1 Example 1 - introductory problem.

Investigate stability with respect to innitesimaly small perturbations (linear stability) of a stationary solution
of the following equation
∂T
= κ4T + αT + q,
∂t

on an interval [0, L] for T (0) = T (L) = 0.

Introducing non-dimensional variables1
1 q
x = x0 L, t = t0 , T = T0 ,
α α
the equation takes the form (we drop the primes in notation)
∂T ∂2T
=η 2 +T +1
∂t ∂x
where the only one independent parameter, which controls the stability is dened in the following way
κ
η= ;
L2 α
The boundaary conditions remain in the form T (0) = 0 and T (1) = 0. Next we write
T (x, t) = Ts (x) + ϑ(x, t),

where ϑ(x, t) is the innitesimal perturbation. Substituting the latter into the equation and taking into account,
that Ts (x) satises the stationary equation one obtains
∂ϑ ∂2ϑ
= η 2 + ϑ.
∂t ∂x
We look for eigenmodes in the form
ϑ(x, t) = eλt f (x),
where λ is an eigenvalue; this yields
d2 f 1−λ
2
+ f = 0,
dx η
which is an equation of a harmonic oscillator. Hence
s ! s !
1−λ 1−λ
f (x) = A cos x + B sin x ,
η η

and using the boundary conditions we get

T (0) = 0 ⇒ A = 0,

s !
1−λ
T (1) = 0 ⇒ B sin = 0.
η

Therefore for non-trivial solutions it is required that

s
1−λ
= nπ,
η
1 Note, that introduction of non-dimensional variables is not necessary, but but simply increases clarity.

1
i.e.
λ = 1 − ηn2 π 2 , n = 1, 2, . . .

The stability/instability is dened in the following way:

∀n λ ≤ 0 ⇒ stability.

or
∃n λ > 0 ⇒ instability.

It follows, that the critical mode is that with n = 1, that is if for n = 1 the system is staable is stable of all n.
Consequently
1
η≥ ⇒ stability
π2

1
η< ⇒ instability
π2
The case η = 1/π 2 corresponding to λ = 0 for the critical mode is often referred to as the neutral stability.

2
2 Example 2 - centrifugal instability
This is a classical type of hydrodynamical instability caused by the presence of dierential rotation. In the rotat-
ing frame it is induced by the centrifugal force, which under suciently rapid radial gradients of rotational speed
overcomes the stabilizing pressure gradient and makes uid parcels unstable.

We consider an inviscid (ν = 0) uid between two coaxial impermeable cylinders of radii R1 (inner) and R2
(outer) rotating about the common axis with dierent rotational sppeeds Ω1 (inner) and Ω2 (outer). Taking the
axis of the cylinders for the z -axis of a coordinate system and introducing cylindrical polar coordinates (r, ϕ, z ),
determine the condition that must be satised by R1 , Ω1 , R2 and Ω2 in order for a stationary laminar axisymmetric
ow of the type
u = u(r)êϕ = rΩ(r)êϕ (1)
to be stable.

2.1 Method I - the physical approach

The radial component of the Euler equations in cylidrical polar coordinates for a stationary ow of an inviscid uid
in the form (1) takes the form
u2 1 ∂p
= , (2)
r ρ ∂r
that is the inertia (in rotating frame this would be the centrifugal force) must be balanced by the radial pressure
gradient. Note, that the pressure gradient is positive, hence presssure increases with r. Now, let us take a uid
parcel at r = r1 , rotating with the rotational speed Ω(r1 ) = u(r1 )/r1 and shift it radially outward to a location
r = r2 , where r2 − r1 = dr is innitesimaly small. Since there are no viscous forces (ν = 0 by assumpption), the
mass of the pparcel remains constant and the parcel was shifted along the radius, the angular momentum of the
parcel must be conserved during the shift, which implies
r1
r1 u(r1 ) = r2 ũ1 ⇒ ũ1 = u(r1 ),
r2
where ũ1 is the parcel's velocity after the shift at radius r2 . However, the pressure gradient at r = r2 , according to
(2) must be in balance with local inertia
u(r2 )2

1 ∂p 
= ,
r2 ρ ∂r r=r2
where u(r2 ) is the velocity of the ow at r = r2 , whereas the inertia of the parcel is
ũ21 r2 r3
= 13 u(r1 )2 = 13 Ω(r1 )2 .
r2 r2 r2

The system remains in equillibrium if

ũ21 r13 u(r2 )2

1 ∂p 
2
= 3 Ω(r1 ) ≤ = = r2 Ω(r2 )2 ⇒ stability,
r2 r2 ρ ∂r r=r2 r2

3
since in such a case the pressure gradient will return the parcel back to its original position. It follows, that the
stability condition takes the form  2 
 r2 Ω(r2 ) 
 r2 Ω(r1 )  > 1,
 
1

or simply: the system is stable is the function r2 Ω(r) is an increasing function of r.

 

2.2 Method II - the straightforward calculation

We will study stability of the stationary state dened by u(r)êϕ and p(r) with respect to axially symmetric pertur-
bations, i.e. we postulate the following form of the dynamical elds
u = u(r)êϕ + v(r, z, t)

p(r) + π(r, z, t)
where v(r, z, t) and π(r, z, t) are the innitesimaly small perturbations, i.e.
kvkL2  kukL2 , kπkL2  kpkL2 .

The Euler equations take the form

2
∂vr (u + vϕ ) 1 ∂p 1 ∂π
+ (u · ∇) vr − =− − ,
∂t r ρ ∂r ρ ∂r

∂vϕ vr (u + vϕ )
+ (u · ∇) (u + vϕ ) + = 0,
∂t r
∂vz 1 ∂π
+ (u · ∇) vz = − ,
∂t ρ ∂z
and the continuity equation (mass conservation law)
1 ∂ ∂vz
∇·u=0 ⇔ (rvr ) + = 0.
r ∂r ∂z
We now linearize the equations, that is neglect all the terms which are of a quadratic or higher order in perturbations,
and take account of the fact, that the stationary state satises the equations, as in (2). This yields
∂vr 2uvϕ 1 ∂π
− =− , (3)
∂t r ρ ∂r
∂vϕ du uvr
+ vr + = 0, (4)
∂t dr r
∂vz 1 ∂π
=− , (5)
∂t ρ ∂z
1 ∂ ∂vz
(rvr ) + = 0. (6)
r ∂r ∂z
We look for eigenmodes in the form
v = v̂(r)est+inz , π = π̂(r)est+inz , (7)
and the stability is determined in the following way
all allowed eigenvalues s have <es ≤ 0 ⇒ stability,
exists at least one with <es > 0 ⇒ instability.
(The allowed values of s are determined by the equations and boundary conditions !)

4
 Introducing the form of the perturbations (7) into the equations (3-d) we get
sv̂r − 2u 1 dπ̂
r v̂ϕ =
− ρ dr ,


 du u
sv̂ϕ + dr + r v̂r = 0,

sv̂z = − in
ρ π̂,  ⇒ π̂ = − sρ2
 v̂r dv̂r


+


 v̂r dv̂r n r dr
r + dr + inv̂z = 0 

which leads to an equation for v̂r

n2 d 2 2

   
d dv̂r 1
r − rv̂r 2
r u + n + 2 = 0. (8)
dr dr s2 r3 dr r

The latter equation can be seen as a quadratic equation for s−1 (in fact only one term involves s−2 and there are
no terms involving s−1 ) and stability can only be achieved if
s2 < 0 ⇒ stability.

If s2 > 0 then there always exists an unstable solution with positive s. In principle the equation (8) could now be
solved, and the impermeability conditions
v̂r (r = R1 ) = v̂r (r = R2 ) = 0 (9)
would determine the allowed values of s.
However, instead of solving the equation (8) we now multiply it by v̂r and integrate over the uid domain from
R1 to R2 , which yields
ˆ R2 ˆ R2 ˆ R2
n2 d 2 2

   
d dv̂r 1
v̂r r dr − rv̂r2 n2 + 2 dr = v̂r2 2 2 r u dr.
R1 dr dr R1 r R1 s r dr

Integrating the rst term on the left hand side by parts and applying the impermeability conditions (9) leads to
ˆ R2
" 2 # ˆ R2
n2 d 2 2

 
dv̂r 1 2
− r + n + 2 v̂r2 dr = v̂r2 r u dr,
R1 dr r R1 s2 r2 dr

and since the integral on the left hand side is positive denite we get
ˆ R2
1 n2 d 2 2

v̂r2 r u dr < 0.
s2 R1 r2 dr

This implies the same result as that obtained by method I, that is

d 2 2

s2 < 0 i.e. stability


r u <0 ⇒
dr
or equivalently
d 4 2

r Ω < 0 ⇒ stability.
dr