Chapter 11

Linearization

This chapter combines wave motion and linear stability theory. Within the
time-frame of the course, only a few simple cases can be treated, with the
purpose of illustrating mathematical techniques and important physics. Be-
cause of the ubiquitous importance of shear-layer instability, and the need for
engineers to anticipate its presence and consequences, the Kelvin-Helmholtz
problem is presented here. Also, the comparison of surface waves and inter-
nal waves appears justified as an introduction to a very broad subfield with
a common underlying technique: linearization.

11.1 Surface waves

The interface between standing water and the surrouding air is familiar
enough, as is the propagation of disturbances on the surface (Fig. 11.1)
. This is a canonical situation, involving a reference flow (here, trivally
static); a secondary flow of small amplitude that allows the linearization of
the equations; and the (imaginary) exponential solution to these equations as
propagating waves. A variant on this idea is found in linear stability theory,
of which an example appears in the next section. The student is invited to
compare the two cases carefully.
Since the primary flow is static, it is certainly irrotational, and the veloc-
ity potential is a constant (which obviously satisfies the Laplace equation).
Let us take the body of water to be of finite depth H (a simpler solution is
obtained for H ). The free surface is described by

y = (x, t), (11.1)

213
214 CHAPTER 11. LINEARIZATION

Figure 11.1: Definition sketch for surface waves

with = 0 for the primary flow. The disturbance associated with the
motion of the interface is assumed to be irrotational also.
The interface, as primary descriptor of the flow, is characterized by two
features:

1. it is a material surface, for which the material derivative of the property

(y ) must be zero:

t (y ) + ux (y ) + vy (y )
= t ux + v = 0; (11.2)

2. it is at ambient pressure p = 0, so that Bernoullis equation at the

interface is
1
t + (u2 + v 2 ) + g = 0. (11.3)
2
For small amplitude disturbances, we neglect quadratic terms in the per-
turbations, and the interface equations become, respectively

v = t = y , (11.4)

where we make use of the potential flow assumption , and

t + g = 0. (11.5)
11.1. SURFACE WAVES 215

In the bulk of the body of water, the Laplace equation for the velocity
potential is already linear:
2 2
xx + yy = 0. (11.6)

Note that the equation for the field is more easily derived than the boundary
condition at the the interface.
Exponential solutions are common solutions of linear equations (think
about the solution of linear pdes using Fourier or Laplace transforms). Here,
we can look for propagating waves on the surface

= Aei(kxt) , (11.7)

where A is the amplitude, and a real part can be extracted when needed. k
is the wavenumber corresponding to a wavelength = 2/k, and /2 is the
frequency. One interface condition becomes

v = A, (11.8)

while the other suggests that should be exponential also:

= f (y)ei(kxt) . (11.9)

Then, the Laplace equation reduces to

f 00 k 2 f = 0, (11.10)

so that
f (y) = C1 eky + C2 eky . (11.11)
At the bottom of the pond y = H, y f = 0 so

0 = kC1 ekH + kC2 ekH (11.12)

and
C2 = C1 e2kH = 2C ekH , (11.13)
introducing the constant 2C = C1 ekH . Simple manipulations give

f (y) = C cosh(k(y + H)). (11.14)

Thus, we have the solution

(x, y) = C cosh(k(y + H))ei(kxt) , (11.15)

216 CHAPTER 11. LINEARIZATION

which must still satisfy the interface conditions

iCcosh(kH) + gA = 0 (11.16)
and
iA = kCsinh(kH). (11.17)
Solving presents no difficulty, and we get
2 = g k tanh(kH). (11.18)
The relation between and k is called the dispersion relation . It governs
the propagation of gravity waves over standing water.
The procedure summarized on Fig. 11.2. See Acheson, Section 3.3, p.70-
74 for related material.
It is noteworthy that the solution is valid regardless of amplitude. Can
you think of situations in which this would clearly not be plausible? ( Dis-
cussion leading to shallow water waves, wave breaking (sloping bottom), etc.;
also amplitude relative to wavelength; etc. ) Wave motion is a simple exam-
ple of secondary flow (Fig.11.3).

11.1.1 Tsunami speed

The elementary analysis of gravity waves, above, is adequate to account for
the enormous speed of tsunami. The travel speed of the waves energy is the
group velocity shown on Fig. 11.4
s
d 1 g tanh(kH) e2kH
cg = = (1 + 4kH 4kH ). (11.19)
dk 2 k e 1
For wavelengths much longer than the oceans depth (shallow water), kH 
1 and the travel speed q
cg gH (11.20)
increases obviously with ocean depth. For a typical ocean depth H
4000 m 2.5 mi (Pacific Ocean), this corresponds to a travel speed of
cg 200 m/s 720 km/h 450 mph.

Shorter waves travel slower: e.g. for kH = 1, vg = .677 gH, with a rapid
decrease for short wavelength (deep ocean) waves. Note that the notion of
deep or shallow ocean is relative to the scale of the wave.
11.1. SURFACE WAVES 217

Figure 11.2: Gravity waves

218 CHAPTER 11. LINEARIZATION

Figure 11.3: Wave motion as a secondary flow

11.1. SURFACE WAVES 219

0.9 shallow water: k.H <<1

0.8

0.7

0.6
vg / sqrt(g.H)

0.5

0.4

0.3
deep water: k.H >1
0.2

0.1

0
2 1 0 1 2
10 10 10 10 10
k.H

Figure 11.4: Tsunami speed is determined by the long-wavelength/small k/

shallow-water end of
the gravity wave dispersion relation. Baseline shallow-
water group velocity gh is the reference.
220 CHAPTER 11. LINEARIZATION

Figure 11.5: Internal waves

Dimensionally obvious in hindsight, the simple dependence of group ve-

locity on H leads to such enormous speeds that one might doubt the choice
of parameters, were it not for the supporting analysis or for the empirical
evidence.

11.1.2 Internal waves

The standing water exposed to the atmosphere, as above, is an extreme case
of density interface. In many situations arising in the atmosphere, in the
ocean or in industrial applications, the density difference (caused, possibly,
by gradients in temperature, salinity, chemical composition or bubble con-
centration) is weaker and not necessarily concentrated at a sharp interface.
See Acheson, Section 3.8, p.86-89, for more details on internal waves.
Such density gradients can inhibit convective effects (inversion base in the
atmosphere, thermocline in the ocean and lakes), with significant effects on
pollutant or nutrient dispersal. The wave motion in clouds, associated with
warmer air riding over cooler surface air, can be associated with local cycles
of condensation and evaporation which are a form of flow visualization, not
uncommon. The added drag on boats was known to ancient mariners (Fig.
11.5), even if the concept of wave energy propagation was not understood
then. The density interfaces can also deflect or reflect sound waves.
11.2. INVISCID LINEAR STABILITY: KELVIN-HELMHOLTZ 221

11.1.3 More advanced topics

Surface waves can occur as ther esult of various types of forcing, e.g. ap-
plication of shear stress (see next section). Sometimes, dissipative effects
(neglectd above) can change qualitatively the nature of the flow (e.g. dissi-
pative structures) or simply limit the growth of the waves (saturation). In
the many cases where saturation occurs at amplitudes too large to justify
the linearization of the problem, nonlinear terms change the shape of the
solutions: in case of water waves, nonlinear terms introduce a cusp at the
top of the wave (see Van Dykes book, p.114). The creation of vorticity at
the interface cannot be neglected for some phenomena. In shallow water,
finite amplitude leads to solitary waves. Etc.

11.2 Inviscid linear stability: Kelvin-Helmholtz

Elementary stability theory has many common points with the study of wave
motion: basic flow, perturbation, linearization, exponential solutions. The
difference is that the amplitude of the perturbations can increase exponen-
tially. One simple case has been illustrated many times in the movies seen
previously.
Every practitioner of fluid mechanics should be aware of the possible
instability of shear layers, and of related phenomena. This section includes
the very simplest case, the inviscid shear layer (Fig. 11.6), which turns out
to be always unstable.

11.2.1 Setting up the problem

Above and below the shear layer, we have

2 1 = 0 and 2 2 = 0, (11.21)

with boundary conditions

lim 1 = (U1 , 0, 0) (11.22)

y

and
lim 2 = (U2 , 0, 0). (11.23)
y+
222 CHAPTER 11. LINEARIZATION

Figure 11.6: Definition sketch for shear layer instability

The interface is made of material particles, and we must match the Eu-
lerian description of the field with the Lagrangian definition of the interface.
(Great opportunity to review Ch. 2.) Let us define the interface as the
(Eulerian) line y = y 0 (x, t) marked by the Langrangian position y(x0 , 0, t)

y(x0 , 0, t) = y 0 (x, t). (11.24)

At the interface, the vertical (Eulerian) velocity must match the (Lagrangian)
motion of the material points. Hence

v = t y 0 = dt y. (11.25)

Just above and below the interface (at y = y 0 ), we have

v = y 2 = t y 0 + u 2 x y 0 (11.26)

and similarly
v = y 1 = t y 0 + u 1 x y 0 (11.27)
Clearly the same y 0 must be used, but the fluid is sliding (no friction!) rel-
ative to the interface. This introduces a vortex sheet (singularity: the 2-D
equivalent of the potential vortex on a line), with potential flow on either
side, which is at the heart of the present problem.
11.2. INVISCID LINEAR STABILITY: KELVIN-HELMHOLTZ 223

We also need dynamics: in potential flow, that would be Bernoullis equa-

tion holds (the unsteady version, of course)
1 p
t + ()2 + = C(t), (11.28)
2
all properties including the constants with indices 1 or 2. In the absence of
surface tension, the pressures must match at the interface: p1 = p2 , therefore
1 1
t 1 + (1 )2 C1 (t) = t 2 + (2 )2 C2 (t). (11.29)
2 2

11.2.2 Perturbation
We start with the reference flow, for which the interface remains at y = 0.
The velocity potentials are

1 = U1 x and 2 = U2 x. (11.30)

It can be verified that this satisfies all boundary conditions as long as

1 1
C1 U12 = C2 U22 . (11.31)
2 2
In stability problems, this part is relatively simple - although in the case
of a boundary layer, the Blasius solution represents a not-so-simple reference
flow. The next step is to modify this solution in small enough amounts so
the corrections can be linearized. This is particularly simple in potential
flows because the nonlinearities are limited to the pressure fluctuations in
Bernoullis equation. So, let us define the perturbations as

1 = U1 x + 01 (x, y, t) and 2 = U2 x + 02 (x, y, t). (11.32)

Substitution in the Laplace equation, and subtraction of the baseline equa-

tion, gives
2 01 = 0 and 2 02 = 0 (11.33)
with the BCs
lim 01 = 0 and lim 02 = 0. (11.34)
y y+

The interface conditions are

y 01 = t y 0 + U1 x y 0 (11.35)
224 CHAPTER 11. LINEARIZATION

and
y 02 = t y 0 + U2 x y 0 . (11.36)
Furthermore, Bernoullis equation at y = 0 yields

t 01 + U1 x 01 = t 02 + U2 x 02 . (11.37)
2
Note the linearization of the kinetic energy term, as in d U2 = U dU .
This completes the setting of the linearized problems for the perturba-
tions.

11.2.3 Solution
The system of linear partial differential equations of second order (Laplacian)
looks formidable enough. But it helps to know that it admits exponential
solutions. In general, the idea is to try suitable forms of the solution, and see
what conditions the equations and BCs impose on them. Here, the successful
guess is

y 0 = y ei(xct)
01 = 1 ei(xct)
02 = 2 ei(xct) . (11.38)

With practice, you become proficient with these, guided by the physical
interpretation of traveling waves along the interface that is the exponential
i(xct) part. Beside the traveling waves, the magnitude of the perturbations
is governed by the . variables, which could be y-dependent and could be
complex-valued. A more formal version of this explanation involves Fourier
transform w.r. to x and t, which yields linear odes in y with algebraic
coefficents for the x- and t-derivatives. For such solutions, x = i and
t = ic.
Then, mass balance (Laplace) takes the form
2
(yy 2 ) 1 ei(xct) = 0. (11.39)

Hence
1 = A1 e+y + B1 ey , (11.40)
where B1 = 0 to satisfy the condition for y . Similarly

2 = A2 e+y + B2 ey . (11.41)
11.2. INVISCID LINEAR STABILITY: KELVIN-HELMHOLTZ 225

and A2 = 0. Substituting into the interface condition gives

A1 = icy + U1 iy = iy(U1 c) (11.42)

and
B2 = icy U2 iy = iy(U2 c). (11.43)
So, our possible solutions are of the form

1 = iy(U1 c) ei(xct) e+y (11.44)

and
2 = iy(U2 c) ei(xct) ey . (11.45)
Finally, substitution into Bernoullis equation reduces to

(U1 c)2 = (U2 c)2 , (11.46)

which yields
1 1
c = (U1 + U2 ) i (U2 U1 ). (11.47)
2 2
Therefore, the problem admits solutions of the form
1 1
0 = ei(x 2 (U1 +U2 )t) e 2 (U2 U1 )t , (11.48)

in which 3 parts can be identitifed. First, remains arbitrary: the magni-

tude of the fluctuation is indifferent as long as it is small, as a side-effect
of linearization. Second, we see a wave traveling at the average speed of
the two streams. Finally, we have the telltale term in stability analysis: an
exponential factor that allows for indefinite growth. This term corresponds
to an amplification of small perturbations, until they are no longer small and
nonlinearities alter the dynamics.
In conclusion, the inviscid shear layer is unstable for perturbations of
all wavelengths. This is known as the Kelvin-Hemlholtz instability. Many
examples (including additional viscous effects, of course) can be observed
in Van Dykes book and in the movies shown in class. Two examples are
sketched on Fig. 11.7.
In real flows, the effects of viscosity make the use of potential flow impos-
sible, and the analysis is considerably more difficult; the growth is selective
by wavelength and requires that a Reynolds number exceed a threshold value,
below which the shear layer is stable.
The procedure is summarized on Fig. 11.8.
226 CHAPTER 11. LINEARIZATION

Figure 11.7: Examples of shear layer instabilities

11.2.4 Stability as equilibrium

In the derivations above, the emphasis was on the mathematics of the so-
lution: the pattern of baseline solution, perturbation, linearization, and ex-
ponential dependence, is common to many problems. The existence of a
critical parameter (e.g. Reynolds number for boundary layer stability) ex-
presses the balance between two or more forces (e.g. inertia and viscosity)
for given boundary conditions (e.g. presence of wall, Blasius baseline.) Vis-
cosity or gravity are common stabilizing forces, inertia or body forces can
be de-stabilizing. In the case of the Kelvin-Helmholtz instability, there is no
restoring force, and the inviscid shear layer is unconditionally unstable; for
the stabilizing effect of viscosity: see Panton, Sections 22.3 and 22.6, p.679-
692; for the stabilizing effect of gravity, watch the wind blow across a pond.
A summary of some classical stability problems is shown in Table 11.1.
Similarly, for a fluid layer heated from below, one finds stability (no ex-
ponential growth) provided the Rayleigh number is smaller than a critical
value. The same procedure (baseline Blasius solution, small perturbation,
linearization of the equations, look for exponential solutions) has also worked
for boundary layers (Orr-Sommerfeld equation).
11.2. INVISCID LINEAR STABILITY: KELVIN-HELMHOLTZ 227

Figure 11.8: Kelvin-Helmholtz instability

228 CHAPTER 11. LINEARIZATION

Name Description Balance

Kelvin-Helmholtz inviscid shear layer inertia, no restoring force

Surface wind waves inviscid shear layer inertia, gravity

Rayleigh-Benard fluid heated from below buoyancy, viscosity

Taylor concentric cylinders centrifugal pressure, viscosity

Gortler concave wall centrifugal pressure, viscosity

Marangoni temperature variations, surface tension, viscosity

curved free surface

Table 11.1: Some classic stability problems.

Problems
1. Describe analytically the standing waves such as seen in VanDykes
book (e.g. p.110), including boundary conditions.

2. For standing gravity waves, describe the trajectory of a floating cork.

3. Return to the Rossby waves in the previous chapter; draw a map of

ideas, with emphasis on similarities and differences with surface waves.

4. Kelvin-Helmholtz instability is based on potential flow analysis. In

view of the many solutions (the baseline 1-D flow, plus the entire fam-
ily of traveling waves of all wavelengths), resolve the apparent discrep-
ancy with the proven uniqueness of solutions for the Laplace equation
(2 = 0) for given boundary conditions.

5. Set up the problem of Rayleigh-Benard instability for a fluid heated

from below. Assume constant viscosity, fixed temperatures at the lower
and upper walls. Derive the stability criterion
11.2. INVISCID LINEAR STABILITY: KELVIN-HELMHOLTZ 229

6. Set up the problem of Taylor instability between concentric rotating

cylinders. Derive the stability condition.
230 CHAPTER 11. LINEARIZATION