The motion of a falling liquid filament

Diane Henderson, Harvey Segur, Linda B. Smolka, and Miki Wadati

Citation: Physics of Fluids 12, 550 (2000); doi: 10.1063/1.870261

View online: https://doi.org/10.1063/1.870261
View Table of Contents: http://aip.scitation.org/toc/phf/12/3
Published by the American Institute of Physics

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PHYSICS OF FLUIDS VOLUME 12, NUMBER 3 MARCH 2000

The motion of a falling liquid filament

Diane Hendersona)
William G. Pritchard Fluid Mechanics Laboratory, Department of Mathematics, Penn State University,
University Park, Pennsylvania 16802
Harvey Segur
Department of Applied Mathematics, University of Colorado, Boulder, Colorado 80309-0526
Linda B. Smolka
William G. Pritchard Fluid Mechanics Laboratory, Department of Mathematics, Penn State University,
University Park, Pennsylvania 16802
Miki Wadati
Department of Physics, University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113, Japan
共Received 15 September 1998; accepted 30 November 1999兲
When a liquid drop falls from a fluid source with a slow flow rate, it remains attached to the source
by an elongating liquid filament until the filament pinches off. For many fluids, this pinch-off occurs
first near the end of the filament, where the filament joins to the liquid drop. For other fluids, the
filament pinches off at one or more interior points. In this paper, we study the motion of this
filament, and we make two points. First, the flow in this filament is not that of a uniform jet. Instead,
we show experimentally that a different solution of the Navier–Stokes equations describes the
motion of this filament before it pinches off. Second, we propose a criterion for the location of the
first pinch-off. In particular, we analyze the linearized stability of the exact solution, both for an
inviscid fluid and for a very viscous fluid. Our criterion for pinch-off is based on this stability
analysis. It correctly predicts whether a given filament pinches off first near its ends or at points
within its interior for all of our experimental data. © 2000 American Institute of Physics.
关S1070-6631共00兲02403-X兴

I. INTRODUCTION AND MAIN RESULTS
Anyone who has had a leaky water faucet is familiar
with the phenomenon of falling liquid drops. A slow flow
rate causes a drop to grow to a critical size, after which it
falls under the force of gravity; then the process repeats.
High-speed imaging now permits observation of this process
with a level of detail that was formerly unavailable. The
sequence of images in Fig. 1 exhibits the detailed process for
a particular liquid. As Fig. 1 shows, the drop starts to fall
from the fluid source. As the drop falls, it remains connected
to the source by a long, straight liquid filament. This filament
grows thinner and longer, until eventually it pinches off, first
at the bottom and then at the top of the filament. After pinch-
ing off, the elongated filament contracts vertically. Depend-
ing on parameter values, the filament may exhibit spatial
oscillations before it pinches off, and it may contract into one
satellite droplet 共as in Fig. 1兲 or into more than one after
pinching off. As we discuss in detail in the following, this
sequence of events is typical for many 共but not all兲 fluids.
The process of drop formation, with or without gravity,
has been the subject of a great deal of recent research.1–11
Inspired in part by the results in Ref. 1, most of these papers
have focused on the detailed structure of the pinch-off. This
paper focuses instead on the motion of the filament visible in
Fig. 1, which we call the ‘‘primary filament,’’ as it falls
under gravity. Our objective is to describe the motion of this
falling liquid filament, including: 共i兲 its time-dependent
shape and dynamics; 共ii兲 its instabilities; and 共iii兲 whether the
filament pinches off near its ends or at interior points.
A nearby but different problem, on the stability of a
uniform liquid jet, was studied long ago by Plateau,12
Rayleigh,13,14 and Chandrasekhar.15 People often identify the
primary filament of a falling drop with a uniform jet, and an
instability on the primary filament is sometimes described in
the literature as a ‘‘Rayleigh instability.’’ The starting point
of our analysis is to deny this identification, because a uni-
form liquid jet and a falling liquid filament are different. This
can be seen in at least two ways.
共a兲 The axial velocity of a uniform liquid jet is uniform
in both time and space. The axial velocity of a falling liquid
filament cannot be uniform in time, because it accelerates in
a uniform gravitational field. It is not uniform in space either.
共b兲 As Fig. 1 shows, the radius of the falling filament
decreases as the filament grows in length, before pinching
off; the radius of a uniform jet is uniform in time. The two
motions are different, and neither is a limit of the other.
In Sec. II, we derive an exact solution of the Navier–
Stokes equations, in which the radius of the filament de-
creases in time according to

H
a兲
Author to whom all correspondence should be addressed; electronic mail: h共 t 兲⫽ , 共1兲
dmh@math.psu.edu 冑t⫹t *

1070-6631/2000/12(3)/550/16/$17.00 550 © 2000 American Institute of Physics

Phys. Fluids, Vol. 12, No. 3, March 2000 The motion of a falling liquid filament 551

filament, rather than somewhere in the middle. This is called

‘‘end-pinching’’ in Ref. 11, where the authors also observe
that the filament of a sufficiently viscous fluid can pinch off
at interior points, rather than near its ends. We explore this
possibility in Sec. V, both experimentally and theoretically.
Using the results of the linearized stability analysis from Sec.
IV, we propose a criterion to determine whether a given
filament, created by a falling liquid drop, will pinch off first
near its ends, or at one or more interior points. For all of our
experimental data, this criterion correctly predicts whether a
given filament pinches off first near its ends or at points
within its interior.

FIG. 1. Evolution of a drop from its formation through the formation of a

satellite drop. The resolution is 93.3 ␮m/pixel. The size of each image is II. THE UNPERTURBED FLOW
0.588⫻2.22 cm2. The times of the images 共referenced to times shown in
Figs. 2 and 5兲 are: 共a兲 ⫺0.0486 s, 共b兲 0.0097 s, 共c兲 0.0167 s, 共d兲 0.0214 s, 共e兲 We consider axisymmetric motions of an incompressible
0.0274 s, 共f兲 0.0330 s, 共g兲 0.0443 s. The kinematic viscosity 共␯兲 is 0.75
fluid in a constant gravitational field. The Navier–Stokes
cm2/s. This experiment used fluid A1 in Table I. 共Figure reprinted with
permission of the Physics of Fluids.兲 equations have the form:18
⳵ r 共 ru 兲 ⫹r ⳵ z w⫽0, 共2兲

where 兵 H,t * 其 are arbitrary constants. This form of solution

is quite robust: it applies as the filament elongates, for either
1 1
冉冉
⳵ t u⫹u ⳵ r u⫹w ⳵ z u⫹ ⳵ r p⫽ ␯ ⳵ r ⳵ r 共 ru 兲 ⫹ ⳵ z2 u ,
␳ r 冊 冊 共3兲

a viscous or inviscid liquid, with or without surface tension,

with or without gravity. It is a simple generalization of a
solution found by Frankel and Weihs16,17 in a very different
1 1
冉 冊
⳵ t w⫹u ⳵ r w⫹w ⳵ z w⫹ ⳵ z p⫽ ␯ ⳵ r 共 r ⳵ r w 兲 ⫹ ⳵ z2 w ⫺g, 共4兲
␳ r
context. In Sec. II, we show experimentally that 共1兲 describes where ␳ denotes the density of the fluid, ␯ is its kinematic
the behavior of a falling liquid filament until it starts to pinch viscosity, (u,w) are velocity components in the (r,z) direc-
off. The solution applies to the filament as it appears before, tions, respectively, and g is the strength of the gravitational
during, and a short while after Fig. 1共b兲. In Fig. 1共c兲, the field. Note that the g vector points in the (⫺z) direction. At
filament has already started necking near the drop. The cor- the center of the filament, where r⫽0, we require
responding velocity and pressure fields are also given in Sec.
u⫽0, ⳵ r w⫽0, 共5兲
II.
The motion associated with 共1兲 is subject to the same for all (z,t). The outer boundary of the filament is a free
kind of instability that affects a uniform liquid jet. In Sec. III, surface, which we denote by r⫽h(z,t). The kinematic
we analyze the linearized stability of a falling filament of an boundary condition on r⫽h(z,t) is
inviscid liquid, before it pinches off. The analysis is similar ⳵ t h⫹w ⳵ z h⫽u. 共6兲
to that done by Rayleigh13 for an inviscid liquid jet. Our
results turn out to be identical to those of Frankel and Requiring that the stress vanish on r⫽h(z,t) imposes two
Weihs.16 Moreover, the results for a falling filament compare more conditions:
nicely with those of Rayleigh13 for a uniform jet. One differ- 1 2␯
ence is that every uniform inviscid jet is unstable, but some p⫽ 关 ⳵ u⫹ 共 ⳵ z w 兲共 ⳵ z h 兲 2 ⫺ 共 ⳵ r w⫹ ⳵ z u 兲
␳ 兵 1⫹ 共 ⳵ z h 兲 2 其 r
falling inviscid filaments are linearly stable.
In Sec. IV, we analyze the linear stability of a falling
filament of a viscous liquid, again before pinch-off. As in the
inviscid case, our basic analysis is similar to that of Frankel
⫻共 ⳵ z h 兲兴 ⫹
␴
冋 1
⫺
⳵ z2 h
␳ h 兵 1⫹ 共 ⳵ z h 兲 2 其 1/2 兵 1⫹ 共 ⳵ z h 兲 2 其 3/2
册
and Weihs,17 and it results in a complicated set of integro- 1
⫹ p , 共7兲
differential equations. For a very viscous liquid, we show ␳ amb
that these integro-differential equations reduce to ordinary
differential equations, which can be analyzed in complete and
detail. For a very viscous liquid, every falling filament is ␯ 关共 ⳵ r u⫺ ⳵ z w 兲共 ⳵ z h 兲 ⫹ 21 共 ⳵ r w⫹ ⳵ z u 兲 兵 1⫺ 共 ⳵ z h 兲 2 其 兴 ⫽0, 共8兲
unstable.
where ␴ is the coefficient of surface tension, p amb is the
A surprising consequence of the two stability analyses in
pressure of the ambient fluid, and 兵u, w, p, and their deriva-
Secs. III and IV is that some falling liquid filaments are
tives其 are evaluated at r⫽h(z,t).
destabilized by making the fluid more viscous.
Figure 1 suggests that after the primary filament has
The filament shown in Fig. 1 pinches off first near its
formed and before it has started to pinch off, it evolves so
ends, where it connects to the falling drop at its bottom and
that
to the fluid source at its top. In most of the experiments
known to us,2–5,11 pinch-off occurs first near the ends of the ⳵ t h⬍0, ⳵ z h⫽0.
552 Phys. Fluids, Vol. 12, No. 3, March 2000 Henderson et al.

Before pinch-off, we define the primary filament to be the motion of actual filaments. To test 共1兲, we conducted several
portion of the falling liquid with these properties. It is easy to experiments like that shown in Fig. 1, using a variety of
find solutions to 共2兲–共8兲 with these properties. Let ␶ ⫽t liquids. The experimental apparatus was described in detail
⫹t * . Then in Ref. 5; additional information can be found in Appendix
A. In each experiment we measured the thickness, 2h, of the
z⫹z 0 g
w 0 共 r,z,t 兲 ⫽ ⫺ ␶, liquid filament at a fixed z location as a function of time. The
␶ 2 constants 兵 H,t * 其 for that experiment were determined by
r applying 共1兲 to two points in the resulting time series. 共See
u 0 共 r,z,t 兲 ⫽⫺ , Appendix A for more detail.兲 For each experiment, we used
2␶
data for the time interval over which 共1兲 applies 共i.e., for
共9兲
H which ⳵ z h⫽0 in that experiment兲. We show experimentally
h 共 z,t 兲 ⫽h 0 共 ␶ 兲 ⫽ , in Sec. V that this time interval increases with increasing
冑␶ viscosity of the fluid.
1 3 h 20 共 ␶ 兲 ⫺r 2 ␯ ␴ 1 Figure 2 shows the results for eight experiments, in
p 0 共 r,z,t 兲 ⫽ ⫺ ⫹ ⫹ p amb , which we varied not only the fluid properties 共viscosity and
␳ 8 ␶ 2
␶ ␳ h 0共 ␶ 兲 ␳
surface tension兲, but also the external parameters of the ex-
where (t * ,H,z 0 ) are arbitrary constants. The reader can periment 共flow rate and orifice size兲. The parameters for
verify directly that this is an exact solution of the Navier– these experiments are listed in Table I in Appendix A. The
Stokes equations for a fluid with a free surface at r data are graphed with h 冑t⫹t * as a function of t, to deter-
⫽h 0 ( ␶ ). For a physical solution, we require H⬎0, t * ⬎0. mine whether the data for each experiment lie on a horizon-
The solution works equally well for a viscous 共␯⬎0兲 or in- tal line, as predicted by 共1兲. They do, with noticeable oscil-
viscid 共␯⫽0兲 fluid, with or without surface tension 共␴兲, with lations. The horizontal lines shown in Fig. 2 correspond to
or without gravity 共g兲. the best value of H for the particular experiment. Thus, Fig.
With g⫽0, 共9兲 describes the motion of a liquid filament 2 shows that for a wide range of fluid and experimental pa-
that is uniformly extending in the z direction. This special rameters, there are values of 兵 H,t * 其 such that 共1兲 models
case was previously discovered by Frankel and Weihs,16,17 well the radial contraction of falling liquid filaments. In the
who used it to describe the extensional flow of a shaped experiments shown in Fig. 2, the radius of the filament typi-
charge. cally contracted by a factor of more than 2 during the time
The solution in 共9兲 with g⬎0 has a simple interpreta- interval shown, so Rayleigh’s model of a uniform jet cannot
tion: it describes the free fall of a liquid filament in a uniform describe these filaments. On the other hand, these data do not
gravitational field. To see this, denote the Lagrangian coor- exclude the possibility of some other model in which the
dinates of a particular fluid particle by 兵 r( ␶ ),z( ␶ ) 其 . One radius of the filament also contracts, like that in Ref. 19.
finds the motion of this fluid particle by solving two ordinary Note that the data in each experiment in Fig. 2 exhibit
differential equations: small oscillations about the value of H for that experiment.
dz z⫹z 0 g dr r This might be evidence of fluid instability, which we discuss
⫽w 0 ⫽ ⫺ ␶, ⫽u 0 ⫽⫺ . in Sec. III.
d␶ ␶ 2 d␶ 2␶
Before doing so, we mention a variation on 共1兲 and 共9兲.
The result is For t⬍T, the Navier–Stokes equations also admit a solution
g in which
z 共 ␶ , ␰ 兲 ⫽⫺ ␶ 2 ⫹ ␰ ␶ ⫺z 0 , 共10a兲
2 K
h共 t 兲⫽ ;
␨ 冑T⫺t
r共 ␶,␨ 兲⫽ , 共10b兲
冑␶ the other variables in 共9兲 are unchanged if we reinterpret: ␶
⫽t⫺T in 共9兲. This solution is as robust as that in 共9兲: it
where ␰, ␨ are constants. Equation 共10a兲 is the familiar for-
applies for either a viscous or inviscid fluid, with or without
mula for the position of a particle that is falling in a uniform
surface tension, with or without gravity. In 共9兲, the filament
gravitational field. The constant of integration, ␰, can be in-
stretches vertically as it falls; here the filament contracts ver-
terpreted as the vertical velocity of the particle at ␶⫽0.
tically and grows radially. The solution in 共9兲 describes the
Equation 共10b兲 also has a simple interpretation. All of
motion of the filament before it pinches off. It is tempting to
the fluid particles in Fig. 1 began their motion at the fluid
speculate that this second solution might describe the motion
source. The particles lower in the filament are further from
of the filament after it pinches off, as it contracts into one or
the source, so they have been falling longer and are falling
more droplets 关i.e., in frames 共e兲 and 共f兲 of Fig. 1兴. Unfortu-
faster than those above. Therefore ⳵ z w⬎0, as one confirms
nately, we have no experimental evidence to support this
directly from 共9兲. Conservation of mass requires that the fila-
speculation.
ment balance this vertical stretching by contracting radially.
This radial contraction accounts for the time dependence
III. STABILITY OF AN INVISCID LIQUID FILAMENT
seen in both 共10b兲 and 共1兲.
Thus, the solution in 共9兲 and 共1兲 has a simple explana- The viscosity of the fluid does not affect the velocity
tion: free fall. We show next that it describes the observed fields in 共9兲, but it affects the stability of the solution. In this
Phys. Fluids, Vol. 12, No. 3, March 2000 The motion of a falling liquid filament 553

FIG. 2. The quantity h 冑t⫹t * vs t for

eight experiments. Fluid viscosities,
surface tensions, flow rates, and orifice
sizes are listed in Table I of Appendix
A. Symbols represent measurements.
The horizontal lines represents the val-
ues of H. 共Values of 兵 H,t * 其 for each
experiment are given in Table III of
Appendix A.兲 共a兲 Fluid A1; 共b兲 fluid
A2; 共c兲 fluid B1 共circle兲, fluid B2
共square兲, fluid B3 共triangle兲; 共d兲 fluid
C; 共e兲 fluid D; 共f兲 fluid E.

section, we analyze the linearized stability of 共9兲 for an in- ␻ 1ª ⳵ rw 1⫺ ⳵ zu 1 . 共12兲

viscid fluid. The first step is to perturb around the solution in
共9兲, substitute into 共2兲–共7兲 with ␯⫽0, and keep only linear It follows from 共11a兲 and 共11b兲 that

冉 冊
terms in the perturbed variables. The result is a set of linear-
ized equations for the perturbed variables, 兵 u 1 (r,z, ␶ ), r z⫹z 0 g ␻1
⳵ ␶␻ 1⫺ ⳵ r␻ 1⫹ ⫺ ␶ ⳵ z␻ 1⫹ ⫽0. 共13兲
w 1 (r,z, ␶ ),p 1 (r,z, ␶ ),h 1 (z, ␶ ) 其 . For example, the linearized 2␶ ␶ 2 2␶
forms of 共3兲 and 共4兲 are 共for 0⬍r⬍h 0 ( ␶ )兲

冉 冊
The governing equations for this linearized flow are
r u1 z⫹z 0 g 1 more complicated than those for many stability analyses, in-
⳵ tu 1⫺ ⳵ ru 1⫺ ⫹ ⫺ ␶ ⳵ z u 1 ⫹ ⳵ r p 1 ⫽0,
2␶ 2␶ ␶ 2 ␳ cluding those of Rayleigh’s jet, because of the variable co-
共11a兲 efficients in 共11兲 and 共13兲. Some of this difficulty can be

冉 冊
overcome by changing variables. Let 兵 r,z, ␶ 其 → 兵 ␨ , ␰ , ␶ 其 ac-
r w1 z⫹z 0 g 1
⳵ tw 1⫺ ⳵ rw 1⫹ ⫹ ⫺ ␶ ⳵ z w 1 ⫹ ⳵ z p 1 ⫽0. cording to
2␶ ␶ ␶ 2 ␳
共11b兲 z⫹z 0 g
␨ ⫽r 冑␶ , ␰⫽ ⫹ ␶, 共14兲
Define the vorticity of the linearized flow: ␶ 2
554 Phys. Fluids, Vol. 12, No. 3, March 2000 Henderson et al.

TABLE I. Fluid and experimental parameters.

Viscosity Density Sur ten Flow rate Flow rate Orifice radius
Fluid 共cm2/s兲 共g/cm3兲 共dyn/cm兲 共s/drop兲 共ml/s兲 共cm兲

A1 0.75 0.968 36.7 90.8 1.09E⫺3 0.192

A2 0.79 0.968 36.7 2.9 1.86E⫺2 0.192
B1 0.98 0.928 21.5 30.5 5.3E⫺4 0.176
B2 1.02 0.928 21.5 34.1 5.0E⫺4 0.192
B3 0.96 0.928 21.5 30.4 6.06E⫺4 0.216
C 2.13 0.968 22.0 30.3 5.3E⫺4 0.192
D 4.93 0.966 21.7 26.6 6.83E⫺4 0.216
E 10.97 0.955 22.0 29.5 6.39E⫺4 0.216

so that and 兵 I 0 ( ␹ ),I 1 ( ␹ ) 其 are modified Bessel functions. The fila-

ment is unstable if h 1 ( ␰ , ␶ ) grows relative to h 0 ( ␶ ). Because
1
⳵ z⫽ ⳵ ␰ , ⳵ r ⫽ 冑␶ ⳵ ␨ , of the form of 共17兲, the filament is unstable if either C(m, ␶ )
␶ or D(m, ␶ ) grows with ␶. The governing equation for

冉 冊
C(m, ␶ ) turns out to be
r z⫹z 0 g
⳵ ␶→ ⳵ ␨⫹ ⫺ ⫹ ⳵ ␰⫹ ⳵ ␶ .
2 冑␶
冉 冊冋 册
␶2 2
d I 0 共 ␹ 兲 dC ␴ ␶ 3/2 3
冑␶ ⫺ 3 共 1⫺ ␹ 兲 ⫺
2
␹ 冑␶ C⫽0,
Comparing 共14兲 with 共10兲 shows that the new variables can d␶ I 1共 ␹ 兲 d ␶ ␳H 4␶2
be interpreted as Lagrangian-like coordinates of the unper- 共18兲
turbed flow. This identification was first made in Ref. 16.
Moreover, the effect of gravity disappears when the linear- where
ized equations are written in these variables, and the linear-
ized equations here become identical with those in Ref. 16. mH
␹⫽ 共19兲
Hence we may simply state the main points of the resulting ␶ 3/2
analysis.
In terms of the variables in 共14兲, the solution of 共13兲 is is a dimensionless, time-dependent, axial wave number.

␻ 1共 ␨ , ␰ , ␶ 兲 ⫽ 冑␶␶ 0
␻ 1共 ␨ , ␰ , ␶ 0 兲 .
If the fluid starts from rest, as it does in the experiment
shown in Fig. 1, then its vorticity vanishes initially 共i.e., at
␶ ⫽ ␶ 0 兲, and 共15兲 guarantees that the motion remains irrota-
tional for ␶ ⭓ ␶ 0 . We now assume that the linearized motion
of the inviscid fluid is irrotational, so ␻ 1 ⬅0. Then the lin-
earized velocities can be represented in terms of a velocity
potential, which satisfies a form of Laplace’s equation. It
follows that for an infinitely long filament, the velocity field
has the form
共15兲
D(m, ␶ ) also satisfies 共18兲. Therefore, for each fixed m, 共18兲
determines the stability/instability of the corresponding wave
mode, for an invisicid fluid.
Comment: An equation equivalent to 共18兲 was first de-
rived in Ref. 16, without the restriction to axisymmetric
modes. Those authors showed from their more general equa-
tion that only the axisymmetric modes can be unstable, so
共18兲 contains all of the unstable modes if g⫽0. It is not
difficult to show that their conclusion also holds if g⬎0, and
that the analysis presented here captures all the linearized
instabilities of 共9兲.
Comment: The analysis leading to 共18兲 assumed that the

冕 冉␶ ␨冊
⬁ m filament is infinitely long. For a filament of finite length, the
u 1共 ␨ , ␰ , ␶ 兲 ⫽ I1 3/2 关 A 共 m, ␶ 兲 cos共 m ␰ 兲 integrals in 共16兲 and 共17兲 should be replaced by discrete
0 sums, and m should be restricted to a countable set of non-
⫹B 共 m, ␶ 兲 sin共 m ␰ 兲兴 dm, 共16a兲 negative values. These changes do not affect 共18兲, which
applies to each relevant mode 共m兲.
w 1 共 ␨ , ␰ , ␶ 兲 ⫽⫺ 冕 冉␶ ␨冊
⬁

0
I0
m
3/2 关 A 共 m, ␶ 兲 sin共 m ␰ 兲
Note that if ␶⬎0 and m⬎0, then ␹⬎0 and
( 冑␶ I 0 ( ␹ )/I 1 ( ␹ ))⬎0. Therefore 共18兲 has the standard form
of a Sturm–Liouville equation.20 In this form, it is easy to
⫺B 共 m, ␶ 兲 cos共 m ␰ 兲兴 dm. 共16b兲 identify the stable and unstable modes: 共18兲 necessarily has a
The free surface is given by growing 共i.e., unstable兲 solution if

h 1共 ␰ , ␶ 兲 ⫽
1
冑␶
冕 ⬁

0
关 C 共 m, ␶ 兲 sin共 m ␰ 兲 冋 ␴ ␶ 3/2
␳H 3 共 1⫺ ␹ 兲 ⫺
2
3
4␶2
⬎0. 册 共20兲

⫹D 共 m, ␶ 兲 cos共 m ␰ 兲兴 dm; 共17兲

Conversely, neither solution of 共18兲 can grow in ␶ if the
and there is a corresponding representation p 1 ( ␨ , ␰ , ␶ ). In quantity in 共20兲 is strictly negative. This is the condition for
共16兲 and 共17兲, 兵 A,B,C,D 其 are functions to be determined, the filament to be linearly stable.
Phys. Fluids, Vol. 12, No. 3, March 2000 The motion of a falling liquid filament 555

These inequalities provide the criteria for the linear sta-
bility of an inviscid liquid filament as it falls. Equations
共18兲–共20兲 are the main results of this section, so we now
examine them in detail.
共1兲 The gravitational constant, g, does not appear in
共18兲. Thus, the flow in 共9兲 is a result of gravity, but the
inviscid stability of that flow does not depend on gravity.
共2兲 We may write 共20兲 in terms of a conventional wave
number, as follows. Let k⫽m/ ␶ ; then k is an ordinary, di-
mensional wave number of a spatial oscillation in the z di-
rection. From 共19兲 and 共9兲,
mH
␹⫽ ⫽kh 0 共 ␶ 兲 . 共21a兲
␶ 3/2
Therefore, the set of linearly unstable wave numbers for a
falling filament of an inviscid fluid is given by 共20兲, or
equivalently by
3 ␳共 h0兲3
1⫺ 共 kh 0 兲 ⫺
2
⬎0. 共21b兲
4 ␴␶2
Note that 共21b兲 can only hold for (kh 0 ) small enough, so this
is a long-wave instability, like Rayleigh’s instability for a
uniform jet.
共3兲 We may compare the results for a falling inviscid
filament to Rayleigh’s13 results for an inviscid jet of 共con-
more complicated than it is for a liquid jet. This point was
emphasized by Frankel and Weihs,16 who integrated an
equation equivalent to 共18兲 numerically.
IV. STABILITY OF A VISCOUS LIQUID FILAMENT
The linearized stability analysis for a viscous liquid is
more complicated than that for an inviscid liquid. We carry
this analysis to completion only for a ‘‘very viscous’’ liquid,
which is defined precisely in 共35兲. In this limit, the main
result is that the set of unstable wave numbers is given by
共43兲. The growth of these unstable modes can be found by
integrating 共40兲 numerically. In Sec. V, we use these results
to predict whether a given filament pinches off first near its
ends or in the interior of the filament.
A similar analysis was given in Ref. 17. Those authors
did not restrict their attention to ‘‘very viscous’’ liquids, so
their results are less explicit than those obtained here.
A. The linearized equations
In terms of the variables defined in 共14兲, the linearized
equations for the evolution of the perturbed quantities with
␯⬎0 are as follows.
For 0⬍ ␨ ⬍H,
⳵ ␨ 共 ␨ u 1 兲 ⫹ ␶ ⫺3/2␨⳵ ␰ w 1 ⫽0, 共24a兲

冉 冊
stant兲 radius a. Rayleigh found that a jet is always unstable,
with a set of unstable wave numbers given by u 1 冑␶ 1 u1
⳵ ␶u 1⫺ ⫹ ⳵ ␨ p 1 ⫽ ␯ ␶ ⳵ ␨2 u 1 ⫹ ⳵ ␨ u 1 ⫺ 2
2␶ ␳ ␨ ␨
1⫺ 共 ka 兲 2 ⬎0. 共22兲
␯ 2
Thus, the results for an inviscid falling filament differ from ⫹ ⳵ u , 共24b兲
those for an inviscid jet in three ways. ␶2 ␰ 1
共i兲 The constant radius of the jet 共a兲 must be replaced by
the time-dependent radius of the filament 关 h 0 ( ␶ ) 兴 .
共ii兲 The constant growth rate of the instability of the jet
⳵ ␶w 1⫹
w1
␶
⫹
1
␳␶ 冉 1
冊␯
⳵ ␰ p 1 ⫽ ␯ ␶ ⳵ 2␨ w 1 ⫹ ⳵ ␨ w 1 ⫹ 2 ⳵ ␰2 w 1 ,
␨ ␶
共24c兲
must be replaced by the variable growth rate of the instabil-
ity of the filament, obtained by integrating 共18兲. at ␨⫽0,
共iii兲 An extra term in 共21b兲, 43 关 ␳ (h 0 ) 3 / ␴ ␶ 2 兴 , has no u 1 ⫽0, ⳵ ␨ w 1 ⫽0, 共24d兲
counterpart in 共22兲. This term arises from the radial pressure
gradient of the falling filament, which makes the filament at ␨ ⫽H,
more stable than a jet of the same liquid and the same 共in- h1
stantaneous兲 radius. ⳵ ␶h 1⫹ ⫽u 1 兩 ␨ ⫽H , 共24e兲
2␶
共4兲 A consequence of the additional term in 共21b兲 is that
a filament of sufficiently large radius is linearly stable: this 1 3 Hh 1 ␴ ␶ h 1 ␴ 2
p 1 兩 ␨ ⫽H ⫽ 5/2 ⫺ 2⫺ ⳵ h
occurs if ␳ 4 ␶ ␳ H ␳␶2 ␰ 1
3 ␳共 h0兲3 ⫹2 ␯ 冑␶ ⳵ ␨ u 1 兩 ␨ ⫽H , 共24f兲
⬎1. 共23兲
4 ␴␶2
As ␶ increases, h 0 ( ␶ ) decreases, so eventually 共23兲 fails;
every filament becomes unstable eventually. Even so, some
冋
␯ ⫺
3
␶
1
␶ 册
2 ⳵ ␰ h 1 ⫹ 冑␶ ⳵ ␨ w 1 ⫹ ⳵ ␰ u 1 ⫽0. 共24g兲

filaments enjoy a time interval of stability, whereas uniform Again, note that the gravitational constant 兵g其 does not ap-
liquid jets are always unstable. pear in 共24兲, so 兵g其 does not affect the linear stability of the
共5兲 In Ref. 13, Rayleigh introduced the concept of the system.
‘‘most unstable wave number.’’ This is the wave number of The vorticity equation follows from 共24b兲 and 共24c兲:
the fastest growing wave mode, so it is the wave number that
one is liable to observe in an experiment. For a falling liquid
filament, 共18兲 is time dependent, so the ‘‘most unstable wave
⳵ ␶␻ 1⫹
␻1
2␶ 冉 1 ␻1 ␯
冊
⫽ ␯ ␶ ⳵ 2␨ ␻ 1 ⫹ ⳵ ␨ ␻ 1 ⫺ 2 ⫹ 2 ⳵ 2␰ ␻ 1 . 共25兲
␨ ␨ ␶
number’’ changes in time. Thus, the process by which a fall- For a viscous liquid 共␯⬎0兲, this is a partial differential equa-
ing liquid filament ‘‘selects’’ a particular wave number is tion, so it needs boundary conditions. They are as follows.
556 Phys. Fluids, Vol. 12, No. 3, March 2000 Henderson et al.

共i兲 The vorticity should be bounded for all ␰. We now assume that initially, at ␶ ⫽ ␶ 0 , P(m, ␶ 0 )⫽0
共ii兲 From 共24d兲, ␻ 1 vanishes at ␨⫽0. ⫽Q(m, ␶ 0 ), and we use this fact in Appendix B. Then make
共iii兲 From 共24e兲 and 共24g兲, one shows that use of the identity 共p. 111 of Ref. 22兲,

冉 冊
⬁
1 ␨ 2
␻ 1 兩 ␨ ⫽H ⫽⫺2 ⳵ ␶ ⳵ h .
␶ ␰ 1
共26兲 ⫽ 兺 J 共 n ␨ 兲,
H k⫽1 n k HJ 2 共 n k H 兲 1 k
0⭐ ␨ ⬍H, 共29a兲

The vorticity equation, 共25兲, is essentially a diffusion where 兵 n k H 其 denote the zeroes of J 1 (x),
equation; its solution decays in time. Even so, 共26兲 shows
that motion of the free surface can create new vorticity at this J 1 共 n k H 兲 ⫽0, k⫽1,2,3,..., 共29b兲
surface. The competition between these two processes 共i.e., so n 1 H⫽3.832..., n 2 H⫽7.016..., etc. The final result is that
creation and decay of vorticity兲 determines the strength of for 0⭐ ␨ ⬍H, the vorticity generated at the free surface has
the rotational velocity field. Thus, the velocity field in the the form
viscous problem consists of three parts: ⬁
1 2
共1兲 an irrotational velocity field, analogous to that in the ␻ g 共 ␨ , ␰ , ␶ 兲 ⫽⫺ 兺 n k HJ 2共 n k H 兲 J 1共 n k ␨ 兲
冑␶ k⫽1
inviscid problem;

冕
共2兲 a rotational velocity field, generated by the original vor- ⬁
ticity distribution of the fluid 共at ␶ ⫽ ␶ 0 兲, which decays as ⫻ 关 R 共 m,n k , ␶ 兲 cos共 m ␰ 兲
␶→⬁; 0

共3兲 another rotational velocity field, generated by new vor- ⫹S 共 m,n k , ␶ 兲 sin共 m ␰ 兲兴 dm, 共30a兲
ticity created at the free surface.
where

冉 冊冕 冉 冊
B. Three velocity fields
␯m2 ␶ ␯ n 2k 共 s 2 ⫺ ␶ 2 兲
R⫽exp exp
The irrotational velocity field is identical in form to that ␶ ␶0 2
in 共16兲. It is one part of the velocity field in the viscous
problem.
Because 共25兲 is a diffusion equation, the original vortic- 冉 再 冎冊
⫻ ⳵ s P 共 m,s 兲 exp ⫺
␯m2
s
ds⫺ P 共 m, ␶ 兲 . 共30b兲

冉 冊冕 冉 冊
ity decays in time. The corresponding velocity fields also
decay in time. Moreover, this part of the velocity field cre- ␯m2 ␶ ␯ n 2k 共 s 2 ⫺ ␶ 2 兲
S⫽exp exp
ates no new instabilities, beyond those already seen in Sec. ␶ ␶0 2

III. Therefore, to simplify the analysis as much as possible,
we now assume that the original velocity field is irrotational,
so the original vorticity vanishes 共at ␶ ⫽ ␶ 0 兲. Then it follows
that this 共second兲 part of the velocity field also vanishes, for
␶ ⭓ ␶ 0.
Finally, consider the vorticity generated by motion of
the free surface, according to 共26兲. This vorticity satisfies a
nonhomogeneous equation, with the forcing occurring at the
free boundary. One way to find this vorticity is to find solu-
tions of the homogeneous problem, then to use variation of
parameters to build a Green’s function of the nonhomoge-
neous problem 共e.g., see Chap. 8 of Ref. 21兲. Here we simply
list the main ingredients in this construction, and the final
result. First, represent the right-hand side of 共26兲 by
冉 冉 冊冊
␯m2
⫻ ⳵ s Q 共 m,s 兲 exp ⫺ ds⫺Q 共 m, ␶ 兲 . 共30c兲
s
Verifying that ␻ g ( ␨ , ␰ , ␶ ) satisfies 共26兲 is delicate. The
representation in 共29兲 is discontinuous at ␨ ⫽H, and this dif-
ficulty also appears in 共30兲. Therefore, one must show that
␻ g ( ␨ , ␰ , ␶ ) satisfies 共26兲 in the limit as ␨ →H. To do so, use
共30b兲 and 共30c兲 to replace R(m,n k , ␶ ) and S(m,n k , ␶ ) in
共30a兲 each by two terms, one integral and one nonintegral. In
each case, the exponential factor in the integral terms makes
that sum 共over n k 兲 well behaved, so that these sums are con-
tinuous at ␨ ⫽H. Therefore, one can simply evaluate them at
␨ ⫽H, where they vanish because J 1 (n k H)⫽0 by 共29b兲. The
two sums that remain are discontinuous at ␨ ⫽H, but these

⫺2 ⳵ ␶ 冉 冊 冑冕
1
⳵ h ⫽
␶ ␰ 1
1
␶
⬁

0
关 P 共 m, ␶ 兲 cos共 m ␰ 兲
two sums 共over n k 兲 each decouple from the integral 共over m兲.
For these sums, using 共29a兲 allows one to evaluate the limit
( ␨ →H) easily, and to show that ␻ g ( ␨ , ␰ , ␶ ) satisfies 共26兲 as
⫹Q 共 m, ␶ 兲 sin共 m ␰ 兲兴 dm. 共27兲 ␨ →H.
Verifying that ␻ g ( ␨ , ␰ , ␶ ) satisfies 共25兲 for 0⬍ ␨ ⬍H is
With h 1 ( ␰ , ␶ ) represented as in 共17兲, the relations between even more delicate, because formal differentiation inside the
the coefficients are sum in 共30a兲 leads to divergent series. One way to resolve
this difficulty is to show that ␻ g ( ␨ , ␰ , ␶ ) is a weak solution of
P 共 m, ␶ 兲 共25兲. Equivalently, one can establish conventions to interpret
⫽⫺2m ⳵ ␶ 共 ␶ ⫺3/2C 共 m, ␶ 兲兲 , particular divergent sums. The following conventions arise
冑␶ by formally differentiating 共29a兲 twice:
共28兲
⬁
Q 共 m, ␶ 兲 1
冑␶
⫽⫹2m ⳵ ␶ 共 ␶ ⫺3/2
D 共 m, ␶ 兲兲 . 1⫽ 兺
k⫽1 J 2 共 n k H 兲
J 0共 n k␨ 兲 , 0⭐ ␨ ⬍H, 共31a兲
Phys. Fluids, Vol. 12, No. 3, March 2000 The motion of a falling liquid filament 557

⬁
n tions 兵 A(m, ␶ ),B(m, ␶ ),C(m, ␶ ),D(m, ␶ ), P(m, ␶ ),Q(m, ␶ ) 其 .
0⫽ 兺 k
k⫽1 2 k H 兲
J 共 n
J 1共 n k␨ 兲 , 0⭐ ␨ ⬍H. 共31b兲 These equations, along with 共28兲, determine the motion of a
viscous liquid filament.
We reiterate that these are conventions; the sums in 共31兲 may We omit the equations obtained in this way, which are
diverge. linear but complicated integro-differential equations for the
By direct calculation from 共30兲, unknown functions listed above. Equations corresponding to

冉 冊
these can be found in Ref. 17. In order to simplify the analy-
m2
⳵ ␶ R 共 m,n k , ␶ 兲 ⫹ ␯ ␶ n 2k ⫹ R⫽⫺ ␯ ␶ n 2k P 共 m, ␶ 兲 , sis, we now make an additional assumption.
␶2

冉 冊
共32兲 D. Assumption: The liquid is very viscous
m2
⳵ ␶ S 共 m,n k , ␶ 兲 ⫹ ␯ ␶ n 2k ⫹ S⫽⫺ ␯ ␶ n 2k Q 共 m, ␶ 兲 . Recall that R(m,n k , ␶ ) and S(m,n k , ␶ ) are defined in
␶2
共30兲. We show in Appendix B that for large viscosity 共␯→⬁兲
Using 共32兲 and 共31b兲, one can verify by differentiating and ␶ ⬎ ␶ 0 ,
within the sum and within the integral that ␻ g ( ␨ , ␰ , ␶ ) satis-
fies 共25兲, at least formally. It is evident that ␻ g ( ␨ , ␰ , ␶ ) van- n 2k ␶ 3
ishes at ␨⫽0, and that it is bounded for all ␰, for suitable R 共 m,n k , ␶ 兲 →⫺ P 共 m, ␶ 兲 ,
m 2 ⫹n 2k ␶ 3
兵 P,Q 其 . This completes the verification that ␻ g ( ␨ , ␰ , ␶ ) is a 共35兲
suitable representation of the forced vorticity field. n 2k ␶ 3
The corresponding velocity fields are S 共 m,n k , ␶ 兲 →⫺ Q 共 m, ␶ 兲 .
m 2 ⫹n 2k ␶ 3
⬁
2 In terms of the differential equations in 共32兲, 共35兲 asserts that
u g1 共 ␨ , ␰ , ␶ 兲 ⫽ 冑␶ 兺 J 共n ␨兲
k⫽1 n k HJ 2 共 n k H 兲 1 k the homogeneous solutions of 共32兲 decay much faster than

冕冋 册
the time scale on which the forcing terms, P(m, ␶ ) and
⬁ m
⫻ 关 R 共 m,n k , ␶ 兲 sin共 m ␰ 兲 Q(m, ␶ ), evolve. This rapid decay occurs in a very viscous
0 m ⫹n 2k ␶ 3
2
fluid. We now define a ‘‘very viscous fluid’’ to be one for
which 共35兲 holds.
⫺S 共 m,n k , ␶ 兲 cos共 m ␰ 兲兴 dm,
This assumption simplifies the representation of the ve-
⬁ 共33兲 locity field generated by the motion of the free surface,
2
w g1 共 ␨ , ␰ , ␶ 兲 ⫽ ␶ 2 兺
k⫽1
J 共n ␨兲
n k HJ 2 共 n k H 兲 0 k
u g1 ( ␨ , ␰ , ␶ ) and w g1 ( ␨ , ␰ , ␶ ). It also reduces the system of lin-
earized equations from third order in time to second order. In

⫻ 冕冋 0
⬁ nk
m ⫹n 2k ␶ 3
2 册 关 R 共 m,n k , ␶ 兲 cos共 m ␰ 兲
terms of ␹ from 共19兲 and (n k H) from 共29b兲, define
⬁
␹2
⫹S 共 m,n k , ␶ 兲 sin共 m ␰ 兲兴 dm.
␽ 共 ␹ 兲 ª2 兺 2
k⫽1 ␹ ⫹ 共 n k H 兲
2. 共36兲

For a viscous filament with no initial vorticity, the complete In addition, recall one more identity 共Ref. 23, p. 361兲:
velocity field is the sum of those in 共16兲 and 共33兲.
J 0 共 n k H 兲 ⫹J 2 共 n k H 兲 ⫽0.
C. Conditions at the free surface Using all of these plus 共35兲 in 共33兲 leads to limiting values
One condition at the free surface results from eliminat- 共as ␨ →H兲 of the quantities that appear in the boundary con-
ing the pressure between 共24c兲 and 共24f兲, both evaluated at ditions at the free surface:
␨ ⫽H: u g1 共 ␨ , ␰ , ␶ 兲 →0,
1
␳␶ 冉 1
␨
␯
␶
1
␶ 冊
⳵ ␰ p 1 ⫽ ␯ ␶ ⳵ ␨2 w 1 ⫹ ⳵ ␨ w 1 ⫹ 2 ⳵ 2␰ w 1 ⫺ ⳵ ␶ 共 ␶ w 1 兲 ,
w g1 共 ␨ , ␰ , ␶ 兲 →
H
␶
冕 ⬁ ␽ ⬘共 ␹ 兲
2␹
关 P 共 m, ␶ 兲 cos共 m ␰ 兲

冉 冊
共34兲 0
1 3H ␴ ␴ 3
⳵ ␰ p 1 兩 ␨ ⫽H ⫽ ⫺ ⳵ h ⫺ ⳵ h ⫹Q 共 m, ␶ 兲 sin共 m ␰ 兲兴 dm,
␳␶ 4 ␶ 7/2 ␳ H 2 ␰ 1 ␳ ␶ 3 ␰ 1
共37兲

⫹
2␯
⳵ ␰ ⳵ ␨ u 1 兩 ␨ ⫽H .
⳵ ␨ ⳵ ␰ u g1 共 ␨ , ␰ , ␶ 兲 →
冑␶
2H
冕 ␹␽ ⬘ ␹
⬁
共 兲关 P 共 m, ␶ 兲 cos共 m ␰ 兲
冑␶ 0

⫹Q 共 m, ␶ 兲 sin共 m ␰ 兲兴 dm,
Two other conditions are shown in 共24e兲 and 共24g兲. These
conditions are not independent, because 共24e兲 and 共24g兲
were already used to derive 共26兲. In what follows, we use
共34兲 and 共24e兲, but not 共24g兲.
冉 1 ␯
冊
␯ ␶ ⳵ ␨2 w g1 ⫹ ⳵ ␨ w g1 ⫹ 2 ⳵ 2␰ w g1
␨ ␶
The next step is to substitute the representations for the
velocity fields from 共16兲, and 共33兲, plus the representation for →
␯
H
冕 0
⬁
关 2⫹ ␽ 共 ␹ 兲兴关 P 共 m, ␶ 兲 cos共 m ␰ 兲
the free surface from 共17兲, into the conditions at ␨ ⫽H, in
order to obtain evolution equations for the unknown func- ⫹Q 共 m, ␶ 兲 sin共 m ␰ 兲兴 dm.
558 Phys. Fluids, Vol. 12, No. 3, March 2000 Henderson et al.

The last of these makes use of the 共counterintuitive兲 limit of

共31a兲 as ␨ →H.
⳵
⳵␶
␶⌬
⳵C
⳵␶冋 册
⫺
⌬⌫
␣␶
C⫽0, 共42兲

E. Linear stability where

Finally, substitute 关共16兲, 共17兲, and 共37兲兴 into 共34兲 and
into 共24e兲. The result is two identical sets of ordinary differ-
ential equations, one for 兵 (B(m, ␶ ),C(m, ␶ ), P(m, ␶ ) 其 , and
⌬ ␹,冉 ␯m2
␶ 冊 冉冕 冉 冊 冊
, ␶ ⫽exp
␶ ␤⫺␣
␣␶
d␶ .

the other for 兵 (A(m, ␶ ),D(m, ␶ ),⫺Q(m, ␶ ) 其 . The first set is Observe that ⌬ is exponential with a real-valued exponent,

␯ H ␽ ⬘共 ␹ 兲
共 2⫹ ␽ 共 ␹ 兲兲 P⫺ ⳵ ␶
H ␶ 2␹
冉 冊
so ⌬⬎0, and 共42兲 is indeed in Sturm–Liouville form. In
1 Appendix D, we show that ␣共␹兲⬎0 for ␹⭓0. Therefore 共42兲,
P ⫺ ⳵ ␶共 ␶ I 0共 ␹ 兲 B 兲
␶ and 共40兲, have a nonoscillatory growing solution, and the

冉 冊
filament is unstable, if
3 ␴␶ ␯
⫽ 5/2⫺ 3 共 1⫺ ␹ 兲 ␹ C⫹ ␹␽ ⬘ 共 ␹ 兲 P
冉 冊
2
4␶ ␳H H ␴ m 2 冑␶ ␯ m 2
⌫ ␹, , ⬎0, 共43兲
␳H ␶
2␯␶
⫹ 2 ␹ 2 I ⬘1 共 ␹ 兲 B, where ⌫ is given in 共41c兲. This is the criterion for unstable
H
共38兲 wave numbers for a very viscous filament; it is one of the
⳵ ␶ C⫽ 冑␶ I 1 共 ␹ 兲 B. two main results in this section.
This set of equations, along with 共28兲, determine the For which dimensionless wave numbers 共␹兲 is ⌫⬎0? In
linearized stability of a very viscous filament. To analyze 共41c兲, the first term on the right-hand side represents the
this system, it is convenient to rewrite it as a second-order effect of surface tension; it is positive for 0⬍␹⬍1. The sec-
differential equation for C(m, ␶ ). In addition, we eliminate ond term represents the effect of viscosity; because ␣共␹兲⬎0
␽共␹兲 by using an identity derived in Appendix C: for all ␹⬎0, this term is always positive. We show in Ap-
pendix D that the last term in 共41c兲 is positive for 0⬍␹⬍X
I 0共 ␹ 兲 共X⬇2兲. Thus, every filament is unstable in a very viscous
␽共 ␹ 兲⫽␹ ⫺2. 共39兲
I 1共 ␹ 兲 liquid, because the set of unstable wave numbers always in-
The final result, after some algebra, is cludes 0⬍␹⬍1, and it may include more.

⳵ 2C ␤ ⳵ C ⌫ F. Growth rates of unstable modes

␣ ⫹ ⫺ C⫽0, 共40兲
⳵␶2 ␶ ⳵␶ ␶2 To compute actual rates of growth of unstable modes,
where ␹ is defined in 共19兲, and one must integrate 共40兲 or 共42兲. To aid in that integration, we

冉 冊 冊 冉
show in Appendix D that
␹ I 0共 ␹ 兲 2
␹ I 0共 ␹ 兲
␣共 ␹ 兲⫽ ⫺ ⫺ ␹ 2, 共41a兲 ␣ 共 ␹ 兲 ⬎0 for ␹ ⬎0, 共44a兲
I 1共 ␹ 兲 I 1共 ␹ 兲

␤ ␹,冉 ␯m2
⫽3 冊 冉 冊 冉 冊 冉 冊
␹ I 0共 ␹ 兲 3
⫺7
␹ I 0共 ␹ 兲 2
⫹4
␹ I 0共 ␹ 兲 ␣ 共 ␹ 兲 →2 as ␹ →0, 共44b兲
␶ I 1共 ␹ 兲 I 1共 ␹ 兲 I 1共 ␹ 兲
冉 ␯m2
冊 ␯m2

冉 冊 冉 冊
␤ ␹, ⫺ ␣ 共 ␹ 兲 ⬎0 for ␹ ⬎0, ⭓0, 共44c兲
␹ I 0共 ␹ 兲 2␯m2 ␶ ␶
⫺3 ␹ 2
⫹4 ␹ 2 ⫹
I 1共 ␹ 兲 ␶
冉 ␯m2
冊
冋冉 冊 册
␤ ␹, ⫺ ␣ 共 ␹ 兲 →2 as ␹ →0, m→0. 共44d兲
␹ I 0共 ␹ 兲 2
␶
⫻ ⫺ ␹ ⫺1 ,
2
共41b兲
I 1共 ␹ 兲 In addition, recall that 共40兲 or 共42兲 applies only for a

⌫ ␹,冉 ␴m ␶ ␯m
␳H
,
2

␶
冑
冊 冑 2
⫽
␴m ␶
␳H
2
共 1⫺ ␹ 2 兲 ⫹
3␯m
␶
␣共 ␹ 兲
2 very viscous liquid. For wave number m⬎0, the viscosity 共␯兲
of the liquid appears in both ␤ and ⌫, so each of these coef-
ficients is asymptotically large. We show next that in the

冋冉 冊 ⫹
3
4
6
␹ I 0共 ␹ 兲
I 1共 ␹ 兲
3 ‘‘very viscous’’ limit, 共40兲 approximately splits into two
first-order equations, which we solve approximately. Let
␮Ⰷ1 denote a large dimensionless parameter representing

冉 冊 冉 冊 ⫺16
␹ I 0共 ␹ 兲
I 1共 ␹ 兲
2
⫹8
␹ I 0共 ␹ 兲
I 1共 ␹ 兲
the viscosity of the filament, e.g., ␮ ⫽ ␯ m 2 / ␶ . For a very
viscous liquid and m⬎0, it follows from 共41兲 that

冉 冊 册 ⫺6 ␹ 2
␹ I 0共 ␹ 兲
I 1共 ␹ 兲
⫹9 ␹ 2 . 共41c兲
␣ ⫽O 共 1 兲 , ␤ ⫽O 共 ␮ 兲 , ⌫⫽O 共 ␮ 兲 .
Then 共40兲 has a fast-changing solution, C f (m, ␶ ), with
共45兲

A filament of a very viscous liquid is unstable if 共40兲 has any ⳵C f ⳵ 2C f

solutions that grow in time. C f ⫽O 共 1 兲 , ⫽O 共 ␮ 兲 , ⫽O 共 ␮ 2 兲 .
⳵␶ ⳵␶2
Alternatively, we may write 共40兲 in Sturm–Liouville
form: For this solution, 共40兲 becomes approximately
Phys. Fluids, Vol. 12, No. 3, March 2000 The motion of a falling liquid filament 559

rate 共G兲 vs wave number 共m兲, plotted at various times, using

the parameters that correspond to the experiment in Fig. 1.
Please note the following points.
共1兲 At each time, there is a most unstable wave number
共m兲, shown with a dot 共䊉兲 in Fig. 3. As time increases, this
maximal wave number increases, even over the fraction of a
second during which the filament survives.
共2兲 The ‘‘wave number’’ m has dimensions of 共time/
length兲 instead of 共1/length兲. The corresponding wavelength
is given by ␭⫽2 ␲ ␶ /m. Therefore, if the maximal m remains
constant in time, its corresponding wavelength grows 共lin-
early兲 in time. If the maximal m grows slower than linearly,
then the most unstable wavelength also changes in time.
Typically, the instability of a falling liquid filament does not
generate disturbances of constant wavelength.
共3兲 Some of the curves in Fig. 3 have rather broad
maxima, so near each maximal wave number is a range of
other wave numbers with growth rates nearly as large as the
maximal value. In an experiment, therefore, this instability is
likely to select a band of nearly maximal wave numbers,
FIG. 3. The instantaneous growth rate for unstable modes for fluid A1, from instead of just one.
Eq. 共48兲, The growth rate 共G兲 is plotted as a function of wave number 共m兲
for various times during the interval in which dh/dz⫽0. A dot 共䊉兲 marks
共4兲 The band of wave numbers with instantaneous
the most unstable mode at each time. growth rates near the maximum becomes more broad as time
increases. The value of the maximal growth rate itself does
not change significantly with time.
To summarize this section, the linearized stability of a
⳵ 2C f ␤ ⳵ C f
␣ ⫹ ⬃0, very viscous liquid filament is now completely explicit. Here
⳵␶2 ␶ ⳵␶ are the main results. The set of unstable wave numbers is
so that defined by 共43兲. For each unstable wave number, the growth

冉冕 冊
of the unstable mode is approximately given by 共47兲. For a
␶ ␤ given filament, a graph like that in Fig. 3 shows which wave
C f 共 m, ␶ 兲 ⬃C f 共 m, ␶ 0 兲 exp ⫺ d␶ . 共46兲
␶0 ␣␶ numbers grow most rapidly, and how their instantaneous
From 共44兲, 兵␤/␣␶其⬎1, so this solution decays, relatively fast. growth rates change with time. A particular liquid filament
The other solution of 共40兲, C s (m, ␶ ), changes slowly: qualifies as ‘‘very viscous’’ if the time scale of growth in
共47兲 is slow in comparison with the time scale of decay in
⳵Cs ⳵ 2C s 共32兲.
C s ⫽O 共 1 兲 , ⫽O 共 1 兲 , ⫽O 共 1 兲 .
⳵␶ ⳵␶2 In Sec. V, we use these results to predict whether a given
liquid filament pinches off first near its ends, like the fila-
For this solution, 共40兲 becomes approximately
ment in Fig. 1, or if it pinches off in its interior.
␤ ⳵Cs ⌫
⫺ C ⬃0,
␶ ⳵␶ ␶2 s V. WHERE DOES A FILAMENT PINCH OFF?
so that The filament in Fig. 1 pinches off near its ends 共first at

C s 共 m, ␶ 兲 ⬃C s 共 m, ␶ 0 兲 exp 冉冕
␶0
␶ ⌫
␤␶
d␶ . 冊
If 共43兲 holds for a particular m⬎0, then C s (m, ␶ ) grows with
␶, relatively slowly. This is the unstable mode for this m.
Both ␤ and ⌫ depend on ␶, so the unstable modes do not
exhibit simple exponential growth. The instantaneous growth
rate of an unstable mode is given by
⌫ viscous fluid. 共This experiment uses fluid E, described in
G⫽ , 共48兲
␤␶
and it changes with time. Moreover, the ‘‘most unstable
wave number’’ 关i.e., the wave number m that maximizes the
growth rate in 共48兲 at fixed ␶兴, changes with time; this is
another difference between a falling liquid filament and a
uniform jet. Figure 3 shows graphs of instantaneous growth
共47兲
the bottom of the filament, then at the top兲. This behavior is
commonly observed in experiments.2–5,11 It is called ‘‘end-
pinching’’ in Ref. 11, and it occurs in filaments that form
either because of gravity, as in our Fig. 1 and in Refs. 2–5 or
without gravity.11 However, not all filaments pinch off first
near their ends, as noted in Ref. 11 for filaments and drops
created without gravity in a four-roll mill. Figure 4 shows the
results of an experiment like that in Fig. 1, but for a more
Table I.兲 Several differences appear in the motion of these
two filaments.
共1兲 More viscous filaments survive longer. 共This can al-
ready be inferred from Fig. 2.兲 As a result, the experiment in
Fig. 4 lasts longer than that in Fig. 1.
共2兲 Because it lasts longer 共in time兲, the filament in Fig.
4 grows to a much longer length than that in Fig. 1. As a
560 Phys. Fluids, Vol. 12, No. 3, March 2000
FIG. 4. Images of the drop and filament for fluid E, using a spatial resolu-
tion of 95.5 ␮m/pixel and a temporal resolution is 4000 fps. Image size is
0.45⫻2.27 cm2. Times of images 共referenced to times shown in Figs. 2 and
5兲 are 共a兲 ⫺0.1072 s; 共b兲 ⫺0.0107 s; 共c兲 0.0216 s; 共d兲 0.0883 s; 共e兲 0.0933
s; 共f兲 0.0966 s; 共g兲 0.0980 s.
result, we are unable to show the entire filament in Fig. 4,
except during the first two frames.
共3兲 The primary filament in Fig. 1 maintains a relatively
uniform radius 共so dh/dz⬇0兲 while its ends neck down and
then pinch off. By comparison, Fig. 4共d兲 shows that in this
experiment the primary filament exhibits spatial variations
共so dh/dz⫽0兲 while the end of the filament near the orifice
共i.e., at the top of the figure兲 does not change its shape ap-
preciably. Similarly, we observed no necking down of the
filament at its drop-end 共although this cannot be confirmed
from Fig. 4兲.
共4兲 A significant difference between the filaments in
Figs. 1 and 4 is that the filament in Fig. 4 pinches off at
several points interior to the filament, whereas the filament in
Fig. 1 pinches off near its ends. The objective of this final
section is to provide a criterion to predict which of these
possibilities will occur for a given filament.
All of the fluids depicted in Fig. 2 are ‘‘very viscous,’’
according to 共35兲. Thus using the analysis of Sec. IV, we
now propose a criterion to determine whether a given fila-
ment pinches off near its ends or at interior points. As an
example, consider the filament in Fig. 1. For this filament,
Fig. 3 shows the instantaneous growth rates of disturbances
of various wave numbers. However, Fig. 3 is based on the
simplifying assumption that the filament is infinitely long.
For a filament of finite length, like that shown in Fig. 1, only
some of these wave numbers are allowed, because only some
of them correspond to wavelengths that fit into the finite
length of the filament. Here is our criterion.
For a given filament, if the most unstable wave mode has
the longest wavelength that fits into the finite length of the
filament, then that filament pinches off first near its ends. If
the most unstable wave mode has a wavelength that is
shorter than the length of the filament, then the filament
pinches off at one or more interior points.
Below are some comments and disclaimers that are re-
quired in using this criterion, followed by a detailed outline
Henderson et al.
of how it applies for the eight experiments shown in Fig. 2.
共1兲 We assume here that there is no external forcing,
which can artificially excite a wave mode other than the most
unstable mode.
共2兲 For a falling liquid filament, both the length of the
filament and the wavelength of a given mode change with
time. Therefore, some work is required to determine whether
the 共changing兲 wavelength of a particular mode fits into the
共changing兲 length of the filament. That determination is
made explicit in the outline that follows.
共3兲 We apply this criterion only at early times. The lin-
earized stability analysis in Sec. IV is valid only for small
disturbances, so its validity ceases well before the filament
actually pinches off.
共4兲 In practice, as described in the following, we apply
the criterion only over the time interval that begins when the
primary filament first forms 共i.e., when a region forms with
⳵ h/ ⳵ z⫽0兲, and ends when we observe significant spatial
variations on the primary filament 共i.e., when ⳵ h/ ⳵ z⫽0兲.
This is the same time interval used for Fig. 2.
Figure 5 shows how the criterion applies for the eight
experiments discussed in Fig. 2.
共a兲 For each experiment, we find the most unstable
wave number, m, at the initial time 共t⫽0, when ␶ ⫽t * 兲. The
corresponding wavelength is ␭⫽2 ␲ ␶ /m⫽2 ␲ t * /m. This is
the most unstable wavelength, initially. If this wavelength
exceeds the measured length of the primary filament at ␶
⫽t * , then we choose the wavelength equal to the filament
length, and find the corresponding value of m. 共These values
of m are listed in Table III, in Appendix A.兲 The shape of the
curves in Fig. 3 guarantees that this is the most unstable
wave number for a filament of this length.
共b兲 Holding m constant, the wavelength of this mode
grows linearly in time, according to ␭⫽2 ␲ ␶ /m. Each solid
line in Fig. 5 represents the 共changing兲 wavelength of the
mode that was the most unstable mode that fit into the fila-
ment at t⫽0.
共c兲 Also shown in Fig. 5 are the lengths of the primary
filament, measured during the interval in which ⳵ h/ ⳵ z⫽0 for
that experiment. These time intervals differed for different
experiments, as Fig. 5 shows.
共d兲 For the first six experiments shown in Fig. 5 关i.e.,
5共a兲–5共f兲, corresponding to fluids A1, A2, B1, B2, B3, C兴,
the wavelength of the 共initially兲 most unstable mode either
exceeds or equals the length of the primary filament during
the relevant time interval. According to the above-given cri-
terion, these filaments should pinch off at their ends first, and
they did. For each of the last two experiments 关i.e., Figs. 5共g兲
and 5共h兲, corresponding to fluids D and E兴, the most unstable
wavelength fit inside the length of the primary filament. The
above-mentioned criterion predicts that these two filaments
should pinch off at points internal to the filament 共instead of
near the ends兲, and they did.
共e兲 The filaments of fluids A, B, and C all pinched off
first near their ends, as predicted. The contracting filaments
of A1, A2, B1, and B2 remained stable after pinch-off and
each resulted in one satellite drop. The contracting filament
of fluid B3 showed some nonuniformity, but the nascent in-
stability did not grow, and one satellite drop was formed.
Phys. Fluids, Vol. 12, No. 3, March 2000
The contracting filament of fluid C exhibited instabilities that
grew substantially, causing the filament to break up into sev-
eral satellite drops.
For all of our experimental data, therefore, this criterion
successfully predicts whether a filament pinches off first near
its ends or at internal points. To our knowledge, this is the
first theoretical prediction of this behavior.
ACKNOWLEDGMENTS
We thank Bernard Deconinck for discovering 共39兲,
James Meiss for catching a logical error in an early version
of this paper, Joe Hammack for many helpful discussions,
and an anonymous referee for bringing Refs. 16 and 17 to
our attention. H. S. acknowledges the kind hospitality of the
Physics Department, University of Tokyo, where this work
The motion of a falling liquid filament 561
FIG. 5. Filament length vs time for the
eight experiments of Fig. 2, listed in
Table I. Circles denote measurements
of filament length. Lines denote the
changing wavelength of the mode that
was most unstable and that fit into the
filament length at t⫽0. 共a兲 Fluid A1;
共b兲 fluid A2; 共c兲 fluid B1; 共d兲 fluid B2;
共e兲 fluid B3; 共f兲 fluid C; 共g兲 fluid D; 共h兲
fluid E.
was initiated, and of the Mathematics Department, Hong
Kong University of Science and Technology, where it was
completed. His work in Japan was supported by the Japan
Society for the Promotion of Science. The work was also
supported in part by NSF Grant Nos. DMS-9304390 and
DMS-9731097. The experiments were supported by fellow-
ships from the David & Lucile Packard Foundation and the
Alfred P. Sloan Foundation, and from NSF Grant No. DMS-
9257456.
APPENDIX A: EXPERIMENTAL APPARATUS,
MATERIALS, AND PROCEDURES
The experimental apparatus comprised silicone and com-
mercial vegetable oils, Lucite reservoirs, and an imaging sys-
562 Phys. Fluids, Vol. 12, No. 3, March 2000
TABLE II. Spatial and temporal resolution for each experiment shown in
Fig. 2.
Spatial resolution Temporal resolution
Fluid 共␮m pixel兲 共frame/s兲
A1 110 3000
A2 111 3000
B1 33.6 3000
B2 25.6 3000
B3 33.6 3000
C 39.6 6000
D 63.7 3000
E 42.1 3000
tem. Table I lists the fluid properties 共viscosity, surface ten-
sion, density兲 as well as the experimental parameters 共flow
rate and orifice size兲.
Fluids B, C, D, and E were silicone oils 共Dow Corning兲
chosen for their ranges of viscosities from about 100 to 1000
times more viscous than water. The surface tension of these
oils did not vary significantly. Fluid A was a commercial
vegetable oil 共Weis brand兲, with a surface tension that varied
significantly from that of the silicone oils. Viscosities were
measured in a temperature-controlled bath; see Ref. 5 for
details of fluids A and B. Surface tension was measured with
a DuNouy tensiometer at room temperature. Experiments A1
and A2 used the same fluid with different flow rates. Experi-
ments B1–B3 used the same fluid with different orifice sizes.
The flow rates were measured as an average over several
drops.
For a given experiment, the oil was poured into a reser-
voir and left open to the atmosphere. It dripped from an
orifice under gravity at a rate controlled by a needle valve.
The orifice was machined to have a flat edge so that the oil
coated the surface area between the inner and outer edges.
The radius of the outer edge is listed in Table I. The dimen-
sions of the overall apparatus are given in Ref. 5. The appa-
ratus was enclosed in a plastic box that was not temperature
controlled but stopped air-currents and external contamina-
tion.
A Kodak EktaPro 1012 EM Motion Analyzer captured
images of the falling drop with spatial and temporal resolu-
tions listed in Table II.
Illumination was obtained using silhouette photography,
following Ref. 24, with a 600 W lamp, an experimental
grade one-way transparent mirror 共Edmund Scientific,
A40,047兲 and reflective screen material 共Scotchlite 3M
7615兲. The mirror, placed between the camera and drop, was
oriented at a 45° angle to the camera’s face. Approximately
50% of the incident light was reflected toward the drop. The
reflective material, placed directly behind the drop, reflected
the incoming light rays back toward the drop. The effect of
this setup was to render the drop as a shadow. The reflective
material, rated as 98% efficient, sends back the light within
an angle of 0.5° of its initial path,24 resulting in less scatter-
ing of light around the edges of the imaged drops and a
higher-contrast image.
Images were visible on a monitor and down-loaded to
video, to hard copy, and/or to a computer. Measurements of
Henderson et al.
filament widths and filament lengths were obtained directly
from the monitor, from the hard copies and/or using PhotoA-
dobe on the computer for image enhancement and edge de-
tection. Comparisons among the different techniques did not
show significant variability.
Measurements for filament width and length were ob-
tained as follows. First, for all fluids, the experiment was
imaged with a coarse resolution so that the entire drop was
visible until pinch-off. From this global view, reference
points were obtained. In particular, we noted the location of
the drop when we first judged a filament with ⳵ h/ ⳵ z⫽0 to
have formed. Then we noted the interval of time that passed
while the drop fell from this location until we first observed
either necking at the ends of the filament 共for fluids A, B,
and C or wavelike instabilities on the filament 共for fluids D
and E兲. Measurements of filament width for fluid A were
obtained from this global view during this time-interval.
Second, measurements of length were obtained from this
time series by placing the reticule from the imager onto the
filament boundary and measuring the length under it for
which ⳵ h/ ⳵ z⫽0. These measurements are accurate to within
⫾0.01 cm.
Third, we zoomed-in the imager to obtain higher-
resolution for measurements of filament width, for all fluids
except C. The resolutions are listed in Table II. In these
images a portion of the filament was in the image, but neither
the orifice nor the drop was in the image during measure-
ments. The position of the image was known relative to the
orifice and to the reference location obtained from the global
view. We waited a known 共small兲 amount of time after the
drop passed this location. Then this time was defined to be
t⫽0 in the corresponding measurements of filament width.
共Filament lengths are also referenced to this time.兲 Measure-
ments were taken during the time interval over which
dh/dz⫽0, determined from the global view.
To obtain values of H and t * from the measurements of
filament width, we calculated (H,t * ) from every possible
combination of two data points. Then we considered the er-
ror 共in a least-squares sense兲 between the calculated values
of H and the corresponding values of h 冑␶ . We considered
the values of (H,t * ) that provided the smallest error, the
values obtained as an average over some small error, and in
the end, we chose the values that, by eye, showed the best
agreement with the entire set of data points. These values of
H correspond to the horizontal lines in Fig. 2 and are listed
along with t * in Table III. They could have changed by
about ⫾5% each. This variation did not effect the results of
the stability calculations. The results of these calculations are
also listed in Table III. In particular, we list the values of the
wave number, m, that had the maximum growth rate 关from
Eq. 共48兲兴 at time t⫽0. For fluids 共A, B兲, this occurred at the
longest wavelength that fit into the filament at that time; for
fluids 共C, D, E兲, it occurred at the peak of the curve corre-
sponding to that shown in Fig. 3.
Finally, here are two comments about our observations.
First, because of inadequate spatial and temporal resolution,
we were unable to measure modal amplitudes as a function
of time. Instead, we measured wavelengths that were observ-
able at various times and at various spatial resolutions. We
Phys. Fluids, Vol. 12, No. 3, March 2000 The motion of a falling liquid filament 563

TABLE III. Measured values of 兵 H,t * 其 and corresponding calculations of and

the most unstable wave number m at ␶ ⫽t * .
␾ 共 ␶ 兲 ⫽0 at s⫽ ␶ .
H t* m(t⫽0)
Fluid 关cm*共s兲1/2兴 共s兲 共s/cm兲 Then 共30b兲 can be written as
A1
A2
0.0058
0.0061
0.0069
0.0089
0.124
0.118 R 共 m,n k , ␶ 兲 ⫽ 冕 ␶

␶0
e ␾ 共 s 兲 ⳵ s P 共 m,s 兲 ds
B1 0.0018 0.0045 0.130
B2
B3
C
0.0021
0.0025
0.0020
0.0043
0.0070
0.0048
0.094
0.180
0.099
⫹ 冕 ␶

␶0
e ␾共 s 兲
␯m2
s2
P 共 m,s 兲 ds⫺ P 共 m, ␶ 兲 ,
D 0.0019 0.0083 0.148
E 0.0028 0.0211 0.253 ⫽R1⫹R2⫺ P.
But

found that when we observed the filaments with a coarse R 2⫽ 冕 ␶

␶0
e ␾共 s 兲⳵ s␾ 冉 m 2 /s 2
n 2k s⫹m 2 /s 2 冊 P 共 m,s 兲 ds

冉 冊
resolution, we could not resolve the short wavelengths; when
we observed with a fine resolution, we could not resolve the m 2 /s 2
⫽e ␾ 共 s 兲 P 共 m,s 兲 兩 ␶␶
long wavelengths. For example, when viewing experiment E n 2k s⫹m 2 /s 2 0
at ␶⫽0.17 s, with a fine resolution that allowed only a por-
tion of the filament into the image, we observed wavelengths
of about 0.6 cm. The image size was such that we could not
⫺ 冕 ␶

␶0
e ␾共 s 兲⳵ s 冋 m 2 /s 2
n 2k s⫹m 2 /s 2
P 共 m,s 兲 ds,册
冉 冊
also observe wavelengths larger than about 1 cm. The am-
plitudes were essentially 1 pixel. Thus, when viewing the m2
⫽ P 共 m, ␶ 兲
filament at a coarser resolution, we could not resolve these n 2k ␶ 3 ⫹m 2

冕 冋 册
amplitudes and would not observe those modes. Instead,
␶ m 2 /s 2
when viewing the filament at a coarse resolution that allowed ⫺ e ␾共 s 兲⳵ s P 共 m,s 兲 ds,
the whole filament-drop combination into the image, we ob- ␶0 n 2k s⫹m 2 /s 2
served waves with lengths of about 3 cm. They also had where we have used P(m, ␶ 0 )⫽0 and ␾共␶兲⫽0. Therefore,
amplitudes of about 1 pixel. 共We note that the most unstable
wavelength at t⫽t * gives a wavelength at ␶⫽0.17 of 4.2
cm.兲 Presumably, fluids such as D and E, for which pinch-off R 共 m,n k , ␶ 兲 ⫽⫺ 冉 n 2k ␶ 3
n 2k ␶ 3 ⫹m 2
冊 P 共 m, ␶ 兲

冋 册
occurs within the filament, admit many unstable modes and
at present we cannot observe their evolutions.
Second, we also note that previous work2,5 showed that
⫹ 冕 ␶

pinch-off occurred in a secondary filament localized at the
end of the filament near the drop. Reference 2 observed this
same structure at the orifice, while Ref. 5 did not observe it
for fluid B2. It was conjectured in Ref. 5 that this difference
was due to the difference in orifice sizes, since that of Ref. 2
was significantly larger than that in Ref. 5. Our observations
support this conjecture: when we used the same fluid with a
larger orifice 共in experiment B3兲, the secondary filament did
form.
APPENDIX B: LIMITING BEHAVIOR OF R „ m , n k , ␶ …
␶0
e ␾共 s 兲⳵ s 2
n 2k s
n k s⫹m 2 /s 2
P 共 m,s 兲 ds.
In the last integral, both the quantity in square brackets and
its derivative have bounds that are independent of ␯, so the
integral vanishes as ␯→⬁ by Watson’s Lemma.25 This leads
to 共35兲.
To evaluate R(m,n k , ␶ ) as ␯→0, expand ␾ (s) in a Tay-
lor series in powers of ␯, and integrate term by term. The first
integral cancels (⫺ P(m,t)), and the other integrals vanish
as ␯→0. Because R(m,n k , ␶ ) and S(m,n k , ␶ ) both vanish as
␯→0, one can show that the theory for a viscous fluid repro-
duces that of an inviscid fluid as ␯→0.

R(m,n k , ␶ ) and S(m,n k , ␶ ) are defined in 共30兲. In this

appendix we show that R(m,n k , ␶ ) satisfies 共35兲 for large APPENDIX C: BOUNDS ON ␽„␹… and on I 0 „ ␹ …Õ I 1 „ ␹ …
viscosity 共␯→⬁兲, and that R(m,n k , ␶ )→0 for small viscosity
共␯→0兲. The behavior of S(m,n k , ␶ ) is similar. In what fol- Lemma 1: With ␽共␹兲 defined in 共36兲,
lows, we assume that both P(m, ␶ ) and ⳵ ␶ P(m, ␶ ) have ␽ 共 0 兲 ⫽0, ␽ ⬘ 共 0 兲 ⫽0,
bounds that are independent of ␯.
Define ␽ 共 ␹ 兲 ⬎0 if ␹ ⬎0, ␽ ⬘ 共 ␹ 兲 ⬎0 if ␹ ⬎0;

␾ 共 s 兲 ⫽⫺ ␯ n 2k 共 ␶ 2 ⫺s 2 兲 /2⫹ ␯ m 2 共 ␶ ⫺1 ⫺s ⫺1 兲 . ␽共 ␹ 兲⬍␹ if ␹ ⬎0.

so that Proof: It follows from 共36兲 that

冋 册
⬁
m2 共 n H 兲2
⳵ s␾ ⫽ ␯ n 2k s⫹
s2
⬎0 for 0⬍s⬍⬁, ␽ ⬘ 共 ␹ 兲 ⫽4 ␹ 兺
k⫽1 关 ␹ 2
⫹
k
共 n kH 兲2兴 2
. 共C1兲
564 Phys. Fluids, Vol. 12, No. 3, March 2000 Henderson et al.

For k⭓1, k ␲ ⬍n k H. Therefore the series for ␽共␹兲 con-

verges, as does that for ␽⬘共␹兲. Then it follows from their
series that ␽共0兲⫽0⫽␽⬘共0兲, and that ␽共␹兲⬎0, ⍜⬘共␹兲⬎0 for
共 iii兲 冉冊 冉冊 冉冊
d I0
d␹ I1
⫽1⫺
I0
I1
2
⫹
1 I0
␹ I1
for 0⬍ ␹ ⬍⬁.

␹⬎0. To establish an upper bound on ␽共␹兲 for ␹⬎0, observe Proof: Both I 0 ( ␹ ) and I 1 ( ␹ ) have convergent Taylor
that series expansions near ␹⫽0.22,23 The representation in 共i兲 fol-
lows from these. Similarly, both functions have asymptotic
⬁ ⬁
1 1 expansions as ␹→⬁, and 共ii兲 follows from these. The differ-
␽ 共 ␹ 兲 ⫽2 ␹ 2 兺
k⫽1 ␹ ⫹共 n kH 兲
2 2 ⬍2 ␹
2
兺
k⫽1 ␹ ⫹ 共 k ␲ 兲
2 2, ential equation in 共iii兲 follows from those in 共C4兲.
Lemma 4:
so

␽ 共 ␹ 兲 ⬍2 ␹ 2
冕 ⬁ dk
2⫽
2␹
冕 ⬁ dy
⫽␹.
I 0共 ␹ 兲 1
⬎ ⫹
I 1共 ␹ 兲 2 ␹
冑 1
共 2␹ 兲2
⫹1 for 0⬍ ␹ ⬍⬁.
0 ␹ ⫹共 k␲ 兲
2
␲ 0 1⫹y 2
Proof: Define

冑
Remark: Lemma 2 is due to Bernard Deconinck.
Lemma 2: 1 1
y 共 ␹ 兲ª ⫹ ⫹1,
2␹ 共 2␹ 兲2
I 0共 ␹ 兲
␽共 ␹ 兲⫽␹ ⫺2. so
I 1共 ␹ 兲
y
Proof: The Bessel function J 1 (Y ) can be written in terms of 1⫺y 2 ⫹ ⫽0. 共C5兲
an infinite product:26 ␹

冉 冊
⬁ Lemma 4 asserts that I 0 ( ␹ )/I 1 ( ␹ )⬎y( ␹ ) for 0⬍␹⬍⬁. The
Y Y2
J 1共 Y 兲 ⫽
2 兿
k⫽1
1⫺
共 n kH 兲2
, assertion is valid as ␹→0 by 共i兲 of Lemma 3, so we must
prove that it remains valid for ␹⬎0. The proof is by contra-
diction. Assume that there exists X * , 0⬍X * ⬍⬁, such that
where J 1 (n k H)⫽0. Taking logarithms and differentiating
at ␹ ⫽X * ,
yields
I 0 共 X * 兲 /I 1 共 X * 兲 ⫽y 共 X * 兲 . 共C6兲
冉 冊
⬁
Y2
ln J 1 共 Y 兲 ⫽ln Y ⫺ln 2⫹ 兺
k⫽1
ln 1⫺
共 n kH 兲2
, If 共C6兲 occurs more than once, then let X * be the smallest
positive value at which 共C6兲 is valid. Comparing 共iii兲 of
so Lemma 3 with 共C5兲 shows that

J 1⬘ 共 Y 兲1
⫽ ⫺
⬁
2Y / 共 n k H 兲 2
兺
J 1 共 Y 兲 Y k⫽1 1⫺Y 2 / 共 n k H 兲 2
d I0
d␹ I1冉冊
⫽0 at ␹ ⫽X * . 共C7兲

⬁ But I 0 ( ␹ )/I 1 ( ␹ )⬎y( ␹ ) for ␹ ⬍X * , so I 0 ( ␹ )/I 1 ( ␹ ) must

1 2 Y2 intersect y( ␹ ) from above at ␹ ⫽X * , and y( ␹ ) is a decreas-
⫽ ⫺
Y Y 兺
k⫽1 共 n k H 兲 2 ⫺Y 2
. 共C2兲
ing function, so if I 0 ( ␹ )/I 1 ( ␹ ) intersects y( ␹ ) from above at
␹ ⫽X * , then necessarily
But I 1 ( ␹ )⫽⫺iJ 1 (i ␹ ) for ␹⭓0 共Ref. 23, p. 375兲. Set Y
⫽i ␹ in 共C2兲:

I ⬘1 共 ␹ 兲1 2 ␹2
⬁
1 ␽共 ␹ 兲
d I0
d␹ I1冉冊
⬍0 at ␹ ⫽X * .

⫽ ⫹ 兺
I 1 共 ␹ 兲 ␹ ␹ k⫽1 共 n k H 兲 ⫹ ␹
2 2⫽ ⫹
␹ ␹
. 共C3兲 This contradicts 共C7兲, so there can be no such point X * , and
Lemma 4 holds for all ␹⬎0.
From Ref. 22,
d d
关 ␹ I 1 共 ␹ 兲兴 ⫽ ␹ I 0 共 ␹ 兲 , I 共 ␹ 兲 ⫽I 1 共 ␹ 兲 , 共C4兲 APPENDIX D: THE COEFFICIENTS IN „41…
d␹ d␹ 0
Therefore I 1⬘ ( ␹ )/I 1 ( ␹ )⫽I 0 ( ␹ )/I 1 ( ␹ )⫺1/␹ . Substituting this Lemma 5: ␣共␹兲⬎0 for 0⬍␹⬍⬁.
into 共C3兲 yields Lemma 2. Proof: From 共41a兲,
Lemma 3: I 0 ( ␹ )/I 1 ( ␹ ) has the following properties.
冉 冊冋冉 冊 册
␹I0 ␹I0

冋 冉冊 冉冊 册
␣共 ␹ 兲⫽ ⫺1 ⫺ ␹ 2 . 共D1兲
I 0共 ␹ 兲 2 1 ␹ 2
1 ␹ 4
I1 I1
共 i兲 ⫽ 1⫹ ⫺ ⫹O 共 ␹ 6 兲
I 1共 ␹ 兲 ␹ 2 2 12 2 From Lemma 4,
as ␹ →0,
冉 冊
␹I0 1
⫺1⬎ ⫹ 冑 1
⫹ ␹ 2 ⫺1⬎0 for ␹ ⬎0.
共 ii兲
I 0共 ␹ 兲
I 1共 ␹ 兲
⫽1⫹
1
⫹
3 1
2␹ 2 2␹ 冉 冊 2
⫹O 共 ␹ ⫺3 兲 ]
I1 2 4
Using Lemma 4 again shows that for ␹⬎0,

as ␹ →⬁, ␣ 共 ␹ 兲 ⬎ 关 21 ⫹ 冑 14 ⫹ ␹ 2 兴 • 关 ⫺ 21 ⫹ 冑 14 ⫹ ␹ 2 兴 ⫺ ␹ 2 . 共D2兲
Phys. Fluids, Vol. 12, No. 3, March 2000 The motion of a falling liquid filament 565

The right-hand side of 共D2兲 is identically zero, so this estab- This is a contradiction, so there can be no such point X * .
lishes Lemma 5. Therefore T 2 ( ␹ )⬎0 for all ␹⭓0. Therefore both factors in
Lemma 6: As ␹→0, ␣共␹兲→2. 共D4兲 are positive for ␹⭓0, so T 1 ( ␹ )⬎0. Therefore both
Proof: Use 共41a兲 and 共i兲 of Lemma 3. terms in 共D3兲 are positive for ␹⬎0, ␯ m 2 / ␶ ⭓0. This com-
Lemma 7: With ␤ ( ␹ , ␯ m 2 / ␶ ) and ␣共␹兲 defined in 共41兲, pletes the proof.

冉 冊
Lemma 8: As ␹→0 and m→0, ␤⫺␣→2.
␯m2 ␯m2
␤ ␹, ⫺ ␣ 共 ␹ 兲 ⬎0 for ␹ ⬎0, ⭓0. Proof: This follows from 共D3兲, 共D4兲, and 共i兲 of
␶ ␶ Lemma 3.
Proof: From 共41兲, we may write

␤ ⫺ ␣ ⫽T 1 共 ␹ 兲 ⫹ 冉 冊冋冉 冊
2␯m2
␶
␹I0
I1
⫺ ␹ 2 ⫺1 , 册 共D3兲
1

2
J. Eggers, ‘‘Universal pinching of 3D axisymmetric free-surface flow,’’
Phys. Rev. Lett. 71, 3458 共1993兲.
X. D. Shi, M. P. Brenner, and S. R. Nagel, ‘‘A cascade of structure in a
where drop falling from a faucet,’’ Science 265, 219 共1994兲.

冉 冊 冉 冊 冉 冊 冉 冊
3
M. P. Brenner, X. D. Shi, and S. R. Nagel, ‘‘Iterated instabilities during
␹I0 3
␹I0 2
␹I0 ␹I0 droplet fission,’’ Phys. Rev. Lett. 73, 3391 共1994兲.
T 1 共 ␹ 兲 ⫽3 ⫺8 ⫹5 ⫺3 ␹ 2 4
X. Zhang and O. A. Basaran, ‘‘An experimental study of dynamics of drop
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5
D. M. Henderson, W. G. Pritchard, and L. B. Smolka, ‘‘On the pinch-off
⫹5 ␹ 2 . of a pendant drop of viscous fluid,’’ Phys. Fluids A 9, 3188 共1997兲.
6
From Lemma 4, for ␹⬎0, D. H. Peregrine, G. Shoker, and A. Symon, ‘‘The bifurcation of liquid
bridges,’’ J. Fluid Mech. 212, 25 共1990兲.

冋冉 冊 册 冋冉 冑 冊 册 J. Eggers, ‘‘Theory of drop formation,’’ Phys. Fluids 7, 941 共1995兲.

2 7
␹I0 1 1
⫺ ␹ 2 ⫺1 ⬎ ⫹ ⫹␹2 ⫺ ␹ 2 ⫺1 8
S. E. Bechtel, C. D. Carlson, and M. G. Forest, ‘‘Recovery of the Rayleigh
I1 2 4 capillary instability from slender 1-D inviscid and viscous models,’’ Phys.
Fluids A 7, 2956 共1995兲.
⫽ 关 冑 14 ⫹ ␹ 2 ⫺ 21 兴 ⬎0.
9
R. M. S. M. Schulkes, ‘‘The contraction of liquid filaments,’’ J. Fluid
Mech. 309, 277 共1996兲.
Meanwhile, T 1 ( ␹ ) can be factored: 10
J. B. Keller and M. K. Miksis, ‘‘Surface tension driven flows,’’ SIAM

冋 冉 冊 册冋 冉 冊 冉 冊 册
共Soc. Ind. Appl. Math.兲 J. Appl. Math. 43, 268 共1983兲.
␹I0 ␹I0 2
␹I0 11
H. A. Stone, B. J. Bentley, and L. G. Leal, ‘‘An experimental study of
T 1共 ␹ 兲 ⫽ 3 ⫺5 ⫺ ⫺␹2 . 共D4兲 transient effects in the breakup of viscous drops,’’ J. Fluid Mech. 173, 131
I1 I1 I1 共1986兲.
12
Comparing with 共D1兲 shows that the second factor in 共D4兲 is J. Plateau, Statique Expérimentale et Théoretique des Liquides Soumis aux
Seules Forces Moléculaire 共Gauthier-Villars, Paris, 1873兲.
␣共␹兲, so by Lemmas 5 and 6 it is positive for ␹⭓0. 13
Lord Rayleigh, ‘‘On the instability of jets,’’ Proc. London Math. Soc. 10,
To show that the first factor in 共D4兲 is positive, define 4 共1879兲.

冉 冊
14
Lord Rayleigh, ‘‘On the instability of a cylinder of viscous liquid under
␹I0 5 capillary force,’’ Philos. Mag. 34, 145 共1892兲.
T 2共 ␹ 兲 ⫽ ⫺ . 15
S. Chandrasekhar, Hydrodynamic and Hydromagnetic Stability 共Dover,
I1 3
New York, 1961兲, especially Chap. 12,
It follows from 共i兲 of Lemma 3 that as ␹→0, T 2 ( ␹ ) 16
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17
I. Frankel and D. Weihs, ‘‘Influence of viscosity on the capillary instabil-
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18
G. K. Batchelor, An Introduction to Fluid Dynamics 共Cambridge Univer-
dT 2 5 共 T2兲2 4共 T2兲
⫽␹⫹ ⫺ ⫺ . 共D5兲 sity Press, Cambridge, 1967兲.
d␹ 9␹ ␹ 3␹ 19
S. Tomotika, Proc. R. Soc. London, Ser. A 153, 302 共1936兲.
20
E. L. Ince, Ordinary Differential Equations 共Dover, New York, 1944兲,
Now mimic the proof of Lemma 4. Assume that there exists especially Chap. 10.
X * , with 0⬍X * ⬍⬁, such that at ␹ ⫽X * , 21
G. Hellwig, Differential Operators of Mathematical Physics 共Addison–
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T 2 共 X * 兲 ⫽0. 共D6兲 22
F. Bowman, Introduction to Bessel Functions 共Dover, New York, 1958兲.
23
M. Abramowitz and I. A. Stegun, Handbook of Mathematical Functions
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C. M Bender and S. A. Orszag, Advanced Mathematical Methods for
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dT 2
⭐0 at ␹ ⫽X * .
26
E. T. Whittaker and G. N. Watson, A Course in Modern Analysis 共Cam-
d␹ bridge University Press, London, 1980兲.