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COMMUNICATIONS IN COMPUTATIONAL PHYSICS Vol. 6, No. 2, pp. 247-268 Commun. Comput. Phys. August 2009 ComplexTransitionofDouble-DiffusiveConvection in a Rectangular Enclosure with Height-to-Length Ratio Equal to 4: Part I Xian Liang1, Xinliang Li2, Dexun Fu2and Yanwen Ma2 1 Shanghai Institute of Applied Mathematics and Mechanics, Shanghai University, No. 149 Yanchang Road, Shanghai 200072, China. 2 LNM, Institute of Mechanics, Chinese Academy of Sciences, No. 15 Beisihuanxi Road, Beijing 100190, China. Received 2 June 2008; Accepted (in revised version) 29 August 2008 Available online 15 December 2008 Abstract. Thisisthefi rstpartofdirectnumericalsimulation (DNS)ofdouble-diffusive convection in a slim rectangular enclosure with horizontal temperature and concen- tration gradients. We consider the case with the thermal Rayleigh number of 105, the Pradtle number of 1, the Lewis number of 2, the buoyancy ratio of composition to tem- perature being in the range of0,1, and height-to-width aspect ration of 4. A new 7th- order upwind compact scheme was developed for approximation of convective terms, and a three-stage third-order Runge-Kutta method was employed for time advance- ment. Our DNS suggests that with the buoyancy ratio increasing form 0 to 1, the fl ow of transition is acomplex serieschanging from the steady to periodic, chaotic, periodic, quasi-periodic, and fi nally back to periodic. There are two types of periodic fl ow, one is simple periodic fl ow with single fundamental frequency (FF), and another is com- plex periodic fl ow with multiple FFs. This process is illustrated by using time-velocity histories, Fourier frequency spectrum analysis and the phase-space trajectories. AMS subject classifi cations: 65Y20, 34C28, 70K50 Key words: Double diffusive convection, transition, periodic motion, chaotic motion, high order compact. 1Introduction Double-diffusive convection motion, as a common fl ow phenomena in nature, has been studied for a long time. It exists in many procedures containing multi-physics and multi- process coupling and interaction. For instance, the global ocean circulation driven by Corresponding author. Email addresses: liangx yan (X. Liang), lixl (X. L. Li), fudx (D. X. Fu), mayw (Y. W. Ma) http:/www.global- ?2009 Global-Science Press 248X. Liang, X. L. Li, D. X. Fu and Y. W. Ma / Commun. Comput. Phys., 6 (2009), pp. 247-268 interaction of temperature and salinity, diffusion of pollution and temperature in soil contamination and atmospheric pollution, solar energy concentration, nuclear reactor cooling. Furthermore, the multi-diffusive convection exists in some special fi elds, such as the action of crystal growth and solidifi cation of metallic alloys. At present, cavity physics modeling 13, Boussinesq modeling 4,5 and k- model- ing 68 are extensively used in investigation of the double-diffusive convection prob- lem. It is mainly infl uenced by parameter set (RaT, N, Pr, Le, A) 9, where RaTis the thermal Rayleigh number, N is the buoyancy ratio of composition to temperature, Pr is the Prandtl number, Le is the Lewis number (the ratio of composition to heat diffusivity) and A is the height-to-width aspect ratio. It is far too diffi cult to have a systematic in- vestigation to cover all of the parameter set. For decades, researchers have investigated double-diffusive convection by choosing different parameter separately. Quon 9, 10, Lee4,5 and Tsitverblit 13 investigatedthemulti-cell fl ow structureand multi-stratifi ed stable regionwithvarious values of A, Le, N and different boundaryconditions. Quon9 investigated the mechanism of spontaneous, abrupt changes in thermohaline circulation in an idealized context, by using a two-dimensional Boussinesq fl uid in rectangular con- tainers with Rayleigh number up to 105. The double-diffusive convection is a strong nonlinear coupled process, which con- tains the steady fl ow, the periodic fl ow, the quasi-periodic fl ow, the chaos, and even the turbulence. A similar problem, i.e., a lid-driven square cavity fl ow, has already been in- vestigated for decades. Garcia 12 has proposed a comprehensive long term dynamic behavior of such problem. He observed that for low Reynolds numbers, the solution was stationary. For moderate Reynolds numbers, it was time periodic; and for high Reynolds numbers, the solution was neither stationary nor time periodic: the solution becomes chaotic. Some relevant papers about this topic can also be found in 12. Tsitverblit and Kit 13 reported that a vertical rectangular enclosure was characterized by com- plex steady bifurcation phenomena, containing stably stratifi ed brine and differentially heated from its side walls. Nishimura 11 has studied the Hopf bifurcation with vari- ous values of N by using the Galerkin fi nite element method. He claimed that the key mechanism for the oscillatory fl ow was that the unstable stratifi ed region of species shifts from the central part of the enclosure to the upper and lower parts and vice versa in a time-periodic sense, due to the interaction of heat and mass transfer with different dif- fusivities near the vertical walls. Recently, Papanicolaou and Belessiotis 14 reported that the unsteadiness in the laminar-fl ow regime is due to interactions between the main fl ow cells affecting the bulk of the enclosure, whereas in the turbulent fl ow regime due to thermal release and motion along the bottom surface through studying the double- diffusive natural convection in an asymmetric trapezoidal enclosure. Masuda et al. 15 reported three types of peculiar oscillating convection in porous medium, called chaotic oscillations, sudden steady state and re-oscillation in their paper. The DNS of double-diffusive convection problem has attracted considerable atten- tions. The rapid development of computing techniques provided powerful capacity to anatomize such complex problems, especially the complicate transition 9, 11,14,15 in X. Liang, X. L. Li, D. X. Fu and Y. W. Ma / Commun. Comput. Phys., 6 (2009), pp. 247-268249 the fl ow. Even the fl ow in a simple geometry aspect, square or rectangular, requires a great deal of computer efforts to solve the strong nonlinear coupled system. Therefore, it is extremely important to design highly effi cient numerical algorithms. At present, many numerical methods have been developed and applied to solve such fl ow prob- lems based on fi nite difference, fi nite volume and fi nite element methods. The fi nite vol- ume method and the fi nite element method with good conservation property have been used extensively, although accuracies are lower. The fi nite difference method has been extensively adopted in DNS for fl ow problems, such as boundary layer transition, com- pressible turbulence, multi-physics and multi-scale fl ow. The process of double-diffusive convection also includes multi-scale structures, or chaotic behaviors, which needs high order schemes to grasp as much as its minutia. Based on these requirements, high-order and high-resolution upwind compact fi nite difference schemes were constructed, which will be applied in the present numerical investigation. As a basic factor of the fl ow in enclosure, the effects of aspect ratio A have been studied by many researches 911,1618. Most researches choose A2, and a few for A 4 14. So it is interesting to investigate the fl ow characteristics, especially the transi- tion, in the enclosure for A=4. In the present paper, the buoyancy ratio, N, is varied for the rectangular enclosure of A=4 while other parameters are kept constant (RaT=105, Pr=1, Le=2). The detailed meanings of these parameters can be found in 9,11. This paper is organized as follows: In Section 2, the physical modeling, governing equations, boundary conditions and dimensionless parameters are introduced. In Sec- tion 3, a new method of fi nite difference discretization is described, together with high effi ciency segregated solution algorithm. In Section 4, the results of the numerical sim- ulations are reported, including the time-velocity histories, Fourier frequency spectrum and phase-space trajectories for N increasing from 0 to 1. 2Problem formulation The physical system consists of a rectangular enclosure as shown in Fig. 1. The top and bottom of the enclosure are considered to be adiabatic and impermeable to mass transfer. Moreover, uniform temperature and concentration differences are imposed across the vertical walls, where the thermal buoyancy force retards the compositional buoyancy force, i.e., opposing to fl ow. The media fulled in the enclosure is the same as that used in 11. As illustrated in Fig. 1, the left wall is a source, where the material and heat diffuse from the surface to- wards the bulk fl uid of binary mixture, while the other vertical wall is a sink, where the material and heat diffuse from the bulk to the surface of the wall. The whole fl uids in the enclosure fl ow move from the source to the sink continuously. The buoyancy produced by temperature difference force the fl uid fl ow upwards. Meanwhile, the buoyancy pro- duced by concentration difference force the fl uids downwards, which is a set of complex competitive system. To simplify the problem, the fl uid is considered as incompressible 250X. Liang, X. L. Li, D. X. Fu and Y. W. Ma / Commun. Comput. Phys., 6 (2009), pp. 247-268 Y X H W g Th Ch Tc Cl adiabatic and impermeable adiabatic and impermeable Figure 1: Enclosure fl ow confi guration, coordinates, and boundary conditions. and Newtonian with negligible viscous dissipations. Thermophysical properties are as- sumed to be independent and also Boussinesq approximation is utilized. According to the work of Quon 9, the followings are introduced, 1) a Cartesian coordinate X=(x,y), 2) velocity vector V=(u,v), 3) the characteristics to non-dimensionalize the equations: length scale L, the length of the enclosure, velocity scale U=(T)1/2/L, Tand being respectively the thermal diffusivity and kinematic viscosity, (while defi ne Cbeing the coeffi cient of diffusivity for the concentration), time scale =L/U, and temperature and concentration scales T and C, which are respectively the maximum temperature and concentration difference in the enclosure. The governing equations that describe double- diffusive convection in terms of the streamfunction , vorticity , temperature T and concentration C, are given as follows xx+yy=,(2.1) t+(V)=Pr2+PrRaT(TxNCx),(2.2) Tt+(V)T=2T,(2.3) Ct+(V)C=2C/Le.(2.4) The streamfunction and vorticity are defi ned as u=y,v=x,=vxuy.(2.5) X. Liang, X. L. Li, D. X. Fu and Y. W. Ma / Commun. Comput. Phys., 6 (2009), pp. 247-268251 The main dimensionless parameters are Pr=/T,the Prandtl number, RaT=gTTL3/T,the (thermal) Rayleigh number, Le=C/T,the Lewis number, N=CC/TT,the buoyancy ratio number, which are based on the following equation of state =01T(TT0)+C(CC0),(2.6) where T= 1 0 T |C0,C= 1 0 C |T0. Here T0, C0and 0are reference temperature, concentration and density, respectively. The boundary conditions are y=0 and A:u= v x =0,= 2 y2 , T y =0, C y =0, x=0: u y =v=0,= 2 x2 ,T=0.5,C=0.5, x=1: u y =v=0,= 2 x2 ,T=0.5,C=0.5. 3Numerical method 3.1The 7th-order upwind compact scheme (UDC7) In this part, a new 7th-order upwind compact scheme is developed. Consider the follow- ing model equation and its semi-discrete approximation f t +c f x =0,c=constant,(3.1) fj t +cFj=0,(3.2) where Fj is an approximation of the fi rst derivative f x. Suppose the following relations are satisfi ed between an unknown function f(x) and its fi rst derivative F(x), on seven- node uniform stencil x=xj+k,(k=3,2,1,0,1,2,3), a3fj3+a2fj2+a1fj1+a0fj+a1fj+1+a2fj+2+a3fj+3 +x(b1Fj1+a0Fj+a1Fj+1)=0.(3.3) 252X. Liang, X. L. Li, D. X. Fu and Y. W. Ma / Commun. Comput. Phys., 6 (2009), pp. 247-268 The relations between the coeffi cients ak(k=3,2,1,0,1,2,3)and bm(m=1,0,1)are derived by matching the Taylor series coeffi cients of various orders. The fi rst unmatched coeffi cient determines the formal truncation error. Finally, the following constraining system is obtained a3+a2+a1+a0+a1+a2+a3=0, (3a32a2a1+a1+2a2+3a3)+(b1+b0+b1)=0, (32a3+22a2+a1+a1+22a2+32a3)+2(b1+b1)=0, (33a323a2a1+a1+23a2+33a3)+3(b1+b1)=0, (34a3+24a2+a1+a1+24a2+34a3)+4(b1+b1)=0, (35a325a2a1+a1+25a2+35a3)+5(b1+b1)=0, (36a3+26a2+a1+a1+26a2+36a3)+6(b1+b1)=0, (37a327a2a1+a1+27a2+37a3)+7(b1+b1)=0. (3.4) There are 10 unknowns with 8 equations. The following systemof fundamental solutions containing two solution vectors can be obtained: ( 1=( 1 60, 4 15, 13 12, 8 3, 13 12, 4 15, 1 60,1,0,1), 2=( 1 120, 3 20, 19 16,1, 3 8, 1 20, 1 240, 3 4,1,0). (3.5) Therefore, any solution vector (a3, a2, a1, a0, a1, a2, a3, b1, b0, b1) of the system (3.4) can be linearly expressed by the system of the fundamental solutions (3.5), and any solu- tion vector can formulate a 7th-order compact scheme. With the requirement b1+b0+b1=1,(3.6) the following 7th-order upwind compact scheme with one free parameter, , can be ob- tained through linear combination of 1and 2as1+ 4 72: Fj+1+ 4 7 Fj+( 3 7 +)Fj1 = 1 x h ( 1 210 + 60) fj3+( 3 35 4 15 )fj2+( 19 28 13 12 )fj1 +( 4 7 + 8 3 )fj+( 3 14 13 12 )fj+1+( 1 35 4 15 )fj+2+( 1 420 + 60 )fj+3 i .(3.7) The principal term of the formal truncation error of (3.3) is tp= 314 5880 (x)8. With the initial condition f(x,0)=eikx,(3.8) Eq. (3.1) has exact solution f(x,t)=eik(xct),(3.9) X. Liang, X. L. Li, D. X. Fu and Y. W. Ma / Commun. Comput. Phys., 6 (2009), pp. 247-268253 where i= 1. With the same initial condition Eq. (3.8), one can obtain the solution of Eq. (3.2) as f(xj,t)=e kr xcteik(xjc ki t). (3.10) Corresponding to UDC7, the real and the imaginary parts of the modifi ed wavenumber are given by ki()= AC+DB C2+D2 ,kr()= ADBC C2+D2 ,(3.11) respectively, where 0=kx is the wavenumber and A=375sin()+24sin(2)sin(3), B=2401120+(3+14)?65cos()+16cos(2)cos(3)?, C=60(4+3cos(),D=60(3+14)sin(). With = 3 14, we have kr()=0 and tp=0. Consequently, (3.7) is the 8th-order-accurate symmetrical compact difference (SCD8) approximation. Supposec0 in (3.1). kr()with 3 14 0, the term f x is approximated by F+with 4 7 F+ j + 3 7 F+ j1 = 1 x h 1 210 fj3 3 35 fj2 19 28 fj1+ 4 7 fj+ 3 14 fj+1 1 35 fj+2+ 1 420 fj+3 i ,(3.14) while in the case of uN13, which indicates X. Liang, X. L. Li, D. X. Fu and Y. W. Ma / Commun. Comput. Phys., 6 (2009), pp. 247-268259 (a) u 2.93 -20 -15 -10 -5 0 5 time v 2.93 20 30 40 50 (b) Frequency Amplitude 50100150200 0 2 4 6 8 (c) u v -20-15-10-505 20 30 40 50 Figure 6: Computed enclosure fl ow at N=0.88. (a) u and v as a function of time; (b) Fourier frequency spectrum of the u velocity; (c) phase-space trajectories of v vs. u. (a) u 8.599.51010.511 -10 0 10 20 30 time v 8.599.51010.511 10 20 30 40 50 60 (b) Frequency Amplitude 50100150 1 2 3 4 5 6 (c) u v -100102030 20 40 60 Figure 7: Computed enclosure fl ow at N=0.944. (a) u and v as a function of time; (b) Fourier frequency spectrum of the u velocity; (c) phase-space trajectories of v vs. u. 260X. Liang, X. L. Li, D. X. Fu and Y. W. Ma / Commun. Comput. Phys., 6 (2009), pp. 247-268 Table 4: Fundamental frequency and its multiple frequencies for N with periodical motion, FF, FF2, FF3, FF4, FF5, FF6 denote respectively, fundamental frequency, double FF, triple FF, quadruplex FF, quintuple FF and sextuple FF. NFFFF2FF3FF4FF5FF6 0.8624.033- 0.8723.876XX- 0.8823.040XXX- 0.8922.883XXX- 0.9022.462XXX- 0.9221.187XXX- 0.9419.761XXX- 0.96416.154XXX- 0.96619.761XXX- 0.97219.271XXX- 0.97619.340XXXX- 0.9819.415XXXX- 1.019.453XXXXX that the fl ow pattern returns to the periodic fl ow in enclosure. It is necessary to point out that the fl ow is periodic when N(N13,N14)as the buoyancy increases. This seems quite strange, because the translation of the fl ow pattern is rapid within a very small interval. Fig. 8(a) shows that the time-evolution of the velocity components u and v is more com- plicated than that in N(N11,N12). Fig. 8(b) reveals that there exist subharmonics and higher multiple FF in the fl ow, while Fig. 8(c) indicates that the fl ow is periodical. Now increase N further. The fl ow turns into a new pattern, i.e., quasi-periodic mo- tion, for N(N14,N15). Fig. 9 shows some details of such motion. With increasing values of N, thefl owreturntothe periodicfl owwithadditionofanew FF,FF5(quintuple FF)for N(N15,1) . Fig. 10 demonstrates such typical fl ow structure. The values of FF and Amp of u variable can be found separately in Table 4 and Fig. 4, which indicate that the values of FF and the amplitude increase with increasing N in this interval. Fig. 11(b) shows that a new FF, FF6 (sextuple FF) adds to the fl ow, which indicates that the fl ow pattern has a signifi cant change. Fig. 11(c) shows that the phase-space trajectories are also obviously different from the former ones. The general trend of the value of FF in the interval(N1,1) decreases fi rstly and then increases slightly according to Fig. 5 and Table 4, which is as same as the trend of Ampof u. Table 4 presents the value of FF for different N and its multiple frequencies within the periodical fl ow region. It is found that when N1, there appears sextuple FF, FF6, in the fl ow exceptfor FF, FF2, FF3, FF4, FF5. That is a typical processof period doubling. Except for the high harmonics, there are subharmonics turning up in the fl ow when N=0.964 as show in Fig. 8. Table 4 also indicates that the periods increase generally, vs N for the periodic fl ow, except in the interval(N13,N14)where the periods appear a large jump. X. Liang, X. L. Li, D. X. Fu and Y. W. Ma / Commun. Comput. P
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