International Journal of Non-Linear Mechanics 38 (2003) 629644

A Lorenz-like model for the horizontal convection $ow

E. Bucchignania; , A. Georgescub , D. Mansuttic
a C.I.R.A.,

Via Maiorise, 81043 Capua (CE), Italy

of Applied Mathematics, University of Pitesti, Romania
c I.A.C.=C.N.R., Viale del Policlinico, 137 00161 Rome, Italy

b Department

Received 18 January 2001; received in revised form 30 August 2001

Abstract
In this work we study a 2nite dynamical system for the description of the bifurcation pattern of the convection $ow of
a $uid between two parallel horizontal planes which, under the hypothesis of the OberbeckBoussinesq approximation,
sustains a horizontal gradient of temperature (horizontal convection $ow). Although in the two-dimensional case
developed here, literature reports a long list of analytical and numerical solutions to this problem, the peculiar aim
of this work makes it worthwhile. Actually, we develop the route that Saltzman (J. Atmos. Sci. 19 (1962) 329) and
Lorenz (J. Atmos. Sci. 20 (1963) 130) proposed for the vertical convection $ow that started successfully the approach
to 2nite dynamical systems. We obtain steady-to-steady and steady-to-periodic bifurcations in qualitative agreement
with already published results. At 2rst we adopt the non-dimensional scheme used by Saltzman and Lorenz; as we
obtained huge values of the bifurcation parameters, we introduce a di9erent set of reference quantities for overcoming
this drawback. ? 2002 Elsevier Science Ltd. All rights reserved.

1. Introduction
The historical roots and the physical background
of the research topic here considered are described
in some detail by Georgescu and Mansutti in [1,2].
We introduced brie$y here the main ideas. In
thermodynamics of $uids [3] by convective motion or, shortly, convection it is understood that a
$uid $ow which, apart from mechanical quantities
(e.g., velocity), is characterized also by thermal
(e.g., pressure, temperature) and=or other 2elds

Corresponding author.
E-mail addresses: e.bucchignani@cira.it (E. Bucchignani),
mansutti@iac.rm.cnr.it (D. Mansutti).

(e.g., concentration, magnetic and electric 2eld).

Conduction is a particular phenomenon characterized by zero velocity 2eld. Vertical and horizontal convections are characterized, respectively, by
vertical and horizontal temperatures and=or other
quantity gradients.
For external vertical gradients, a conduction state
is always possible. It can loose its stability at some
critical value of the control parameters so that convection sets in. For further modi2cations of the
control parameters repeated bifurcations occur that
may be referred to as the LandauHopf (LH) scenario, [4,5], leading from regular (deterministic) to
irregular (turbulent) $uid motions. The LH scenario cannot be proved, in general, for the models
governing $uid $ows. However, the 2rst steps of

0020-7462/03/$ - see front matter ? 2002 Elsevier Science Ltd. All rights reserved.
PII: S 0 0 2 0 - 7 4 6 2 ( 0 1 ) 0 0 1 2 0 - 2

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E. Bucchignani et al. / International Journal of Non-Linear Mechanics 38 (2003) 629644

the LH scenario were observed in speci2c vertical

convections [6] and in other phenomena.
There exists a huge variety of vertical convections according to the geometrical con2guration and
the present e9ects acting on the $uid system [6 8].
In them some other scenario was also (partially)
observed. We quote here the RuelleTakens (RT)
scenario, according to which, after a 2nite number
of bifurcations (two or three at the most) turbulence
sets in.
For all vertical convections, the form of the geometrical domain and the external in$uences are
included in the control parameters: aspect ratios,
non-dimensional numbers (Prandtl, Rayleigh, Hartmann, etc.). At present, a lot of studies concerning many speci2c types of vertical convections are
available. In most of them, the basic conduction
state is assumed and the underlying physical mechanism is well understood.
The papers devoted to horizontal convection are
far less numerous than in the vertical case mainly
due to the fact that an exact basic state is not possible. Actually, for the horizontal convection there
exists a basic $ow and, apart from very simple
situations, its closed-form is not known. Moreover,
the form of the basic $ow depends on several parameters, hence, from the very beginning we must
con2ne ourselves to some region in the parameter space. This represents an additional diHculty
compared with the vertical case and claims for
approximation methods.
Mostly asymptotic approaches are used. However, as each asymptotic treatment is based on
speci2c assumptions on the geometrical and physical e9ects (involving the order relating the quantities [9]), this treatment holds in appropriate
assumptions.
In general, the most important simpli2cation
in convection problems is the space periodicity.
This enables one to consider only a periodicity
cell, hence a bounded domain, therefore to use
embedding inequalities. But, unlike the abstract
viewpoint, in applications of a primary importance
is the form of the cell [10]. For rectangular geometries implying space-periodic quantities, the aspect
ratios are very important parameters. Various assumptions on their order relation will imply quite
di9erent treatments [11]. In one of these hypothe-

ses in [1] we performed an investigation based on

an approximate quasi-stationary basic $ow (i.e.,
in the 2rst approximation it reduces to a basic
state).
If several e9ects are competing (e.g., thermal,
concentration, magnetic) there exists the possibility to 2nd some particular relationships between the
external thermal and other gradients such that a basic state be possible [12].
Having in view that a treatment of the horizontal convection on the basis of the partial di9erential
equations is asymptotic in nature, we may avoid
this by using models based on ordinary di9erential equations. The most famous model of such a
kind is the Lorenz model [13,18] which describes
the vertical convection $ow. It was derived from
the NavierStokesFourier partial di9erential equations simpli2ed within the OberbeckBoussinesq
hypothesis by expanding the unknown functions
into Fourier series with respect to space variables
and truncating the series to 2rst terms. In this paper, we shall transfer the same approach to the
treatment of horizontal convection and reduce our
in2nite-dimensional problem to a 2nite dimensional
dynamical system. In the following paragraph, we
describe the geometrical setting of the horizontal
convection problem and introduce the mathematical
formulation. Then a section on the non-dimensional
form follows, where two schemes are proposed. The
Lorenz-like dynamical system is built up in the 2fth
section together with the solution procedure and a
discussion of the coherence of the model. The numerical results and the 2nal remarks conclude this
paper.
2. Mathematical formulation
We consider a viscous $uid layer enclosed between two horizontal walls whose mutual distance
is H (Fig. 1).
A steady thermal 2eld with a horizontal gradient IT0 is applied and induces a steady longitudinal $ow that loses its stability when IT0 becomes
larger than a critical value. Then, as in the case of
vertical convection, for IT0 increasing, several bifurcations occur and a transition to chaos is foreseen for IT0 approaching in2nity. We assume that

E. Bucchignani et al. / International Journal of Non-Linear Mechanics 38 (2003) 629644

g
z

Fig. 1. The $ow con2guration.

the $uid slips on the two horizontal walls that are

impermeable and at 2xed temperature.
In this condition, the $uid motion can be represented by the NavierStrokes equations for a
viscous incompressible non-isothermal $uid. For
the sake of simplicity we adopt the following
BoussinesqOberbeck approximation:
1
@u
+ (u )u + p 2 u gk = 0;
(1)
@t

u = 0;

(2)

@
+ (u ) 2  = 0;
@t

(3)

where u(u; v; w);  and p are, respectively, the velocity, temperature and pressure 2elds and  is the
density, is the kinematical viscosity, g is the gravitational acceleration,  is the coeHcient of thermal
expansion and  is the conductivity.
Since a coherent reconstruction of this approximation has been 2nally provided by Rajagopal et
al. in [14], we must stress the limitations to its applicability. It is known that the above equations
describe a mechanically incompressible and thermally compressible $uid. This formulation can be
mathematically built through a perturbation procedure applied to the equations for a linearly viscous
non-isothermal $uid in the non-dimensional form
suggested by Chandrasekar [15]. Then by choosing
the perturbation parameter  equal to the ratio between two properly chosen characteristic velocities,
it has been shown that the OberbeckBoussinesq

631

equations follow from keeping in the $ow expansion terms up to order 4 and selecting properly
terms in the full equations to be set to zero. On
the contrary, in a consistent perturbative formulation the equations would be obtained from the full
equations by equating to zero the sums of the terms
of the same order up to 4 .
In the present problem, we will suppose that the
velocity 2eld has only two non-zero components
( = 0); in this case due to the continuity equation
we can introduce the stream function = (x; z)
and rewrite the above equations in the following
way:
@ @I
@
@I @
@I
+

4 g = 0;
@t
@x @z
@x @z
@x
(4)
@ @
@ @ @
+

2  = 0:
@t
@x @z
@z @x

(5)

Now, similarly to what is done by Gershuni et

al. in [16] we consider a generic parallel base $ow
compatible with the prescribed physical set-up,
U0 = U0 (z); T0 = IT0 x + (z). Then the $ow and
temperature 2elds obtained by perturbing the $uid
obey the following equations:
@ @I
@I
d 2 U0 @
@I
+ U0
+

@t
@x
d z 2 @x
@x @z

@
@I @
4 g = 0;
@x @z
@x

(6)

@ d @ @
@ 1 @T0 @
@
+ U0
+

@t
@x 2 @x @z
@x d z @x @z
+

@ @
2  = 0;
@z @x

(7)

where now and  relate to the perturbation 2eld.

The boundary conditions associated with this system result
=I ==0

at

z = 0; H:

Afterwards, by restricting the set of the solutions,

we shall build an ordinary di9erential model along
Saltzman [17] and Lorenz [18] routes for the description of the vertical convection.

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E. Bucchignani et al. / International Journal of Non-Linear Mechanics 38 (2003) 629644

3. Non-dimensional schemes
We study the equations in non-dimensional form.
Here, 2rst we adopt scheme 1 used by Saltzman
and Lorenz for the vertical convection and then,
by few modi2cations, we obtain a new scheme 2
which allows to improve sensibly our numerical
description.
3.1. Scheme 1
This scheme is built up on the hypothesis that
heat transfer due to conduction is comparable with
the convection e9ect and was similarly adopted by
Saltzman and Lorenz for the vertical convection
problem [17,18]. Here, the reference quantities are
L = H;

t =

H2
;



;
gH 3

as a consequence, we have the following combined

reference values for velocity, stream function and
I :



= ; I = 2 :
u = ;
H
H
The non-dimensional form of Eqs. (6) and (7)
following from the above quantities appears:

@
@I @
= 0;
Pr 4 Pr
@x @z
@x

(8)

@
d @
@ 1 @T0 @
@ @
+ U0
+ Ra

@t
@x 2 @x @z
d z @x
@x @z
+

@ @
2  = 0
@z @x

(9)

in which Pr and Ra are, respectively, the Prandtl

and Rayleigh numbers, de2ned as

Pr = ;


Ra =

Gr 1=2
;  = IT ;
H
as a consequence, the combined reference values
for time, stream function and I result:
L = H;

gIT0 H 3
:


u =

H2
Gr 1=2

1=2

;
=
Gr
;
I
=
;
Gr 1=2
H2
where Gr is the Grashof number, given by
Ra
Gr = :
Pr
The non-dimensional form of Eqs. (6) and (7)
following from the above quantities appears

t =

@( ; I )
@I
d 2 U0 @
@I
+ U0
+

2
@t
@x
d z @x
@(x; z)
1
@
= 0;
4
1=2
Gr
@x
@ 1 @T0 @
d @
@
+ U0

@t
@x 2 @x @z
d z @x

@ @I
@I
d 2 U0 @
@I
+ U0
+

2
@t
@x
d z @x
@x @z

horizontal convection, a more suitable choice of the

reference quantities have to be accomplished. When
heat transfer due to convection is larger than the
one due to conduction, this should be the case, an
appropriate scheme may be built with the following
reference quantities:

@(; )
1

2  = 0:
@(x; z)
PrGr 1=2

(10)

(11)

4. Basic ow and temperature elds

In the literature several authors, for example
Gershuni et al. in [16], developed their analysis
of horizontal convection on the basis of a basic
$ow and temperature 2elds algebraically built up.
In our case, a core region structure is required;
then we modi2ed the basic con2guration suggested
by Gershuni et al. in order to match with the
free-slip conditions on top and bottom walls. We
obtained the following expressions that are used
throughout:
(2z 1)3 3(2z 1)
;
6

3.2. Scheme 2

U0 =

It will be clear from the numerical results

obtained by the above scheme that, for the

T0 = 2x + Ra

(2z 1)5 10(2z 1)3 + 9(2z 1)

:
120

E. Bucchignani et al. / International Journal of Non-Linear Mechanics 38 (2003) 629644

The related $ow con2guration will be identi2ed

as S0 .
5. Solution procedure
We solve the above non-dimensional models by
a time-marching collocation method and expand the
unknown functions and  by double Fourier series
with respect to the space variables x and z. As the
problem is time dependent, the Fourier coeHcients
result to be functions of time. The we calculate
such coeHcients by discretizing the time derivatives by the 2nite di9erence double-approximation
technique proposed by Lorenz [18].
For the vertical convection problem, Saltzman
adopted the following expression of the Fourier expansion of :

(m; n; t)
(x; z; t) =
m= n=


 mx
nz 
+
exp 2#H i
;

L
2H
where L and 2H are the fundamental wavelengths,
respectively, in the x-direction and in the z-direction
and (m; n; t) are the complex time-dependent
Fourier coeHcients. A similar expansion was
adopted for . For our problem, such expansions
are largely simpli2ed by the particular choice of
the boundary conditions and by the fact that and
 are odd functions in z.
Indicating, respectively, with 1 (m; n; t) and
(m;
n; t) the real and the opposite imaginary part
2
of the coeHcients (m; n; t), taking into account
the boundary conditions and the symmetry properties, the above expansion reduces to the following
expression:
 





H
1 (m; n; t) sin 2# mx
(x; z; t) = 4
L
m=1 n=1


H
+ 2 (m; n; t) cos 2# mx
L


+2
2 (0; n; t) sin(#nz)
n=1

and similarly for .

633

Taking into account the above simpli2ed expansions, we evaluate all the terms in Eqs. (10) and
(11). So we obtain a couple of di9erential equations in terms of sines, cosines, and the Fourier coeHcients. Now, following Lorenzs procedure, as
we know by practice that the magnitude of Fourier
coeHcients is rapidly decreasing, in order to build
up a 2nite dynamical system we truncate properly
the Fourier expansion. Afterwards we shall obtain
a determinate ordinary di9erential system by properly collocating the two resulting equations. These
two aspects will be discussed in the next two subparagraphs.
5.1. Truncation of the Fourier series
In the choice of the signi2cant Fourier terms, we
are inspired by the result found by Rayleigh in the
case of vertical convection with free boundaries.
At the value Ra = 274 #4 of the Rayleigh number,
he found a steady solution departing from the state
$ow given by


#
= A sin x sin(#z);
2


#
 = A cos x sin(#z)
2
that is a periodic solution
of fundamental wavelength 2H along z and 2 2H along x.
In the present case, we 2nd it reasonable to suppose that the secondary $ow departing from the
basic $ow has similar form due to the fact that
vertical and horizontal convections, although induced by di9erent boundary conditions, are quite
similar processes. Then, following Saltzmans procedure, we choose our fundamental spacial region
such that the Rayleigh-like secondary $ow corresponds to the case m = 3 and n = 1 in our Fourier
representation:
2#

H
#
H
mx = 2# 3x = x;
L
L
2

that is

L
= 6 2:
H

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E. Bucchignani et al. / International Journal of Non-Linear Mechanics 38 (2003) 629644

Now by comparing with the expression of the

Rayleigh solution, it appears that the only terms of
the Fourier series of interest are those with 1 (3; 1; t)
and 2 (3; 1; t). Moreover, a careful extension of
the Saltzman and Lorenzs results to the horizontal
convection leads to the inclusion of the term with
2 (0; 2; t). In this way, the discrete perturbed 2elds
and , and so the overall system, result to be characterized by three degrees of freedom which is also
the minimal requirement to allow the description of
chaotic behaviours [19].
5.2. The Lorenz-like model
As in the Fourier series expansion of and  only
the terms in 1 (3; 1; t); 2 (3; 1; t) and 2 (0; 2; t) have
been retained, the governing equations result highly
simpli2ed. Actually, for the 2rst non-dimensional
scheme, they assume the following expressions:


3; 1
d 2 u0

c3 + Pr c5 13; 1
c1 1 + u0 (z)c2 +
d z2
+ Pr
3; 1

c4 23; 1

= 0;

0; 2

d1 2 + d2 2 +

(12)
d
1 @T0
(z)d4 Ra (z)d5
2 @x
dz

+ [d6 u0 (z)d3 ]23; 1 + d7 20; 2 d8

d9

3; 1 0; 2
1 2

= 0;

3; 1
1

3; 1 3; 1
1 2

(13)

where we have de2ned 13; 1 = 1 (3; 1; t); 23; 1 =

2 (3; 1; t) and 20; 2 = 2 (0; 2; t) and the coeHcients
ci and di are known functions of the space variables
x and z:


2 

6H
6H
x ;
sin #
c1 = # 1 +
L
L


2


6H
6H
2 6H
x ;
c2 = #
1+
cos #
L
L
L


6H
6H
cos #
x ;
c3 =
L
L


6H
6H
sin #
x ;
c4 =
L
L


4
 2

6H
6H
6H
3
3
3
c5 =
x ;
# +2
# +# sin #
L
L
L


6H
x sin(#z);
d1 = cos #
L

d2 = 0:5 sin(2#z);


6H
6H
d3 =
# sin #
x sin(#z);
L
L


6H
d4 = # sin #
x cos(#z);
L


6H
6H
d5 =
# cos #
x sin(#z);
L
L


2


6H
6H
d6 = 1 +
x sin(#z);
#2 cos #
L
L

d7 = 2#2 sin(2#z);
d8 = 4#2

6H
L

sin(#z) cos(#z);


6H
d9 = 4#
cos #
x sin(#z) cos (2#z):
L
L
2 6H

According to the truncation operated on the

Fourier series of and , we are requested to collocate the stream function transport equation on a
single point and the energy equation on two points.
By choosing in a suitable way the collocation
points, it is possible to annihilate a large number of
coeHcients ci and di and to obtain a system very
close to the Lorenz one [18], a 2rst-order ordinary
di9erential system of three equations in normal
form. By setting:
xO =

L
;
12H

zO = 0:5;

Eq. (12) simpli2es into:

3; 1
cO1 1 + Pr cO5

3; 1
1

+ Pr cO4 23; 1 = 0

(14)

and Eq. (13) simpli2es into:

0; 2
1 @T0
(z)dO 4
dO 2 2 +
2 @x

+ dO 7 20; 2 dO 8

3; 1
1

3; 1 3; 1
1 2

u0 (z)dO 3 23; 1

= 0;

(15)

E. Bucchignani et al. / International Journal of Non-Linear Mechanics 38 (2003) 629644

where we indicated by cOi = ci (x;

O z);
O i = 1; : : : ; 5, and
O z);
O j = 1; : : : ; 9. As a second collocation
dO j = dj (x;
point for Eq. (13) we choose:
L
;
xOO =
6H

zOO = 0:5;

where Eq. (13) becomes

3; 1
d
dOO 1 2 Ra (z)dOO 5
dz

3; 1
1

+ dOO 6 23; 1 dOO 9

3; 1 0; 2
1 2

= 0;
(16)

OO z);
OO i = 1; : : : ; 5, and dOO j = dj (x;
OO z);
OO
where cOOi = ci (x;
j = 1; : : : ; 9. Using the Lorenz notation [18]:
X=

3; 1
1 ;

Y = 23; 1 ;
Z = 20; 2
and taking into account that 12 @T0 =@x = 1, the full
system becomes
cO1 X + Pr cO5 X + Pr cO4 Y = 0;
d
dO 1 Y Ra (z)dO 5 X + dO 6 Y dO 9 XZ = 0;
dz
dOO 2 Z + dOO 4 X u0 (z)dOO 3 Y + dOO 7 Z dOO 8 XY = 0

(17)

resembling clearly the characteristics of the famous

Lorenz model.
When the second non-dimensional scheme is
adopted, the Lorenz-like model assumes the form:
cO1 X +

1
cO5 X + cO4 Y = 0;
Gr 1=2

d
1
dO 1 Y Gr Pr (z)dO 5 X +
dO 6 Y dO 9 XZ =0;
dz
PrGr 1=2
dOO 2 Z + dOO 4 X u0 (z)dOO 3 Y +

1
dOO 7 Z dOO 8 XY =0:
PrGr 1=2
(18)

5.3. Coherence of the model

In this section, we show that the truncation
of the series expansions that is behind the construction of the above 2nite dynamical system
has not introduced undesirable singularities in the
model.

635

One aspect that has to be veri2ed is the negativity

this
of the divergence of the vector v = (X ; Y ; Z);
fact ensures the contraction of the volumes of the
phase space invaded by the motion of the system
so that the system corresponding to the truncated
model is as dissipative as the original model. Let us
exemplify this aspect for the 2rst non-dimensional
scheme and obtain the expression of the divergence
from the equations of the truncated model:
v=

@Y
@Z
@X
cO5 dO 6 dOO 7
+
+
= Pr
:
@X
@Y
@Z
cO1 dO 1 dOO 2

O dOO are positive due to the

As the coeHcients c;
O d;
chosen collocation points, it follows that v is
negative at any time.
Regarding the coherence of the model, it is also
relevant to show that no solution is admitted that
describes in the phase space R3 = (X; Y; Z) a path
towards in2nity; in other words, for each solution
and at any surface surrounding the origin in the
has to be evphase space, the vector v = (X ; Y ; Z)
erywhere directed inside the surface. This issue is
presently under study.
6. Numerical algorithm
The system of non-linear ordinary di9erential
equations to be solved has the following form:
dVi

=
Cijk Vj Vk
dt
jk
with i; j; k varying from 1 to 3 and being
(V1 ; V2 ; V3 ) (X; Y; Z). Let us introduce a
discretization of the time t and indicate with
Vin ; i = 1; 2; 3 the value of the variables Vi ; i = 1; 2; 3
at the generic time step tn . For the numerical integration, we adopt the Lorenzs double approximation technique that is particularly suitable when
the deterministic nature of the solution is not insured [18]; in this case at each step tn+1 the unknown quantities are computed by averaging the
n+2
sum of the values Vin and VO i in the following
manner:
n+2
Vin+1 = 12 [Vin + VO i ];

636

E. Bucchignani et al. / International Journal of Non-Linear Mechanics 38 (2003) 629644

where it is meant:


n+1
Cijk Vjn Vkn ;
VO i = Vin + It

Table 1
Non-dimensional scheme 1: main solutions observed for positive values of Ra

jk
n+2
VO i

n+1
= VO i

+ It

Ra
n+1 n+1
Cijk VO j VO k :

4:0

jk

8:3 1010

The following numerical results have been computed on a PC Intel Celeron 466 Mhz with 64 MB
of memory.
7. Results
We remind that the system de2ned previously
has been solved numerically assuming:

L
= 6 2 = 8:484:
H

7.1.1. Steady solutions

When the time derivatives are equal to zero, system (17) reduces to an homogeneous algebraic one:
Pr cO5 X + Pr cO4 Y = 0;
d
(z)dO 5 X dO 6 Y + dO 9 XZ = 0;
dz
(19)

Beside the trivial solution (back to the basic

$ow), we seek for possible non-trivial ones. To
this purpose we combine the above three equations
and obtain:


OO
dOO 3
dOO 4
2 d8 2
O
O
cO4 +
Y
d9 cO4 Y d9 cO4
dOO 7
dOO 7
dOO 7
Ra dO 5 cO4 dO 6 = 0:

It is simple to verify that with the values of the

parameters adopted, this equation has real roots only
if Ra Ramin with Ramin :
Ramin = 4:362402260 109 :

The 2rst important conclusion is that when Ra

does not meet this condition, the system cannot admit steady non-zero solutions. In particular, this is
true if Ra is positive. For Ra = Ramin , the system
has a unique non-zero solution (S 0 ) given by
X = 1:298 102 ;
Z = 35124:

7.1. Non-dimensional scheme 1

dOO 4 X + u0 (z)dOO 3 Y dOO 7 Z + dOO 8 XY = 0:

8:4128375 1010
8:4129 1010

One oscillation and then steady

to (S0 )
Oscillatory damped and then
steady to (S0 )
Oscillatory periodic (P1 )
Periodic divergent (blow-up)

Y = 53142;

We focus on the case Pr = 10.

Ra

Solution
1010

Of course, this solution has no physical significance, as it is related to a negative value of Ra,
which corresponds to a reverse temperature gradient with respect to the basic $ow. For positive values of Ra the only steady solution (S0 ) is the trivial
one (X = Y = Z = 0).
7.1.2. Unsteady solutions
The system of ordinary di9erential equations has
been solved by using the numerical scheme previously described. The time step has been set It = 5
106 , as for larger values the numerical solutions
become unstable.
A series of numerical simulations has been executed starting form the following initial perturbation:
X = 0;
Y = 1;
Z = 0:
Starting from the value Ra = 1, simulations have
been performed sweeping the range of positive
Rayleigh numbers. Table 1 summarizes the kind
of solutions obtained.

1.5

0.8

0.6

0.5

0.4

E. Bucchignani et al. / International Journal of Non-Linear Mechanics 38 (2003) 629644

0.2

637

-0.5

-1
-0.2
0

4e-05

8e-05
t

0.00012

-1.5
0

0.0004

0.0008

0.0012

Fig. 2. Y vs. t at Ra = 4:0 1010 .

Fig. 4. Y vs. t at Ra = 8:4128375 1010 .

1e+06

0.8
0.6

100000

0.4

10000
1000

0.2

-0.2

100

-0.4
10

-0.6
1

-0.8
-1
0

0.0004

0.0008

0.0012

0.0016

0.1
0 10000

30000

50000
f

70000

90000

Fig. 3. Y vs. t at Ra = 8:3 1010 .

Fig. 5. FFT of Y(t) at Ra = 8:4128375 1010 .

For values of Ra smaller than 4 1010 the

perturbation is damped to zero. Fig. 2 shows the
transient history of Y as a function of time. For
larger values of Ra, for example at Ra = 8:3 1010
(Fig. 3), the perturbation tends to zero via an
oscillatory damped periodic regime.

At Ra = 8:4128375 1010 , a Hopf bifurcation

occurs and the $ow becomes oscillatory periodic (Fig. 4) (the frequency spectrum is shown
in Fig. 5). The signal has been observed for a
non-dimensional time interval equal to 2.62144,
corresponding to 524288 samples. The frequency

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E. Bucchignani et al. / International Journal of Non-Linear Mechanics 38 (2003) 629644

Table 2
Non-dimensional scheme 1: main solutions observed at negative values of Ra

8
6
4
2

Ra

Solution

Ramin
4:4 109

Steady
Oscillatory damped and then
steady (S0 )
Oscillatory damped and then
steady
One oscillation and then steady
to zero
Oscillatory damped and then
steady to zero
Oscillatory periodic
Periodic divergent (blow up)

7:1 109
0

7:2 109

-2

4:5 1010

-4

5:036230917 1010
5:036230917 1010

-6
0

0.05

0.1

0.15
t

0.2

0.25

0.3
64000

Fig. 6. Y vs. t at Ra = 8:413 1010 .

62000

full signal :
every 10 :
every 100 :
every 1000 :

83406:83;
3406:9824;
593:261;
7:031250:

Unfortunately, it is not possible to investigate the

behaviour of the system for larger values of Ra, as
the system does not seem to support such values
of Ra: in fact, as shown in Fig. 6, at Ra = 8:413
1010 the $ow is oscillatory periodic again, but the
amplitudes of the oscillations are becoming faster
and faster and lose physical meaning.
Although not acceptable form the physical viewpoint, just to investigate the behaviour of the mathematical system, a series of numerical simulations
has also been performed for negative values of Ra.

60000

content of this signal has been evaluated by means

of a FFT (frequency step If = 0:381). The energy
spectrum highlights a unique frequency, equal to
f = 83406:83. However, it is easy to understand,
by observing Fig. 4, that this is not the unique frequency in this complex signal, but there are other
lower frequencies, whose energy content is not registered by the previous FFT. In order to highlight
these frequencies, the signal has been 2ltered in
several ways, considering a sample every 10, every
100 and so on. So the frequencies registered are

58000

56000

54000

52000
0

0.2

0.4

0.6

0.8
t

1.2

1.4

1.6

Fig. 7. Y vs. t at Ra = 4:3625 109 .

The 2rst simulation has been executed at

Ra = Ramin , initializing the run with the non-zero
steady solution (S 0 ) calculated in the previous
paragraph. This simulation converges at such a
solution as steady state.
Still starting from this steady perturbation, the
value of Ra has been decreased. Table 2 reports
the main solutions observed.
For values of Ra slightly smaller than Ramin
the $ow remains steady. Fig. 7 shows the transient history of Y as a function of time at Ra =
4:3625 109 . For smaller values of Ra the solution is oscillatory damped towards the same steady

E. Bucchignani et al. / International Journal of Non-Linear Mechanics 38 (2003) 629644

550000

639

1.5e+08

500000

1e+08

450000
400000

5e+07

300000

350000

250000
200000

-5e+07

150000

-1e+08

100000
50000
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
t

-1.5e+08
0.001

0.002
t

Fig. 8. Y vs. t at Ra = 4:4 109 .

0.003

Fig. 10. Y vs. t at Ra = 5:036230917 1010 .

6e+08

4e+07
5e+08

3e+07

4e+08

2e+07

2e+08

1e+07

1e+08

3e+08

-1e+07

-1e+08

-2e+07
-2e+08

-3e+07

-3e+08
0

0.0001

0.0002

0.0003

Fig. 9. Y vs. t at Ra = 5 1010 .

-4e+07
-6

-4

-2

Fig. 11. Phase trajectory at Ra = 5:036230917 1010 .

con2guration. Fig. 8 shows the transient history of

Y at Ra = 4:4 109 . At Ra = 7:2 109 a change
occurs when the solution tends monotonically to
rest. Close to Ra =4:51010 , the solution becomes
oscillatory damped around the zero solution. This is
evident in Fig. 9, where the variable Y is shown at
Ra = 5:0 1010 . At Ra = 5:0362309170 1010 ,
the $ow becomes oscillatory periodic (Fig. 10).
However, it can be observed that this regime lasts

for a limited time interval (0.003 time units) after which the $ow tends to rest. In Fig. 11, the
projection of the phase trajectory onto the plane
X Y is reported: it looks very complex and suggests that the number of frequencies is high. In order
to evaluate the frequency content, a FFT has been
executed on the samples belonging to the time interval (0.0002 0.0027). The frequency spectrum is

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E. Bucchignani et al. / International Journal of Non-Linear Mechanics 38 (2003) 629644

7.2. Non-dimensional scheme 2

1e+10

7.2.1. Steady solutions

Neglecting the three time derivatives of system
(18), we obtain the following algebraic non-linear
system for the steady $ows:
1
cO5 X + cO4 Y = 0;
Gr 1=2

1e+09

1e+08

Gr Pr

1e+07

d
1
(z)dO 5 X
dO 6 Y + dO 9 XZ = 0;
dz
PrGr 1=2

dOO 4 X + u0 (z)dOO 3 Y
1e+06
0

20000

40000

60000

80000 100000

Fig. 12. FFT of Y(t) at Ra = 5:036230917

1010 .

1.5e+08

1e+08

5e+07

1
dOO 7 Z + dOO 8 XY = 0:
PrGr 1=2
(20)

This system admits, of course, the zero solution

X = Y = Z = 0. In order to compute the non-trivial
solutions, we combine the three equations and obtain the following non-linear equation for Y :
dOO 8
Gr 2 Pr 2 dO 9 cO24 Y 2 dO 9 cO4
dOO 7


OO
OO
d
d
4
3
Gr 2 Pr 2 cO4 + Gr 3=2 Pr 2
dOO 7
dOO 7
Y Gr 2 Pr 2 dO 5 cO4 dO 6 = 0:

It is simple to verify that with the values of the

parameters adopted, this equation has real roots only
if Gr Grmin with

-5e+07

Grmin = 15:

-1e+08

-1.5e+08
0.001

0.002
t

0.003

0.004

Fig. 13. Y vs. t at Ra = 5:0362309176 1010 .

shown in Fig. 12. The number of samples is rather

small and allows us to register only the largest frequency (83203), while the other ones are not highlighted. For values of Ra slightly smaller, for example at Ra = 5:0362309176 1010 , the initial
oscillations become faster and faster (Fig. 13) till
they lose physical meaning. The present numerical
model does not support such values of Ra.

For Gr = Grmin , the system has a unique non-zero

solution given by
X = 1:43 102 ;
Y = 15159:55;
Z = 347383:12:
For any value of Gr larger than Grmin , the system
admits two distinct non-zero solutions.
7.2.2. Unsteady solutions
Then we solved the unsteady case by the previously described algorithm. The time step chosen
was It = 105 .

E. Bucchignani et al. / International Journal of Non-Linear Mechanics 38 (2003) 629644

Table 3
Non-dimensional scheme 2: main solutions

400000

Gr

Solution

300000

Grmin
102
103 107
7:835 107
8 107

Steady $ow (S1 )

After one oscillation perturbation to rest (S0 )
Oscillatory damped $ow towards (S0 )
Periodic $ow (P2 )
Periodic divergent (blow-up)

641

200000

100000
0
-100000

300000

-200000
250000

-300000
0

200000
150000

0.005 0.01 0.015 0.02 0.025 0.03

t

Fig. 15. Y vs. t at Gr = 103 .

100000
50000

400000

300000

-50000

200000

0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09

t

100000
Y

Fig. 14. Y vs. t at Gr

= 102 .

The 2rst simulation at Gr = Grmin has been developed by initializing the run with the non-zero
steady $ow just obtained by exact calculation. The
numerical simulation leads to such a $ow.
Starting from this solution, the value of Gr has
been increased in order to observe the bifurcation
sequence. Table 3 reports the main solutions obtained.
At Gr = 102 , the perturbation tends to rest
after one oscillation: Fig. 14 shows the transient
history of Y as a function of time. At Gr = 103
(Fig. 15), the solution tends to zero through an
oscillatory damped transient regime. This is con2rmed by the plot in Fig. 16, in which the projection of the phase trajectory onto the plane
X Y is reported: the picture shows that the trajectory moves along a spiral towards the 2xed point
(0; 0) (stable spiral node). At higher values of Gr

-100000
-200000
-300000
-1.5

-1

-0.5

0.5

Fig. 16. Phase trajectory at Gr = 103 .

(e.g., Gr = 105 ) the spiralling approach of the

trajectories to the 2xed point (0; 0) is even more
pronounced (Fig. 17) and a much longer time is
needed to end the transient regime.
At Gr = 7:835 107 the projection onto the phase
plane (X; Y ) of the solution trajectory exhibits a
limit cycle in Fig. 18, i.e. the perturbed $ow $uctuates periodically around the basic $ow. This is

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E. Bucchignani et al. / International Journal of Non-Linear Mechanics 38 (2003) 629644

400000

30000

300000

20000

200000
10000

100000
0
-100000

-10000

-200000
-20000

-300000
-400000
-2.5 -2 -1.5 -1 -0.5 0
X

-30000

0.5

1.5

0.005

0.01
t

0.015

0.02

Fig. 19. Y vs. t at Gr = 7:835 107 .

Fig. 17. Phase trajectory at Gr = 105 .

1e+10
30000
1e+09
20000
1e+08

10000
1e+07

0
1e+06
-10000
100000
-20000
10000
-30000
-0.02

0
-0.01

0
X

0.01

0.02

Fig. 18. Phase trajectory at Gr = 7:835 107 .

con2rmed by the transient history of Y (Fig. 19). A

FFT executed on this signal (Fig. 20) shows the existence of a main frequency f = 1696:1. This FFT
has been executed using 262,144 samples with frequency step If = 0:3814.
Our model does not support larger values of Gr
as it is not able to simulate the $ow: actually, as
shown in Fig. 21, at Ra = 8 107 the $ow appears
oscillatory periodic again but the amplitudes of the

1000

2000

3000

4000

5000

Fig. 20. FFT of Y(t) at Gr = 7:835 107 .

oscillations become higher and higher till they lose

physical meaning and blow up.
8. Conclusions
We have solved a 2nite dynamical system describing the $ow and thermal 2eld of a viscous
incompressible $uid between two horizontal parallel free planes in the presence of a horizontal

E. Bucchignani et al. / International Journal of Non-Linear Mechanics 38 (2003) 629644

80000
60000
40000

20000
0
-20000
-40000
-60000
-80000
0

10

Fig. 21. Y vs. t at Gr = 8 107 .

temperature gradient and terrestrial gravity 2eld.

The NavierStokesFourier equations in terms of
stream function within the BoussinesqOberbeck
approximation represent the 2rst-step model. It is
known that this physical and geometrical con2guration does not admit a basic state. Then, we built
up the polynomial expression of a basic core $ow
and developed the equations of the perturbed $ow
that are the object of our study. Following Saltzman and Lorenz analysis of the Benard convection
$ow between two horizontal planes, we formulate
the 2nal model by adopting a collocation method
with the Fourier expansion of the unknowns. As
the nature of the present $ow is very close to the
one considered in [17,18], in such a expansion,
we retained the sample triple of frequencies and
2nally obtained a three-dimensional 2nite dynamical system whose structure resembles closely the
one studied by Lorenz. We solved numerically
by a double step 2nite di9erence scheme. Two
non-dimensional schemes are considered. The 2rst
one is that adopted by Lorenz, that, in our case, provides very large critical values of the Rayleigh number (Ra = O(1010 )). Then, although the solutions
obtained do not appear spoiled by numerical errors,
we properly selected a second non-dimensional
form that allows safer computations and yielded
to critical values of the Grashof number of lower

643

order of magnitude. The bifurcation pattern obtained by numerical simulation highlights a change
of stability from steady regime to periodic regime
that occurs at Ra = 8:41283751010 in the 2rst
non-dimensional scheme and at Gr = 7:835107 in
the second non-dimensional scheme. We can conclude that the core $ow that we have built as a
basic $ow becomes extremely stable with respect
to the three selected Fourier modes. The analysis
of the evolution of a perturbation including the
mode m = 4, which will be the subject of a future
paper, is under development. We believe that the
approach presented here is basically valuable as
it extends the pioneering work by Saltzman and
Lorenz on Benard convection to the horizontal convection. Nevertheless, we are convinced that with
the great impulse given to computing resources by
then, more accurate numerical techniques may be
employed at an a9ordable cost.
Acknowledgements
This work has been developed within the project
I.A.C.=C.N.R. Di9erential and numerical models
for $uid dynamics and material science, 1999.
Moreover, the authors acknowledge the 2nancial
support by A.S.I. (Agenzia Spaziale Italiana),
project Modelli matematici, analisi sperimentale
e numerica di alcuni aspetti della cristallizzazione
da fuso in microgravitUa, 1998.
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