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J. M. McDonough

Departments of Mechanical Engineering and Mathematics

University of Kentucky, Lexington, KY 40506-0503

E-Mail: jmmcd@uky.edu

ABSTRACT

The basic mathematical nature of low-dimensional models hints at existence of interesting sequences of bifurcations

that could result in drastic changes in model behavior as critical points in parameter space are crossed. In the

present study an analysis technique based on construction of bifurcation diagrams is described and employed to

analyze a specific class of such models for H2 O2 combustion. These models consist of discrete dynamical systems

(DDSs) derived directly from the governing equations of fluid motion, thermal energy and species concentrations

and provide good representations of physical behavior on small spatial scales, and for short times; they are employed

as part of large-eddy simulation (LES) subgrid-scale (SGS) models of turbulent combustion in a framework not too

different from that of linear eddy models and one-dimensional turbulence models. Bifurcation diagrams displaying

changes in generic temporal behavior of temperature, species concentrations, various statistical correlations and scalar

dissipation will be presented and cast in a physical context. These show the wide range of bifurcation sequences

exhibited by the DDS, and at the same time the significant range of bifurcation parameter values over which nondivergent (and hence, useful for modeling) behavior can be achieved. It is concluded that a SGS modeling approach

based on low-dimensional discrete dynamical systems holds significant potential in LES of combustion.

INTRODUCTION

Low-dimensional models of combusting systems have received considerable attention in recent years motivated by

efficiency of calculation arising from their use and thus the improved ability to perform more realistic simulations

of engineering importance, and many different approaches have been employed for their construction (see, e.g., Nafe

and Maas [1], Blasco et al. [2], Bhattacharjee et al. [3]). Despite their low dimsionality, such systems are typically

nonlinear, and this implies a potential for bifurcations as physical parameters are varied. Indeed, bifurcations are

observed in physical combusting systems; so if a low-dimensional model is unable to replicate these, then it is

important to employ such a model only far away from any bifurcation points. In light of the importance of this

straightforward idea, it is somewhat surprising that little has previously been done along these lines, although it is

noted in [3] that reduced mechanisms are generally valid only locally in space and time. In the present work we

report results from such a study performed in the context of a specific low-dimensional model of H 2 O2 combustion

consisting of a discrete dynamical system (DDS) derived directly from the physical governing equations and first

introduced by McDonough and Zhang [4]. This is a particularly appropriate model for the present study because

as will be evident below, it produces many different bifurcation sequences and thus poses significant difficulties

in locating these and comparing the corresponding behaviors with actual physics. We will conduct this study by

constructing bifurcation diagrams (also termed regime maps herein) similar to those introduced for a simpler

H2 O2 mechanism by Holloway et al. [5]. But here more emphasis will be placed on the nature of the bifurcation

sequences and the relationship of these to physical parameters of the system.

The remainder of this paper consists of the following parts. In the next section we briefly recall the governing

equations and the low-dimensional system derived from them for the specific nine-step H2 O2 mechanism being

considered. We then present a section of results focusing on bifurcation diagrams and statistical properties of the

low-dimensional system. In a final section we summarize the work and draw some conclusions.

ANALYSIS

In this section we note the governing equations being considered, outline derivation of the discrete dynamical system

that comprises the low-dimensional model that we study, and then introduce the form of this model corresponding

to a particular reduced mechanism for H2 O2 combustion. We then briefly describe the method employed to identify

sequences of generic behaviors of this low-dimensional model.

The governing equations are, of course, a system of partial differential equations (PDEs) consisting of the Navier

Stokes (N.S.) equations of fluid motion, the thermal energy equation and equations for species transport. These

are well known, so for the sake of brevity we refer the reader to any of a large number of references (e.g., Libby and

Williams [6] and others) for details.

Derivation of the DDS has also been described in several earlier works (Refs. [4, 5] and McDonough and Huang [7]),

so we will only outline the steps here and provide the final form of the equations. This begins with prescribing Fourier

representations for all dependent variables followed by substitution of these into the governing equations. Inner

products of these equations with the basis functions of the Fourier representations are constructed, and the resulting

Galerkin ordinary differential equations (ODEs) are decimated to a single wavenumber. These ODEs are then

formally integrated with Euler numerical methods, and in the case of the momentum equations two transformations

(one first introduced by May [8], and the other by McDonough and Huang [7, 9]) are performed to cast these into a

form resembling coupled logistic maps. The result of all this, in the case of two space dimensions, is conversion of

the original N.S. PDE system to the following system of algebraic equations:

a(n+1) = u a(n) 1 a(n) u a(n) b(n) ,

b(n+1) = v b(n) 1 b(n) v a(n) b(n) + T c(n) ,

" N

!

#

Ns

s

X

X

(n+1)

(n+1)

(n+1)

(n+1)

(n)

c

=

T di d i

uT a

vT b

c

Hi i /(1 + T ) + c0 ,

i=1

(n+1)

di

with

(1a)

(1b)

(1c)

i=1

(n)

= Yi + uYi a(n+1) + vYi b(n+1) di + i + di,0 ,

i =

Nr

X

j=1

"

Cf,ij

Ns

Y

`=1

0

d` j,`

Cb,ij

Ns

Y

`=1

00

d` j,`

i = 1, 2, . . . , Ns ,

#

(1d)

(2)

Here, superscripts (n) denote time step (or map iteration) index; a, b, c and the di s can be viewed (heuristically)

as Fourier coefficients of the two velocity components, temperature and the species concentrations, respectively;

the subscripted s, s, etc., are bifurcation parameters of the DDS, all of which are related to the various physical

bifurcation parameters of the scaled governing equations. For example, u and v are (the same) functions of the flow

Reynolds number (see [9]); T is related to the Rayleigh or Grashof number; T di contains Schmidt and Lewis number

information, and the Hi are associated with specific enthalpies for each species i. The Cf,ij , Cb,ij can be related to

Kolmogorov-scale Damk

ohler numbers and, in particular, are associated with forward and backward specific reaction

rates. The various s correspond to velocity, temperature and species concentration gradients (as would be available

from resolved-scale results in a complete LES). For example, u uy , uT Tx (subscripts x and y indicate partial

differentiation), etc. The di,0 s and c0 are high-pass filtered species concentrations and temperature, respectively (also

obtained from the resolved-scale calculation), about which the subgrid-scale behavior fluctuates. In Eqs. (1), (2),

00

0

are stoichiometric mole

and j,`

Nr and Ns are, respectively, number of reactions and number of species, and j,`

numbers for reactants and products corresponding to species ` in reaction j. Finally, we remark that in the present

form of the model we assume constant pressure and calculate fluctuating density from the equation of state, rather

than from a discrete form of the continuity equation.

We now present the reduced kinetic mechanism to be studied and specialize Eqs. (1), (2) to this case. We employ

a nine-step mechanism for the H2 O2 reaction consisting of the following:

H2 + O2 HO2 + H

(3a)

O2 + H OH + O

H2 + O OH + H

(3b)

(3c)

HO2 + H OH + OH

(3d)

OH + M H + O + M

OH + O O2 + H

(3e)

(3f)

OH + H + M H2 O + M

H2 + OH H2 O + H

(3g)

(3h)

H2 O + H H2 + OH

(3i)

These reactions have been taken from among the 17 elementary H2 O2 reactions listed by Peters and Rogg [10].

We have selected these according to the following constraints. First, we have chosen reaction (3a) as the initiation

step following discussions in Glassman [11], and we have attempted to minimize the number of reactions requiring

a third body, denoted as M. Second, to the extent possible within the context of constructing a reasonable reaction

mechanism, we have tried to impose the constraint that overall consumption nearly equals overall production of

species other than reactants (H2 and O2 ) and product (H2 O). With regard to this, we note that this does not imply

such a detailed balance actually exists in the context of the resulting DDSs; it is merely an heuristic leading to a

well-defined process for selecting the reactions; other approaches could be used. Next, because we have typically

considered combustion of H2 with N2 dilution (and/or in air), the third body M is taken to be N2 . Fourth, the order

of evaluation of the equations comprising the DDS model is consistent with the ordering of the above elementary

reactions. In particular, we are able to at least in part model a reaction pathway by requiring any intermediate

species to already be present before they can be used in subsequent elementary reactions.

To construct the DDS corresponding to this reduced mechanism we derive an iterated map for each product

appearing in each elementary reaction. Each iterated map is of the general form of Eq. (1d) and the formula (2) for

i following it. But now in this latter expression Nr = 1, and backward reactions are treated separately as forward

reactions (with the backward reaction rate). Thus, the individual maps are quite simple. To fix notation we make

the following identifications:

d1 H2 , d2 O2 , d3 H2 O , d4 OH , d5 H , d6 O , d7 HO2 , d8 N2 .

(4)

We now carry out the details for the initiation reaction Eq. (3a). We first observe that reaction (3a) yields

two products; there must be an iterated map for each of these. The first product in reaction (3a) is HO 2 , so the

corresponding DDS is

(n)

(n+1)

(5)

d7

= Y7 + uY7 a(n+1) + vY7 b(n+1) d7 + 7 + d7,0 ,

with

7 = Cf,7,1 d1 d2 ,

00

and Cf,7,1 = 7,1

W7

kf,1 .

W1 W2

Here, the Wi s are species molecular weights, and kf,1 is the specific (forward) reaction rate for reaction (3a). Similarly,

the second product of reaction (3a) is atomic hydrogen corresponding to d 5 . Thus, the DDS is

(n)

(n+1)

(6)

d5

= Y5 + uY5 a(n+1) + vY5 b(n+1) d5 + 5 + d5,0 ,

with

5 = Cf,5,1 d1 d2 ,

00

and Cf,5,1 = 5,1

W5

kf,1 .

W1 W2

Of the nine elementary reactions listed above, seven lead to two products each, and only two result in a single

product. In addition, two reactions contain the third body M whose concentration we assume to remain unchanged,

and whose presence is taken into account via a reaction efficiency. Hence, there must be a total of 16 iterated maps

in the complete DDS for the chemical reactions. These are all obtained as just demonstrated for the first reaction,

and for the sake of brevity we will not present details for the remaining ones.

It is important to consider the number of iterations undergone by each map comprising this overall low-dimensional

system during one velocity time step. One of the features of the present approach is its ability to directly account

for different reaction rates of the individual elementary reactions comprising a kinetic mechanism and relate each

of these to the time scale of the hydrodynamic turbulence. This is done by calculating the Kolmogorov-scale

Damk

ohler number DaK for each elementary reaction using its specific reaction rate to obtain a chemical time scale,

and employing an input hydrodynamic turbulence time scale (which in practice would be automatically estimated

from local resolved-scale flow field results). Then (in the case of DaK > 1 which we consider here) for each velocity

time step (map iteration) a number of iterations proportional to DaK is performed for each reaction (i.e., for the

species maps corresponding to products of that reaction). In fact, in a complete LES employing the present approach,

this would be done at each discrete point of the large scale, and for each resolved-scale time step.

The system of 19 DDSs consisting of Eqs. (1a)(1c) and the additional 16 equations of the form (5), (6) produces

fluctuating, turbulent-like time series (see Ref. [4]). These must be analyzed as various bifurcation parameters are

changed in order to characterize generic behaviors of the system. There are, of course, many possibilities for doing

this. Because it is expected that at least some combinations of bifurcation parameters might lead to chaotic behaviors,

one might consider employing a fractal dimension (e.g., correlation dimension) or Lyapunov exponents to establish

a characterization. But even in the context of parallel supercomputers, run times needed for these methods are far

too great, and neither approach is completely automaticboth serious disadvantages when at least O(10 6 ) time

series must be analyzed. An alternative is to employ power spectral analysis. As has been described in detail in

Ref. [9], the DDS of the form Eqs. (1a), (1b), termed the poor mans NavierStokes (PMNS) equation, exhibits

14 distinct, well-defined characteristic behaviors that can be uniquely identified using their power spectral density

(PSD), so what is required is an automatic procedure for analyzing PSDs to establish a specific characterization for

each time series corresponding to a unique combination of bifurcation parameters. It turns out that this is relatively

easy, and very efficientit represents a quite simple image-processing (identification) problem, and this has been

employed in numerous studies beginning with McDonough et al. [12] to construct regime maps as will be presented

below.

RESULTS and DISCUSSION

In this section we first describe the run conditions under which all of the bifurcation diagrams have been constructed.

We then present and discuss several different ones of these (there exist essentially an uncountable infinity) that are

particularly illustrative. Following this we provide additional results associated with scalar dissipation and skewness

of passive scalars to suggest the general capabilities of the DDS.

The results presented here have been obtained in a uniform way. All bifurcation parameters are held fixed (in this

case at values that lead to a good qualitative match of data of Meier et al. [13]see Ref. [4]) except for two selected

ones that in each separate case are simultaneously varied over intervals indicated in the regime maps that follow.

Each such interval is subdivided by 501 uniformly-spaced grid points. At each such point the DDS is iterated for

50,000 steps. The last 8192 of these are used to construct the PSD of a specified variable (see figure captions) using

a standard radix-2 fast Fourier transform, and these digital results are then automatically analyzed to determine the

type of time series according to 14 possible types listed below in the upper-left part of Fig. 1. These results are then

plotted as in the remaining parts of this figure. The table to the far right-hand side provides values for all bifurcation

parameters when they are not being varied. Finally, initial values of components of the DDS are: a = 0.51, b = 0.32,

c = 0.05 and all di s set to 6% of the equilibrium concentration computed with STANJAN at a temperature of 1205

C corresponding to a location close to the axis of the H3 turbulent jet flame of Ref. [13].

22

(b)

divergent

broadband w/o fundamental

broadband w/ different fundamental

broadband w/ fundamental

noisy quasiperiodic w/o fundamental

noisy quasiperiodic w/ fundamental

noisy phase lock

noisy subharmonic

quasiperiodic

m

phase lock, N-periodic (N 2 )

subharmonic

periodic w/ different fundamental

periodic

steady

44

11

0.5

00

1-1

2-2

0

0

0.5

11

1.5

22

2.5

33

3.5

44

(c)

vY3

22

1

11

00

-1

00

2-2

-3

44

-5

-4

4

-3

-2

2

-1

00

uY3

22

44

0.125

W

i

0.01, 0.60

1.30, 3.35

0.83, 1.595

1.00, 1.02

0.65, 0.35

uY , vY

T

Tdi

g1

g2

g3

g4

g5

g6

g7

22

33

4.2, 3.0

1.20, 1.20

uY , vY

5

5

uY , vY

44

22

uT , vT

uY , vY

uY , vY

-1.5

33

uY , vY

2

2

uY , vY

-0.5

11

u, v , T

66

00

Value(s)

Yi

u , v

(a)

1-1

-1

1

Parameters

1.5

H1

H2

H3

H4

H5

H6

H7

0.65, 0.65

0.65, 0.65

0.0

gi ( uT uYi + vT vYi )

0.120

1.000

0.743

0.462

0.044

0.276

0.000

0.698

0.769

1.000

0.706

0.440

0.443

0.000

Figure 1: Regime maps of temperature and H2 O mass fraction for various combinations of bifurcation parameters;

(a) temperature vs. velocity strain rates, (b) H2 O concentration vs. strain rate and Re, (c) H2 O concentration vs.

H2 O concentration gradients.

Figure 1(a) displays behavior type of temperature time series as u ( uy ) and v ( vx ) are varied over the

indicated range, with all other parameter values fixed. It is interesting that moderate positive values of both of these

parameters lead to time series that are complex, but not always broadband, with intricate changes in behavior over

a relatively small range. We remark, however, that u and v are scaled quantities, and the range of physical strain

rates encompassed by the dimensionless parameter values shown here is very large. (Indeed, in LES of various flows

with Re as high as O(106 ), computed values of u and v do not generally exceed O(101 ).) We also see in Fig. 1(a)

that with the set of parameters employed here, simultaneous negative u , v produces divergence of the DDS; hence,

this region of parameter space would be inaccessible by a model employing this system. Ramifications of this deserve

further investigation. Finally, we see that increasingly large positive values of u , with v fixed at moderate values,

lead to an inverted bifurcation sequence resulting ultimately in steady behavior. Since u is associated with strain

rate, and the temperatures computed here correspond to small-scale fluctuations, we expect this is an indication of

extinction.

In Fig. 1(b) we display bifurcations of H2 O mass fraction time series as u ( Re ) and u ( uy ) are changed. It

is interesting to note that overall structure of this regime map is rather similar to those reported in [9] for the PMNS

equations alone, thus indicating that concentration fluctuations are generally being driven by velocity fluctuations

(and not vice versa). In general, the figure shows an increase in complexity of behavior as Re increases and, e.g.

with fixed and small |u |, goes through the typical, rather simple, Feigenbaum subharmonic bifurcation sequence.

On the other hand, very complicated sequences arise if u and u are varied simultaneouslyas would occur from

point to point in space and time in a physical flame.

Figure 1(c) presents effects of H2 O concentration gradient variation on H2 O concentration fluctuations. This

regime map is quite simple (in comparison with the preceding ones) and displays only a few basic types of fluctuation.

Over a wide range of parameter space the behavior is completely turbulent, and for the set of physical parameters

shown in the table no laminar small-scale H2 O concentration behavior exists. That is, the DDS diverges without

going through simpler periodic regimes. Nevertheless, we emphasize that other combinations of parameters lead to

simpler, stable behaviors.

6

4

Figure 2 presents two key statistical

1.5

12

(a)

(b)

properties of turbulent combustion, viz.,

3

4

scalar dissipation defined in terms of el0

1.5

emental hydrogen mixture fraction,

2

(YH YH,o )/(YH,f YH,o ), and skewness of

2

the temperature derivative T /y. Part

1

(a) of the figure shows the first of these

0

computed as = hD()2 i, where D

0

is a mixture-averaged diffusion coefficient,

2

and h i denotes a time average. The spa1

tial derivatives needed to compute are

2

2

0

4

4

1

0

1

2

3

4

u

uY

obtained via Taylors frozen flow hy3

pothesis.

Figure 2: Scalar dissipation and temperature derivative skewness; (a)

It is interesting to recall the experiscalar dissipation , (b) skewness of T /y.

mental results of Nandula et al. [14] for

H2 air jet flames collected in a Re range

of 500014000. These data show a range of values for between 0 and 15 from measurements taken at two axial

locations and numerous corresponding radial locations. It is clear that our range of values 0 to 12 obtained with all

bifurcation parameters fixed but two (and thus a limited range of accessible physics) demonstrates the ability of this

low-dimensional model to at least qualitatively replicate scalar dissipation. It should also be noted that the computed

results show the largest values of when one bifurcation parameter is relatively large and the other somewhat near

zero. Locating these regions of high on the regime map Fig. 1(c) indicates that computed scalar dissipation is

strongest in areas of broad-band behavior. In addition, if we note that uY3 YH2 O /x and vY3 YH2 O /y, we

recognize that peak predicted values of occur in regions of the contour plot that would correspond to the reaction

zone of a physical flame.

Skewness of passive scalars is one of the important statistical properties used to characterize turbulent flow and

thus has been widely studied (see the review by Warhaft [15]). In Fig. 2(b) we present a contour plot of skewness of

the temperature derivative, defined as s h(T /y)3 i/h(T /y)2 i3/2 , where, again, the Taylor hypothesis has been

used to obtain spatial derivatives from the time series for T produced by the DDS. Typical experimentally-observed

values of s are in the range 1.75 to 1.75, and the figure shows that for the conditions used for the calculations

reported here computed values are well within this range. Furthermore, we see that the highest values correspond

to a region of chaotic, but not completely broad-band behavior shown on Fig. 1(a). This too is in accord with both

theory and experimental observation. In particular, it is well known that skewness is generally largest at relatively

low Taylor microscale Reynolds numbers, Re , and decays (in magnitude) to a value of 0.8 as Re increases (see

Sreenivasan and Antonia [16]). But in addition, theory indicates that s 0 as Re , and this is indeed observed

experimentally for high-pass filtered data. Figure 2(b) displays such a decay in magnitude and approach to zero as

u and/or v become large. We note that a detailed interpretation (in Fourier space) of these bifurcation parameters

(see [12]) includes a factor of wavenumber, and hence the observed effect appearing in high-pass filtered data.

6

vY

-1

-2

-1

-3

-5

-4

-3

-2

-1

-1

In this paper we have introduced a low-dimensional model of turbulent combustion of H2 and O2 consisting of a

discrete dynamical system derived directly from the governing equations. We then described a technique for efficiently

identifying bifurcation sequences of DDSs via analysis of the PSDs of their time series, and we presented several

interesting cases demonstrating its use. We then provided limited results comparing statistical quantities derived

from time series of the DDS using Taylors hypothesis to obtain approximations of spatial derivatives. These results

are in at least general qualitative agreement with both experiment and theory.

There are two main conclusions to be drawn from the results of this study. First, the analysis technique introduced

provides an efficient, automatic characterization of even very complicated bifurcation sequences (more than threequarters of a million separate cases were analyzed to obtain the presented results) leading to a detailed, if not complete,

understanding of behavior of the DDS in response to changes in its physically-based bifurcation parameters. Second,

statistical results obtained from the DDS time series are in quite good agreement with both theory and experiment

suggesting that this modeling approach could potentially be very effective in the context of constructing LES subgridscale models. Moreover, these results seem sufficiently faithful to begin considering their use in real-time control of

turbulent combusting systems.

Acknowledgements

The author expresses his gratitude for support provided by NASA/EPSCoR Grants WKURF 515107-04-14 and

596217-05-09.

References

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1726.

[2] J. A. Blasco, N. Fueyo, C. Dopazo and J.-Y. Chen, A self-organizing-map approach to chemistry representation

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[3] B. Bhattacharjee, D. A. Schwer, P. I. Barton and W. H. Green, Jr., Optimally-reduced kinetic models: reaction

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[8] R. M. May, Simple mathematical models with very complicated dynamics, Nature 261 (1976) 459467.

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[11] I. Glassman, Combustion, Academic Press, San Diego (1996).

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[13] W. Meier, S. Prucker and W. Stricker, Characterization of turbulent H2/N2/air jet diffusion flames by singlepulse spontaneous Raman scattering, Combust. Sci. Tech. 118 (1996) 293.

[14] S. P. Nandula, T. M. Brown and R. W. Pitz, Measurements of scalar dissipation in the reaction zones of turbulent

nonpremixed H2 air flames, Combust. Flame 99 (1994) 775783.

[15] Z. Warhaft, Passive scalars in turbulent flows, Annu. Rev. Fluid Mech. 32 (2000) 203240.

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