Past exam of the mathematics course of the University of Cambridge / 2005 / iii / Paper 79 / 5

Let $q^2=k^2+l^2$ and $c=c_r+i{c}_i$, with $k>0$ chosen for the temporal mode convention. In the inviscid limit, the Orr-Sommerfeld equation reduces to the Rayleigh equation for inviscid shear flow:The impermeability boundary condition is $v(\pm 1)=0$; the extra viscous derivative condition is not an independent condition for this reduced second-order equation. For an unstable mode $c_i>0$, the denominator has no real zero. Multiply by $\bar{v}$ and apply integration by parts to obtainIts imaginary part givesFor a nontrivial mode, the weight is nonnegative and is positive except at isolated mode zeros. Thus $U^{\prime \prime }$ must take both signs, unless it vanishes identically. The identically zero case also has no unstable nontrivial mode, by the positive first integral in the displayed identity. Therefore the smooth real base-flow profile must have an interior inflection point. This proves Rayleigh's inflection-point theorem; it is a necessary condition, not a sufficiency test.

For $k>0$, put $q=\sqrt{k^2+l^2}$ and define the Squire transformationThe two-dimensional Orr-Sommerfeld equation then has the same transverse operator because $k^{\prime 2}=q^2$, and the same viscous coefficient because $k^{\prime }{R}^{\prime }=kR$. Its boundary conditions on $v$ and $v^{\prime }$ are unchanged. Thus it has the same eigenfunction and the same phase-speed eigenvalue.

If the original disturbance grows, $\mathrm{Im}c>0$, so the transformed disturbance also grows. Since $R^{\prime }\le R$, every unstable three-dimensional mode maps to an unstable two-dimensional mode at a no larger Reynolds number. It follows that the minimum critical Reynolds number is attained among two-dimensional disturbances. This is the Squire theorem for temporal normal-mode onset, not a statement that three-dimensional transient amplification is impossible. The case $k=0$ is treated separately without dividing by $k$; its streamwise-uniform viscous normal modes decay, although coupling can produce transient growth.

Multiply the homogeneous Squire equation by $\bar{\eta }$ and integrate over the channel. The zero boundary values remove the integration by parts boundary term, givingFor real $U$ and $k$, the middle term is purely imaginary. Taking real parts yields the dissipation identity for a homogeneous Squire mode:The strict inequality holds for a nonzero mode with zero endpoint values and positive Reynolds number. Hence all homogeneous Squire modes are temporally stable. In the complete shear-flow perturbation system, the Squire variable can also be forced by the wall-normal velocity; this homogeneous-mode result does not rule out instability of that coupled system or its transient growth.

Take the norm to be the Euclidean norm. The solution is $\mathbf{q}(t)=e^{tA}\mathbf{q}(0)$, so optimal growth is the operator norm $G(t)=\Vert e^{tA}{\Vert }_2$, equivalently the largest singular value of the matrix exponential. Let $s(A)$ be the spectral abscissa and let $w(A)={\lambda }_{\max }((A+A^{\ast })/2)$ be the numerical abscissa. The Euclidean semigroup growth bounds areFor the lower bound, the spectral radius of $e^{tA}$ is $e^{ts(A)}$ and is bounded by its operator norm. For the upper bound, differentiating $\Vert \mathbf{q}{\Vert }_2^2$ gives $2\mathrm{Re}({\mathbf{q}}^{\ast }A\mathbf{q})\le 2w(A)\Vert \mathbf{q}{\Vert }_2^2$, and integration gives the result. A non-normal matrix can have $w(A)>s(A)$, allowing transient amplification even when all its eigenvalues have negative real parts.

For the triangular matrix, $s(M)=-1/R$. The eigenvalues of its Hermitian part are $-3/(2R)\pm \frac{1}{2}\sqrt{1+R^{-2}}$, soThe upper exponent becomes positive when $R>\sqrt{8}$, even though the long-time spectrum is stable.

The two equations are $q_1^{\prime }=-q_1/R$ and $q_2^{\prime }=q_1-2q_2/R$. Solve the first, then use an integrating factor in the second. Writing $s=t/R$, $a=e^{-s}$, $b=e^{-2s}$ and $c=R(a-b)$ givesThe maximizing initial state is the unit eigenvector of $B^{\ast }B$ belonging to its largest eigenvalue. HereFor $t>0$, defineThe optimal initial state for triangular stable shear is thereforeMultiplication by any nonzero complex scalar gives the same growth ratio; at $t=0$, every nonzero initial state is optimal.

For $t\gg R$, $d\to \infty$ and $r\to 0$. Thus the optimal initial state tends to $(1,0{)}^T$, and $G(t)\sim e^{-t/R}\sqrt{1+R^2}$. The initial first component excites the slower eigenmode and its amplified second component.

For $t\ll R$, the exact expression gives $d=(R^{-1}+t/2)[1+O(t/R)]$. Accordingly the short-relative-time optimal state for triangular shear usesThis retains both the unequal damping rates and the shear. If $R\gg 1$, it reduces to $r\sim (\sqrt{t^2+4}-t)/2$, the maximizing direction for the shear matrix $\left(\begin{array}{cc}1& 0\\ t& 1\end{array}\right)$. If time also tends to zero at fixed $R$, it instead tends to $r=\sqrt{1+R^{-2}}-R^{-1}$, the largest-eigenvalue direction of the Hermitian part of $M$. Merely setting $t/R$ small does not justify setting $t$ small; the exact formula resolves both possibilities.