1

DERIVATION OF THE LORENZ EQUATIONS

I. GOVERNING EQUATIONS

Consider the incompressible Navier-Stokes equations within the Boussinesq approximation, modeling
the thermal convection between two parallel horizontal flat plates separated by a distance d and kept at
temperatures T0 (bottom plate) and T1 (top plate, with T1 < T0 ):
∇ · u = 0, (1)
∂u 1
+ u · ∇u = − ∇p + ν∇2 u + αg(T − T0 )ẑ, (2)
∂t ρ0
∂T
+ u · ∇T = κ∇2 T. (3)
∂t
Here, ρ0 is the density of the fluid at temperature T0 , ν is the kinematic viscosity of the liquid, α is the
coefficient of thermal expansion, κ is the thermal diffusivity, and ẑ is a unit vector in the vertical direction.
We introduce the following dimensionless variables:
1 d 2
 
∗ x ∗ d ∗ κ ∗
x = , u = u, t = 2 t, p = p. (4)
d κ d ρ0 κ
We also introduce a dimensionless temperature disturbance θ ∗ , defined by
T − T0
θ∗ = − z∗, (5)
T1 − T0
where z ∗ is the (dimensionless) vertical coordinate.
Upon nondimensionalization, the governing equations become
∇ · u = 0, (6)
∂u
+ u · ∇u = −∇p + Pr∇2 u + Pr Ra θ ẑ, (7)
∂t
∂θ
+ u · ∇θ = w + ∇2 θ. (8)
∂t
We have omitted the asterisks (∗ ) for dimensionless variables. We denote by (u, v, w) the velocity components
in the x, y, and z directions. In equation (7), we have introduced the Prandtl number Pr = ν/κ (which is a
material property), and the Rayleigh number Ra defined as
αg(T0 − T1 )d3
Ra = . (9)
νκ
We assume that the boundaries at z = 0 and z = 1 are stress-free, rigid, and isothermal, leading the
boundary conditions
∂2w ∂4w
w= = =0 and θ = 0 at z = 0 and z = 1. (10)
∂z 2 ∂z 4

II. TWO-DIMENSIONAL CONVECTION ROLLS

We now consider the convection in the form of two-dimensional convection rolls, say aligned with the x
axis. In this case, u = 0, and v, w, and θ only depend on y, z, and t. We introduce the two-dimensional
streamfunction ψ(y, z, t) such that
∂ψ ∂ψ
v= and w = − , (11)
∂z ∂y
 2

in which case the continuity equation ∇ · u = 0 is automatically satisfied.

In two-dimensions, the vorticity only has one non-zero component ξ in the x direction:

∂w ∂v ∂2 ∂2
ξ= − = −∇22 ψ where ∇22 ≡ + . (12)
∂y ∂x ∂y 2 ∂z 2

By taking the curl of the momentum equation (7) and projecting in the x direction, we can eliminate the
pressure p from the equations and obtain the following equation for ξ:
∂ξ ∂θ
+ u · ∇ξ = Pr ∇22 ξ + Pr Ra . (13)
∂t ∂y
Also observe that for any scalar quantity χ we have
∂χ ∂χ ∂ψ ∂χ ∂ψ ∂χ
u · ∇χ = v +w = − = J(χ, ψ), (14)
∂y ∂z ∂z ∂y ∂y ∂z

where J(χ, ψ) is the Jacobian of (χ, ψ) with respect to (y, z).

Using these observations, the governing set of equations for the two-dimensional convections rolls be-
comes:
∂ξ ∂θ
+ J(ξ, ψ) = Pr ∇22 ξ + Pr Ra , (15)
∂t ∂y
∂θ ∂ψ
+ J(θ, ψ) = ∇22 θ − , (16)
∂t ∂y
ξ = −∇22 ψ. (17)

III. TRUNCATED GALERKIN EXPANSION

We now proceed to reduce this set of PDEs to a set of ODEs, which will lead to the Lorenz equations.
The simplest approach is to consider a severely truncated Galerkin expansion:

ψ(y, z, t) = a(t) sin πz sin kπy + ... (18)

θ(y, z, t) = b(t) sin πz cos kπy + c(t) sin 2πz + ... (19)

where the two terms involving a(t) and b(t) correspond to convection rolls with wavenumber k in the y direc-
tion, and the term involving c(t) can be justified by considering the modification of the mean temperature
profile due to convection. We then have:

ζ(y, z, t) = π 2 (1 + k2 )a(t) sin πz sin kπy + ... (20)

∂ζ
(y, z, t) = kπ 3 (1 + k2 )a(t) sin πz cos kπy + ... (21)
∂y
∂ζ
(y, z, t) = π 3 (1 + k2 )a(t) cos πz sin kπy + ... (22)
∂z
∂ψ
(y, z, t) = kπa(t) sin πz cos kπy + ... (23)
∂y
∂ψ
(y, z, t) = πa(t) cos πz sin kπy + ... (24)
∂z
∂θ
(y, z, t) = −kπb(t) sin πz sin kπy + ... (25)
∂y
∂θ
(y, z, t) = πb(t) cos πz cos kπy + 2πc(t) cos 2πz + ... (26)
∂z
 3

Recalling the definition of the Jacobian:

 ∂f ∂f
 

 ∂f ∂g ∂f ∂g
J(f, g) =  ∂y ∂z

= − , (27)
 
 ∂g ∂g  ∂y ∂z ∂z ∂y
∂y ∂z
 

we also obtain:
1
J(ξ, ψ) = kπ 4 (1 + k2 )a2 (t)[sin 2πz sin 2kπy − sin 2πz cos 2kπy] + ... (28)
4
1
J(θ, ψ) = − kπ 2 a(t)b(t)[sin 2πz sin2 kπy + sin 2πz cos2 kπy] − 2kπ 2 a(t)c(t) sin πz cos 2πz cos kπy + ...(29)
2
In a Galerkin method, the residual error in the equations is minimized by ensuring that the projection
of the error on the basis functions retained is zero. The one-term Galerkin expansion of ξ is obtained by
multiplying the ξ equation by sin πz sin kπy and integrating in z over [0, 1] and integrating in y over (0, 2/k),
and gives after simplifications:
da kπ
= −Pr π 2 (1 + k2 )a(t) − 2 Pr Ra b(t). (30)
dt π (1 + k2 )
Similarly, the two-term Galerkin expansion of θ gives:
db
+ kπ 2 a(t)c(t) = −π 2 (1 + k2 )b(t) − kπa(t), (31)
dt
dc 1 2
− kπ a(t)b(t) = −4π 2 c(t). (32)
dt 2
This system of three coupled nonlinear ODEs is (in a rescaled form) the set introduced by Lorenz.

A. Rescaling

We rescale the equations as follows. Define:

kRa b(t) k2 Ra c(t)
τ = π 2 (1 + k2 )t, b̂(τ ) = − , ĉ(τ ) = − , (33)
π (1 + k2 )2
3 π 3 (1 + k2 )3
which gives:
da
= −σa + σ b̂ where σ ≡ Pr, (34)
dτ
db̂
= −b̂ + ra − aĉ where r ≡ k2 Ra/π 4 (1 + k2 )3 , (35)
dτ
dĉ k2
= −sĉ + ab̂ where s = 4/(1 + k2 ). (36)
dτ 2(1 + k2 )2
Rescaling further as
k k
X=√ a(τ ), Y =√ b̂(τ ), Z = ĉ (37)
2(1 + k2 ) 2(1 + k2 )
gives the standard form of the Lorenz equations:
dX
= −σX + σY, (38)
dτ
dY
= −Y + rX − XZ, (39)
dτ
dZ
= −sZ + XY. (40)
dτ