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Abstract. Terms from the transport equations of the grid-scale (GS) and
subgrid-scale (SGS) kinetic energy are analyzed both instantaneously and
statistically in order to understand the role of the coherent vortices in the
GS/SGS interactions in free shear ows. In the end, a new light emerges
on the role played by these structures in these complex processes. The
implications for SGS modeling are discussed.
1. Introduction
The interactions between large and small scales of motion have always been
one of the key subjects of turbulence theory, but assume the most impor-
tant relevance in Large-Eddy Simulations (LES) where only the large scales
of motion are explicitly calculated and the eect of the small scales on the
large scales of motion has to be accurately modeled. Due to this nature of
the problem, development of subgrid-scale models draws heavily upon the
present understanding of grid/subgrid-scale (GS/SGS) relationships. An-
other point that begins to receive increasing attention is the inuence of
the coherent structures on the GS/SGS interactions (Piomelli, Yu & Adrian
(1996) Horiuti (1997) O'Neil & Meneveau (1997)). Coherent structures
naturally arise in many turbulent ows and are known to be responsible
for most of the transport of mass and momentum, whence their high im-
portance in turbulence.
The present study focuses on understanding the eect of coherent struc-
tures upon GS/SGS interactions. This problem was analyzed in great detail
by da Silva & Metais (2001) in the far eld of a fully developed turbulent
2 CARLOS B. DA SILVA AND OLIVIER ME TAIS
plane jet. Here we complete the picture given there, by analyzing also the
transition region. Two plane jet Direct Numerical Simulations (DNS) were
carried out, upon which a box or top hat lter was applied to separate the
GS from the SGS. Using these computations as data bank, each term of
the transport equations for the GS and SGS kinetic energy was analyzed,
both statistically and topologically to understand their relation with the
ow coherent structures. Since the type of vortical structures found in plane
jets are not unique to plane jets, the conclusions from the present work can
be extended to a large class of free shear ows.
The article organization is as follows. Section 2 reviews the main GS/SGS
physical relations used as starting point for this work. Section 3 details the
numerical method, physical and computational parameters used in the two
simulations. The main results from the analysis of the impact of the coher-
ent structures upon the GS and SGS dynamics in the far eld of the plane
jet are presented in section 4.1. Finally, the more important results from
the same analysis in the transition region of the plane jet are discussed in
section 4.2.
2. Problem formulation
The eect of the coherent structures upon the local GS/SGS interactions,
in the physical space, will be analyzed looking into the several terms of the
GS and SGS kinetic energy transport equations. The separation between
the GS (f < (x)) and SGS (f >(x)) part of any ow variable f (x) = f <(x) +
f >(x), is obtained through a spatial ltering operation dened as f <(x) =
R
f (x )G(x ; x )dx , where G(x) is a lter function of width . The
0 0 0
transport equation for (twice) the GS kinetic energy, u<i u<i , is given by,
@u<iu<i + @u<i u<i u<k = ;2 @ (p< u<)
k
| @t
{z } | @x {zk }
@x
| k {z }
I II III (1)
< @u<
+ @x@ ( @x@ (u<i u<i )) ;2 @u i i ;2 @ (ik u< ) +2 ik S <
| k k @x k @xk} |@xk {z i } | {z ik}
{z
IV
} | {z
V VI V II
and the transport equation for the SGS kinetic energy, ii is,
@ii + @ (ii u<k) = @ ;(u u )< u< ; (u u u )< +2 @ ;p<u< ; (pu )<
@t
| {z } @x
| {zk
@x i i k
} | k
i i k @x
{z
k
}
k
| k {z }
V III IX X ! XI
+ @x@ ( @x@ ii ) +2 @ui @ui < ; @u<i @u<i +2 @ ( u<) ;2 S < :
| k {z k }
@xk @xk @xk @xk @xk {zik i } |ik{z ik}
XII
| {z } |
XIV XV
XIII
(2)
GRID/SUBGRID-SCALE INTERACTIONS 3
<
Here p< means p forconvenience, ij = (ui uj )< ; u<i u<j is the SGS
< @u<j
stress tensor, and Sij< = 21 @u@xj + @xi the GS rate of deformation tensor.
i
In equation (1) terms I and II account for the total (local and convective)
variation of GS kinetic energy. Terms III and IV account for the diusion of
GS kinetic energy by pressure/velocity interactions and molecular viscosity,
respectively. Term V is the local GS kinetic energy dissipation due to the
molecular viscosity. The terms VI and VII involve the subgrid-stress tensor
ij and are directly related to the kinetic energy exchanges between GS and
SGS. Term VI (GS/SGS diusion) represents a redistribution of GS kinetic
energy by GS velocity and SGS stresses interactions. The GS/SGS transfer
(term VII), also called subgrid-scale dissipation, represents the transfer of
kinetic energy between GS and SGS. If 2ik Sik< < 0, the term is a sink
for the GS kinetic energy as energy ows from GS to the SGS (forward
scatter). If 2ik Sik< > 0, term VII is a source and the kinetic energy ows
from the SGS to the GS (backward scatter).
In equation (2) terms VIII, IX represent the local and convective vari-
ation of the SGS kinetic energy, respectively. The diusion caused by the
local turbulence level on the SGS kinetic energy is represented by term X
(SGS turbulent transport). Term XI is the SGS pressure/velocity interac-
tions and XII is the SGS viscous diusion. Term XIII (SGS viscous dissi-
pation) represents the end of the energy cascade process where molecular
viscosity nally dissipates the remaining SGS kinetic energy.
It is important to notice that the terms XIV and XV are respectively
the counterparts of the terms VI and VII. Since these terms appear in both
equations with opposite signs, they represent the kinetic energy exchange
between the GS and SGS. Terms VI and VII involve the subgrid-scale stress
tensor and an inaccurate modeling of these two terms will yield an incorrect
representation of the energetic exchanges between GS and SGS.
3. Numerical method and DNS parameters
The code used here is a highly accurate nite dierence, incompressible
Navier-Stokes solver which uses combined Pseudo-spectral and 6th order-
compact schemes for spatial discretization. The time advancement is made
with an explicit, 3 step, 3rd order, low storage Runge-Kutta time stepping
scheme. Pressure-velocity coupling is solved with a fractional step method
that insures incompressibility at each sub-step of the Runge-Kutta time ad-
vancing scheme. The inlet condition is made by prescribing a velocity prole
at each time step. This inlet velocity contains a mean part based on a hy-
perbolic tangent prole (Stanley & Sarkar(1999)) plus a three-component
uctuating velocity with prescribed spectra following the statistical charac-
teristics of isotropic turbulence. The outlet condition is of a non-reective
4 CARLOS B. DA SILVA AND OLIVIER ME TAIS
type.
Two simulations were carried out in this work. The rst simulation
(DNS1) aimed at studying the GS/SGS interactions in the far eld of the
fully developed turbulent plane jet. The second simulation (DNS2) deals
with the transition region. In both simulations the Reynolds number based
on the inlet slot-width was Reh = 3000 and the initial shear layer mo-
mentum thickness was chosen to have h= = 20. In DNS1 the maximum
amplitude of the inlet noise was 10% of the mean inlet velocity. This high
amplitude noise forces a quick transition to turbulence which makes the jet
to attain the self-similar state before the end of the computational domain.
In DNS2 the maximum noise amplitude was set to 3% and a sinusoidal forc-
ing with a frequency corresponding to the Strouhal number Strh = 0:33,
was also added to the mean and noise inlet proles. For DNS1 the total
number of grid points was (241 216 60) which allowed a domain box of
size Lx = 13:33h, Ly = 12h and Lz = 3:32h in the streamwise, normal and
spanwise directions, respectively. DNS2 was carried out with (20118050)
points in a domain box with Lx = 11:11h, Ly = 10h and Lz = 2:77h.
To study local interactions between GS and SGS only a localized lter
can be used. A box or top-hat lter was used throughout all this work to
separate GS from SGS although it was checked that the Gaussian lter
leads to similar results. Two lters were used, with lter widths equal to
1 = 3x and 2 = 5x.
4. Local grid/subgrid-scale interactions
A picture of the vorticity modulus for DNS1 simulation is given in gure 1.
The ow appears to be quite smooth until about 3h. Between 3 < x=h < 6
the rst two Kelvin-Helmholtz vortices can be observed both in the upper
and lower shear layers. In agreement with the observations of Thomas &
Prakash (1991) for a near top-hat initial velocity prole, the upper and
lower Kelvin-Helmholtz vortices appear rst symmetrically with respect
to the centerline (x z ) plane showing a preferential amplication of the
varicose mode, but further downstream they exhibit an asymmetrical ar-
rangement due to the growth of a sinuous mode.
An extensive validation was carried out by da Silva & Metais (2001) for
this simulation. Very good agreement was found between several one-point
statistics from DNS1 and experimental values from the far eld region in
turbulent plane jets and other direct numerical simulations. The character-
istic frequencies corresponding to the shear-layer mode and the preferred
mode were also recovered. The self-similar regime was found to begin at
about x=h 10. The validation results showed also that: i) in the far eld
self-similar regime, the ow is statistically isotropic, as far as second order
moments are concerned and ii) the computed values for the Kolmogorov
GRID/SUBGRID-SCALE INTERACTIONS 5
Figure 2. Top view of the lower shear layer (y=h < 0) of the plane jet in the far eld
region of the turbulent plane jet (from x=h = 5:5 to x=h = 12:2). Isosurfaces of low
pressure (left). Isosurfaces of positive Q (right).
Figure 3. Isosurfaces of positive Q in the lower shear layer (light grey) and Subgrid-scale
kinetic energy (dark grey). Top view. Q was made transparent (70% opacity) to help
visualizations. The gure corresponds to the same instant as in gure 2 (left). Joint PDF
of SGS kinetic energy and vorticity modulus, in the far eld region of the plane jet (right).
Figure 4 shows proles of averaged terms from equation (1) in the far
eld of the turbulent plane jet (x=h = 11). The averaged value of term I
is zero everywhere since the ow is statistically stationary. Here it can be
seen that, in the mean, terms II (GS kinetic energy advection), III (GS
pressure/velocity interactions), VI (GS/SGS diusion and VII (GS/SGS
GRID/SUBGRID-SCALE INTERACTIONS 7
Figure 4. Proles of averaged terms from equation (1) in the far eld of the turbulent
plane jet (left). Probability density functions (PDF) of terms VI and VII from equation
(1). in the far eld of the turbulent plane jet (right).
transfer) are clearly dominant. Conversely, the terms V (GS viscous dis-
sipation) and IV (GS viscous diusion) are, on the average, negligible.
This is what one may expect to obtain in a well resolved LES where the
eects of molecular viscosity are irrelevant for the dynamics of the GS.
Again as expected term VII (GS/SGS transfer) is found to be quite sig-
nicant and always negative which, with the sign convention used here
corresponds to a mean kinetic energy transfer from GS to SGS (forward
scatter). Surprisingly, the averaged term VI (GS/SGS diusion) displays
extrema of the same order of magnitude as term VII and changes from
average forward scatter in the central ow region, into mean backscat-
ter values at the edge of the shear layer. This term has always been as-
sumed to be negligible for the GS dynamics (Meneveau & Katz (2000)
Akhavan, Ansari, Kang & Mangiavacchi (2000)) because it represents a
diusion term that integrates to zero over the whole domain. The small
importance of this term in wall bounded ows was veried by Balaras &
Piomelli (1994). A possible explanation for the high mean values of this
term here could be the fact that the transport terms are much more im-
portant in free ows than in the case of wall bounded ows.
A measure of the local intensity of all the terms from equation (1) is
provided by their root-mean square (rms) values. The local intensities of
terms II and III (rmsII = 101:37 10 3 and rmsIII = 24:14 10 3 ) are
; ;
much larger than all the other terms. At a second level of importance come
the terms VI (rmsV I = 4:10910 3 ) and VII (rmsV II = 0:28510 3 ). The
; ;
Figure 5. Isosurfaces of positive Q (light grey) and positive (dark grey) and negative
(dark) values of term III. The gure corresponds to the same instant as in gure 2.
GRID/SUBGRID-SCALE INTERACTIONS 9
Surprisingly it was observed that term VII (GS/SGS transfer) does
not show any sign of correlation with the coherent structures, unlike what
was shown by O'Neil & Meneveau (1997) and Horiuti (1997). This may
be caused by the fact that the present simulation corresponds to a fully
developed turbulent ow conguration. O'Neil & Meneveau (1997) had
suggested this possibility. However, in a transitional ow where the level of
small scale turbulence is not yet very high, very good correlation between
term VII and the streamwise structures could be seen as in the above cited
references (see section 4.2).
Figure 6. Isosurfaces of positive Q (light grey) and positive (dark grey) and negative
(dark) values of term VI. The gure corresponds to the same instant as in gure 2.
Figure 7. Proles of averaged terms from equation (2) in the far eld of the plane jet
(left). Joint PDF of vorticity modulus and term XIII (right).
Figure 8. Isosurfaces of positive Q (light grey) and positive (dark grey) and negative
(dark) values of term XIII. The gure corresponds to the same instant as in gure 2.
Figure 9. Isosurfaces of positive Q (light grey) and positive (dark grey) and negative
(dark) values of term IX. The gure corresponds to the same instant as in gure 2.
4:109 10 3 ). The high local magnitude (rms) of the term IX (SGS ad-
;
rmsXIII = 0:0384 10 3 . The rms values show that the remaining two
;
Figure 10. Joint PDF of terms VII and XIII (left). Joint PDF of terms VI (=-XIV) and
X (center). Joint PDF of terms VIII+IX and XIII+XV (right).
Turning now into the spatial localization of the dominant terms for the
SGS dynamics, visualizations of the spatial distribution of the SGS viscous
dissipation (term XIII - see gure 8), show that the higher (negative) values
are located right at the core of the ow vortices. This can also be veried
with the joint PDF of term XIII and the vorticity norm (gure 7) and with
their correlation coecient (C(wn XIII ) = ;0:578). Thus, the vortex core
region of the coherent structures is a sink for both GS and SGS kinetic
energy. Another important question is related to the \local equilibrium
assumption". Within this hypothesis it is supposed that there is a local
balance between the GS/SGS transfer (term XV=-VII) and SGS viscous
dissipation (term XIII). This hypothesis constitutes the basic assumption of
several SGS models such as, for instance, the Smagorinsky and the dynamic
Smagorinsky models. As was seen above, and as expected, terms XV and
XIII are in statistical equilibrium. However, the comparison of their spa-
tial localization cleary revealed that this equilibrium is not veried locally.
The SGS viscous dissipation acts within the core of the vortices, whereas
the GS/SGS transfer takes place almost randomly in space and can be
an energy source (forward-scatter) or an energy sink (backward-scatter) in
equation (2). Thus, the energy transmitted to the SGS at a given location,
is not going to be dissipated by molecular viscosity at that same location.
The joint PDF of both terms is shown in gure 10. Their correlation co-
ecient is only C(V IIXIII ) = 0:403. Although there is some correlation
between the terms, its relatively low level conrms the failure of the local
equilibrium assumption.
Visualizations of term X (not presented) show that it has a strong re-
semblance with term VI (=-XIV). This can be seen in the joint PDF of both
terms shown in gure 10. Their correlation coecient is C(V IX ) = 0:967.
Therefore, in equation (2) terms X and XIV are in local and statistical equi-
librium. However, it was observed that this balance is not veried within
the transition region (see section 4.2) of the jet. Indeed, the level of small
scale turbulence has to reach a certain level for the SGS turbulent diusion
GRID/SUBGRID-SCALE INTERACTIONS 13
to start acting eciently. This remark is important because it means that
terms X and XIV, which otherwise could be neglected since they cancel out
each other, have to be kept in equation (2) when dealing with transitional
ows.
The topology of term IX (SGS advection) is visualized in gure 9. The
picture clearly shows the existence of a connection between the vortex struc-
tures and the regions of high negative/positive values of term IX. Now, as
it was seen before this term has high local values. This gives an explanation
for the failure of the \local equilibrium assumption". Indeed, a very high
local SGS kinetic energy advection will transport energy received from the
GS to another location before the viscosity will have time to act. A tenta-
tive demonstration that this is actually what is happening here, will now be
given. From the previous discussion concerning the global and local intensi-
ties of the various terms of equation (2) and since terms X and XIV cancel
out (in the far eld region only), a good approximation of this equation
should be obtained with,
!
@ii + @ (ii u<k ) 2 @ui @ui < ; @u<i @u<i ;2 S < :
ik
| {z ik}
|@t
{z } | @x {zk }
@xk @xk @xk @xk (3)
V III IX
| {z } XV
XIII
In gure 10 the joint PDF of terms VIII+IX and XIII+XV shows that
there is a good local correlation between the two sides of this equation.
The coecient is C(V III +IXXIII +XV ) = 0:572. Given the fact that terms
XI and XII can be neglected and that terms X and XIV cancel out this
shows unambiguously that (3) is a good local approximation to the lo-
cal SGS dynamics. This demonstrates that it is mainly by SGS advection
(term IX) and eventually local temporal variation of the SGS kinetic energy
(term VIII) that compensates the lack of local equilibrium between terms
XIII and XV. This illustrates one of the main diculties of SGS model-
ing. It would be interesting to investigate the consequences of this (wrong)
\local equilibrium assumption" on the vortical structures resulting from
Smagorinsky and dynamic Smagorinsky LES computations.
4.2. TRANSITION REGION IN A TURBULENT PLANE JET
In this section GS/SGS local interactions will be analyzed during a forced
transitional plane jet - DNS2. The forcing was made with a varicose mode
in order to get clear Kelvin-Helmholtz and streamwise structures, which
are typical of transitional free shear ows, right from the start of our com-
putational domain. Figure 11 displays isosurfaces of positive Q showing the
main features of DNS2. The Kelvin-Helmholtz vortices evolve in symmet-
ric positions at the upper and lower shear layers. The rst merging of a
Kelvin-Helmholtz vortex pair takes place at x=h 5. A second merging
14 CARLOS B. DA SILVA AND OLIVIER ME TAIS
Figure 11. Isosurfaces of positive Q in the plane jet for DNS2. Side view (top). Top
view (bottom).
Figure 12. Isosurfaces of positive Q, (light grey) and terms from equations (1) and
(2), from DNS2. The Q isosurface corresponds to Q = 4:50 and was made transparent
(70 % of opacity) in order to help visualization of the terms. Dark/dark grey isosurfaces
represent positive/negative values, respectively. Term VI (top) Term VII (center) Term
X (bottom).
Figure 13. Velocity vectors (v w), and contour regions of particularly strong GS/SGS
transfer (term VII) and GS/SGS diusion (term VI) in a plane normal to the plane jet
streamwise direction.