) with respect to x (the variable
in the flow direction), yielding 2 p/x2 = 0, i.e., p/x constant. The other
components of (2.16) are simply
p
= 0,
p
= 0.
r
Since the pressure gradient p/x is known as g(t), we arrive at the simplified partial differential equation

u
u
1
1
r
= g(t) +
t
%
r r
r
or after multiplying by % and rearranging:

1
u
u
=
r
+ g(t) .
t
r r
r
(2.17)
52
The boundary conditions are u(a, t) = 0 if r = a is the wall of the artery.

As initial condition we just have to make a choice, e.g., u(r, 0) = 0. If the
pressure gradient g(t) is pulsatile with a specific period, which is the case if
you have a steady heart beat, the effect of the initial condition decreases as
time increases.
2.12
Oil and Water Films Between Moving Surfaces
Between two plane walls, z = 0 and z = H, we have a film of water in the

region 0 z c and a film of oil in the region c < z H. Figure 2.7 sketches
the problem. Assume that c is a true constant, i.e., there are no waves at

oil

H
c water

z
Fig. 2.7. Flow of two fluids in a channel. (Problem 2.12)
the interface, and that the flow is laminar and incompressible. Gravity acts
in negative z direction. Both fluids are Newtonian. The flow is driven by a
moving upper wall. There is no additional pressure gradient in the x direction.
Develop a mathematical model where there are separate equations for oil
and water, coupled through appropriate interface conditions on z = c. Solve
the equations and find the velocity and pressure fields in both fluids.
Develop an alternative mathematical model where there is one heterogeneous fluid with variable density and viscosity (piecewise constant, with a
jump at z = c). Solve the equations in this model as well.
2.13
Flow of Oil and Water in a Tube
Water and oil are flowing in a straight tube with radius a such that the water
occupies the core 0 r c and the oil fills the region c < r a (r is the
distance from the centerline of the tube), see Figure 2.8. The flow is driven by
a stationary pressure gradient. Assume that c is a true constant, i.e., there are
no waves on the interface. Furthermore, we assume that the flow is laminar
and incompressible, both fluids are Newtonian, and the effect of gravity can
be neglected.
2.13. Flow of Oil and Water in a Tube
53
oil
water
a
c
Fig. 2.8. Flow of two fluids in a straight pipe. (Problem 2.13)
Develop a mathematical model where there are separate equations for oil
and water, coupled through appropriate interface conditions on r = c. Solve
the equations and find the velocity and pressure fields in both fluids.
Develop an alternative mathematical model where there is one heterogeneous fluid with variable density and viscosity (piecewise constant, with a
jump at r = c). Solve the equations in this model as well.
The basic equations that apply to each fluid is the equation of continuity and
the Navier-Stokes equations. Letting v o and v w be the velocity field in the oil
and water, respectively, and introducing corresponding superscripts for other
quantities (pressure, density, and viscosity), the governing equations become
v i = 0,
Dv i
= pi + i 2 v i + %i b,
%i
dt
(2.18)
(2.19)
where i = o, w. Based on the assumptions of laminar flow and that c is constant along the tube, it is reasonable to set v i = ui i, where i is a unit vector
along the x axis, which is assumed to coincide with r = 0. Stationary flow
and axi-symmetry exclude the dependence of ui on time t and the cylindrical
angle coordinate . Letting ui = ui (r, x), equation (2.18) reads
vi =
ui
= 0,
x
that is, ui depends on r only.

Inserting v i = ui (r)i in (2.19) simplifies the Navier-Stokes equations dramatically:

1
ui
Dv i
2 i
2 i
= 0, v = i u = i
r
, b = 0.
dt
r r
r
54
The equations of motion then becomes

pi
= 0,
r
pi
= 0,

ui
pi
1
r
= 0,
+ i
x
r r
r
(2.20)
(2.21)
(2.22)
where i = o, w. From (2.20)2.21 we see that p = p(x). Using the standard

trick of either differentiating (2.22) with respect to x or observing that the
first term can depend on x only and the second on r only, pi /x must be a
constant, here denoted i . The basic governing equation then reads

ui
i1
r
= i , i = o, w .
(2.23)
r r
r
In addition to these two partial differential equations, we have two physical boundary conditions: the fluid velocity must vanish on r = a and the
velocity must be symmetric at r = 0. That is,
uo (a) = 0,
(2.24)
w
u (0) = 0 .
r
(2.25)
At the internal boundary r = c we must require continuous fluid velocity and

continuous stress vector:
uo (c) = uw (c),
o n = v n,
r = c,
(2.26)
(2.27)
where i denotes the stress tensor and n = ir is the unit normal vector
to the r = c boundary (ir is the unit vector in r direction in cylindrical
coordinates).
The stress tensor tdsi is related to the strain-rate tensor tdei through
= pi I + 2i .
In the present problem where ui depends on r only, the strain-rate tensor has
only one non-vanishing component
rx =
Hence,
i =
1 ui
.
2 r
1 ui
(iir + ir i)
2 r
2.13. Flow of Oil and Water in a Tube
and
i = pi (ii + ir ir + i i ) + i
ui
(iir + ir i) .
r
55
(2.28)
The stress on the interface becomes

i ir = pi ir + i
ui
i.
r
We can then express the requirement of continuous stress vector at r = c as

follows:
po = p w ,
uw
uo
= w
.
o
r
r
(2.29)
(2.30)
The complete boundary-value problem for uo and uw can are now summarized before we attempt to solve the equations analytically.
r r
i1

ui
r
= i ,
r
uo (a) = 0,
o
i = o, w,
(2.31)
(2.32)
u (c) = u (c),
w
u (0) = 0,
r
po = p w ,
uo
uw
o
= w
.
r
r
(2.33)
(2.34)
(2.35)
(2.36)
The equations (2.32)(2.36) can be solved by integrating (2.32) and using

(2.34)(2.36) to determine the integration constants. Integrating (2.32) gives
ui (r) =
1 i 2
r + C i ln r + Di ,
4i
i = o, w .
The symmetry condition (2.34) (or the reasonable assumption that fluid velocities must be finite), results in C w = 0. The pressures are on the form
pi (x) = i i x, and condition (2.35) implies o = w and o = w . Hereafter we therefore set o = w . The condition (2.36) gives
1
1
c + Co c1 = c + Cw c1 ,
2
2
that is, Co = Cw = 0. The unused conditions (2.32) and (2.33) determine Do
and Dw . The final result becomes

r 2 a2
a 2
c2
uw (r) =
1
+ o 1
,
(2.37)
4w
c
4
c
56
uo (r) =
c2
4o
r 2
a
(2.38)
The corresponding pressure fields are

po = pw = x + const .
An alternative mathematical model can be developed where we work with
a heterogeneous fluid having a viscosity function
w
, 0 r c,
=
o , c < r a
The standard Navier-Stokes equation is not valid for a space-varying viscosity.
Therefore, we need to derive a proper equation of motion when depends
on r. The basic equation of motion,
%
Dv
= + %b
dt
(2.39)
must be combined with the constitutive law

= pI + (r)(v + (v)T ) .
(2.40)
It is advantageous to introduce the simplification v = u(r)i before we start

the derivation. The corresponding stress tensor has already been calculated
and reads
u
= p(i + ir ir + i i ) + (iir + ir i) .
(2.41)
r
Inserting this in (2.39) and remembering that varies with r, we get

u
1 u
i + i.
= p +
r
r
r r
The last two terms can be factored, resulting in the governing equation

1
u
r
= .
(2.42)
r r
r
The boundary conditions are
u(a) = 0,
(2.43)
u(0) = 0 .
r
(2.44)
Integrating (2.42) allows us to find an analytical solution is for an arbitrary

(r) function. First we multiply by r, integrate in r, and divide by r(r):
1 r
C
u
= +
,
r
2 r
2.14. Flow in a Pipe with a Non-Circular Cross Section
57
where C is an integration constant. The symmetry condition u/r = 0 at

r = 0 leads to C = 0. The next integration can be taken from r to a:
u(a) u(r) =
2
that is,
u(r) =
2
Za
Za
r
dr,
r
dr .
(2.45)
In the oil, we get
u(r) =
2
Za
r

r
dr =
a2 r 2 ,
o
4o
c < r a,
(2.46)
and in the water part we have
u(r) =
2
Za
c
dr +
o
Zc
r
r
dr
w

=
a 2 c 2 + w c2 r 2 .
o
4
4
2.14
(2.47)
Flow in a Pipe with a Non-Circular Cross Section
This problem regards flow of a fluid in a striaght tube with an arbitrary crosssection geometry. A specific example on a cross-section geometry is given in
Figure 2.9. Assume incompressible and laminar flow with straight pathlines.
Body forces can be neglected.
We first assume that the fluid is Newtonian and incompressible and that
the flow is laminar. Show that the velocity field fullfills a two-dimensional
Poisson equation in the cross-section domain. The we assume that the fluid
is of generalized Newtonian type, with constitutive relation
ij = pij + 2ij ,
(2.48)
where ij is the stress tensor in the fluid, p is the pressure field, ij ispthe unit
tensor, is a variable viscosity that is a prescribed function of = 2ij ij ,
and ij is the strain-rate tensor. Develop a mathematical model for the nonvanishing velocity component.
58
Fig. 2.9. Cross section of a tube. (Problem 2.14)

The governing equations for a Newtonian, incompressible fluid with a linear
stress-strainare the equation of continuity
v =0
and the Navier-Stokes equations
%
Dv
= p + 2 v + %b .
dt
On the tube wall the velocity must vanish: v = 0. Inlet or outlet boundary
conditions are only required if we employ a full 3D model for the flow. Here
we will typically simplify the Navier-Stokes model to take advantage of the
special tube geometry.
In the present problem we have the following simplifications: negligible
body forces (b = 0) and stationary conditions (v/t = 0). In addition, we
make the assumption that the particle paths are parallel with the tube axis,
i.e.,
v = w(x, y, z)k .
This assumption is compatible with laminar flow. Notice that we expect the
velocity profile w to depend on both x and y because of the cross-section
geometrys variation with these variables.
The equation continuity implies w/z = 0. Inserting the velocity field
v = w(x, y)k in the Navier-Stokes equations gives
p
z
p
0=
x
p
0=
y
2 w =
(2.49)
(2.50)
(2.51)
The latter two equations means that p = p(z). Differentiating (2.49) with
respect z and noticing that w = w(x, y) implies that dp/dz is a constant,
here set equal to .
2.15. Stationary Flow in an Open Inclined Channel
59
The boundary condition for w is w = 0. Letting denote the cross

section of the tube, we can then write the complete boundary value problem
for w(x, y) in the Newtonian case:
2 w(x, y) = ,
w = 0,
(x, y) ,
on .
(2.52)
(2.53)
If the fluid is of generalized Newtonian type, the Navier-Stokes equations

as listed above are not valid. We therefore need to derive an appropriate set
of governing equations, from basic principles in continuum mechanics, in this
extended case. The basic momentum equation reads
%
Dv
= + %b .
dt
The relation between the stress tensor and the velocity field is now taken as
ij = pij + 2ij ,
where varies with the velocity and thus the space coordinates. Let us introduce the simplification v = w(x, y, z)k. The equation of conituity is the same
as in Newtonian flow so w = w(x, y). This results in a strain-rate tensor
0 0
1
0 0
=
2 w w
x y
w
x
w
y
Taking the divergence of the corresponding stress tensor and notifying that
Dv/dt still of course vanishes, we get the governing equation

=.
(2.54)
x
x
x
x
The coefficient has the special form
= f (),
p
where = 2ij ij = ||w||. Alternatively, we can therefore write the equation for w on the form

f (||w||)
f (||w||)
=.
x
x
x
x
The boundary condition is the same: w = 0.
60
wind
stress
fluid
velocity
z
Fig. 2.10. Open channel with gravity- and wind-driven flow. (Problem 2.15)
2.15
Stationary Flow in an Open Inclined Channel
Water is driven by gravity and wind in a straight, open channel with crosssection geometry as depicted in Figure 2.10. The goal is to derive a simplified
flow model from the full Navier-Stokes equations, under the assumption of
laminar flow, no waves on the surface, and stationary conditions. The effect
of the wind is modeled as a tangential stress q, which can act (for simplicity)
in the direction of the channel. Scale the resulting equations appropriately.
Extend the model to the transient case where q varies with time. If there
are significant waves on the surface, which assumptions are then wrong, and
how will a mathematical model look like (differential equations and boundary
conditions)?
Since the flow is laminar and the channel is straight, we expect the pathlines
to be straight:
v = w(x, y, z, t)k .
(2.55)
Under stationary conditions, w is not a function of time t. The governing
equations are
v
1
+ v v = p + 2 v + b,
t
%
v = 0.
with v = 0 on the channel walls and the surface stress in the fluid equal to
qk (assuming that q is positive when the wind acts agains gravity).
2.15. Stationary Flow in an Open Inclined Channel
61
The body forces b consist here of gravity:

b = g = g(sin k cos j),
where is the angle between the channel and the horizontal. Notice that the
y axis is normal to the water surface, whereas the x axis is normal to the
channel sides.
Inserting (2.55) in (2.56) implies
w
=0
z
w = w(x, y) .
The velocity field v = w(x, y)k simplifies the Navier-Stokes equations dramatically since
w(x, y)k = 0,
t
w(x, y)k w(x, y)k = 0 .
The simplified Navier-Stokes equations becomes

1 p
% x
1 p
0=
g cos
% y
1 p
0=
+ 2 w g sin .
% z
0=
(2.56)
(2.57)
(2.58)
In the last equation, p/z is a constant because none of the other terms are
functions of z (differentiate (2.58) to explicitly see this). The pressure gradient
partialp/z can drive the flow, but in this problem we assume that only gravity and the wind stress influence the flow, which implies that partialp/z = 0.
From (2.56)(2.57) we see, upon integration in y, that p = %g cos + C,
where C is a constant that can be determined from the boundary condition
at the water surface. From (2.58) it follows that w(x, y) fulfills the Poisson
equation
2 w = %g sin
(2.59)
in the cross-section area .
The next step is to look at the boundary conditions with the simplification
that v = w(x, y)k and p = %g cos + C. On the solid walls of the channel,
v = 0, implying that w = 0 on this part of the boundary, named 1 here
for convenience. The water surface, named 2 , has the condition
s = p0 j qk,
where s is the stress vector in the fluid at the surface 2 . The stress vector
is here j, where is the stress tensor related to the fluid motion through
the constitutiv law
= pI + (v + (v)T .
62
Inserting v = w(x, y)k in this expression results in
0 0 w
xx xy xz
100
x
yx yy yz = (C %gy cos ) 0 1 0 + 0 0 w
.
y
w
w
zx zy zz
001
x y 0
The stress vector at the surface then becomes
0
s = C %gy cos .
w
y
Setting this expression equal the sum of the atmospheric pressure and the
wind stress, p0 j qk, results in
C = %gys cos p0
w
q
=
y
The pressure p is now completely determined, while w must be found from

the boundary-value problem
2 w = %g sin in ,
w = 0 on 1 ,
w
q
=
on 2 .
y
(2.60)
(2.61)
(2.62)
Since w/y is the normal derivative at the surface, one often applies the
notation w/n instead.
Scaling the boundary-value problem for w is accomplished by introducting
a characteristic length L, characteristic velocity U0 , and new variables
x
=
x
,
L
y =
y
,
L
w
=
w
.
U0
Inserting this in the model for w gives the

The scaled domain is denoted .
PDE
2 w
= U01 L2 %g sin in
(2.63)
1 and
with boundary conditions w
= 0 on solid walls
Lq
w
=
y
U0
(2.64)
2 . We choose U0 = L2 %g sin and introduce the

on the plane surface
dimensionless number
q
=
.
3
L %g sin
2.16. Different Cross Sections in Open Channel Flow
63
Dropping the bars, the final, scaled boundary value problem for w reads
2 w = 1,
w = 0,
w
= ,
n
2.16
in ,
in 1 ,
in 1 .
Different Cross Sections in Open Channel Flow
We address the same physical problem as in Problem 2.15, that is, flow of
water in an open inclined channel with a non-trivial cross-section geometry.
In the present problem we shall assume that there are several suggestions for
the cross-section geometry, as depicted in Figure 2.11. The scaled boundary
Fig. 2.11. Different cross-section geometries in open channel flow. (Problem 2.16)
value problem for the velocity component w(x, y) along the channel reads
2 w = 1,
w = 0,
w
= ,
n
in ,
in 1 ,
in 2 .
This problem can straightforwardly be solved by numerical methods, and

finite elements can easily handle the different geometries of . For each cross
section, point out symmetry lines that one can take advantage of when solving
the problem numerically, and set up the relevant boundary conditions for w
on all sides of the reduced domain.
64
The effectiveness
of a cross-section shape could be measured by the total
R
volume flux: w d. To avoid the artifact that a large cross section then
is more efficient than a smaller one, we could look at the normalized volume
flux
R
wdxdy
Q = R
dxdy
Which cross section will be most efficient for transporting water?

The derivation of the model (2.65)(2.65) in Problem 2.16 does not make
any assumption about the cross-section geometry beyond the fact that one
surface is free and the rest of the boundary is solid walls.
When looking for symmetry lines, we first inspect the geometry and find
symmetry lines for the geometry. In all these examples, the geometries can be
cut in one half. We then need to walk along the boundary and check that
mirroring the boundary conditions about the symmetry lines still gives a
valid condition on the other side. We also need to check that coefficients
in the PDE are symmetric about the line (this is trivial here since there are
no coefficients that vary in space). The conclusion is that all cross sections
can be cut in one half. The condition at the symmetry line is w/n = 0, see
Problem 5.1.
The most efficient cross section, with respect to transporting water, is the
ones that have the least boundaries. The water sticks to the boundary.
2.17
Transient Flow in an Open Inclined Channel
We consider the same physical problem as in Problem 2.15, but the flow
is now transient, caused by a transient wind stress q and the possibility of
altering in time the angle the channel makes with the horizontal. Derive an
initial-boundary value problem for the velocity component along the channel.
We can follow the derivation of the model in Problem 2.15 step by step, just
letting q = q(t) and = (t). This time dependence makes also w depend on
time, i.e., w = w(x, y, t). The change in the derivation is to keep the term
w/t. This ends in
w
= 2 w + %g sin
t
w = 0 on 1 ,
w
q
=
on 2
y
w(x, y, 0) = 0 in .
in ,
(2.65)
(2.66)
(2.67)
(2.68)
2.18. Flow in a Channel with Varying Width
65
u; normalized volume flux = 0.34

1
0.971
0.873
0.776
0.679
0.582
0.485
0.388
0.291
0.194
0.0971
0
0
1
Fig. 2.12. Flow of fluid with a plane free surface in a straight channel. (Problem 2.16)
The scaling is similar to the stationary case, except that we now also need a
suitable time scale..., maybe also U0 is kept positive?
w
= 2 w + 1, in ,
t
w = 0, in 1 ,
w
= , in 1 .
n
2.18
Flow in a Channel with Varying Width
A fluid is flowing between two surfaces, which are not necessarily plane, see
Figure 2.17. For simplicity we can think of the problem as two-dimensional,
i.e., the surfaces are plane in the third direction. The fluid is taken to be
66

1
0.119
0.107
0.0953
0.0834
0.0715
0.0596
0.0477
0.0357
0.0238
0.0119
0
0
1
incompressible and Newtonian, and the flow is stationary. The purpose of

this problem is to develop a simplified mathematical model for viscous flow
in a channel with slowly-varying width.
(a) Set up a full two-dimensional model for the viscous flow in the channel
(differential equations and boundary conditions).
(b) We shall now assume that the width H(x) is slowly varying. Locally
we can then think of flow between two flat planes with distance H(x).
Consider the control volume V in Figure 2.17 of length x (small). Set
up the equation of continuity on integral form and apply it to V .
(c) Approximating the physics inside V as flow in a channel of with H(x0 ),
where x0 some point inside V , we can relate the velocity to the pressure
using the expressions from channel flow. Apply this idea to derive the
67

0
0.217
0.195
0.174
0.152
0.13
0.109
0.0868
0.0651
0.0434
0.0217
0
1
1
pressure equation

d
dp
[H(x)]3
= 0.
(2.69)
dx
dx
What type of boundary conditions do we need for this equation?
(d) Find an analytical solution of (2.69) with suitable boundary conditions.
(e) Develop an expression for the velocity along a cross-section line (see the
dashed line in Figure 2.17).
(f) Assume that the problem is three-dimensional with a gap H(x, y) between
the surfaces. Show in detail how the mathematical model is extended to
the equation

p
p
[H(x, y)]3
+
[H(x, y)]3
= 0.
(2.70)
x
x
x
x
What are the relevant boundary conditions?
68

0
0.803
0.723
0.642
0.562
0.482
0.401
0.321
0.241
0.161
0.0803
0
1
1

(a) The flow of an incompressible Newtonian fluid is governed by the equation
of continuity and the Navier-Stokes equations:
v
1
+ v v = p + 2 v + b,
t
%
v = 0.
Here, v is the velocity field, % is the density, is the viscosity (= /%),
and b denotes body forces. In this channel flow we can skip the third
dimension, here referred to as the z direction. That is, v = u(x, y)i +
v(x, y)j, and p = p(x, y). The boundary conditions are v = 0 on the
channel walls, v specified at the inlet (e.g. a parabolic profile from fully
developed channel flow between plane walls), and v/n = 0 at the
outlet.
69

0
0.551
0.496
0.44
0.385
0.33
0.275
0.22
0.165
0.11
0.0551
0
1
0.8
0.8
Fig. 2.16. Flow of fluid with a plane free surface in a straight channel. (Problem 2.16) (needs to be rotated)
(b) The equation of continuity on integral form reads

Z
Z
%
dV + %v n d = 0,
t
V
where n is an outward unit normal to the surface V of an arbitrary

volume V . Assuming that % is constant, we get
Z
v n d = 0 .
V
When applying this equation to the control volume V in the figure, we

observe that v n = 0 on the walls such that only the sides with dashed
70

control volume
H(x)
flow
x
Fig. 2.17. Flow in a channel with varying width. (Problem 2.18)
lines contribute to the integral:

w(x)+H(x)
Z
v(x, z) (i)dz +
w(x)
w(x+x)+H(x+x)
Z
v(x + x, z) idz = 0 .
w(x+x)
Here z = w(x) is the functional expression for the lower wall, and the flow
takes place in the xz-plane. Let us introduce the volume flux Q according
to
Z
v(x, z) idz,
Q(x) =
S(x)
where S(x) is a cross-section of channel, i.e. the interval

S(x) = [w(x), w(x) + H(x) .
We can then write the integral form of the equation of continuity as
Q(x) + Q(x + x) = 0,
or upon dividing by x and letting x 0,
dQ
= 0.
dx
(c) The velocity field is now to be modeled according to the known expression
for flow in a channel with plane walls. In such flow, v = u(z)i, where u
solves a simplified version of the Navier-Stokes equations: u00 = 1 p/x
with solution
1 p
z(z H) .
u(z) =
2 x
The volume flux becomes
Z
Z
Q=
v idz =
S
H
0
u(z)dz =
H 3 p
.
12 x
Notice that p/x is a true constant. Combining this expression for Q

(coming from Newtons 2. law through the Navier-Stokes equations) with
71
the equation of continuity, dQ/dx = 0, one gets the governing differential

equation for p:

dp
d
[H(x)]3
= 0.
dx
dx
This is a second-order differential equation to be defined on an interval

[x0 , x0 + L]. One boundary condition for p is needed at each end, i.e., at
x = x0 and x = x0 + L. Often a pressure loss p over some distance L is
known. One can then set p(x0 ) = p0 and p(x0 + L) = p0 p, where p0
is some insignificant1 pressure level.
(d) Integrating (2.69) once, gives
p0 (x) =
C1
,
H3
where C1 is an integration constant. Integrating from x0 to some x then

gives
Z x
C1
d .
p(x) p(x0 ) =
3
x0 [H( )]
The boundary condition at x = x0 + L now gives
Z x0 +L
C1
p0 p p0 =
d
[H( )]3
x0
which can be solved for C1 , thus resulting in

R x d
x
[H( )]3
0
p(x) = p0 p R x0 +L
x0
d
[H( )]3
(e) The expression for the velocity used in deriving the governing equation
(2.69) for p was
1 p
z(z H) .
u(z) =
2 x
When used in the 2D channel flow context, we must let H be a function
of x, let z vary between w(x) and w(x) + H(x), and use the solution of
(2.69) in (d) for calculating the local pressure gradient p/x:
#1
"Z
x0 +L
dp
d
[H(x)]3 .
=
dx
[H( )]3
x0
The velocity field is then
"Z
#1
x0 +L
d
1
u(x, z) =
[H(x)]3 (z w(x))(w(x) + H(x) z) .
2 x0
[H( )]3
1
Only pressure differences drives the flow.
72
(f) Now we define a control volume similar to that in Figure 2.17, but it has
an extension y in y-direction. The lower wall is described by the surface
z = w(x, y), and the gap between the surfaces is H(x, y). The equation
of continuity on integral form now involves flow in and out of four sides
(at the walls v n = 0). With S(x, y) as the interval in z direction,
S(x, y) = [w(x, y), w(x, y) + H(x, y),
we can write the equation of continuity as
Z Z y+y
Z
v(x, y, z) (i)dydz +
y
S(x,y)
S(x,y)
S(x+x,y)
x+x
x
y+y
v(x, y, z) (j)dxdz +
S(x,y+y)
v(x + x, y, z) idydz
x+x
v(x, y + y, z) jdxdz = 0 .
Defining
Qx (x, y) =
S(x,y)
v(x, y, z) idz,
Qy (x, y) =
S(x,y)
v(x, y, z) dz,
we achieve the alternative form of the equation of continuity:

Qx (x + x, y)y Qx (x, y)y + Qy (x, y + y)x Qy (x, y)x = 0 .
Dividing by xy and taking the limit x, y , we get the equation
Qx Qy
+
=0
x
y
or
Q = 0,
Q = Q x i + Qy j .
The next step is to locally utilize the expression for v from channel flow
with straight walls in a general direction. As starting point we can write
v = u(z)i + v(z)j .
Inserting this in the Navier-Stokes equations (notice that this v fulfills
v = 0) gives
1
0 = p + (u00 (z)i + v 00 (z)j) .
%
Since the viscosity term is a function of z only, and p/z = 0 from

the z component of the equation, p must be a constant. The x and y
component of the equation read
1 p
,
x
1 p
.
v 00 (z) =
y
u00 (z) =
2.19. Spindown of a Well Bore; Newtonian Fluid
73
Integrating these expressions and using the boundary conditions that u

and v are zero on the channel walls z = w and z = w + H, we get
1 p
(z w)(w + H z),
2 x
1 p
(z w)(w + H z) .
v(z) =
2 y
u(z) =
Using these expressions locally in a channel with varying width means

that we set
1 p
(z w(x, y))(w(x, y) + H(x, y) z),
2 x
1 p
(z w(x, y))(w(x, y) + H(x, y) z) .
v(x, y, z) =
2 y
u(x, y, z) =
Now
Qx =
S(x,y)
1 p
=
2 x
v(x, y, z) idz
w(x,y)+H(x,y)
Z
(z w(x, y))(w(x, y) + H(x, y) z)dz
w(x,y)
[H(x, y)]3 p
.
12
x
A similar calculation for Qy results in

Qy =
[H(x, y)]3 p
.
12
y
Inserting these versions of Newtons 2. law in the integral form of the

equation of continuity results in

3 p
3 p
[H(x, y)]
+
[H(x, y)]
= 0.
x
x
x
x
The relevant boundary condition is to have p known at inflow and outflow
boundaries and Q n proportional to p/n = 0 at boundaries where the
flow is tangential.
2.19
Spindown of a Well Bore; Newtonian Fluid
A rotating bore surrounded by some fluid is often used when drilling wells
in rocks. In this problem we shall develop a mathematical model for the
spindown of such a well bore. That is, at some initial time the engine that
74
rotates the bore is turned off and the bore is retarded by the friction in
the fluid (there might be other types of friction as well, but these are not
considered in the present model).
The well bore is modeled as a solid cylinder with radius a and length L.
The surrounding fluid fills the region a r b, where r is the distance to
the centerline of the bore. We neglect end effects, i.e., one can consider the
cylinder as infinite when making assumptions about the fluid flow. The bore
rotates around the axis r = 0. Assume that the fluid surrounding the well
bore is Newtonian and that the flow is laminar and incompressible.
For the motion of the bore, one can apply the equation of angular mo where M is the total moment
mentum from rigid body dynamics: M = I ,
of external forces on the cylinder, I is the moment of intertia (equals ... for a
solid cylinder with radius a and length L), and (t) is the angular velocity
of the bore.
Develop a mathematical model for the motion of the surrounding fluid.
Try to simplify the initial-boundary value problem as much as possible based
on the special conditions in this problem.
Suggest a scaling of the variables and present the scaled problem.
b
a
Fig. 2.18. Spindown of a well bore 0 r a surrounded by a viscous fluid in

a r b. The bore rotates with angular velocity (t). (Problem 2.19)

The relevant assumptions in this problem are no body forces, homogeneous
Newtonian fluid (constant density and viscosity), and incompressible laminar flow. The governing equations are then the equation of continuity for
75
incompressible flow combined with the Navier-Stokes equations:

1
v
+ v v = p + 2 v + b,
t
%
v = 0.
When the flow is laminar, it is reasonable to expect that the particle paths
are circles. This means that the velocity field can be written on the form in
cylindrical coordinates (r, , z):
v = v (r, t)i .
(2.71)
Note that we have assumed that v is independent of due to axi-symmetry.

Simplified PDEs. The assumption (2.71) is compatible with the equation of
continuity:

1
+ i
v i ,
v = ir
r
r

v
1
v
i
i
= ir i
+ i
i
= 0.
+ v
+ v
r
r
r
The various terms in the Navier-Stokes equations take the form

1
v i ,
+ i
(v )v = v i ir
r
r
v2
= ir ,

r2
1
1 2
2
v=
v i ,
+
+
r2
r r r2 2
2

v
1 v
v
= i
+
2 .
r2
r r
r
The simplified Navier-Stokes equations then read

2
v
1 p
1 v
v
v
%
,
=
+
+
t
r
r2
r r
r2
v2
p
%= ,
r
r
p
0= .
z
Initial Condition. The initial condition v (r, 0) = f (r) for this problem is
stationary flow between the two cylinders. We let be the constant angular
velocity of the inner cylinder (t 0). The velocity field f (r)i fulfills the simplified Navier-Stokes equations, but where the time dependence is omitted.
76
Continuous velocity at the boundaries imply that f (a) = a and f (b) = 0.

The stationary problem then reads
2

d f
1 p
1 df
f
0=
+
+
,
(2.72)
r
dr2
r dr r2
p
f2
(2.73)
%= ,
r
dr
p
(2.74)
0= ,
z
f (a) = a,
(2.75)
f (b) = 0 .
(2.76)
2
Differentiating (2.72) with respect to gives p/ = 0, i.e., p = C1 + C2 .

This implies that p(r, + 2, t) p(r, , t) = C1 2, which leads to C1 = 0
since p cannot have two values at the same physical point. This means that
p/ = 0 and p = p(r, t), a fact that removes the pressure term from (2.72).
Equation (2.72), with vanishing pressure term, can be solved by setting
f = rq , which gives a quadratic polynomial in q with roots q = 1. The
solution is then f = Ar + Br 1 , where the constants A and B must be
determined from the boundary conditions (2.75)(2.76). The result can be
written as
a2
1
2
v (r, 0) =
(2.77)
2 (r b r) .
1 ab
Boundary Condition at the Inner Cylinder. Continuous velocity at the inner

cylinder imples v t heta(a, t) = a(t), where (t) is the angular velocity of the
cylinder. Unfortunately, (t) is unknown; the rotation of the inner cylinder
is retarded for t > 0 due to the viscous fluid. To determine (t), we need to
look at the relation between forces (i.e. fluid stresses) and movement (i.e. )
of the inner cylinder.
The rotation of the cylinder is governed by the equation of angular momentum:
M = I .
(Because there is no translation of the cylinder, there is no use for Newtons
2nd law directly.) The cylinder is subject to the fluid stress vector at r = a.
The total effect of this stress constitute the moment M = M k on the cylinder
(k being a unit normal vector along the cylinder axis):
Z
M=
r ( n)dS,
S
where n is the stress vector at the surface S. Observe that r is the arm
and that ( n)dS is the force on an infinitesimal part of the surface. Here,
S is represented by r = 0 and 0 2, and n = ir . That is,
Z 2
M=
air ( ir )ad .
0
77
The stress tensor reads

= p(ir ir + i i + kk) + (v + (v)T ),
= p(ir ir + i i + kk) + (ir i + i ir ),
where is a short notation for the shear stress (modulo the viscosity factor,
i.e., is the physical shear stress),

v
v
.
r
r
Now, ir = pir + i . The moment takes the form
Z 2
M =k
a ad = k2a2 .
0
Inserting this expression in the equation angular momentum gives

2a2 = I .
(2.78)
We can now differentiate the boundary condition at r = a, a = v ,

a =
v (a, t),
t
This gives the final form of

and then use (2.78) to eliminate the unknown .
the boundary condition at r = a:

v
v
v
1
3
, r = a.
= I 2a
t
r
r
Summarizing the Initial-Boundary Value Problem. The governing partial differential equations for v and p read

2
v
1 p
1 v
v
v
%
(2.79)
=
+
+
2 ,
t
r
r2
r r
r
v2
p
%= ,
(2.80)
r
r
p
(2.81)
0= .
z
We argued in the paragraph about the initial condition that p was independent of . This argument is valid in the time-dependent case as well. Moreover,
the last equation (2.81) is trivial and just leaves us with p = p(r, t).
Another possible rewrite is to factorize the right-hand side of (2.79):

2
1 v
v
v
+
2 =
+2 .
(2.82)
2
r
r r
r
r
r
78
The complete initial-boundary value problem can be summarized as follows.

2 v
v
v
v
v
+
, a < r < b, (2.83)
=
%
t
r r
r
r r
r
a2
1
2
v (r, 0) =
(2.84)
2 (r b r),
1 ab

v
v
v
1
3
= I 2a
, r = a,
(2.85)
t
r
r
v (b, t) = 0 .
(2.86)
Scaling. We can scale the problem by introducing a dimensionless length
coordinate r, dimensionless time t, and dimensionless velocity v :
r
r = ,
b
t
t = ,
tc
v =
v
.
a
The velocity scale (initial velocity of inner boundary) and the length scale are
natural. Inserting the new variables in the equations give a governing PDE
with a
v theta/ t term on the left-hand side and a dimensionless number
= tc /(b2 %) on the right-hand side in front of the spatial derivative term.
Requiring the two scaled terms in the equation to have the same unit size,
gives a freedom in determining tc such that = 1, i.e., tc = %b2 /. The scaled
problem then takes the form (dropping the bars, as usual):

2 v
v
v
v
v
+
, < r < 1, (2.87)
=
t
r r
r
r r
r
r1 r
v (r, 0) =
, a r b,
(2.88)
1 2

v
v
v
, r = ,
(2.89)
=
t
r
r
v (1, t) = 0 .
(2.90)
Here, and are dimensionless numbers:
=
2.20
a
,
b
2a2 %b
??? .
I
(2.91)
Spindown of a Well Bore; Power-Law Fluid
The problem is identical to Problem 2.19, but the fluid is now of a generalized
Newtonian type, more particularly a power-law fluid.
2.20. Spindown of a Well Bore; Power-Law Fluid
79

We can copy the derivation of the equations in Problem 2.19, but we must
be careful with steps that actually assume that is constant. The derivation
of the specialized version of the Navier-Stokes equation does assume constant
, because the starting point is the Navier-Stokes equations. However, when
the final form is established in Problem 2.19, the form is rewritten as indicated
in (2.82). Therefore, using (2.82) and (2.83), the governing equation for v
can be expressed as
v
%
=
+2 ,
t
r
r
with

v
v
.
r
r
... not finished ... next steps:
find r and ,
construct ,
check r = a BC with variable
Chapter 3
Solid Deformation Problems

3.1
Heavy Box on an Elastic Layer
This problem concerns an elastic layer bearing the load of a heavy box-shaped
structure, see Figure 3.1. We model the problem as two-dimensional (plain
strain, i.e., no deformation and no variation in the direction normal to the
Figure). The basement of the layer is very stiff so no vertical displacement is
Fig. 3.1. A heavy box placed on a wide (infinite) elastic layer. (Problem 3.1)
possible here.
Utilize symmetry and set up the complete boundary value problem for
computing the stress and deformation in the layer and the box.
The problem can be modeled as a two-material elasticity problem. That is, we
apply one PDE (Naviers equation) throughout the whole domain and work
with different material properties in the layer and box parts of the domain.
The interface between the box and the layer is then an internal boundary
whose conditions are automatically incorporated by the governing PDE.
The input data to the problem (loads, material properties, domain) are
symmetric about a vertical line in the middle of the domain. Hence, we can
work with the left or right part of the domain and thereby reduce the computational domain size by a factor of two. Since the problem is two-dimensional,
we need two conditions at each point of the boundary.
At the symmetry line we have the conditions of vanishing normal displacement and shear stress. The stiff basement of the elastic layer makes it natural
3.2. Deformation of an L-Shaped Beam
81
to set the vertical displacement component to zero: u2 = 0. The horizontal

displacement component can also be set to zero, thus simulating sticking friction: u1 = 0. Alternatively, we can assume no friction, which implies no shear
stress at this lower boundary. At the upper boundary, the layer and the box
are in contact with air so vanishing stress vector is an appropriate condition. The intermediate state of Coulumb friction, where the shear stress is
proportional to the normal stress, is much more difficult to handle.
For an infinite elastic layer, the horizontal displacement component is zero
at infinity. Here we place the infinite boundaries at A and B. We can also
view the layer as very wide, but finite, and A and B as artificial boundaries,
being placed sufficiently far from the box such that placing them further away
does not alter the solution within the accuracy we are interested in. Anyway,
we assign conditions at A and B that simulate the behavior of an infinite
layer: u1 = 0 and vanishing shear stress. The latter condition ensures that
the layer can move downwards because of gravity without facing any friction
at the A and B boundaries.
Figure 3.2 displays the deformation and equivalent stress field computed
numerically. Note that if we remove the box, we can easily solve the problem
analytically (just assume u1 = u2 = 0 and u3 = w(x3 ) this gives a two-point
boundary value problem for w).
1.64e+03
1.48e+03
1.32e+03
1.16e+03
993
830
668
505
342
180
17.2
0
0
Fig. 3.2. Numerical solution (deformation and equivalent stress) of Problem 3.1.
3.2
Deformation of an L-Shaped Beam
An L-shaped beam is clamped at one end (no displacement) and subject to a

pressure load on a part of the boundary, see Figure 3.3. We want to compute
the von Mises stress as a measure of the stress level in the structure. Set up
82
3. Solid Deformation Problems
a mathematical model to accomplish this task. Assume that the structure is

linearly elastic and that we have plain strain conditions (i.e., no displacements
perpendicularly to the figure plane).
pressure force
0.5
0.4
0.3
0.2
clamped
0.1
end
0
0
Fig. 3.3. An L-shaped beam subject to a pressure force at a part of the boundary.
(Problem 3.2)

The stress state in the structure can be found as a post process when the
displacements are known. The displacement field u in an elastic structure is,
under the assumption of small deformations, goverend by Naviers equation:
( + )( u) + 2 u = 0 .
We have here assumed a homogeneous structure (constant elasticity parameters and ). With plane strain we have u = u(x, y)i+v(x, y)j and /z = 0.
The boundary conditions are s = p0 j for 0 x 0.3 and y = 0.5,
where s is the stress in the structure at the surface y = 0.5 (s = j). At
x = 1 we have u = 0, and at the rest of the boundary s = 0. If desired, we
can express these boundary conditions in terms of u by using Hookes law
(no particularly simplified expressions are obtained this way, and simulation
programs, which we have to use here, require s or u as input for boundary
conditions).
When u is computed from the boundary-value problem sketched above,
the stress tensor is found from Hookes law:
ij = uk,k ij + (ui,j + uj,i )
3.3. Deformation of an Elastic Arch
83
and the von Mises stress

goes like
q
0 0 .
= const ij
ij
0.5
14.2
12.8
0.4
11.4
9.94
0.3
8.51
0.2
7.08
5.64
0.1
4.21
2.77
1.34
0.094
0.1
0
0.4
0.3
10.1
7.55
0.2
8.81
6.3
3.79
5.04
1.27
3.79
2.
3.79
53
0.1
3.79
6.3
5.04
7.55
8.81
0
0.1
0
Fig. 3.4. The von Mises stress visualized in the deformed L-shaped beam in Figure 3.3. The deformations are in the plot scaled to be about 10% of the size of the
structure. (Problem 3.2)
3.3
Deformation of an Elastic Arch
An elastic arch as depicted in Figure 3.5 is subject to a pressure load on a

part of its surface. The bottom of the structure is in contact with a rigid,
friction-less surface. Assume that the structure is linearly elastic and that
we have plain strain conditions (i.e., no displacements perpendicularly to the
figure plane).
We want to compute the von Mises stress as a measure of the stress level
in the structure. Set up a mathematical model to accomplish this task in a
domain of minimum size. Are the stresses computed by the model valid for
any value of the applied pressure load?
84

pressure load
Fig. 3.5. An elastic arch subject to a pressure load. (Problem 3.3)

The von Mises stress must be found as a post process after the displacement
field is determined. The latter is goverend by Naviers equation:
( + )( u) + 2 u = 0 .
We have here assumed a homogeneous structure (constant elasticity parameters and ). With plane strain we have u = u(x, y)i+v(x, y)j and /z = 0,
such that we work in a two-dimensional domain.
The boundary conditions are s = p0 n at the part of the surface where
we have the pressure load (n is the outward unit normal to the boundary
and s is the stress vector n). At the bottom of the structure we have no
displacement in the y direction, that is, u j = v = 0 (u = ui + vj). The
structure can, however, move in x direction along this boundary. When there
is no friction, the shear stress is zero: s (s (j))(j) = 0. Thus, we have
u = 0 and xy = 0 as the two required boundary conditions at the bottom
of the arch. Along the rest of the boundary, s = 0.
There is symmetry along the vertical mid-line of the structure, because
the load, the other boundary conditions, and the material properties (i.e., all
input data) are symmetric about this line. We can therefore reduce the size of
the domain by one half as shown in Figure 3.6. account. Along the symmetry
line we have no normal displacement (ui = u = 0) and no shear stress (these
are actually the same boundary conditions as along the frictionless bottom
boundary).
When u is computed from the boundary-value problem sketched above,
the stress tensor is found from Hookes law:
ij = uk,k ij + (ui,j + uj,i )
and the von Mises stress
reads
r
3 0 0
=
,
2 ij ij
1
0
ij
= ij kk ij .
3
3.4. Plate with a Hole
85
pressure load
Fig. 3.6. Reduction of the problem in Figure 3.5 due to symmetry. (Problem 3.3)
The model we have set up is only valid for elastic deformations. If the
pressure load exceeds a critical level pc , plastic deformations may occur, and
any solution our elastic equations is then invalid. The computed stresses
are therefore only correct if the pressure load is below the critical value. The
criterion for plastic deformations involves a stress measure, the yield function,
f (ij ) and can be written
f (ij ) > C,
where C must be measured from experiments (e.g., elongation or torsion of
a rod). A widely used criterion is the von Mises criterion where f (ij ) =
(with
defined above). Using elongation of a rod as physical experiment to
determine C, we find in such an experiment that
= xx , and yielding at
xx = Y results in C = Y . To summarize, the elastic solution is valid if
r
3 0 0
Y,
2 ij ij
where Y is the yield stress of the material in uni-axial elongation. Since ij
depends on the pressure load, the criterion can in principle be transformed to
a criterion saying that the load is below a critical level. Scale the stresses
by the pressure load and see how it affects the model, and if this
can be used to derive a pressure load criterion.
3.4
Plate with a Hole
Figure 3.8 shows a thin elastic plate with an elliptic hole. The ends of the
plate are subjected to constant normal stress . Formulate a two-dimensional
mathematical model for computing the stress state in the plate.
Then let the hole collapse to a crack, see Figure 3.9. Formulate the mathematical model for this case.
86
3
1.43
1.29
1.15
1.01
0.866
0.725
0.584
0.443
0.302
0.161
0.0195
0
6.11017
1.010
2.010
3.010
Fig. 3.7. The von Mises stress visualized in the deformed elastic arch from Figure 3.5. The deformations are in the plot scaled to be about 10% of the size of the
structure. (Problem 3.3)

Since the plate is thin, it is natural to adopt the plain stress approximation.
The governing equation is then Naviers equation with replaced by
0 =
2
.
+ 2
Natural approximations include dropping the time derivative and gravity.

The boundary conditions are of stress type: the ends have prescribed stress
vector i, while the remaining boundaries are stress free. However, one should
exploit symmetry. The geometry and loading suggest two symmetry lines:
3.5. Torsion of a Hollow Cylinder
87
Fig. 3.8. Thin elastic plate with a hole. (Problem 3.4)
Fig. 3.9. Thin elastic plate with a crack. (Problem 3.4)
At the symmetry lines we have the usual conditions (i) vanishing normal
displacement and (ii) vanishing shear stress. Figure 3.10 shows the resulting
deformation and stress state.
For a plate with a crack, as in Figure 3.9, nothing actually changes apart
from the geometry of the hole. Utilizing symmetry, the geometry is simply
quadrilateral. The boundary conditions remain the same. Figure 3.11 displays
the deformations and the stress state in this case.
3.5
Torsion of a Hollow Cylinder
An elastic, cicrular, hollow shaft is subject to a moment M at both ends,

resulting in a total twisting angle . See Figure 3.12 for a sketch of the
situation. The geometry of the structure is defined by
= {(r, , z) | a r b, 0 2, 0 z L}
We seek the deformation and stress state in the structure.
88
equivalent stress in deformed configuration

1
7.91
7.16
6.4
5.65
4.89
4.14
3.39
2.63
1.88
1.12
0.367
0
0
1.141
Fig. 3.10. Equivalent stress and corresponding geometric deformation for a

stretched plate with an elliptic hole. (Problem 3.4)
(a) Explain why it is reasonable to assume a deformation field on the form

u = rf (z)i .
(3.1)
(b) Formulate a complete 3D boundary-value problem in elasticity for the

present case.
(c) Find f (z) such that (3.1) fullfils the complete mathematical problem
specified in (b).
(d) Find where in the structure the normal and shear stresses have extreme
values.
(a) The whole cylinder is twisted an angle , and it is reasonable to assume
that each cross-section is twisted an angle 0 f (z) , where z is a
coordinate along the cylinder axis. This means that in an arbitrary cross
section z = const, the continuum particles move along a circular arc:
89
equivalent stress in deformed configuration

1
5.37
4.88
4.38
3.89
3.4
2.91
2.42
1.92
1.43
0.94
0.447
0
0
1.141
Fig. 3.11. Equivalent stress and corresponding geometric deformation for a

stretched plate with an internal crack. (Problem 3.4)
M
twising moment
twising moment
M
x
Fig. 3.12. Torsion (twisting) of an elastic, circular, hollow shaft. (Problem 3.5)
arc length = r f(z)
ir
r
f(z)
x
90
The length of the arc is the angle f (z) times the radius r of the particle, and the direction of the movement is (for small deformations) along
the unit vector i in cylindrical coordinates. In mathematical terms, the
displacement u of a continuum particle at the point r = ri r is
u = rf (z)i .
(b) Let us assume
small (infinitesimal) displacements,
homogenous structure,
linearly elastic, isotropic material,

stationary conditions,
no body forces, and
no temperature effects.
The displacement field in the structure is then goverend by the Navier
equation
( + )( u) + 2 u = 0 .
At each point on the boundary, three conditions must be prescribed. The
inner and outer boundaries, r = a and r = b, are stress free, so here the
stress vector s = n = 0 (which gives three conditions). At one end
of the structure, we set the twisting angle to zero, which implies u = 0.
At the other end, the total twisting angle is , and with the structure
u = rf (z)i on the displacement field, we have u = ri at this end.
Notice that the use of M in the boundary conditions at z = 0 and z = L

R 2 R b
is difficult, because M is an integrated quantity, M = 0 a r [
(k)]rdrd. We would need to make an assumption of the distribution
of the stresses over the cross section. It is more appropriate to make a
guess of the particle paths in the present case.
The complete boundary value problem reads
( + )( u) + 2 u = 0,
n = 0,
n = 0,
in ,
(3.2)
on r = a, (n = ir )(3.3)
on r = b, (n = ir ) (3.4)
u = 0, on z = 0,
u = ri , on z = L,
(3.5)
(3.6)
(c) By inserting u = rf (z)i in the boundary value problem (3.2)(3.6), we

can develop a simpler boundary value problem for f (z). The calculations
can be performed in cylindrical or Cartesian coordinates.
91
Calculations in Cartesian Coordinates. Using the fact that i = sin i+

cos j, we can easily express the field u = rf (z)i in Cartesian coordinates:
u = rf (z)i = f (z)ri ,
= f (z)(r sin i + r cos j),
= f (z)(yi + xj),
knowing that x = r cos and y = r sin . We can now insert u =
f (z)(yi + xj) in the Navier equation (3.2). Since u = 0 and 2 u =
f 00 (z)(yi + xj), we end up with the equation
f 00 (z) = 0 .
The boundary values for this equation, remembering that f (z) is the
twising angle of a cross section z = const, become
f (0) = 0,
f (L) = .
Integrating f 00 = 0 twice and using the boundary conditions gives

f (z) =
z.
L
(3.7)
It remains to check the boundary conditions. At z = 0 and z = L, (3.5)

(3.6) are fulfilled since f (0) = 0 and f (L) = . In addition, we need to
check that the sides r = a and r = b are stress free, i.e., that (3.3)(3.4)
are satisfied. This requires knowledge of the stress tensor.
Inserting u = f (z)(yi + xj) in the stress-displacement relation for linearly elastic materials,
ij = uk,k ij + (ui,j + uj,i ),
gives the stress tensor
0
0
0 yf
0 0 y
0
= 0
0 xf = 0 0 x .
0
0
L y x 0
yf xf
0
The normal vector to the boundaries r = a and r = b is n = ir and

n = ir , respectively, where ir in Cartesian coordinates can be written
xi + yj
ir = cos i + sin j = p
.
x2 + y 2
Multiplying the stress tensor by this vector shows that the product vanishes, regardless of the value of x and y (i.e., r). The boundaries r = a and
r = b are therefore stress free. The conclusion is that u = r(/L)(yi +
xj) = r(/L)i is the solution to the problem.
92
Calculation in Cylindrical Coordinates. The first step is to check that

u = rf (z)i fulfills the Navier equation (3.2). To this end, we can insert
u in formulas for the Navier equation in cylindrical coordinates, or we
can compute the divergence and Laplace operator:
u=
rf (z) = 0
and

1 2
1
2
r rf (z)i + 2 2 rf (z)i + 2 rf (z)i ,
u=
r
r
r
z
1
1
= f (z)i + f (z)f rac 2 2 i + rf 00 (z)i ,
r
r
1
1
= f (z)i f (z)i + rf 00 (z)i ,
r
r
= rf 00 (z)i .
2
From the Navier equation we then get f 00 (z) = 0. The corresponding

boundary conditions are f (0) = 0 and f (L) = , resulting in f (z) =
z/L. Another way of showing that u = rf (z)i fulfills the equation of
equilibrium is to compute the stresses and then use the = 0 equation
in cylindrical coordinates.
To check the boundary conditions at r = a and r = b we need to find
the stresses. These can be found ready-made formulas or from dyadic
computations. The latter are exemplified here:
u = f ir i f i ir + rf 0 (z)ki ,

1
=
u + (u)T ,
2
1
= rf 0 (z)(i k + ki )
2
The stress tensor becomes
= uI + 2,
= rf 0 (z)(i k + ki ),
or
z = z = rf 0 (z) .
The stress at the side r = a is (ir ), i.e.,
rf 0 (z)(i k + ki ) (ir ) = 0,
or alternatively computed as

0
1
000
rf 0 (z) 0 0 1 0 = 0 .
0
0
010
3.6. Development of Torsion Theory
93
(d) Extreme values of the normal stresses are given by the principal values
I II III of the stress tensor. The extreme value of the shear
stress is then (I III )/2.
Calculation in Cartesian Coordinates.
Calculation in Cylindrical Coordinates.
3.6
Development of Torsion Theory
The purpose of this problem is to develop simplified mathematical models

for twisting of shafts with arbitrary cross-section geometry, see Figure 3.13.
The end moments M result in a total twisting angle .
The following assumptions are made: linearly elastic, isotropic, homogeneous, material, stationary conditions, negligble body forces, small displacements, and no temperature effects. Let the denote the cross section. Because of the cylindrical shape of the structure, it is possible reduce the Navier
equation to a Poisson/Laplace equation defined over only. It is recommended to work through Problem 3.5 before adressing the present problem.
(a) A tempting starting point is u = rf (z)i as in Problem 3.5. Explain why
this attempt fails. A remedy is to add the effect of warping of the cross
section, in addition to circular motion of the continuum particles:
u = rf (z)i + w(x, y)k,
(3.8)
= yf (z)i + xf (z)j + w(x, y)k .
(3.9)
This is the starting point for the rest of the questions.

(b) Formulate a complete 3D elastic boundary value problem for the
present case.
(c) Use the structure of the displacement field as suggested in (3.9) to
derive a simplified mathematical model:
f 00 (z) = 0, f (0) = 0, f (L) = ,
w
2w
+
= 0, in ,
x2
y 2
w
= f 0 (z)(ynx xny ), on .
n
(3.10)
(3.11)
(3.12)
We can scale the model for w(x, y) such that we obtain a boundary value
problem that depends on the geometry only and not f 0 = /L. Setting
w
= w/f 0 (z) = wL/, results in
2w
2w
+
= 0, in ,
2
2
x
y
w
= ynx xny ,
n
(3.13)
on .
(3.14)
94
(d) Let the cross section be an ellipse. Show that w

= Cxy is a possible
solution for a suitable value of C.
(e) Develop a formula for the moment M as a function of the total twising
angle and w.
The formula should be valid for any cross-section shape
(not restricted to the ellise in (c)).
(f) As an alternative to w we can introduce Prandtls stress function . The
relation between and the stress tensor components is
xz =
,
y
yz =
.
x
(3.15)
With this definition, show that fulfills the equation of equilibrium.

Assume that the stress tensor have the same structure as implied by
the displacement field (3.9), i.e., only the components xz and yz are
different from zero.
(g) Since guarantees equilibrium, we need another type of equation to
obtain a boundary value problem for . This is (as usual) a compatibility
equation. Such an equation can be derived directly for the current case;
show that (3.9) implies
xz
yz
=D
y
x
(3.16)
for a suitable constant D. Use (3.16) and the constitutive relation to

derive the following boundary value problem for :
2 2
+
= 2 , in ,
x2
y 2
L
= 0, on .
(3.17)
(3.18)
We can obtain a boundary value problem where the solution depends on

= L/() gives
the geometry parameters only. Introducing
2
2
+
= 2, in ,
x2
y 2
= 0, on .
(3.19)
(3.20)
(h) Show that the isolines of ( = const) have the stress vector s =
(xz , yz ) in a cross section as tangent. In other words, the isolines
of are field lines of the stress vector field in a cross section .
(i) Develop the following formula for the moment M as a function of the
total twising angle and :

Z
1
M = 2L
dxdy
.
(3.21)
95
(i) Consider a shaft with an ellipse as cross-section geometry. Find by

guessing that it is proportional to E, where E = 0 is the equation of the
ellipse.
Fig. 3.13. Torsion (twisting) of a shaft with arbitrary cross-section geometry.

(Problem 3.6)

(a) From Problem 3.5 we know that u = rf (z)i fulfills the governing equations, provided f (z) = z/L. The stress-free condition at becomes
(see the solution of Problem 3.5 for stress tensor expressions)

nx
0 0 y
0
0 0 x ny = (ynx + xny ) 0 ,
L y x 0
0
1
which never vanishes for an arbitrary cross-section geometry, i.e., arbibrary normal vector (nx , ny , 0)T to . The guess u = rf (z)i hence
96
fails to satisfy the condition of stress-free boundaries. The only geometry

where ynx + xny can vanish, is when nx x and ny y, i.e., n r,
which is the circle. With the introduction of the warping function w(x, y)
we get the extra freedom to make the sides of an arbitrary cross section
stress free.
(b) The governing PDE is Naviers equation
( + )( u) + 2 u = 0 .
At the possibly curved boundary [0, L] the stress vector vanishes:
(nx i + ny j) = 0. At the boundaries z = 0 and z = L we cannot use
(3.9) directly since w(x, y) is unknown (and must in general be found by
numerical techniques). We need three conditions, and a possibility is to
say that the continuum particles move along an arc in the cross-section
plane, i.e., ur = 0 and u = rf (z), while the third conditions reflect that
there are no normal stresses zz on the cross-section plane. The latter
conditition is compatible with the fact that we only need shear stresses
in the cross sections to build the required moment. Computing zz from
(3.9) shows indeed that zz = 0, for any w, so that this is a reasonable
boundary condition.
The complete boundary value problem becomes
( + )( u) + 2 u = 0,
(nx i + ny j) = 0,
ux = 0,
uy = 0,
zz = 0,
in [0, L],
(3.22)
on z = 0,
on z = 0,
(3.25)
(3.26)
on [0, L], (3.23)

on z = 0,
(3.24)
ux = yf (z), on z = L, (3.27)
uy = xf (z), on z = L, (3.28)
zz = 0,
on z = L,
(3.29)
(3.30)
(c) We guess at the following suggested displacement field:

u = yf (z)i + xf (z)j + w(x, y)k .
This field must satsify the governing equation, which is Naviers equation
of elasticity (for a homogeneous medium),
( + )( u) + 2 u = 0 .
97
In addition, u must fulfill the boundary conditions: (i) stress-free sides,

(ii) u = 0 at z = 0, and (iii) a total twisting angle at z = H: u =
ri + wk, i.e., f (L) = (recall that f (z0 ) is the twisting angle of a
cross section z = z0 ).
Inserting the suggested u in the governing PDE results in u = 0 and
2 u = yf 00 (z)i + xf 00 (z)j + 2xy wk, which implies
f 00 (z) = 0,
2xy w = 0 .
The 2xy operator is 2 with differentiation in x and y only. Since

2xy w(x, y) = 2 w(x, y) when there is no z in w(x, y) we drop the subscript and write 2 w in the following.
The boundary conditions are f (0) = 0 and f (L) = for the differential
equation f 00 (z) = 0. The boundary conditions for w stems from stress-free
sides and involves some computations. Hookes generalized law reads
ij = uk,k ij + (ui,j + uj,i ) .
This results in
0
0
yf 0 + w,x
0
0
xf 0 + w,y .
{} =
0
0
yf + w,x xf + w,y
0
Stress-free sides implies that n = 0 for an arbitrary n = (nx , ny , 0):

nx
0
0
yf 0 + w,x
0
0
xf 0 + w,y ny =
0
yf 0 + w,x xf 0 + w,y
0

0
(yf 0 nx + xf 0 ny + w,x nx + w,y ny ) 0 .
1
We recognize that w,x nx +w,y ny = wn = w/n. Hence, the condition

of vanishing stress vector on the sides reads
w
= f 0 (z)(ynx xny ) .
n
The complete boundary-value problem for w can then be summarized as
(3.11)(3.12).
The purpose of the scaling of w is to separate the geometry information
L and from the boundary-value problem for w. In other words, the
problem for w
involves just the geometric shape of the cross section, not
the geometry in the third direction. (Note that only w is scaled, not the x,
y, and z coordinates, hence this is just a partial scaling of the problem.)
98
(d) The function w

= Cxy must fulfill the governing PDE:
2 w
= 0, .
which is obviously true. The constant C must then be found from the
boundary condition
w
= ynx xny .
n
If the cross section has the shape of an ellipse with half axis a and b, the
equation for the cross section boundary can be written
x 2 y 2
+
= 1.
a
b
A normal vector is found by taking the gradient of the equation for the
cross section boundary (and normalize):

x 2 y 2
1
n=`
+
1 ,
a
b
where ` is a short notation for the norm of the gradient (this norm will
later cancel out in the calculations so we do not need to set up the
reads
complete expression). The normal derivative of Cxy

2y
2x
w
1
= w
n=`
Cy 2 + Cx 2 .
n
a
b
Setting this equal to ynx xny and dividing by the common factor `1 ,
we get
2x
2y
2x
2y
Cy 2 + Cx 2 = y 2 x 2 .
a
b
a
b
2 2
Multiplying by a b /(xy) and solving for C gives
C=
b2 a 2
.
b2 + a 2
(e) The moment M of the stresses about a point r 0 = (x0 , y0 , z0 ) in a cross

section z = z0 reads
Z
M=
(r r 0 ) kdxdy .
The stress vector at an infinitesimal part dxdy of the cross section is

k, the corresponding force is kdxdy, and the moment arises from
multiplying by the arm r x0 , where r = (x, y, z0 ) is the location of
the infinitesimal part dxdy. For simplicity, we place the coordinate system
such that r 0 = (0, 0, z0 ). The quantity k evaluates to (see question
(c))
k = [(yf 0 (z) + w,x )i + (xf 0 (z) + w,y )j] .
99
The cross product of the expression inside the square brackets and r =
(x, y, z0 ) reads
[y(yf 0 (z)+w,x )+x(xf 0 (z)+w,y )]k = [f 0 (z)(x2 +y 2 )+w (y, x)]k .
The formula for M now becomes
Z
M =k
[f 0 (z)(x2 + y 2 ) + w (y, x)]dxdy .
Replacing w by wf
0 (z)w and using the solution of the problem for f (z),
i.e., f = z/L, we get the final formula
Z
M = kL1 [x2 + y 2 + w
(y, x)]dxdy .
That is, there is a linear relation between the moment and the twisting
angle . The constant of proportionality involves the length of the bar
and geometric properties of the cross section (as expected).
(f) The equation of equilibrium reads = 0 in the absense of body
forces and accelerations. The displacement field structure (3.9) implies
that only xz and yz are non-vanishing stress tensor components. The
equation = 0 then becomes
xz
= 0,
z
yz
= 0,
z
xz
yz
+
= 0.
x
y
Inserting
xz =
,
y
yz =
.
x
in (3.31) gives
=0
if is sufficiently smooth such that ,xy = ,yx .

(g) The strain tensor ij = (ui,j + uj,i ) evaluates in the case (3.9) to
0
0
yf 0 + w,x
1
0
0
xf 0 + w,y .
{ij } =
2
0
0
yf + w,x xf + w,y
0
Provided w is sufficiently smooth, we have that
yz
1
xz
= (f 0 + w,xy f 0 w,yx ) = f 0 = .
y
x
2
L
100
This is a compatibility equation for the present problem.

We now want to express the strain components by to get a governing
equation for . From Hookes law we have
ij = k,k ij + 2ij .
In the present case we get
xz = 2xz ,
yz = 2yz .
That is,
xz
yz
1 xz
1 yz
1
=
y
x
2 y
2 x
2
or
2 2
+
x2
y 2
,
L
2 2
+
= 2 .
2
2
x
y
L
This is the equation for we should derive. It remains to show that

the relevant boundary condition is = 0. The boundary condition reads
n = 0, where n = (nx , ny , 0). When xz and yz are the only nonvanishing stress components, we get
n = (xz nx + yz ny )k = (,x ny + ,y nx )k .
This latter expression can be written s, where s = (ny , nx , 0)
is a tangent vector to the boundary (observe that n s = 0). Hence
s is the tangential derivative of at the boundary, which we denote
/s. Since /s = 0 along the boundary, must be constant at the
boundary. The value of the constant can be arbitrary, as long as there
is only one boundary curve, because itself has no physical meaning,
only its derivative have, so we can freely add any constant to . In other
words, might well be set to zero at the boundary.
One should notice a striking analogy with the stream function in fluid
mechanics. The stress vector in a plane z = const is (xz , yz ). Let us
denote this vector by v. Since xz and yz are the only non-vanishing
stress components, we can easily show that the equilibrium equation
= 0 also can be written v = 0. The in the torsion problem is
introduced in exactly the same manner as the streamfunction in fluid
mechanics, the purpose being to fulfill v = 0. The equation that
determines in the torsion problem is a compatibility relation, whereas
the expression for the vorticity determines the streamfunction in fluid
mechanics. The governing equations for and are both of the Poisson
type.
(h) Showing that the stress vector s = (xz , yz ) in a z = const cross section
is tangent to the isolines of is equivalent to showing that s n = 0,
101
where n is a normal vector to the isolines of . The normal vector to

the isolines of a scalar field is simply the gradient of the field. We do
not bother with normalization of the length of n here since we are only
interest in a scalar product that evaluates to zero. Hence we have
sn = (xz , yz )T (,x , ,y ) = (,y , ,x )T (,x , ,y ) = ,y ,x ,x ,y = 0 .
(i) We have from question (e) that
Z
M=
(r r 0 ) kdxdy .
Inserting and choosing r 0 = (0, 0, z0 ) gives

Z
r (,y i ,x j)dxdy,
M=
Z
= k (x,x + y,y )dxdy .
The integrand can now be written as r . This expression allows for

an integration by parts, because
r = (r) ( r) .
Integrating (r) using Gauss theorem gives a boundary integral of
r n, which vanish when = 0 on the boundary. The expression r
equals 2, hence we get
Z
M = k [ (r) ( r)]dxdy,
Z
=k 2
dxdy .
Introducing = L
gives the desired result
Z
1
M = k 2L
dxdy .
(i) The equation E = 0 for an ellipse reads (cf. question (d))

E=
We then set = CE, i.e.,
=C
x 2
a

x 2
a
y 2
1.
y 2
b

1 ,
102
where C is some constant. Note that this choice of fulfills the boundary
in the governing equation 2 = 2 gives
condition. Inserting
2C
2C
+ 2 = 2,
2
a
b
C=
a 2 b2
.
+ b2
a2
Prandtls stress function for torsion of an ellipse can thus be written as

2 2
x 2 y 2
= a b
+
1
.
a2 + b 2
a
b
3.7
Hollow Sphere with Inner Pressure
We consider an elastic, spherical, homogeneous, thick-walled container with

a gas at high pressure pi , see Figure 3.14.
pi
a
b
Fig. 3.14. An elastic, thick-walled sphere with inner pressure. (Problem 3.7)
(a) Assume that the displacement field is radial: u = u(r)ir . Derive a boundary value problem for u(r) (using spherical coordinates).
(b) Solve the boundary value problem in (a) and compute the stresses
pi a3 (b3 r3 )
,
r3 (b3 a3 )
pi a3 (2r3 + b3 )
=
.
2r3 (b3 a3 )
rr =
=
(c) Modify the boundary value problem in (a) to also incorporate an outer
pressure po at r = b. Show that the stresses now are
rr =
po b3 (r3 a3 ) pi a3 (b3 r3 )
3 3
,
r3 (b3 a3 )
r (b a3 )
(3.31)
3.8. Two-Material Hollow Sphere with Inner Pressure
= =
po b3 (2r3 + a3 ) pi a3 (2r3 + b3 )
+
.
2r3 (b3 a3 )
2r3 (b3 a3 )
103
(3.32)
3.8
Two-Material Hollow Sphere with Inner Pressure
A spherical container is built of two elastic materials with different elastic

properties. We are interested in the stress and deformation state due to an
inner gas pressure pi . Figure 4.2 sketches the problem. A basic assumption
pi
c
a
b
Fig. 3.15. A two-material spherical container with inner pressure. (Problem 3.8)
is that the displacement field is radial and depends only on the distance
from the center of the container. The problem can be analyzed by different
strategies as outlined below.
(a) Derive a boundary value problem for the composite container modeled as
a non-homogeneous material (i.e. one differential equation through the
complete structure).
(b) Derive a boundary value problem for each of the two materials and set
up the interface conditions for coupling the solutions.
(c) The displacement and stresses can be found by solving the equations in
(a) or (b). For analytical computations, the method in (b) is simplest.
Integrating the differential equation in each material results in four integration constants. These are determined by the two boundary conditions
at r = a, b and the two interface conditions at r = c. We end up with
solving a linear system with four unknowns.
A technically much easier computations as described next. It makes use
of known formulas for the stress state in an elastic sphere with inner
104
pressure pi and outer pressure po . These formulas are listed in (3.31)

(3.32). By combining these formulas, one gets just a single equation with
a single unknown instead of the 4 4 linear system in (b).
Use (3.31)(3.32) for each of the two materials in the container in Figure 4.2. Set up the conditions at the interface r = c and find an explicit
formula for the stress state in the composite container. (Hint: the relation
= = u/r is useful for finding the displacement.)
(d) In the case the outer material is a thin-walled sphere ((b c)/b 1)
one can find the stress state through a simple equilibrium argument as
an alternative to more general models with differential equations. Split
a thin-walled sphere in two semi-spheres and calculate the result of the
pressure force and the tension force in the wall. Show that equilibrium
demands the tension force ( = ) to be pc b/(2(b c)), where pc is
the internal pressure (rr ) at r = c. Argue that the rr component
is much smaller than = . Finally, combine the thin-walled sphere
solution with the formulas (3.31)(3.32) for a hollow thick-walled sphere
with inner and outer pressure.
(a) This problem is governed by Naviers equation of elasticity. The boundary
conditions are stress free outer boundary and a prescribed normal stress
at the inner boundary.
Because of the spherical geometry and the uniform loading from the internal pressure, we assume radial symmetry. That is, all quantities depend
only on r, the distance from the center of the sphere. Furthermore, the
displacement is expected to be in the radial direction:
u = u(r)ir .
The basic equations of elasticity with this structure of the displacement
field are then, in spherical coordinates (r, , ),
rr = u0 (r),
= =
= tr()I + 2,
drr
rr
+2
= 0.
dr
r
We then get from (3.33)(3.34)
u
rr = ( + 2)u0 + 2 ,
r
u
= = 2( + ) + u0 .
r
All other stress components vanish.
u
,
r
(3.33)
(3.34)
(3.35)
105
Inserted in the equilibrium equation (3.35), the governing equation for

u0 (r) in a heterogeneous medium with = (r) and = (r) becomes

du
d u
1 du u
d
( + 2)
+2
+ 4
= 0.
(3.36)
dr
dr
dr
r
r dr
r
The associated boundary conditions are (ir ) = pi ir at r = a and
ir = 0 at r = b. These conditions reduce to rr (a) = pi and rr (b) =
0, or expressed with u:
( + 2)u0 (a) + 2
u(a)
= pi ,
r
( + 2)u0 (b) + 2
u(b)
= 0.
r
(3.37)
(b) As an alternative to the formulation given in exercise (a), we can work

with two homogeneous materials. We assume u(1) = u(1) (r)ir in the material 1, a r c and u(2) = u(2) (r)ir in the material 2, c < r b.
In each of the materials we can then use the equations (3.33)(3.35), but
with constant and . We use ((1) , (1) ) and ((2) , (2) ) as the pair
of elasticity constants in material 1 and 2, respectively. The equilibrium
equations are derived as in (a), but when the elasticity parameters are
constants, we can otbain a convenient factored form of the Navier equation in radial coordinates:

1 d 2 (1)
d
r
u
(r)
= 0,
(3.38)
((1) + 2(1) )
dr r2 dr

1 d 2 (2)
d
((2) + 2(2) )
r
u
(r)
= 0.
(3.39)
dr r2 dr
At r = a and r = b we have the conditions
du(1)
u(1)
+ 2(1)
= pi , r = a,
dr
r
du(2)
u(2)
((2) + 2(2) )
+ 2(2)
= 0, r = b .
dr
r
((1) + 2(1) )
(3.40)
(3.41)
On the interface r = c we demand continuous displacement u(1) = u(2)

and continuous stress vector (1) ir = (2) ir , resulting in
u(1) (c) = u(2) (c),
((1) + 2(1) )
(1)
(1)
u
du
+ 2(1)
dr
r
= ((2) + 2(2) )
(3.42)
(2)
(2)
du
u
+ 2(2)
,
dr
r
r(3.43)
= c.
(c) Each material is a hollow sphere with internal and possibly also outer
pressure. Let the value of rr at r = c be a pressure pc . Then the
formulas (3.31)(3.32) give
(1)
rr
=
pc c3 (r3 a3 ) pi a3 (c3 r3 )
3 3
,
r3 (c3 a3 )
r (c a3 )
(3.44)
106

(1)
(2)
pc c3 (2r3 + a3 ) pi a3 (2r3 + c3 )
+
,
2r3 (c3 a3 )
2r3 (c3 a3 )
pc c3 (b3 r3 )
= 3 3
,
r (b c3 )
pc c3 (2r3 + b3 )
.
=
2r3 (b3 c3 )
= =
(2)
rr
(2)
(2)
(3.45)
(3.46)
(3.47)
The unknown pc must be determed from u(1) (c) = u(2) (c), or equivalently,
(1)
(2)
c (c) = c (c) .
(3.48)
The inverse Hookes law, where is expressed in terms of , reads

=
1+
tr()I +
.
E
E
From this we easily find

E = rr + (1 ) .
The equation from which pc can be found is therefore
(2)
(1)
(2)
(1)
E (2) (1) rr
(c)+E (2) (1 (1) ) (c) = E (1) (2) rr
(c)+E (1) (1 (2) ) (c) .
(1)
(2)
Since we know that rr (c) = rr (c) = pc and that

pc (2c3 + a3 ) + 3a3 pi
,
2(c3 a3 )
2c3 + b3
(2)
.
(c) = pc 3
2(b c3 )
(1)
(c) =
The result becomes

E (2) (1) pc + E (2) (1 (1) )
pc (2c3 + a3 ) + 3a3 pi
=
2(c3 a3 )
E (1) (2) pc + E (1) (1 (2) )
pc
2c3 + b3
.
2(b3 c3 )
Note that the stress solution for a single material is independent of the
elastic properties of the material. For a two-material problem, the requirement of continuous displacement at the interface brings the elasticity parameters into the solution, as expected (think of a soft and a hard
material).
(d) Cutting a sphere with internal pressure into two halves and requiring
that each part is in equilibrium, shows that the cut surface must have
normal stresses in order to keep the sphere together. The cut planes are
107
typically = const and the normal stress is hence in the stress tensor
terminology. The total force due to this stress must balance the pressure
force. The pressure force is pi c2 (strictly speaking, the net force from
the pressure is a surface integral over half a sphere, but it is known that
this integral equals an integral over the projected area c2 ). The total
stress force is 2ch, where h = b c is the thickness of the sphere. In
this expression for the total force, we have simply multiplied the stress
by the total area, i.e., which is valid when the stress is constant over the
surface. This is a reasonable assumption if the wall is thin. Equilibrium
of half a sphere then requires
2ch = pi c2 ,
that is,
c
.
2h
The rr component typically varies between pi and 0. Since we assume
a thin wall, h c, which imples
= pi
= pi
c
pi rr .
2h
We can therefore neglect rr in comparison with and .

In the boundary condition (3.48) we can now insert the stress components, but neglect rr :
(1)
(2)
E (2) (1 (1) ) (c) = E (1) (1 (2) ) (c) .

Inserting the simplified expression in material 2 gives
E (2) (1 (1) )
pc (2c3 + a3 ) + 3a3 pi
c
= pi
,
3
3
2(c a )
2(b c)
from which pc can easily be found.
Chapter 4
Coupled Problems
4.1
Heat Transfer in a Tube with Oscillating External

Temperature
Figure 4.1 displays a three-dimensional clamped beam which is heated locally from below by some welding apparatus. The heat will lead to local
thermal strains and hence deformations and stresses in the elastic structure.
Since the heating is localized and moving in time, there will be a significant
change of the temperature in time and space. The aim of the exercise is to
set up a coupled thermo-elastic model for computing the temperature field,
the deformation field, and the stress state in the structure.
There will be heat exchange between the structure and the air. Since
welding is applied to metals and the heat conduction in metal is much higher
than in air, we approximate the exchange by a straight cooling law. Use one
heat transfer coefficient for metal-air and for one for metal-wall. The Work
with the beam as an elastic structure in plane strain. A conventional welding
source can be taken as a Gaussian bell function
2
2
2 !

1 x + wx t x0
1 y y0
1 z z0
.
Q(x, y, z, t) = QI exp
2
Ex
2
Ey
2
Ez
(4.1)
The intensity QI of the source depends, among other things, on the electric
voltage and the current from the heat source. The current position of the
source is (x, y, z) in this formula, whereas (x0 , y0 , z0 ) is the location of the
welding source at t = 0. The velocity of the apparatus is wx > 0. The
argument x + wx t in (4.1) then ensures that the welding source is moving
to the left, in negative x direction. The quantities Ex , Ey , and Ez reflect
the extent of the source in the various space directions. We can model the
welding source as a source term in the heat equation.
First set up a three-dimensional model. Then discuss how to formulate a
physically relevant two-dimensional mathematical model.
This is a coupled problem involving heat transfer and thermo-elasticity. Since
the heat source Q(x, y, t) is moving with time, the problem is time dependent. The time-dependent heat conduction equation for a homogeneous elastic solid is (neglecting work from internal stresses, which is often a reasonable
4.1. Heat Transfer in a Tube with Oscillating External Temperature

beam
109
clamped
end
welding
apparatus
Fig. 4.1. Welding of a thermo-elastic beam. Problem 4.1.
assumption)
T
= 2 T + Q .
t
This equation is to be solved in the elastic structure, with appropriate boundary conditions. The boundary conditions consist of Newtons cooling law. Let
T0 be the temperature of the air in the room surrounding the structure. At
the boundaries in contact with air we use
%Cp
T
= ha (T T0 ),
n
where ha is a metal-air heat transfer coefficient. For the metal-wall interface

we just replace ha by another heat transfer coefficient hw . It is natural to
assume that the structure has the temperature of the surroundings at t = 0,
i.e., T (x, y, z, t) = T0 .
The deformation and stress state in the beam can be found by solving
Naviers equation with temperature effects:
( + )( u) + 2 u = (3 + 2)T
We have neglected the acceleration u,tt because we assume that the transient
behavior of the temperature field (the only loading in this case) is slow; %u,tt
will be much less than the internal stresses (the two u terms with spatial
derivatives in the equation). The boundary conditions are simple: u = 0 at
the clamped end and the other surfaces are stress free ( n = 0). There are
no symmetries to be exploited in the present problem.
Note that the two governing PDEs has a one-way coupling only. Numerically, we will introduce a time-stepping procedure. At each time level we first
solve for T , since T does not depend on u, and then we will solve for u.
If the beam is thin compared to the extent of the heat source in z direction (i.e., Ez b, where b is the thickness of the beam in z direction), the
heat source will be (almost) uniformly distributed over the thickness. The
temperature problem can then be approximated as two-dimensional. There
is, however, a three-dimensional effect from the boundary conditions as we
have a flux in z direction from the cooling law at the sides z = const. The
corresponding elasticity problem can be approximated as a plain stress problem if the beam is thin. We then solve the 2D version of the Navier equation
110
4. Coupled Problems
(skipping the third component of u and using /z = 0), but must be adjusted for plain stress conditions. The other 2D approximation in elasticity,
plain strain, is not relevant, since that requires a very thick beam and the
localized welding source will then induce a three-dimensional temperature
field, which again induces a three-dimensional effects in the deformation and
stress fields.
4.2
Transient Thermo-Elasticity in a Two-Material

Spherical Container
Figure 4.2 shows a two-material, thick-walled, spherical container subject to

an inner gas pressure pi , an inner temperature Ti , and an outer transient
temperature T0 + A sin at. The outer boundary is stress free. Derive the differential equations in the radial coordinate (assuming spherical symmetry)
for quasi-static elastic deformations coupled with transient heat transfer. Assume perfect conduction at the boundaries so that the temperature equals Ti
at r = a and T0 + A sin at at r = b. When the temperature is T0 , there are
no thermal strains.
T0 + Asin(at)
Ti
p
i
a
b
Fig. 4.2. A two-material spherical container with inner pressure. (Problem 3.8)

This is a heat conduction problem in a heterogeneous solid. The governing
equation is then
T
%Cv
= (kT )
t
Here, % is the density, Cv is the heat capacity, T is the temperature (primary unknown variable), and k is the heat conduction coefficient. We have
neglected internal heat sources and heat production due to work by stresses.
The density, heat capacity, and heat conduction coefficients have are assumed
constant in each material. The associated boundary conditions are T = Ti at
r = a and T = T0 + A sin at at r = b.
4.2. Transient Thermo-Elasticity in a Two-Material Spherical Container
111
Thermo-elastic deformations of a heterogeneous solid are goverend by the

partial differential equation
(( + ) u) + (u) = ((3 + 2)(T T0 )),
where and are elasticity parameters, is a thermal expansion coefficient,
and T0 is the reference temperature when there are no thermal strains. The
, , and parameters are constant in each material. Knowing u, we find
the stress tensor from
= tr()I + 2 (3 + 2)(T T0 )I .
The relation between the strain tensor and the displacement field reads as
usual
1
= (u + (u)T )
2
The boundary conditions are
n = pn
at r = a, with n = ir , and
n=0
at r = b, with n = ir .
We shall now make use of spherical symmetry and simplify the equations
by assuming T = T (r, t) and u = u(r, t)ir . The operator (kT ) then
reads

1
2 T
kr
.
r2 r
r
With u = u(r, t)ir , the non-vanishing components in the strain tensor becomes
u
u
, = = .
rr =
r
r
The associated stresses are then
u
u
+ 2 (3 + 2)(T T0 ),
r
r
u
u
= 2( + ) +
(3 + 2)(T T0 ) .
r
r
rr = ( + 2)
=
The equilibrium equation, without accelerations and body forces, reads

= 0, which with radial symmetry becomes
rr
rr
+2
= 0.
r
r
Inserting the stress components, expressed by u, in this equilibrium equation
results in the governing equation for u(r, t):

u
u
1 u u
((3 + 2)(T (r, t) T0 )) .

( + 2)
+2
+4
=
r
r
r
r
r r
r
r
112
4. Coupled Problems
The boundary conditions involve ir = rr ir , resulting in

u
u
+ 2(1) = pi + (3(1) + 2(1) )(Ti T0 ), r = a,
r
a
u
u
((2) + 2(2) )
+ 2(2) = (3(2) + 2(2) )A sin at, r = b .
r
b
((1) + 2(1) )
The fully coupled initial-boundary value problem can then be written

T
1
2 T
kr
,
%Cv
= 2
t
r dr
r

u
u
( + 2)
+2
r
r
r
r

1 u u
=
((3 + 2)(T T0 )) ,
+ 4
r r
r
r
T (a, t) = Ti ,
T (b, t) = T0 + A sin at,

u
u(a,
t)

((1) + 2(1) )
= pi +
+ 2(1)

r r=a
a
(4.2)
(4.3)
(4.4)
(4.5)
(1) (3(1) + 2(1) )(Ti T0 ),(4.6)

u(b, t)
u
+ 2(2)
= (2) (3(2) + 2(2) )A sin at, (4.7)
((2) + 2(2) )

r r=b
b
T (r, 0) = f (r),
(4.8)
where
%(r) =
Cv (r) =
k(r) =
(r) =
(r) =
(r) =
%(1) , a r c,
%(2) , c < r b
(4.9)
Cv , a r c,
(2)
Cv , c < r b
(4.10)
(1)
k (1) , a r c,
k (2) , c < r b
(1) , a r c,
(2) , c < r b
(1) , a r c,
(2) , c < r b
(1) , a r c,
(2) , c < r b
(4.11)
(4.12)
(4.13)
(4.14)
(4.15)
4.3. Simplified Analysis of a Thermo-Elastic Container
4.3
113
Simplified Analysis of a Thermo-Elastic Container
We address the same physical problem as in Problem 4.2, i.e., transient deformation and heat transfer in a two-material spherical container. The following
comment on the solution in Problem ?? is given: The solution is unnecessarily complicated; there is no need to work with differential equations. The
stress state in each material is the same as in a single-material container
with known inner and outer pressure. This stress state can be found from
an equilibrium consideration of a hollow semi-sphere. In the wall of a semisphere, there must be tension stresses, = , which together with the
curvature of the wall balance the net effect of the inner and outer pressure.
The total tension force in the wall around the equator of the semi-sphere
becomes
2Rh,
where R is the inner radius of the sphere and h is the thickness of the wall.
The total force from an inner pressure on a semi-sphere is the same as if the
pressure were acting on the plane cutting the sphere in two, i.e., the pressure
force is pR2 . The net pressure force becomes
(po pi )R2 ,
where pi is the inner pressure and po is the outer pressure. Equilibrium leads
to
R
2Rh = (po pi )R2 = (po pi )
2h
The rr component can be neglected if the wall is thin, because |rr | must
lie between pi and po (rr equals these values at the inner and outer surface).
We then have
2h
rr (po pi ) =
,
R
if h R, i.e., if the wall is thin.
In the present problem we get the following force balance for material 1,
(1)
(pi pc )a2 = 2a(c a),
(4.16)
whereas the corresponding expression for material 2 becomes

(2)
pc b
.
2(c b)
(4.17)
Here, pi is the inner pressure and pc is the unknown pressure acting on the
interface r = c between the two materials. In addition, the displacement at
r = c must be the same in the two materials. Since the strain is the radial
displacement divided by R ( = ur /R), we must have continuous at
r = c. Hookes law with = and negligible rr gives
=
1
1
(( + ) ( + (3 + 2)(T T0 )) .
2
114
4. Coupled Problems
Equating the strain expressions in each material for r = c gives

1 (p p )a
c (1)
i
c
( + (1)
(
+ (1) (3(1) + 2(1) )(T (1) (c, t) T0 )) =
2
2(c a)
1
pc b
c (2)
( + (2)
(
+ (2) (3(2) + 2(2) )(T (2) (c, t) T0 )) (4.18)
.
2
2(c b)
This is an equation for the unknown parameter pc , which can be solved as
soon as we know the temperature T (1) (c, t) = T (2) (c, t). The temperature
goes from Ta at r = a to Tb at r = b. Since the wall is assumed to be thin, it
is reasonable to interpolate T (c, t) linearly,
T (c, t) =
T0 + A sin at Ta
(c a) + Ta .
ba
(4.19)
Inserting this value in (4.18) yields an equation that can be solved for pc .
The tension stress in the walls follow from (4.16)(4.17). Hence, the transient
thermo-elastic problem can be solved by basic mathematics, and there is no
need to introduced advanced concepts such as differential equations, variable
coefficients, and initial-boundary value problems.
Go through this derivation and discuss its inherent approximations.
The differential equation free model is, in the elasticity problem, based on
a global equilibrium consideration instead of using the corresponding equilibrium equation in differential form. The problem is that the global equilibrium
consideration assumes that is constant throught the thickness of the wall.
This is a reasonable assumption when the wall is thin. (We know that the
exact solution for has a dependence on r.) Neglecting rr comes from
the fact that this quantity is of the same order as pc , while is of order
pc /(b c), which is much larger when b c is small, i.e., the wall is thin. The
model based on differential equations does not make any assumptions of this
kind. For a thick-walled cylinder rr is still of order pc , but gets smaller
as there is more material to take up the stresses, and is about the same
order as rr .
With respect to the temperature computations, the formula T const +
r1 is applied. This is a solution of the stationary differential equation for
heat conduction in a homogeneous material with spherical symmetry:

du
1 d
2
r k(r)
= 0.
r2 dr
dr
The solution behaves as a constant plus a term 1/r, and when the boundary
conditions are correct, the formula for T is correct. However, when timedependent boundary conditions applies, the underlying differential equation
4.4. Heat and Flow in a Pipe
115
is normally not a good description because the whole problem becomes time
dependent and one should include the time change of internal energy in the
heat conduction equation (%Cv T /t). If the time dependence of the boundary conditions is small, i.e., is small, one can from scaling arguments (choosing 1 as time scale), neglect the time dependence in the heat conduction
equation. In that case,
b2 %Cv
2

,
k
the formula for T represents a good approximation (b is a characteristic
length).
In summary, the simplified model gives a satisfactory approximation of
the temperature changes slowly on the boundary and the outer wall of the
container is thin.
4.4
Heat and Flow in a Pipe
We consider the same problem as in Problems 1.6 and 2.14, but now we shall
set up a coupled problem of fluid flow and heat transfer in a straight pipe with
arbitrary cross section . A possible cross section is depicted in Figure 1.6
on page 30.
The solutions to Problems 1.6 and 2.14 contains the derivation of the special
versions of the energy equation and the momentum equation.
Chapter 5
General Modeling Problems

5.1
Symmetry of a scalar field
In this problem we shall derive (boundary) conditions for scalar fields that
are symmetric about a line or surface.
1. We start with considering a function of one variable, u(x). Suppose u is
symmetric about the point x = x0 . Show that
u0 (x0 ) = 0 .
2. We have a two-point boundary value problem (e.g., scaled channel flow)
for u(x):
u00 (x) = 1, u(0) = 0, u(1) = 0 .
Argue that u is symmetric about x = 1/2 (without looking at the solution of the problem). Set up a two-point boundary value problem in the
reduced domain [0, 1/2], solve for u and compare with the solution of the
original problem.
3. Prove mathematically that u is symmetric about x = 1/2 in the previous
problem without comparing analytical expressions for the solutions in the
two cases. (Hint: show that v(x) u(1 x) solves the same problem as
u(x), and by uniqueness of the solution it follows that v(x) = u(x), i.e.,
u(x) = u(1 x).)
4. We now consider a function u(x, y) that is symmetric about a line. Show

that
u
=0
n
at the line of symmetry, where /n denotes partial derivation in a direction perpendicular to the line.
5. A classical Poisson problem reads
2 u = 1 in [0, 1] [0, 2],
u = 0 on the boundary .
Here, x = 1/2 and y = 1 are symmetry lines. Formulate the corresponding

boundary value problem in the reduced domain [0, 1/2] [0, 1].
5.1. Symmetry of a scalar field
117

1. If a function u(x) is symmetric about a point x0 it means that
u(x0 h) = u(x + h)
for any choice of h such that the argument x h is inside the domain of
definition of u(x). Expressing the derivative u0 (x0 ) by a symmetric finite
difference in the limit h 0,
u0 (x0 ) = lim
h0
u(x0 + h) u(x0 h)
,
2h
it follows that
u0 (x0 ) = 0
since u(x0 + h) u(x0 h) = 0 for any h.
2. If the solution u(x) is to be symmetric about x = 1/2, all the input

data to the problem must also be symmetric about x = 1/2. The input data consists of the domain [0, 1] (symmetric about x = 1/2), the
boundary conditions u(0) = u(1) = 0 (symmetric about x = 1/2), and
the coefficient(s) in the governing equation (these are constant and hence
symmetric about any point).
The complete boundary-value problem in a reduced domain [0, 1/2] reads
u00 (x) = 1,
u(0) = 0, u0 (1/2) = 0 .
The solution of both problems are on the form u = 21 x2 + Ax + B,

where B = 0 since u(0) = 0. The condition u(1) = 0 gives A = 1/2.
The condition u0 (1/2) gives also A = 1/2, i.e., the solution of the two
problems are identical. This shows that the symmetry assumption was
correct.
3. If u is symmetric about x = 1/2, we must have that
1
1
u( h) = u( + h) .
2
2
Defining x =
1
2
h that we can write this equation as

u(x) = u(1 x) .
We want to show the validity of this relation using information about the
governing equation and the boundary conditions only.
Introduce v(x) u(1x). We see that v 0 (x) = u0 (x) and v 00 (x) = u00 (x).
Moreover, v(0) = u(1) = 0 and v(1) = u(0) = 0. Hence, v(x) solves the
same boundary-value problem as u(x). That is, we have two solutions, u
and v, of the same problem. Since the solution of the presentm is unique,
we must have that v(x) = u(x), i.e., u(x) = u(1 x), which we wanted
to show.
118
5. General Modeling Problems
4. If a function u(x) (x = (x, y)) is symmetric about a line, it means that

we can mirror the solution along a line normal to the symmetry line.
Expressed in mathematics, this means that
u(x + hn) = u(x hn),
where x is a point at the symmetry line, n is a unit normal vector to
the line, and h is any real parameter such that x hn stays within the
domain of definition of the function u(x). As in the one-dimensional case,
we can express the normal derivative at the point x as a finite difference
approximation where the parameter h goes to zero:
u(x + hn) u(x hn)
u(x) = lim
.
h0
n
2h
The right-hand side is always zero since symmetry means u(x + hn)
u(x hn) for any h.
Note that the derivation here carries trivially over to 3D where u(x) is
symmetric about a plane (just let n be a unit normal vector to the plane).
5. The equation remains the same. At the physical boundaries we have the
original condition u = 0, whereas at the symmetry lines we have u/n =
0.
5.2
Symmetry of a vector field
The purpose of this problem is to establish (boundary) conditions for a vector

field that is symmetric about a line or plane.
1. Consider a two-dimensional vector field v(x, y) = u(x, y)i + v(x, y)j. If
this vector field is symmetric about a line, one can mirror the vector
about the line. Work with a line y = const and show that u must be
symmetric about y = const whereas v must be anti-symmetric. Use this
observation to derive the conditions
u
= 0,
y
v = 0.
2. Generalize the previous result to an arbitrary line, i.e., show that the
symmetry conditions for a vector field is vanishing normal component
and vanishing normal derivative of the tangential component.
3. Consider a displacement field u in elasticity that is symmetric about
y = const. Show that the symmetry conditions can be stated as u n = 0
and that there is no shear stress at the symmetry line (n is normal to
the symmetry line).
5.2. Symmetry of a vector field
119

1. A simple sketch of a vector v = (u, v) and its symmetric counterpart
v 0 = (u0 , v 0 ) are shown below:
v
u
(x,y)
y = constant
u
From the sketch we see that u = u0 and v = v 0 . This means that u

(the tangential component) is symmetric and v (the normal component)
is anti-symmetric. If this shall be valid also when the vector is arbitrarily
close to the symmetry line, we must have u/y = 0 (u/n = 0) as
explained in Problem 5.1, whereas v = 0 since anti-symmetry implies
v(x, y + h) = v(x, y h) and hence v = 0 as the only possibility when
h 0.
2. Just tilt the line and draw the sketch again. The arguments from the
previous answer remain the same. Technically, we now work with a point
x on the line, and vectors v and v 0 in distance hn from the symmetry
line. The vectors v and v 0 are decomposed in normal components v and
v 0 as well as tangential components u and u0 . The general formulas for
these components in any number of space dimensions can be written
v N = (v n)n,
v T = v vN ,
i.e., v N = vn and v T = ut in the present two-dimensional sketch, where n

and t are normal and tangential unit vectors with respect to the symmetry
lines. Corresponding formulas for the normal and tangential components
of the symmetric counterpart v 0 should be trivial to write up.
Our sketch of v and v 0 now have a line that is not necessarily aligned
with the coordinate axis:
120
5. General Modeling Problems
v
u
x
u
v
0
We must have u = u and v = v , implying the symmetry conditions

u(x + hn) = u(x hn),
v(x + hn) = v(x hn) .
Conditions at the symmetry line (which we need as boundary conditions)

are obtained by h 0. The condition on u becomes, as in the scalar case,
u/n = 0, while v = 0. In other words, the normal component vn (here
called v) is zero, and the tangential component v (v n)n (here called
u) is symmetric with vanishing normal derivative.
3. The normal component un is v, which must vanish. Since u is symmetric,
we have
u
u
=
=0
n
y
at the symmetry line. Moreover, v = 0 at this line implies v/x = 0.
Therefore,
u v
1
+
= 2xy = xy = 0,
y
x
if we assume that the material can be described by Hookes law. That is,
at a symmetry line, an elastic material has vanishing normal displacement
and shear stress. (The proof here is limited to y = const lines, but can
be extended to any tilted line and to planes in 3D.)
5.3
Given a Model, What Is the Problem?
Some mathematical models are presented below. For each model, describe a
physical problem that leads to the model.
(a)
u,xx = 1, x (0, 1), u(0) = u(1) = 0 .
(b)
2 u = 1 in , u = 0 on .
5.3. Given a Model, What Is the Problem?
121
(c)
u,t = u,xx, x (0, 1), u(x, 0) = 0, u(0, t) = 1, u(1, t) = 0 .
(d)
u,t = 2 u + f in , u or u,n known on .
(a) (a) String deformed by a uniform load, e.g., its own weight.
(b) Newtonian incompressible flow in a channel.
(c) Heat conduction in an insulated rod with some uniformly distributed
internal heat source.
(d) Deformation of a simply supported beam; u is the moment.
(b) (a) Membrane structure deformed by a uniform load, e.g., its own weight
or snow. 2D only.
(b) Newtonian incompressible flow in a cylindrical straight pipe with
cross section . 2D only.
(c) Heat conduction in a 2D/3D domain with uniformly distributed internal heat source and fixed temperature on the boundaries.
(d) Stream function in cavity flow (the boundary is a streamline).
(c) (a) Sudden movement of two planar surfaces with an incompressible Newtonian fluid in between.
(b) Sudden temperature change at the end of a rod.
(d) (a) Pulsating flow in a straight pipe with cross section . 2D only, f =
f (t), and u = 0 on (or open channel transient flow; u,n = 0 at
the free surface).
(b) Heat conduction in 2D/3D with the temperature or the flux controlled
at the boundary and an internal heat source f .
Appendix A
Mathematical Topics
A.1
Useful Formulas
The Operator in Naviers Equation with Radial Symmetry. Let r be the radial
coordinate in cylindrical coordinates. If
L(u) = ( + )( u) + 2 u,
then
d
L(u(r)ir ) = ir ( + 2)
dr
1 d
(ru)
r dr
(A.1)

(A.2)
Moreover,
L(u(r)ir + w(z)k) = ir ( + 2)
d
dr

1 d
(ru) + k( + 2)w00 (z) . (A.3)
r dr
In spherical coordinates we have

d
L(u(r)ir ) = ir ( + 2)
dr
1 d 2
(r u)
r2 dr
(A.4)
Strains with Radial Symmetry. Radial displacement, u = u(r)i r , in cylindrical coordinates (r, , z) have corresponding (infinitesimal) strains
E=
or
u
du
ir ir + i i
dr
r
(A.5)
du
u
, = .
(A.6)
dr
r
In spherical coordinates (r, , ) the strains corresponding to a deformation
u = u(r)ir become
du
u
E=
ir ir + (i i + i i )
(A.7)
dr
r
or
du
u
rr =
, = = .
(A.8)
dr
r
rr =
A.1. Useful Formulas
123
The Divergence of the Stress Tensor for Radial Symmetry. If the deformation is radial such that the only non-vanishing stress tensor components in
cylindrical coordinates are rr and , the divergence of the stress tensor
becomes
drr
rr
ir {ij } =
+
.
(A.9)
dr
r
The corresponding expression in spherical coordinates has the form
ir {ij } =
rr
drr
+2
.
dr
r
(A.10)
The Compatibility Equation for Radial Symmetry.. The compatibility equation in cylindrical coordinates, both for u = u(r)ir (plane strain) and u =
u(r)ir + w(z)k (e.g. plane stress), takes the form

1 d
d
(A.11)
r (rr + ) = 0 .
r dr
dr
Invariants. The invariants IB , IIB , and IIIB of a tensor Bij are given by
the expressions
IB = Bii = trB,
(A.12)
1
(A.13)
IIB = (Bii Bjj Bij Bji ) ,
2
1
IIIB = det{Bij } = (Bii Bjj Bkk 3Bii Bjk Bkj + 2Bij Bjk Bki ) (. A.14)
2
Hookes Generalized Law. Using the Lame constants and one can write
Hookes generalized law for an isotropic linearly elastic material on the form
ij = kk ij + 2ij .
(A.15)
With Youngs modulus E and Poissons ratio the law can be written
ij =
1+
kk ij +
ij .
E
E
(A.16)
Yield Criteria. Trescas yield criterion can be written

2m = Y
(A.17)
where m denotes maximum shear stress, whereas von Mises yield criterion
can be compactly expressed as
r
3 0 0
=Y
(A.18)
2 ij ij
124
A. Mathematical Topics
0
with the stress deviator tensor being defined as ij
= ij kk ij /3. The parameter Y can be interpreted as the yield stress in uni-axial tension. Written
out with the original stress tensor components, von Mises criterion reads
1
2

2
1
2
2
2
2
2
(11 22 ) + (22 33 ) + (33 11 ) + 3 12 + 13 + 23
=Y
2
(A.19)
Derivatives of Unit Vectors in Cylindrical and Spherical Coordinates. Let i r ,

i and i be unit vectors in r-, - and -direction in spherical coordinates
(r, , ), and
x = r cos sin
y = r sin sin
z = r cos .
Then
= ir
and
1
1
+ i
+ i
r
r
r sin
ir
ir
= i ,
= sin i
(A.20)
(A.21)
The Laplace Operator with Radial Symmetry. The Laplace operator has the
following forms in cylindrical and spherical coordinates (r is the radial coordinate and k(r) is some function):

du
1 d
rk(r)
cylindrical coord.,
(A.22)
(k(r)u(r)) =
r dr
dr

1 d
du
(k(r)u(r)) = 2
r2 k(r)
spherical coord. .
(A.23)
r dr
dr
Stresses in a Sphere Subject to Inner and Outer Pressure. A thick-walled
sphere is subject to an inner pressure pi at the boundary r = a and an
outer pressure po at the boundary r = b. The non-vanishing stress tensor
components then becomes
po b3 (r3 a3 ) pi a3 (b3 r3 )
+ 3 3
,
r3 (a3 b3 )
r (a b3 )
po b3 (2r3 + a3 ) pi a3 (2r3 + b3 )
.
=
2r3 (a3 b3 )
2r3 (a3 b3 )
rr =
=
(A.24)
(A.25)
A.2. Scaling and Dimensionless Variables
125
Axi-Symmetric Rotation. For a vector field v = u(r)i (e.g. v being velocity

or displacement) in cylindrical coordinates we have that

1 du u
1
T
(i ir + ir i ) .
(A.26)
(v + (v) ) =
2
2 dr
r
The divergence of the corresponding stress tensor becomes

r
r
i ,
{ij } =
+2
r
r
(A.27)
provided that the only non-vanishing stress tensor component is r = r .
A.2
Scaling and Dimensionless Variables
Initial-boundary value problems, arising from physical problems, frequently

contain many parameters. By introducing dimensionless independent and dependent variables, the number of physical parameters can often be reduced
because only certain combinations of the parameters appear in the resulting
equations. Moreover, by finding the right scales when converting variables to
dimensionless form, it is possible to precisely identify the relative size of the
various terms in the equations. This is crucial for simplifying models by omitting terms or invoking special approximation techniques such as perturbation
methods. Successful scaling relies on physical understanding of the problem
in question, although the technical steps of the scaling procedure are simple.
These steps are briefly explained in the following. More information about
scaling can be found in [?, Ch. 6.3], [?, Ch. 2], or [?, Ch. 1.3].
Scaling a Two-Point Boundary-Value Problem. Our first example concerns
pressure-driven steady viscous flow between two flat plates, x = a and x = b.
Let u(x) be the velocity in the direction of the planes, let be the magnitude
of the pressure gradient, and let denote the viscosity of the fluid. From the
Navier-Stokes equations one can derive the following model for u(x):
d2 u
= ,
2
dx
u(a) = u(b) = 0 .
(A.28)
The scaling consists of introducing dimensionless independent and dependent

variables. In general, a quantity q is made dimensionless by
q =
q q0
,
qc
where q0 is a characteristic reference value and qc is a characteristic magnitude of qq0 . Note that if q is measured in a certain unit (meter for instance),
q0 and qc must be measured in the same unit. Thus, the units cancel and q
becomes dimensionless.
126
The ultimate goal of the scaling is to obtain a unit magnitude of q. Physical insight into the problem is usually required to find the right scale qc . In
the present problem we can introduce
x =
xa
,
ba
u
=
u
,
uc
where uc is the (unknown) maximum velocity or average velocity. Sometimes

it can be convenient to just perform the scaling and postpone the precise
estimation of some scales. Noting that
du
d(uc u
) d
uc d
x
u
=
=
,
dx
d
x dx
b a d
x
we can derive the dimensionless version of the boundary-value problem (A.28).
d2 u
= ,
d
x2
(b a)2
,
uc
u
(0) = u
(1) = 0,
(A.29)
where is a dimensionless parameter.

How can we estimate uc ? The easiest way in the present problem is to
derive the exact solution of (A.28): u(x) = (xa)(bx)/(2). The maximum
value of u(x) appears at the mid point x = (a + b)/2, which results in uc =
(b a)2 /(8), or = 8. Normally, we do not know any relevant exact
solutions.
Sometimes we know a maximum principle for the PDE problem in question. For example, the solution of the scaled problem (A.29) has the following
property see [?, Ch. 1]: supx[0,1] |
u(
x)| /8. The inequality is sharp so we
may conclude that a unit maximum value of u
corresponds to taking = 8.
With = 8 we have the velocity scale uc = (b a)2 /(8).
A more general approach to determining uc is to argue as follows. If the
scaling is successful, u and its derivatives should have a magnitude of order
unity. From the PDE (A.29) we easily see that choosing = 1 gives a unit
size of u
00 . This determines the scale as uc = (ba)2 /. Now |
u| 1/8 (from
the analytical solution), but one can claim that |
u| still has a magnitude of
order unity. The key point is to avoid a very large or very small |
u|.
What Has Been Gained? The original problem (A.28) involved four physical input parameters to the problem: a, b, , and . It is thus appropriate to write the solution as u(x; a, b, , ). To obtain a complete description
of this problem, by numerical experimentation, it is necessary to investigate the u(x; a, b, , ) function in a four-dimensional parameter space. The
dimensionless version of the boundary-value problem does not involve any
physical parameters. A single graph of u
(
x) contains all information about
u(x; a, b, , ), because
u(x; a, b, , ) =
(b a)2 x a
u
(
).
8
ba
127
Numerical investigation of the original function u(x; a, b, , ), by letting each

of the parameters a, b, , and vary on (say) ten levels, requires 10,000
computer experiments. A single experiment with the scaled problem produces
the same (and much more) information in a dramatically clearer way.
We remark that after the scaling is carried out, it is common to omit the
bars (or other labels) in the dimensionless quantities. That is, one proceeds
with x, u, etc. as the scaled variables and writes (A.29) simply as
d2 u
= 1,
dx2
u(0) = u(1) = 0,
if we choose the scaling uc corresponding to = 1.

Increasing the Complexity. The following heat conduction problem is a natural extension of the problem (A.28):
k
d2 u
= s(x),
dx2
u(0) = Ts , ku0 (b) = Q .
(A.30)
Here, u is the temperature, k is the heat conduction coefficient, Ts is a fixed

temperature value, and Q is a prescribed heat flux. The source term reads
s(x) = R exp (x/LR ), where R and LR are given constants. The problem
(A.30) may model heat conduction in the earths crust, where s(x) is heat
generation from radiactivity, and x is a coordinate measuring depth.
Also in this example, x is scaled according to x
= x/b such that x
[0, 1].
We might choose u
= (uTs )/uc , where the scale uc must be determined from
insight into the problem. A scaling of s is performed according to s = s/sc ,
where the characteristic value sc is taken as supx[0,b] |s(x)|, since s(x) is a
known function. With the special choice s(x) = R exp (x/LR ) we get that
sc = R. These steps result in
d2 u
=
s(
x),
d
x2
b2 R
,
kuc
u
(0) = 0, u
0 (1) =
bQ
.
kuc
(A.31)
How should we choose uc ? Of course, we could find the analytical solution

also in this case and choose uc as the maximum value of |u|. However, the
x value for which the maximum value occurs, depends on the parameters in
the problem. Furthermore, reasoning in this direction is likely to fail in more
complicated problems. We therefore argue more generally and determine uc
such that |
u| or its derivatives gets a magnitude of order unity according to
the scaled PDE problem. In the present case we can aim at having u
0 (1) = 1,
which gives uc = bQ/k and
d2 u
=
s(
x),
d
x2
bR
,
Q
u
(0) = 0, u
0 (1) = 1 .
(A.32)
This scaling could also arise from the following argument. Let Tb be the
unknown temperature at x = b. If the heat generation is not a dominating
128
effect, we expect that u will lie between the boundary values, such that uc can
be taken as Tb Ts . A rough estimation of Tb can be based on the boundary
condition (Fouriers law) Q = ku0 (b), and then approximating u0 (b) by
the finite difference (Tb Ts )/b = uc /b. This gives uc = Qb/k and (A.32).
The scaled problem (A.32) ensures u
0 (1) = 1, but if 1, one can show
from the analytical solution of (A.32) (see Exercise ??) that the maximum
value of |
u| is of order . In other words, fixing u
0 (1) = 1 may result in very
00
large |
u| or |
u | values if bR Q, i.e., the size of the heat generation term
is typically much larger than the size of the boundary heat flux. Under such
circumstances we should base our scaling on a unit order of |
u00 |, implying
2
that = 1 and hence uc = b R/k. The corresponding scaled problem reads
d2 u
= s(
x),
d
x2
u
(0) = 0, u
0 (1) =
1
,
bR
.
Q
(A.33)
This scaling is not relevant when 1 since one can then show that |
u| and
|
u0 | has the size of 1 (see Exercise ??).
Through this example we have shown that a particular scaling may be tied
to a particular regime of the parameters in the problem. The problem (A.33)
is suitable for large , whereas the problem (A.32) handles small values of .
When O(1) both scalings are appropriate.
Applying the formulation (A.32) to a case where = 103 , see Figure A.1,
shows that u is not at all of order unity. Switching to the scaling in (A.33),
which in fact is a matter of dividing u in (A.32) by , leads to a solution
whose maximum value is of order unity.
Any of our two scalings leads to a problem with one dimensionless parameter . To explore the model, we would compute curves u
(
x; ) for various
choices of and shapes of s(
x). For the particular choice s(x) = R exp (x/L R ),
s(
x) = exp ( x), where = b/LR is another dimensionless parameter. Instead of experimenting with different shapes of s(
x), we can experiment with
different values of . The problem has been reduced to studying u
(
x; , ).
Scaling a Transient 2D Heat Equation. Our next example concerns the twodimensional heat equation

2
u
u 2u
%C
,
=k
+
t
x2
y 2
where % is the density, C is the heat capacity, k is the heat condution coefficient, and u(x, y, t) is the unknown function. The domain is taken as
(a, b) (c, d). We assign the boundary value u = 0 on x = a, b and y = d, and
ku/n = Q, where Q is a constant, on y = c. The initial condition reads
u(x, y, 0) = f (x, y).
The obvious dimensionless form of the coordinates is
x =
xa
,
ba
y =
yc
.
dc
129
1000
900
800
700
600
500
400
300
200
100
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
Fig. A.1. Finite difference solution of the model problem ((x)u0 (x))0 =
exp (x), u(0) = 0, u0 (1) = 1, for = 0.2, = 1000, 100 grid points, and
(x) = 0.1 in [0, 0.1], 10 in (0.1, 0.3), 100 in [0.3, 0.4], and 1 for x > 0.4.
Nevertheless, this scaling give rise to anisotropic dimensionless diffusion. Using the same length scale for x and y preserves the isotropic diffusion term.
In the following we scale both x and y by b a. The time coordinate is
scaled by tc , whose value must be estimated. Similarly, u(x, y, t) is scaled by
the unknown quantity uc , whereas f (x, y) is scaled by its maximum absolute
value, here referred to as fc . Inserting the new dimensionless variables in the
initial-boundary value problem results in

2
u
u
2u
=
+ 2 ,
t
x
2
y
u
= , y = 0,
n
u
= 0, x
= 0, 1, y = ,
u
(
x, y, 0) = f(
x, y) .
The dimensionless parameters , , , and are given as
=
ktc
,
%Q(b a)2
Q(b a)
,
kuc
fc
,
uc
dc
.
ba
It remains to determine the scales tc and uc . An obvious choice of uc is fc ,

i.e. = 1 and a unit size of the initial |
u|. This is a relevant scaling if u
does not grow significantly with time. In the present case, we know that u
will be decreasing, because the current PDE has a fundamental property: u is
bounded above by its initial value (see [?, Ch. 4] for more precise information
130
about this property in a 1D problem with Dirichlet boundary conditions).

However, in the case we have force terms in the PDE, the solution may grow
in time and determining uc is more challenging.
The value of tc could be adjusted such that terms in the PDE are of unit
order. That is, = 1 is a reasonable choice, leaving the first derivative in time
and the second derivatives in space of u
as unit quantities. The corresponding
tc value reads
tc = k 1 %C(b a)2 .
Another way of reasoning consists in finding a solution of the PDE that
displays the principal characteristics of u. A possible guess is
u(x, y, t) = et sin
xa
yc
sin
,
ba
dc
which upon insertion in the heat equation gives

=

k 2
(b a)2 + (d c)2 .
%C
The characteristic time tc can be chosen such that the solution is reduced by
a factor of e at time tc , i.e. u(x, y, tc ) = e1 u(x, y, 0), giving tc = 1/, which
is often referred to as the e-folding time. We simplify the expression for tc by
replacing d c by the other length scale b a. The result becomes
tc =
%C(b a)2
,
2 2 k
which implies = 2 2 . We could skip the 2 2 factor in tc without any

significant loss of important information in the time scale. Then equals
unity, which corresponds to our previous reasoning based on choosing scales
such that terms in the PDE have unit size.
We can now summarize the scaled initial-boundary value problem:
u
2u
2u
=
+ 2,
2
t
x
y
u
= , y = 0,
n
u
= 0, x
= 0, 1, y = ,
u
(
x, y, 0) = f(
x, y) .
The original problem, involving u(x, y, t; %, C, k, a, b, c, d, Q) and f (x, y), is
now reduced to a problem involving u
(
x, y, t; , ) and f(
x, y). This is a significant reduction in complexity when it comes to investigation of the problem
through computer experiments.
131
Scaling the Wave Equation. Our next example is devoted to the one-dimensional
wave equation with a variable coefficient q(x):

u
2u
q(x)
, x (a, b) .
=
t2
x
x
The boundary conditions read u(a) = u(b) = 0, whereas the initial conditions
are taken as u(x, 0) = f (x) and u(x, 0)/t = 0. With x
= (x a)/(b a),
x) = f (a + x
t = t/tc , u
= u/uc, q = q/qc , qc = supx[a,b] |q(x)|, f(
(b a))/fc ,
fc = supx[a,b] f (x), we obtain
2u
=
t2
x
u
(0) = 0,

u
q(
x)
,
x
x (0, 1),
u
(1) = 0,
x),
u
(
x, 0) = f(
u
(
x, 0) = 0 .
t
The dimensionless parameters and read
=
t2c qc
,
(b a)2
fc
.
uc
It remains to determine uc and tc . Again, we could do this by looking at the

scaled PDE problem and requiring unit initial condition (i.e. = 1) and unit
order of magnitude of the space-derivative term in the PDE (i.e. = 1). We
get
ba
t c = , uc = f c .
qc
Alternatively, we may study a prototype solution of the PDE. Let q(x) = qc .
The general solution of the wave equation is then
u(x, t) = F (x
qc t) + G(x + qc t),
which is easily justified by inserting this expression in the PDE. With u = f

and u/t = 0 at t = 0, we get F = G = f /2 such that u(x, t) = (f (x
qc t) + f (x + qc t))/2. It follows that uc = fc and consequently = 1.

The characteristic time scale tc can be chosen equal to the traveling time of
a wave across the domain: tc = (b a)/ qc , realizing that the function f
(i.e. the wave pulse) is propagated to the left and right with velocity qc .
Then becomes equal to unity. Notice that when q(x) is constant (equal
to qc ), all physical parameters are scaled away from the initial-boundary
value problem. It can be convenient, nevertheless, to keep in front of the
2u
/ x
2 term just for labeling this term in hand calculations.
132
Scaling the Convection-Diffusion Equation. The convection-diffusion equation

u
+ v u = k2 u
(A.34)
t
appears in many fluid flow contexts. Scaling of initial and boundary conditions for this equation will be similar to the previous heat equation example,
so we just focus at scaling the PDE (A.34) in the following. It is assumed
that v in (A.34) is a prescribed spatially varying vector (velocity) field, k is
a known parameter, and u(x, t) is the primary unknown. Equation (A.34) is
referred to as a convection-diffusion equation.
Let L be the characteristic length of the domain in which the equation
above is to be solved. Furthermore, let U be a characteristic measure of the
velocity field v. It is then natural to introduce the following dimensionless
variables:
v
u
x
= , u
= , v
= ,
x
L
U
uc
where uc is a characteristic size of the solution. Inserting these expressions
in (A.34) results in
2u
u = 1

.
v
Pe
indicates derivation with respect to scaled coordinates x
. ConThe bar in
trary to the previous examples, the present one has a dimensionless parameter
in the governing PDE. This parameter is the Peclet number Pe = U L/k. We
can interpret the Peclet number as the ratio between the |v u| and k|2 u|
terms, which physically expresses the relative importance of convective and
diffusive effects:
|v u|
U L1 uc
UL
=
= Pe .
2
2
|k u|
kL uc
k
If we extend (A.34) with a time derivative term, u/t on the left-hand
side, we also need to scale the time: t = t/tc . The natural time scale depends
on whether diffusion or convection dominates. Assuming that convection is
most important, the typical velocity in the problem is U . Then tc can be
taken as the time it takes to propagate a signal through the medium, i.e.,
tc = L/U . The resulting equation becomes
u
u = 1
2u

+v
.
t
Pe
(A.35)
However, if diffusion is dominant, we should choose a time scale as we did

in the heat equation example. With our present symbols this results in tc =
L2 /k. The corresponding dimensionless PDE reads
u
u =
2u

+ Pe v
.
t
(A.36)
In the limit Pe , when convection dominates over diffusion, equation

(A.35) tends to the expected form where the diffusion term is neglected.
133
Conversely, when Pe 0 we can neglect the term v u, which is clearly

indicated by (A.36).
Exercise A.1. .
Consider the Navier-Stokes equations
v
1
+ (v )v = p + 2 v,
t
%
(A.37)
where % and are known constants, representing the density and the viscosity
of the fluid, while v is the fluid velocity, and p is the fluid pressure. Explain
how we can derive the following dimensionless form of the Navier-Stokes
equations,
v
v = Eu
p + 1
2v
,
+ (
v )
(A.38)
t
Re
where Re = U L/ and Eu = pc /(%U 2 ) are dimensionless numbers, and the
bar indicates dimensionless quantities. The parameters U , L, and pc are the
characteristic velocity, length, and pressure of the problem, respectively. In
many flows, the motion depends on pressure differences and not on pressure
levels like pc . This implies that Eu can be taken as unity. Re is called the
Reynolds number and play a fundamental role in viscous fluid flow. (An excellent treatment of the present exercise is found in [?, Ch. 5.2], while [?,
Ch. 3.9], [?, Ch. 2], and [?, Ch. 2.9] represent alternative references that
contain more advanced material on scaling the equations of fluid flow.)

Exercise A.2. .
Extend the Navier-Stokes equations (A.37) with an additional term gk
on the right-hand side. This term models gravity forces, with g being the constant acceleration of gravity and k being an associated unit vector. Perform
the scaling and identifyan additional dimensionless number, the so-called

Froude number Fr = U/ gL.
Scaling of Models with Many Parameters. The examples in this section
demonstrate the three main strengths of scaling:
the size of each term in a PDE is reflected by a dimensionless coefficient,
the number of parameters in the problem is reduced because only certain
combinations of the parameters appear in the scaled equations,
the expected size of the unknown and its time scale becomes evident (this
is important when assessing the correctness of simulations).
In more complicated mathematical models, involving systems of PDEs and
a large number of parameters, the advantages of scaling might be more limited. The scaling is normally restricted to a particular physical regime. Advanced models typically exhibit several different physical regimes. Equations
134
(A.35) and (A.36) illustrate that even for a simple convection-diffusion equation there are two possible time scales. Furthermore, the reduction in active
parameters in the model is not as substantial as in simpler problems. The
danger of introducing errors through tedious manipulations in scaling procedures is another negative aspect. Therefore, if the aim is to develop a flexible
simulation code for exploring a complicated mathematical model, it is often
convenient to use quantities with dimension, or to introduce only a partial
scaling, if the magnitude of some variables is far from unity and thereby can
cause numerical problems. These comments explain why the simple PDE examples in this text are usually written in dimensionless form, while the more
complicated models in the application chapters appear in their original form
with physical dimensions. Nevertheless, the reasoning behind scaling reveals
the expected size of the unknown and the time scale, and this insight is always
useful.
Bibliography
Index
convection-diffusion equation
scaling, 132
dimensionless variables, 125
Froude number, 133
Navier-Stokes equations
scaling, 133
Peclet number, 132
remaining text to be written, 8
Reynolds number, 133
scaling, 125
136

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Problems in Continuum Mechanics

Hans Petter Langtangen

1 Heat Transfer Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Steady Heat Conduction in an Insulated Rod . . . . . . . . . . . . . . . .

2 Fluid Flow Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34

Pressure in a Fluid at Rest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

3 Solid Deformation Problems . . . . . . . . . . . . . . . . . . . . . . . . . . 80

Heavy Box on an Elastic Layer . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Development of Torsion Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93

4 Coupled Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108

Heat Transfer in a Tube with Oscillating External Temperature

5 General Modeling Problems . . . . . . . . . . . . . . . . . . . . . . . . . . 116

Symmetry of a scalar field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116

A Mathematical Topics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122

Heat Transfer Problems

Steady Heat Conduction in an Insulated Rod

First formulate a three-dimensional mathematical model for this problem.

1. Heat Transfer Problems

when the material is homogeneous with respect to heat conduction ( constant

Simplifications. To understand how T will vary througout space, we need to

The condition T /n = 0 becomes

Hence, T = T (x) is compatible with T /n = 0 at r = R.

The solution is obtained by integrating twice,

1.2. Transient Heat Conduction in an Insulated Rod

The solution is now found to be T (x) = x. The transformation back to

Transient Heat Conduction in an Insulated Rod

1. Heat Transfer Problems

Scaling. A standard scaling is

Inserting these expressions in the governing PDE leads to

1.3. Heat Transfer in a Two-Material Domain

Heat Transfer in a Two-Material Domain

1. Heat Transfer Problems

temperature is suddenly increased to T1 > T0 at the black segment on the left

Solution of Problem 1.3

We have used that the material is heterogeneous with a space-varying heat

1.3. Heat Transfer in a Two-Material Domain

Scaling. Let L be a characteristic length of the domain. Here we may take

where q can be either , %, or Cp .

1. Heat Transfer Problems

1.4. Transient Heat Conduction in Soil

Transient Heat Conduction in Soil

if we neglect any heat sources (e.g., no significant radioactive heat generation)

1. Heat Transfer Problems

y = const and z = const (of a 3D box) we set T /n = 0 as a symmetry or

1.4. Transient Heat Conduction in Soil

where is a dimensionless number:

The other time scale, tc = 1 , leads to

1. Heat Transfer Problems

For x > xc , the amplitude of the surface oscillations in T is reduced by 95

Transient Heat Conduction in a 2D Geometry

1.5. Transient Heat Conduction in a 2D Geometry

= ha (T Tm A sin t) on outer boundary,

1. Heat Transfer Problems

will therefore govern symmetry lines. The geometry is seen to be symmetric

Heat Transfer in Pipeflow

A fluid is flowing in a straight pipe with a constant cross section depicted

1.6. Heat Transfer in Pipeflow

Derive a mathematical model for the temperature distribution T (x, y, t) for

and hence the dissipation term becomes

The equation for T can now be written

1. Heat Transfer Problems

The equation for T can therefore be expressed as follows for a power-law

Transient Heat Conduction in a 2D Geometry