Chapter 2 MATHEMATICAL DESCRIPTION OF CONSERVATION EQUATIONS INVOLVING AN INTERFACE

Donnans reference to an interface as a two-dimensional molecular world, the dynamics of which is analogous to that of the ordinary three-dimensional world of homogeneous phases in bulk provides a text for this paper, for here we examine the dynamics of substances that may be called Newtonian uids in the interfacial state. We assume that the two-dimensional molecular world can be represented as a geometric surface and the material therein as an isotropic uid continuum. L. E. Scriven, Dynamics of a uid interface (1960) The equations of conservation of mass and momentum are well known for bulk phases (Bird et al., 1960). However, the governing equations for ows involving free surfaces are more dicult to formulate (Scriven, 1960; Aris, 1989). In this chapter the eld equations that are used in later chapters are developed in detail so that the assumptions involved are made evident. We start with the tensorial framework developed in the pioneering work by Scriven (1960) and reported again by Edwards et al. (1991). The purpose of the derivation presented here is only to help the reader understand the governing equations. Additional details can be found in the literature references. Our discussion begins with the description of the classical discontinuous interface as exact expressions can be obtained for this case. Then, we generalize to an interface that has a small non-zero thickness, h, within which the values of the properties change smoothly, from those corresponding to one phase, to those corresponding to the other. The former description is obtained from the latter in 17

18 the limit as h 0. 2.1 Transport at a Discontinuous Interface This section develops equations that describe the dynamics of Newtonian uids that contain a discontinuous interface. The familiar three-dimensional bulk properties, such as volumetric density with units of mass per unit volume, have counterparts in the two-dimensional region of the interface that we denote with a superscript s. For example, s is the mass per unit interfacial area. So just as the more familiar bulk equations of mass and momentum can be presented, analogous surface equations exist, which are crucial in formulating interfacial boundary conditions. In this section we assume that the surface is also Newtonian and possesses certain properties that are direct analogs to the bulk Newtonian constitutive equations. Thus, for example, the analog of bulk pressure in force per unit area is surface tension with units of force per unit length. Consider the material pillbox in Figure 2.1 with volume V straddling a discontinuous moving interface with area A. The domain is decomposed as: A V =V (2.1)

where the overbar denotes a bulk-phase quantity and the locus of the entire volume and the of the pillbox V is the union of the locus of points of the bulk volume V is the union of the bulk locus of points of the interface A. The bulk volume V 2 on either side of the interface: 1 and V volumes V =V 1 V 2 V (2.2)

The total closed surface V bounding the volume V can be decomposed as the and the closed curve union of the surface area bounding the bulk volume V bounding the interface A: A V = V (2.3)

19 the union of the areas A1 and A2 with the area enclosing the bulk volume V enclosing the bulk volumes on either side of the interface: = A1 A2 V (2.4)

Here the interfacial normal, n, is dened as pointing from phase 2 to phase 1. 2.1.1 Linear Momentum Balance We can write a balance for linear momentum for the pillbox: d dt
V

v dV +
A

svs dA =
V

P dS +
A

Ps dL+
V

g dV +
A

sg dA (2.5)

The rst term on the left hand side of this equation represents the rate of change in the total amount of linear momentum v per unit volume of V . The second term on the left represents the rate of change in total amount of linear momentum s vs per unit area in the interfacial region A. The rst term on the right is the , where P is the (tensile)1 diusive ux of linear momentum into V through V , and dS is the outward directed stress tensor in units of force per unit area of V . The second term on the right hand side of equation (2.5) is the normal to V diusive ux of linear momentum into A through A, where Ps is the (tensile) surface stress tensor in units of force per unit length of A, and dL is the outward directed normal to A. The third term is the rate of supply of momentum to V by the action of long range forces (in this case gravity), where g is the gravitational force per unit volume of V . The fourth term is the rate of supply of momentum to A by the action of long range forces, where sg is the gravitational force per unit area of A. At this point we need to use four theorems which are presented here without proof (Edwards et al., 1991). Before doing so, we dene the following operators and tensors. Let the position vector x = x1 , x2, x3 be the
1

Some texts (Bird et al., 1960) dene P as compressive with the appropriate sign change.

20

Fluid 1 F=0 n dS1 dS2 V2 ^ n dS2 dL A V1 A n A1 dS1

^ n A2

Fluid 2 F=1

Interface

Figure 2.1: A material volume V which intersects the discontinuous interface between uids 1 and 2. 3-D Cartesian coordinates of a point in space, let q 1 , q 2 , q 3 be the coordinates in another general curvilinear coordinate system and let the functional relation between the two coordinate systems be x = x q 1 , q 2 , q 3 . Let q 1 , q 2 be the 2-D surface coordinate system and let the equation of the surface be xs = xs q 1 , q 2

21 (Edwards et al., 1991). We can construct basis vectors for these 3-D and 2-D spaces: gi x , (i = 1, 2, 3) ; q i a xs , ( = 1, 2) q (2.6)

The spatial and surface reciprocal basis vectors can be dened such that:
j gi gj i , (i, j = 1, 2, 3) ; j Where i is the Kronecker delta: j i a a , (, = 1, 2)

(2.7)

1, if i = j 0, if i = j

(2.8)

The spatial and surface gradient operators are then dened as:
3

i=1

g i; q
i

s
=1

(2.9)

We can further dene the dyadic spatial and surface unit tensors:
3 2

I
i=1

g gi ;

Is
=1

a a = I nn

(2.10)

The surface unit normal is constructed using the surface basis vectors: n a1 a2 |a1 a2 | (2.11)

The gradient along a direction normal to the interface is dened as (Brackbill et al., 1992): N n (n) and its gradient tangent to the interface is the surface gradient operator: s = N (2.13) (2.12)

22 Theorem 2.1 The surface divergence theorem for a surface A surrounded by a closed curve A: Ps dL =
A A

s (Is Ps ) dA

(2.14)

Theorem 2.2 The surface divergence theorem for a uid volume V possessing a surface of discontinuity A: P dV =
V V

P dS
A

(P1 P2 ) n dA

(2.15)

Theorem 2.3 The volumetric Reynolds transport theorem for a moving volume (t): V d dt
V

v dV =
V

v + (vv) t

dV

(2.16)

Theorem 2.4 The surface Reynolds transport theorem for a convected material surface A(t): d dt
A

s vs dA =
A

s s v + s (vs vs s ) t

dA

(2.17)

Using these four theorems the momentum balance becomes: v + (vv) t

V

dV +
A

s s v + s (vs vs s ) t s (Is Ps ) dA
A

dA

=
V

P dV +
A

(P1 P2 ) n dA +

(2.18)

+
V

g dV +
A

s g dA

23 or: v + (vv) Pg t
V

dV

+
A

s s v + s (vs vs s ) s (Is Ps ) s g (P1 P2 ) n t

dA = 0 (2.19)

Since V and A are arbitrarily chosen this yields the bulk and surface linear momentum equations: v + (vv) P g = 0 t s s v + s (vs vs s ) s (Is Ps ) s g (P1 P2 ) n = 0 t (2.20)

(2.21)

A including the interfacial region we have: Also, for the entire domain of V = V v + (vv) P g t
V

dV

+
V

s s v + (vs vs s ) s (Is Ps ) s g t [ (P1 P2 ) n ] {n (x xs )} dV = 0

V

{n (x xs )} dV

(2.22)

where {n (x xs )} is the Dirac delta function for the scalar normal distance from the interface, n (x xs ) dened such that Collecting terms, equation (2.22) becomes: v + (vv) Pg [(P1 P2 ) n] {n (x xs )} dV = 0 (2.23) t
V f

(x) (x a) dx = f (a).

Since the volume V is arbitrary we have what we call the volumetric linear

24 momentum equation: v + (vv) = P + g + (P1 P2 ) n {n (x xs )} t 2.1.2 Mass Balances Equations (2.20) and (2.21) are in fact quite general in that if we substitute mass density for momentum density ( v, s s vs ) into the bulk and surface momentum equations (2.20) and (2.21), and assume that the diusive ux of mass term is zero (P, Ps ), and the rate of supply of mass term is zero (g, s g 0), we obtain the bulk and surface continuity equations: + (v) = 0 t (2.25) (2.24)

s (2.26) + s (vs s ) = 0 t Using the continuity equations, (2.25) and (2.26), the bulk, surface and volumetric momentum equations then become (using the fact that evidently Is Ps = Ps , Edwards et al., 1991): s v + (v) v = P+g t (2.27)

vs + (vs s ) vs = s Ps + s g+ (P1 P2 ) n t

(2.28)

v + (v) v = P + g + (P1 P2 ) n {n (x xs )} (2.29) t If we invoke the condition that =constant (incompressible uids) in both phases the bulk continuity equation becomes: v = 0 (2.30)

However, it is noted by Edwards et al. (1991) that since s is not generally constant in the interfacial region: s vs = 0 (2.31)

25 2.1.3 Constitutive Equations Let us start with the constitutive equation for the bulk stress tensor of a Newtonian uid: P = pI + = 2 (I:D) I + 2D 3 1 (v) + (v) 2 (2.32) (2.33) (2.34)

D=

where p is the pressure, is the viscous stress tensor, is the dilatational viscosity, is the shear viscosity, D is the rate of deformation tensor, and the double dot product follows the nesting convention mn:pq = (np) (mq). If we invoke the condition that =constant (incompressible uids) in both bulk phases, equations (2.32)(2.34) become (since I:D = v = 0): = 2D (2.35)

By analogy the (Boussinesq-Scriven) constitutive equation for the surface stress tensor is (Scriven, 1960): Ps = Is + s s = (s s ) (Is :Ds ) Is + 2s Ds Ds = 1 (s vs ) Is + Is (s v) 2 (2.36) (2.37) (2.38)

where is the interfacial tension, s is the surface viscous stress tensor, s is the surface dilatational viscosity, s is the surface shear viscosity, and Ds is the surface rate of deformation tensor. Assuming that the surface is clean s s 0, then equations (2.36) to (2.38) become simply: Ps = Is (2.39)

26 2.1.4 Surface Stress Boundary Condition Now, if it is assumed that there is no material accumulation at the interface so that s 0, our surface linear momentum equation (2.28) becomes: (P1 P2 ) n = s Ps (2.40)

If we insert the constitutive equation (2.39) into (2.40) we obtain the surface stress boundary condition: (P1 P2 ) n = s (Is ) = (s Is ) + Is (s ) = 2H n + s where the mean curvature H is dened by: 2H s n (2.42) (2.41)

Here we have used the relation [s Is ] = 2H n (Edwards et al., 1991). Note that from this denition, (2.42), H is a positive scalar when the unit surface normal n points in the direction of the concave side of the surface. 2.2 Interfacial Relations

2.2.1 CSF Method Formulation Equations for mass (2.25), momentum (2.30), constitutive equations (2.32) to (2.34) and equation (2.41) as the boundary condition at the free surface can be used to solve multiphase ow problems (e.g., the derivation of the Young-Laplace equation in appendix B). However, an alternative route, more convenient for nite volume numerical methods, is to use the surface momentum equation (2.29). This includes the surface forces as accelerations and constitutes the Continuous Surface Force Method (CSF) of Brackbill et al. (1992). If we insert the surface stress boundary equation (2.41) into the volumetric

27 momentum balance (2.29) we obtain: v + (v) v = P + g (2H n + s ) {n (x xs )} t (2.43)

At this point, we need a mathematical description of the interface. The derivation of the following equations given here (Richards et al., 1993) follows a slightly dierent path from that in the CSF reference (Brackbill et al., 1992), but reaches the same nal result. The equation of the interface can be expressed by the (discontinuous) Volume of Fluid (VOF) function: F (x) 0, uid 1 1/2, at the interface 1, uid 2

(2.44)

(x), such that within a transition We may also dene a mollied VOF function, F region of nite thickness, h, it is a smoothly varying series of nested contours where 1. A denition for such a function is (Brackbill et al., 1992): 0F (x) 1 F h3
V

F (xs ) (xs x) d3 xs

(2.45)

h0

(x) = F (x) lim F

(2.46)

where (xs x) is an interpolation function (such as a B-spline) with the following properties (in addition to being dierentiable and decreasing monotonically with increasing |x|): (x) dV = h3
V

(2.47) h 2

(x) = 0 for |x|

(2.48)

The CSF interface normal (which points from uid 1 into uid 2) is dened by: n F |F |

(2.49)

28 Thus, the CSF choice of normal is the opposite of the Edwards et al. (1991) normal: n = n. The surface boundary condition becomes with the CSF normal denition: (P1 P2 ) n = n + s and the surface momentum equation (2.43) now becomes: v (x xs )} + (v) v = P + g + ( n + s ) {n t (2.50)

(2.51)

where the mean curvature, (not to be confused with dilatational viscosity), is now: s n = 2H (2.52)

Note that is a positive scalar when the unit surface normal n points in the direction of the concave side of the surface. Equations (2.50)(2.52) indicate that the pressure is greater on the concave side of the interface, and that if there is a surface tension gradient, the uid will ow from regions of lower to higher surface tension (Landau and Lifshitz, 1959). For example, the eect of a non-zero surface tension gradient (known as the Marangoni eect) due to a non-zero temperature gradient has been recently investigated by Sasmal and Hochstein (1993) in the context of the VOF method. The expression for curvature can be simplied (Brackbill et al., 1992): ) (s n = [Is ] n = [{I n n } ] n = [ n n ] n = (n ) + [n n ] n (2.53)

29 The last term in equation (2.53) is: [n n ] n =n [(n ) n ] = n [n n ] = n 1 (n n ) n [n ] 2 (2.54)

Now (n n ) = 0 and the last term in equation (2.54) becomes (Aris, 1989): [n ] = [F ] = 0 so that nally we can replace s n with n in equation (2.51): = (n ) (2.56) (2.55)

We can dene the volumetric surface force from the right hand side of the volumetric momentum equation (2.51) neglecting the surface tension gradient term, Fsv (x), for an interface of nite thickness as: lim Fsv (x) (x) n (x) {n (xs ) (x xs )} (2.57)

h0

Now the VOF equation of the interface can be written (Richards et al., 1993): F (x,t) = (F2 F1 ) H {n (xs ) (x xs )} where H(x) is the Heaviside step function: H(x) 1, for x 0 0, for x < 0 (2.59) (2.58)

We can take the spatial gradient of equation (2.58), and by using the chain rule obtain: F (x) = (F2 F1 ) H{n (xs ) (x xs )} = (F2 F1 ) n (x) {n (xs ) (x xs )} (x) = lim F
h0

(2.60)

30 Inserting equation (2.60) into the volumetric surface force denition (2.57): Fsv (x) = (x) so that nally (with F2 F1 1): lim Fsv (x) = (x) F (x) (2.62) (x) F F2 F1 (2.61)

h0

If we restrict ourselves to situations where the surface tension gradient s = 0, the surface momentum equation (2.51) becomes: v + (v) v = P + g + (x) F (x) t (2.63)

2.2.2 Interface Kinematic Relation Suppose we have a point uid particle moving through 3-D space. At time t = 0 the position of the particle is specied by and at a later time the particle is at position x. The spatial position can be represented parametrically by (Aris, 1989): x = x ( , t) (2.64)

The point trajectory equation may be inverted (assuming a non-singular Jacobian, i.e., that the uid particle does not break up during the motion or that two particles do not occupy the same space at the same time) to give the initial position or material coordinates of the particle which is at any position x at time t: = (x, t) Any property of the uid, say (2.65)

( , t), may be observed along the particle path. ( , t) may be changed into a

The description of the change of this property spatial description by equation (2.65): (x, t) =

[ (x, t) , t]

(2.66)

31 This says that the value of the property at position x and time t is the same as the value appropriate to the particle at (x, t). The material description may be derived from the spatial description (2.64): ( , t) = [x ( , t) , t] (2.67)

meaning that the value as seen by the particle at time t is the value of the position it occupies at that time. Let the change in the property observed at a xed point x be: (2.68) t t x Let the change in the property observed when moving with the particle be: D Dt t (2.69)


The velocity of the particle is the material derivative of its position ( = xi ) and is dened by: x (2.70) t  The two derivatives (2.68), (2.69) may be related by dierentiating the material v (x, t) description (2.67) and using the chain rule: D Dt or: D = + v (2.72) Dt t s Let the interface consist of the same material particles moving at velocity vs = v1
s and let the material function describing their position be the VOF function = v2

=


( , t) = [x ( , t) , t] = t t

+
x

x t 

x t (2.71)

( =F (x, t)) as dened above. Then using the VOF denition (2.44) the kinematic equation for the interface becomes by dierentiation: DF F = + vs F = 0 Dt t (2.73)

32 This equation assumes that the particles move at the same velocity as the interface, which may not be the case if mass transfer is occurring between the interface and the bulk phases (Edwards et al., 1991).