Past exam of the mathematics course of the University of Cambridge / 2017 / iii / Paper 337 / 1

Take the layer depth as the length unit, its thermal diffusion time as the time unit, and its imposed temperature difference as the temperature unit. Then $\mathbf{u}=(u,0,w)$ is the velocity field, $P$ the pressure after the conductive hydrostatic pressure has been subtracted, $\theta$ the departure from the conductive temperature $T_0=1-z$, ${\mathbf{e}}_z$ the upward unit vector, and $R=g\alpha \Delta T{d}^3/(\nu {\kappa }_T)$ the Rayleigh number. Here $d$ is the dimensional depth, $\nu$ the kinematic viscosity, ${\kappa }_T$ the thermal diffusivity and $\alpha$ the thermal expansion coefficient. The gradient, divergence and Laplacian act on the dimensionless coordinates. The term $w$ in the heat equation is advection of the background gradient, since $-\mathbf{u}\cdot \nabla T_0=w$. Mass density variations enter only the buoyancy term under the Boussinesq approximation; the incompressible flow constraint is $\nabla \cdot \mathbf{u}=0$.

For fixed, impermeable, stress-free plates, the no-penetration boundary condition, stress-free boundary condition and perfectly conducting thermal boundary condition areFor a nonzero horizontal Fourier mode, incompressibility gives $u=i{w}_z/k$, so the velocity conditions are equivalently $w=w_{zz}=0$ on both plates. A uniform horizontal velocity is not fixed by these boundary conditions; take its mean to be zero when discussing the stationary forced pattern.

The printed small-Prandtl-number label does not generally justify these equations. In thermal-time units the full momentum equation contains ${\mathrm{Pr}}^{-1}({\partial }_t\mathbf{u}+\mathbf{u}\cdot \nabla \mathbf{u})$, where the Prandtl number is $\mathrm{Pr}=\nu /{\kappa }_T$. Dropping that term gives infinite-Prandtl-number convection or another explicitly justified Stokes flow approximation. It is not the general $\mathrm{Pr}\to 0$ limit. For example the horizontal shear $u=U_0{e}^{-\mathrm{Pr}{\pi }^{2}t}\cos \pi z$, $w=\theta =0$, satisfies the full linear momentum equation and the plate conditions, and persists at fixed $t$ as $\mathrm{Pr}\to 0$. The printed inertia-free equation would instead require this shear to vanish. The following parts solve the equations actually displayed; applying them at small Prandtl number needs an additional slaving or creeping-flow ordering.

Take $h=2k_c$ and $D=d/dz$. Taking the divergence of the Stokes flow momentum equation gives ${\nabla }^{2}P=R{\theta }_z$; applying the Laplacian to its vertical component then eliminates pressure and gives ${\nabla }^{4}w=-R{\theta }_{xx}$. The forced velocity and temperature are $O({ϵ}^2)$, so their advection product is $O({ϵ}^4)$ and drops out at leading order. The steady heat equation reduces to $w_0+{\nabla }^2{\theta }_0=0$.

Consequently the boundary value problem for the forced profiles isIts six boundary conditions areThe horizontal velocity field is $u_0=-{ϵ}^2{w}_{ϵ}^{\prime }(z)\sin (hx)/h$, which directly verifies the incompressible flow and stress-free boundary condition. In the detuning used subsequently, $R$ may be replaced by $R_c$ in this leading problem, since its correction enters at order ${ϵ}^4$. The vertical profiles depend linearly on $\gamma$.

For reference, the unforced free-slip convection neutral curve is $R_0(k)=(k^2+{\pi }^2{)}^3/k^2$, with $k_c=\pi /\sqrt{2}$ and $R_c=27{\pi }^4/4$. At $h=2k_c$ the neutral curve has $R_0(h)=2R_c$, so the forced second horizontal harmonic is noncritical at $R_c$, and the stated linear problem has no critical-mode resonance.

Eliminate the instantaneous Stokes flow velocity in favour of temperature. On a horizontal Fourier mode $k$, the Stokes temperature-slaving operator maps $\theta$ to $w={\mathcal{W}}_R\theta$, where $(D^2-k^2{)}^{2}w=R{k}^2\theta$ and $w=w^{\prime \prime }=0$. The temperature evolution has linear operator ${\mathcal{L}}_R=D^2-k^2+{\mathcal{W}}_R$ and bilinear map $\mathcal{N}(\varphi ,\chi )=-{\mathbf{u}}_R[\varphi ]\cdot \nabla \chi$. Under the homogeneous thermal Dirichlet boundary conditions, ${\mathcal{L}}_{R_c}$ is self-adjoint. Normalize its critical eigenfunction as $g(z)=\sin \pi z$ and set $s=k_c^2+{\pi }^2$; the critical vertical velocity is $f=sg$.

At order $ϵ$, the critical eigenfunction equation gives ${\mathcal{L}}_{R_c}(g{e}^{i{k}_{c}x})=0$. At order ${ϵ}^2$, the weakly nonlinear expansion contains the imposed second harmonic and the quadratic products of the critical mode: a horizontally uniform temperature correction proportional to $|A{|}^2$ and, in a general vertical-mode calculation, a second harmonic proportional to $A^2$. These corrections are found by solving the noncritical boundary value problems, with homogeneous thermal data except for the imposed forcing.

At order ${ϵ}^3$, the method of multiple scales produces the slow derivative $A_{\tau }$, the detuning term $R_2{\partial }_R{\mathcal{L}}_R$, and the two cross-advection terms involving first- and second-order fields. Project the $e^{i{k}_{c}x}$ component onto the adjoint eigenfunction using the vertical inner product. This is the solvability condition in the method of multiple scales: divide each resonant projection by $⟨g,g{⟩}_z$. The detuning supplies $\mu A$ with $\mu \propto R_2$; interactions of horizontal wavenumbers $2k_c$ and $-k_c$ permit $\beta A^{\ast }$ with $\beta \propto \gamma$; self-interaction through the slaved mean and second harmonic supplies $-\lambda |A{|}^{2}A$. Other products have the wrong horizontal wavenumber. Reflection $x\mapsto -x$ permits real coefficients with this cosine forcing. Thus the symmetry-allowed spatially forced convection amplitude equation isThere is a useful specialization that should not be silently missed. For the literal one-vertical-mode Stokes flow problem, the vanishing two-to-one forcing coefficient for Stokes convection makes $\beta =0$ at this order. To see this, write a positive second-harmonic forcing component as $(w,\theta )=(W(z),\Theta (z))e^{2i{k}_{c}x}$, incorporating the cosine's factor $1/2$. Its coupling to the negative critical harmonic has projected integrand, apart from sign and its factor $A^{\ast }$,The integral vanishes because $g=0$ at both plates, even though $\Theta (0)$ is nonzero. This proves the cancellation without solving the forced profiles. The permitted coefficient is therefore zero times $\gamma$; symmetry alone does not establish nonzero phase pinning for the equations actually supplied.

The same normalization makes the remaining coefficients explicit. Since ${\mathcal{W}}_{R}g=(R{k}_c^2/s^2)g$, $\mu =R_2{k}_c^2/s^2$. The quadratic second harmonic cancels for $f=sg$, while the uniform correction is ${\theta }_{20}=-s|A{|}^2\sin (2\pi z)/(2\pi )$. Projecting $-w_1{\partial }_z{\theta }_{20}$ gives $-s^2|A{|}^{2}A/2$. Thus for the literal model and this temperature normalization,A generic nonzero $\beta$ would require a nonvanishing projection in an amended physical model or a different forcing structure. It is still meaningful to classify the real-coefficient amplitude equation requested independently.

Write $A=x+iy$. Then $x_{\tau }=(\mu +\beta -\lambda (x^2+y^2))x$ and $y_{\tau }=(\mu -\beta -\lambda (x^2+y^2))y$. These are a gradient flow for $V=-\frac{1}{2}(\mu +\beta )x^2-\frac{1}{2}(\mu -\beta )y^2+\frac{\lambda }{4}(x^2+y^2{)}^2$, so local minima give stable equilibrium points. At the origin the two eigenvalues are $\mu +\beta$ and $\mu -\beta$. The origin has exponential asymptotic stability if $\mu <-|\beta |$, retains asymptotic stability with algebraic decay at $\mu =-|\beta |$, and is unstable if $\mu >-|\beta |$. At equality, ${\rho }^2=x^2+y^2$ obeys $({\rho }^2{)}_{\tau }\le -2\lambda {\rho }^4$, since both linear coefficients are nonpositive. Integrating this inequality proves attraction even in the zero-eigenvalue direction.

For $\beta >0$ the stable nonzero equilibrium points are real; for $\beta <0$ they are imaginary:The real branch has Jacobian matrix eigenvalues $-2(\mu +\beta ),-2\beta$; the imaginary branch has $-2(\mu -\beta ),2\beta$. The oppositely aligned branch, when it exists, is a saddle equilibrium. No mixed real-imaginary nonzero equilibrium is possible when $\beta \ne 0$.

For $\beta =0$, the origin is stable for $\mu \le 0$, with algebraic decay at zero. If $\mu >0$, the circle $|A{|}^2=\mu /\lambda$ is radially attracting. Each point has Lyapunov stability but has a neutral phase direction, so it does not have individual asymptotic stability; the circle has orbital stability. This is the literal model's unpinned family. The general nonzero-$\beta$ branches instead exhibit phase locking to one of two phases separated by $\pi$.