in Mathematics
and its Applications
Volume 35
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Institute for Mathematics and
its Applications
IMA
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is based on the proceedings of a workshop which was an integral part of the 198990
IMA program on "Dynamical Systems and their Applications." The aim of this
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in combustion dynamics and mathematical methods applicable thereto. We thank
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Avner Friedman
ix
PREFACE
Paul C. Fife
Amable Linan
Forman Williams
xi
CONTENTS
Foreword IX
Preface 0 xi
xiii
BIFURCATION, PATTERN FORMATION
AND CHAOS IN COMBUSTION*
ALVIN BAYLISSt AND BERNARD J. MATKOWSKYt
Abstract. Problems in gaseous combustion and in gasless condensed phase combustion are
studied both analytically and numerically. In gaseous combustion we consider the problem of a
flame stabilized on a line source of fuel. We find both stationary and pulsating axisymmetric
solutions as well as stationary and pulsating cellular solutions. The pulsating cellular solutions
take the form of either traveling waves or standing waves. Transitions between these patterns occur
as parameters related to the curvature of the flame front and the Lewis number are varied. In
gasless condensed phase combustion both planar and non planar problems are studied. For planar
condensed phase combustion we consider two models: (i) accounts for melting and (ii) does not.
Both models are shown to exhibit a transition from uniformly to pulsating propagating combustion
when a parameter related to the activation energy is increased. Upon further increasing this
parameter both models undergo a transition to chaos: (i) by intermittency and (ii) by a period
doubling sequence. In nonplanar condensed phase combustion the nonlinear development of a
branch of standing wave solutions is studied and is shown to lead to relaxation oscillations and
subsequently to a transition to quasiperiodicity.
convex towards the fresh fuel. The temperature is higher at the troughs, which
therefore appear brighter, and lower at the crests, which therefore appear darker.
It is believed that the development of cellular flames is a stagein the transition
from laminar to turbulent flame propagation.
We consider the case where the thermal expansion of the gas is weak so that the
combustion can be described by the diffusional thermal model [37]. We also consider
the case where the chemical reaction is limited by a single deficient component of
the reactant. In this case cellular flames have been predicted analytically when the
Lewis number L, the ratio of thermal diffusivity to mass diffusivity of the deficient
component, is < 1. Cellular flames have been predicted for flames in both cylindrical
and planar geometry. 'vVe consider the case of a flame stabilized by a line source
of fuel of strength 27T1\;. In this case it was shown in [17, 35J that there are critical
values L c < 1 and I\;c(L) such that for L < L c and I\; > I\;c(L), axisymmetric flames
are unstable to angular perturbations which evolve to stable stationary cellular
flames. This instability, which exists in other geometries as well, is referred to as
the cellular instability [27].
Another instability occurs for the parameter regime L > 1. In this case a linear
stability analysis shows that the axisymmetric solution will be unstable to small
disturbances which will evolve to pulsating solutions, which may be axisymmetric
or may have cellular structure [17J. This instability has been found for other con
figurations as well and is referred to as the pulsating instability. Planar pulsating
instabilities have also been found for freely propagating flames and for nonadiabatic
flames stabilized on a burner [24, 31, 32]. Traveling waves were found for flames in
a twodimensional Cartesian geometry in [33] and spinning flames in a cylindrical
geometry [34]. 'vVe note that analytical studies have indicated that the pulsating
instability is more accessible when heat loss is accounted for [12, 23].
A spinning acetylene flame has been observed in [20J. Pulsating cellular flames
have been observed for methaneair flames stabilized on a burner [20]. Flames
exhibiting the characteristics of both traveling waves and standing waves along the
flame front have been observed, depending upon the parameters of the experiment.
Planar, singly periodic pulsations were computed in [21] for the case of a hydrogen
bromine flame where the bromine was lean.
The analysis in [35J is valid only in a vicinity of the bifurcation point. In order
to determine the global extension of these solution branches and to determine the
existence of additional transitions we have solved the problem numerically. Our
results will be described in detail in section 2 and are summarized here. In the
parameter regime L < 1 we have used I\; as a bifurcation parameter. For a fixed
value of L we find a transition from stationary axisymmetric to stationary cellular
flames when" exceeds a critical value. Upon increasing" further we find a sequence
of transitions to stationary cellular solutions of higher mode numbers. Associated
with each such transition there is a domain of bistability in which stable cellular
solutions with different angular mode numbers coexist, each with its own domain
of attraction [9]. The parameter" is inversely proportional to the curvature of the
flame so that we observe a tendency of flames to become increasingly wrinkled as
the curvature of the flame is decreased.
3
The effect of using L as a bifurcation parameter has also been considered [5,
7J. We have found that as L is decreased to small values, describing for example
lean hydrogen flames, pulsating cellular flames in the form of traveling waves along
the flame front (reaction zone) exist [5J These solutions are characterized by ex
tremely long periods which suggests that they may arise via an infinite period Hopf
bifurcation from a stationary cellular solution branch.
We have also studied the dynamical behavior in the pulsating regime (L > 1).
The diffusional thermal model which we employ is described by a highly nonlinear
dynamical system of partial differential equations for which complex and varied
dynamical responses are possible. Pulsating axisymmetric flames were presented in
[2], where a doubly periodic, axisymmetric, pulsating solution was exhibited and
used to illustrate an adaptive pseudospectral method. In [10] a pulsating solution
corresponding to a standing wave is described. A transition between standing wave
and traveling wave solutions has also been found and is presented below.
In addition we consider the problem of gasless condensed phase combustion.
This type of combustion is characterized by a highly exothermic reaction occurring
in the solid fuel itself without the prior formation of a gaseous phase. Thus the
solid fuel itself burns and is transformed directly into a solid product. Due to the
exothermic reaction, a combustion wave, sometimes referred to as a solid flame,
propagates from the high temperature combustion products towards the lower tem
perature unburned fuel. Although there is no gaseous phase, for certain mixtures
one or more of the reactants may melt prior to reaction, so that a melting front
propagates ahead of the combustion wave. Generally the process is carried out
with cylindrical samples. Sometimes combustion is observed to occur only on the
cylindrical surface while under other circumstances burning occurs throughout the
sample.
This process is currently being employed as a method of synthesizing certain ce
ramic and metallic alloys. Rather than employing an external source of energy, the
process, referred to as SHS (for selfpropagating, high temperature synthesis), em
ploys the energy of the reaction to convert reactants to products that are especially
hard, are impervious to extreme temperatures, and have other desired characteris
tics [22, 38].
It has been observed that the product is not always uniform in concentration,
but rather there may be zones of varying concentration in the synthesized sample.
This is due to pulsations in the velocity of the combustion wave. Planar pulsating
modes of propagation, sometimes referred to as autooscillatory modes, are char
acterized by striations in the synthesized product. Helical modes of propagation,
referred to as spinning modes, are characterized by a spiraling motion in which one
or more luminous points are observed to move in a helical fashion on the surface
of a cylindrical sample. Another nonplanar form of combustion is the multiple
point mode in which one or more luminous points appear, disappear and reappear
repeatedly [38J.
Models of gasless condensed phase combustion have been analyzed and shown
4
to exhibit bifurcations and instabilities which explain the modes of combustion de
scribed above. In [36] a model without melting was introduced and analyzed. It
was shown that a uniformly propagating solution became unstable to planar pulsat
ing perturbations when a parameter A, related to the activation energy, exceeded
a critical value. In [25] the model of [36J was extended to account for melting.
A linear stability analysis showed that the uniformly propagating solution became
unstable to pulsating disturbances when a parameter {l related to the activation
energy exceeded a critical value. In [26J this model was shown to undergo bifur
cation to planar pulsating solutions, to traveling wave solutions (spin combustion)
and to standing wave solutions (multiple point combustion) depending on parame
ter values. A similar analysis was carried out in [18J for the case that the burning
occurred only on the surface of the sample and not in the interior.
These analyses explain the behavior of the solution in the vicinity of the bifurca
tion point. The fully nonlinear behavior of the model can be obtained by numerical
computations which indicate that models of gasless condensed phase combustion
exhibit a rich and varied dynamical behavior. Planar models which do not account
for melting have been studied in [1, 6, 14, 39J. Computations for these models
indicate a transition from uniform to periodic pulsating propagation (period T) as
parameters are varied, in agreement with analytical results [36]. The computations
also demonstrate transitions to doubly periodic behavior as parameters are varied.
In [1] two period doubling transitions were found before the computations had to
be stopped due to computational difficulties. In [6] transitions to 2T 4T, and 8T
solutions were found as A increased. Upon increasing A further apparently chaotic
solutions were found and it appears that the transition occurs via a cascade of
period doublings [6J. Apparently chaotic solutions have also been found as other
parameters are varied [14J.
An entirely different behavior was found for the model which accounted for
melting. A transition from uniform to singly periodic solutions was found when
{l increased beyond a critical value [4], in agreement with analytical results [25,
26]. Upon increasing {l further a transition to doubly periodic behavior was found.
However as {l was increased further the solution was found to return to the singly
periodic solution branch [8J. In [6] the effect of increasing {l yet further was studied.
Two additional windows were found in which stable 2T solutions existed. These
windows alternated with windows in which only singly periodic (T) solutions ex
isted. Beyond the last window of 2T behavior the solution underwent a transition
to chaos by intermittency.
The problem of surface solid fuel combustion was considered in [3J. In this case
a family of standing wave solutions was computed. It was found that the solution
became increasingly relaxational in character as {l was increased. Beyond a critical
value of /l. a transition to quasiperiodic behavior was found.
In both gaseous and condensed phase combustion the activation energies are
large. As a result the chemical reaction is important only in a narrow region called
the reaction zone. In the limit of infinite activation energy the reaction zone shrinks
to a surface which is called the flame front. Our numerical computations are for the
5
case of finite activation energy for which, strictly speaking, no front exists, although
we will use this term to describe our solutions. A high resolution of the reaction
zone is necessary in order to accurately determine the behavior of the model.
In order to accurately and efficiently compute these solutions, it is necessary
to employ highly accurate methods which can allow resolution of the reaction
zone without an excessive number of computational degrees of freedom. We em
ploy pseudospectral methods, using a Chebyshev pseudospectral method in non
periodic directions and a Fourier pseudospectral method in angular directions.
Since the location of the reaction zone is generally not known in advance, adaptive
methods are required. We have developed and implemented an adaptive pseudo
spectral method, in which a family of coordinate transformations is employed. The
particular coordinate transformation that is used is chosen dynamically in order
to minimize certain functionals which measure the error in the pseudospectral
approximation. The method is described in detail in [2, 4J. In this paper we will
concentrate on the results obtained from the computations. The computations were
performed at the NCSA and the NMFECC.
t(P xl!
t=T' xi=T'
Here (; is the planar adiabatic flame speed in the infinite activation energy limit.
The nondimensionalized flow velocity due to the line source offuel is V = where;1
I is the unit radial vector. The equations of the diffusional thermal model then
become [35]
C + 1, o + as r + 0,
C + 0, o + 1 as r + 00.
0= {(~t + O(k),
1,
1
C=I0+0(M)'
'lJ = K,
the analytically predicted solution near the bifurcation point provides appropriate
starting data for the computations and parameter ranges in which bifurcations may
be expected.
The behavior of the model in the cellular regime L < 1 was studied extensively
in [9]. L was held fixed at a value < L e1 , and K was used as a bifurcation parameter.
It can be seen from the analytical solutions that the curvature of the flame front
decreases as K increases. The investigations describe the effect of curvature on the
cellular structure of flames. In the computations the values of Nand fr were held
fixed at N = 20 and fr = .615. It was shown, in agreement with the analytical results
in [35], that as K increased beyond a critical point K1, a transition from axisymmetric
solutions to a branch of cellular solutions occurred. The angular mode number on
this branch was three. Additional solutions on this solution branch were computed
and a transition to a branch of fourcell solutions was found when K increased
beyond a second critical value K2. There was a region of bistability where stable,
stationary threecell and fourcell solutions coexisted, each with its own domain
of attraction. Upon increasing K further a cascade of transitions from the fourcell
branch to a fivecell branch to a sixcell branch were computed. Each such transition
was accompanied by an interval of bistability between cellular solutions of adjacent
mode numbers. The results indicate an increased wrinkling of the flame fronts as
their curvature decreased.
These results are summarized in Figure 1 where the maximum norm of the
difference between the cellular solutions and the axisymmetric solution is plotted
against K for the various solution branches. In our computations we solve the time
dependent problem until a steadystate is attained. As a result we can generally
only compute stable solutions. However the unstable axisymmetric solution can be
computed by enforcing axial symmetry in the computation (i.e. computing only
on a radial grid). In the same way, unstable cellular solutions of a give angular
mode number N can be computed by restricting the computation to a circular
sector of angle 271' / N. In this way we were able to compute unstable threecell and
fourcell solutions beyond the observed transition points, thus demonstrating that
these solution branches existed beyond the transition points and that a transfer of
stability occurred.
8
~+r.,,r,,r.,,
8.00 9.25 10.50 11.75 13.00 14.25 15.50 16.75 18.00
kappa
In [5] the behavior of the stationary cellular solutions was studied as L was
decreased. This parameter regime characterizes either lean mixtures where the fuel
is light, e.g. lean hydrogen/air mixtures or rich mixtures where the fuel is heavy
e.g. rich butane/air mixtures. This regime was studied for planar flames in [131
where, for rather small values of L, stationary cellular solutions with very deep cells
were found. As L was decreased further, it became difficult to compute stationary
solutions and the authors speculated on the possible existence of stable, unsteady
solutions. In [5J we found stable spinning cellular solutions, described by a traveling
wave around the flame front (reaction zone).
This branch of pulsating cellular solutions was found by starting with initial
data corresponding to a stationary fourcell solution for K. = 14.8 and decreasing L.
A family of solutions describing very deep cells undergoing a long period rotation
was found as L was decreased. In Figures 2ac, we plot the temperature surface
at three different times for L = 0.37. These figures illustrate both the rotation
associated with the traveling wave pattern and the deep cells that form in the non
dimensional spatial variables as L is decreased. We note that we have computed
this solution using two different locations of the outer boundary and have found
virtually no effect of the boundary location on the solution. In Figure 3 we plot the
temperature as a function of the nondimensional time for four different values of
9
the polar angle ,p. It can be seen from this figure that the period of the pulsation
is approximately 250 units of nondimensional time. This is much greater than the
periods observed for pulsating cellular solutions in the pulsating regime L > l.
This period decreases as L is decreased still further, as seen in Figure 4 which
corresponds to L = 0.35. We conjecture that an infinite period Hopf bifurcation
may have occurred from the stationary cellular branch.
w
a:"!
:)0
~
a:
w
c..
::;;~
WO
to
0.0 100.0 200.0 300.0 400.0 500.0 600.0 700.0 800.0 900.0 1000.0 1100.0
T
0.0 100.0 200.0 300.0 400.0 500.0 600.0 700.0 800.0 900.0 1000.0 1100.0
T
"\
lU
a:
.,
O \\
...
:J
~
\
\
a:,;
lU
Q. \
\
::E
.... :
lU
\
N
,;
:::+~~~r~~r.....,r.....,,
0.0 0.5 t.O t.' 2.0 2.' 3.0 3.5 '.0 '.0
PHI
'.0 '.5 .. ...
Figure 5. Fourmode spinning wave. 8C, <p,.) for 2 values of t at a
fixed value of r. L = .37, K = 14.8.
z
g~
~
lU
<..>.
z,;
o
<..>
0.0 0.5 1.0 t.5 2.0 2.5 3.0 3.5 '.0 4.5 5.0 5.5 '.0 '.5
PHI
We next present the results of our computations for the pulsating regime L > 1
which describes fuel mixtures where the deficient component is relatively immobile.
We first consider the case of axisymmetric pulsating flames. Pulsating axisymmetric
flames were obtained by keeping K fixed and increasing L. We consider the case
K = 14. A transition from stationary to pulsating combustion occurs when L is
very close to 5.0. The pulsations are nearly sinusoidal near this transition point but
become increasingly relaxational as L is increased. Beyond a second critical value of
L, a transition to doubly periodic pulsations is found. This behavior is illustrated in
Figures 79 where e and C are plotted against t for representative values of r. The
values of L were 5.25 ,7.00 and 13.00 respectively. The onset of pulsations occurs
at smaller values of L if K is increased. In Figure 10 we plot e and C for the case
K=22, L=4.90. A singly periodic pulsation is found while for K=14 the stationary
solution is stable for this value of L. Relaxation oscillations have also been observed
in gasless condensed phase combustion, e.g. [4). These pulsations describe a long
gradual heating of the fuel in the reaction zone together with a rapid increase in the
temperature during the burst. During the slow phase of the relaxation oscillation
the spatial profiles vary much more gradually than during the spikes.
LEGEND
CONCENTRATION
L= 5.25
ieMpERAiiJRe
R= 19.0
::!
l1J
...a: "
::>~
0:
.....
a:
l1J
:;:0
...
l1J
""0
l:~
Z
0
;::
~:
Z
l1J
0
ZN
00
0
\_,
~
0.0 5.0 10.0 1$.0 20.0 2$.0 30.0 35.0 40.0 45.0 SO.D
T
LEGEND
CONCENTRATION
L; 7.00 rEMPERArORE
R; 21.0
w
0:'"
:>
:;:
0:
W
a.'"
::;:0
w
....
'0
; ci
z
o
;:::
~d
....
I
z
W
u
5~
I
u
\ / V I I
..
::I.=r,.=V,._.=...,._,:::,
5. 10.0 15.0 20.0 25.0
T
30.0 35.0 40.0 45.0 50.0
LEGEND
CONCENTRATION
L: 13.00 fEMPERA'tuFtr
R; 27.0
:'i
WN
0:.'
:>
....
el:
0:",
w 
a.
::;:
......
W
'00
<:
'"
Sci
;:::
el:
0:
....
ZO
w
"
U
z
0.,
Uo
::
... 20.0 40.0 60.0 60.0
T
100.0 120.0 140.0 160.0 180.0
LEGEND
CONCENTRATION
'fEMpERAfURE'
L = 4.90
R = 29.0
"!
wo
a:
...ct"
:;)
II:
W
D."
::;;0
...c "
W
..
'00
z.,
0
I: \) )
i=
ci \..
0+,.,,,,,,.,,,
0.0 '.0 10.0 15.0 20.0 25.0 30.0 35.0 40.0 45.0 50.0
T
We note that such large values of L do not generally occur for real flames. The
computations presented here are obtained from a simplified model (diffusional ther
mal model [37]) with onestep, Arrhenius kinetics and no mechanism for heat loss.
As such the computations can only be expected to yield a qualitative description of
the spatio/temporal patterns and transitions which occur for real flames. Thus al
though we expect our computations to qualitatively reflect the patterns observed in
real flames, we do not expect precise numerical agreement with the experimentally
observed parameter values at which transitions occur. We also note that pulsating
instabilities occur at lower values of L when heat loss, which occurs to some extent
in all flames, and more detailed chemistry are accounted for [12, 23]. In addition
the computations correspond to moderate values of K. Increasing the value of K
employed will also lower the values of L at which transitions occur. Both relaxation
oscillations and a perioddoubling secondary bifurcation have been computed for a
hydrogenoxygen flame stabilized on a burner using complex chemistry [24]. In ad
dition, patterns similar to those presented here have been observed experimentally
e.g. [15, 20, 29, 30]. We expect that the computations of the global behavior of
the diffusional thermal model will illuminate both the spatial and dynamic patterns
occurring in real flames as well as the mechanisms of transitions between different
types of patterns as parameters such as the Lewis number and flame front curvature
are varied. Finally we note that large Lewis numbers may occur in the combustion
16
\\le next describe our results for nonaxisymmetric solutions in the pulsating
regime. We have studied pulsating cellular solutions by keeping L fixed (L=4.4
for the runs presented here) and increasing K. These solutions are computed by
integrating the time dependent equations of the model until an equilibrated solution
is attained. The convergence to a timeperiodic solution is very slow and as a result
the solution must be followed over very long intervals in order to be confident that
the computed solution is actually stable.
We have found only singly periodic solutions for the range of values of K that
we have considered. In addition we have not found a significant increase in the
relaxational characteristics of the solution, which occurs when L is increased as
described above. As K is increased, the predominant dynamical effects that we have
found are transitions between pulsating cellular flames of different mode number and
a transition from standing wave solutions to traveling wave (spinning) solutions.
W
0:"
::>0
~
0:
W
Q.
:E"
O
W
I
~+Y,.r,,....r..,....,...,
0.0 10.0 20.0 30.0 4<>.0 50.0 60.0 70.0 SO.O 90.0 100.0
T
~ ~ ~
S'.~'mod"',,"di,g
t, ), L 4 .4 ,.
, , t
Wa.,. S ("
20.0. re 12b.
F'go
, , t ~ t, ), L ~ 4.4, ~
Wa.,. S ("
" ', ," d i, g
20.0.ore 12,. s " ., n 'm 'd
F!g
19
w
a:'"
::;)0
~
a:
w
~~
...
WO
::ll,r,,,,,.,,,
0.0 10.0 20.0 30.0 40.0 50.0 60.0 70.0 80.0 9a.O 100.0
T
Our results for both the cellular and pulsating regimes indicate that for rela
tively large intervals of K., the system exhibits solutions of the type predicted by
analysis, i.e. stationary cellular solutions in the cellular regime and traveling wave
and standing wave solutions in the pulsating regime. This is true even for the sec
ondary and higher order solution branches that we have found. The primary effect
of increasing K., which can be regarded as decreasing the curvature of the flame
front, is to generate transitions between these types of solutions. The transitions
are between cellular solutions of different mode number and between standing wave
and traveling wave pulsating flames. The traveling wave solutions found in the cel
lular regime for small values of L represent a new class of solutions, not predicted
by analysis and suggest that unsteady behavior may be observed in other flames
where the deficient component is highly diffusive or when the average Lewis number
of the mixture is sufficiently small. The traveling wave type of flames observed in
[29, 30] may be a manifestation of this type of diffusional thermal instability.
We describe in detail the planar melting model. The generalization of this model
to account for surface burning is described in [3J while the model which does not
account for melting is described in [6]. We let  denote a dimensional quantity and
assume that the combustion wave propagates in the x direction. Since we consider
the case of finite activation energy, there is not, strictly speaking, a combustion front
but rather a narrow reaction zone in which the fuel is consumed and the temperature
rises. There is, however, a melting front where the deficient component undergoes
a phase change. We denote the location of this front by x = ~(i). If T and G
denote the temperature and concentration of a limiting component of the reactant,
respectively, then the model is described by the following reaction diffusion system:
(2)  = )'Tx;;
T,  + ( a(iJiJ+.y) ).
gAC exp (E)
kf '

 (1).. (E)
Ci =  id '
a gAC exp 
where
(
~) = { a, x < ~(~
b, i > <p(t).
In (2), >: is the thermal conductivity, A is the rate constant, iJ is the heat of reaction,
E is the activation energy and R is the gas constant. Because the fuel melts, the
rate constant is multiplied by a factor a > 1, due to the increased surface to surface
contact in the liquid phase. Upon melting, the heat of fusion .y is absorbed by
the fuel, but is released during the reaction as we assume the product is in the
solid phase. Thus behind the melting front the heat released is iJ +.y. The function
g( x ~(i)) cuts off the reaction term at some point ahead of the melting front. This
is employed because the Arrhenius model for the reaction term does not vanish far
ahead of the front, while in practice no significant reaction occurs ahead of the
reaction zone.
Across the melting front there is a jump in the heat flux, due to the absorption
of the heat of fusion necessary to cause melting. The velocity ~(i) of the melting
front satisfies
. >:.
'Pt =  'C' [Til,
I m
where Gm is the concentration at the melting surface and [TiJ denotes the jump in
Tiacross this surface. The boundary conditions are
G . 0, T . Tb , as i . 00,
where the subscripts u and b refer to unburned and burned respectively. We observe
that the burned temperature is derivable from the timeindependent solution of the
problem as Tb = Tu + iJG u .
23
We nondimensionalize by introducing
C TTu tfjz xU
G = ..."., 0 = __,
G u n  T t = T ' x=T' u
cP =,
A
~U
0'= ...".., ,= .".,
n
Tu
'Y
f3
The reference velocity U is the velocity of the uniformly propagating front when
N(1  a) 1. We also introduce the moving coordinate system
Z = x  cP(t).
(3) 0 t = cPt 0 z + 0 zz +( 1)
+ ,) a(1 gAG exp 
( N(1  0')(0 
0'+ (1 _ 0')0
1)) '
Gt=cPtG z  (1) a
( gAGexp
N(IO')(01))
0'+(10')0 '
where
1+, 1 1+,
A = 6(a(l_ M) + O(::s;)),M = (1 a)eX P(6(0 m 1)),
and
6 = N(1  a).
The factor A sets the length and time scales and follows from the velocity U in
the nondimensionalization. A different nondimensionalization would simply change
these scales and would not affect any of the patterns presented below. An expansion
for A in inverse powers of 6 is considered in [251, where the O( term is derived. )
The boundary conditions are
We note that the condition G ...... 0 as z ...... 00 follows from (3). In our computations,
boundary conditions are implemented at finite but large values of z as described in
[6]. In our calculations the boundaries are located sufficiently far from the reaction
zone that the solution is not sensitive to changes in the boundary locations. At the
melting front 0 and G are continuous. There is a discontinuity in 0 z due to the
absorption of the heat of fusion to cause melting. The velocity of the melting front
is obtained from
[0 z ] + ,C(O)cPt = O.
24
It is shown in [25] that when the Arrhenius term is replaced by a delta function
of appropriate strength, the uniformly propagating solution loses stability when the
parameter Ji = 2(1~M) exceeds the critical value Jic = 2 + vI5. The analysis in [26J
shows that a Hopf bifurcation occurs and stability is transferred to a time periodic
solution of period T(Ji). In our computation we use Ji as a bifurcation parameter
and compute the solution with Arrhenius kinetics. We have studied the system
for the parameter values N = 30, a = 1.7, 'Y = 0.5 and Elm = 0.8 [bmtwo]. The
parameter Ji is increased by decreasing a.
The dynamical behavior of (3) is summarized in Figure 15. In this figure we
have plotted the maximum of I <1>, lover one cycle. A transition to a singly periodic
(T) solution is found for a value of I' very close to the value predicted for the
case of delta function kinetics. As I' is increased, the solution becomes increasingly
relaxational in character. Beyond a second critical value of 1', stable T solutions
are not found and a transition to doubly periodic behavior (2T) occurs. As Ji is
increased further beyond a third critical value, stable 2T solutions are no longer
found and there is a transition back to singly periodic behavior.
o
iii
_/
4.0000 4.1125

4.2250 4.3375
/
:lF==::.:;c......:=.,,,,,,,
4.4500
MU
4.5625 4.6750
The transition to period doubling for this model and the return to single period
icity were demonstrated in [4J and [8J for somewhat different parameter values. For
the parameter values given above we find that there are two additional windows of
singly periodic behavior, alternating with windows of 2T behavior. Representative
25
periodic solutions are shown in Figures 16 and 17 where cPt is plotted over several
cycles for values of j1. in the last T and 2T windows, respectively.
mu 4.81050
~
CJ.'
0"
.
..J
W
>
t
z'<
lE l1
U.
~f..rrr''""'"'''"rr,r,
~02.55~7S10~12.51~017.~a5~.O~3~03~5~~37.S~O
TIME
Figure 16. cPt for a value of j1. in the third T window, j1. = 4.81050.
mu 4.86876
~
CJ.'
..
0"
..J
W
>
t
z.
0::;
0:.
u.
o
;.jL.....L...,.L.....L,ll.,ll.,J.l.,J......J.,J......J.,J.l,ll,llL,JL...JL,LL,LLyLLyL,
0.0 20.0 40.0 60.0 80.0 100.0 120.0 140.0 160.0 180.0 200.0 220.0 240.0 260.0 280.0 300.0
TIME
Figure 17. <Pt for a value of j1. in the third 2T window, j1. = 4.86876.
26
Beyond the last 2T window we do not find periodic behavior. The solution
exhibits a behavior characteristic of intermittency with long laminar regions inter
rupted by occasional bursts. In the laminar regions there is a slow drift away from
2T behavior. Upon increasing J1. further the laminar regions become progressively
shorter and the bursts occur more frequently until the solution exhibits apparently
fully chaotic behavior. In Figures 1820 we illustrate these solutions with an ex
ample very close to the onset of intermittency (Figure 18), an example of shorter
laminar intervals (Figure 19), and an example of apparently fully chaotic behavior
( Figure 20).
o mu = 4.86949
9'"
>
1",
r
0..;
O~
...I
W
>
!Zl;l
0";
0::':'
u..
.,"'
N
,..;
o
o
~+r''''.r'r'_ _'_ _ '_ _'~
0.0 200.0 400.0 600.0 800.0 1000.0 1200.0 1400.0 1600.0 1800.0 2000.0
TIME
>
!::~
g~
...J
UJ
>
!Z..,
Ol!l
a:'
u.
~+_~ __,..:_,_.L,_;__..,..L""";'__..,L_,_.L,_t__,.L_,
0.0 50.0 100.0 150.0 200.0 250.0 300.0 350.0 400.0 450.0 500.0 550.0 600.0 650.0
TIME
mu 4.91374
.,.
N
>
!::..,
u~
0'"
...J
UJ
...>z'"
O~
a:"i
u.
'O"f t',,,!...',r+,,',ri.,
0.0 25.0 50.0 75.0 100.0 125.0 150.0 175.0 200.0 225.0 250.0 27$.0 300.0 325.0 350.0 375.0 400.0
TIME
In Figures 2123 we present the power spectral density (PSD) for a range of low
frequencies, for a 2T solution (corresponding to Figure 17), an intermittent solution
(corresponding to Figure 18) and an apparently chaotic solution (corresponding
to Figure 20). The figures exhibit a progressive spectral broadening. In Figure
21, sharp spikes appear at discrete frequencies, since the solution is periodic. In
Figure 22 spectral broadening is present, however the remnants of the spikes are
clearly evident. Finally in Figure 23 we note the broad band spectrum characteristic
of chaotic behavior with no trace of the spikes remaining. These solutions have
been validated locally by refining the number of collocation points. This includes
computing the solution through a burst with a larger number of collocation points.
Since chaotic solutions are sensitive to small numerical errors, it is possible that
numerical errors might change the details of the complete time trace, however we
have done extensive validations in the regime near the onset of intermittency. As
/1 increases the transition appears to occur abruptly at a critical value /1*. Upon
decreasing /1 from the intermittent region we find an abrupt transition back to 2T
behavior when /1 < /1*.
mu 4.86876
>
!::o
~cj
w
C
..J
co:
a: "
t'f
<..)
w
l:L
Vl
ffiC!
;;:'1'
ol:L
U.
0
g'V
0
o
~+rr,,.,rr,,.,r,,
0.0 1.0 2.0 3.0 4.0 5.0 6.0 7.0 8.0 9.0 10.0 11.0 12.0 13.0
OMEGA
~o
~':i
w
o
..J
0:"
t;~
W
"
III
ffiC!
;;:"
o
"
u.
0 0
0;
o
..J
~l...,,,rr..r,,r.,
~o ~ 1~ 1~ ~ 25 3~ 3.5 ~ ~5 ~ 55 6~ ~5 7~
OMEGA
mu = 4.91374
>
Co
Ill';
z
W
o
..J
...~C!~
bl
"
III
ffiC!
;;:"
o
"
u.
0
go?
0
..J
We have also considered an analogous model which does not account for melting
[36J. Such a model has also been studied numerically in [1, 14, 39J. In this model
the bifurcation parameter is >. = N(12<7). While there is no front associated with
the problem, we define an approximate front location eP as that location where the
concentration of the deficient component is reduced to half its initial value. The
analysis in [36J shows that the uniformly propagating solution loses stability at
>'c = 2 + v5 and a transition to pulsating behavior occurs via a Hopf bifurcation.
As >. is increased a transition to 2T behavior occurs. Transitions up to 8T where
found in [6J. Upon further increasing>. apparently chaotic solutions were found.
The results strongly suggest that a cascade of period doubling bifurcations occurred
leading to a transition to chaos. A cascade of period doubling bifurcations has also
been found as other parameters are varied [14J.
'vVe have also considered the problem when combustion occurs on the surface of
a cylinder. The model is similar to (3) except that the diffusion term is replaced
by a surface Laplacian. The model is presented in detail in [3J. We have found
a family of standing wave solutions, corresponding to multiple point combustion.
These solutions were computed using a twodimensional adaptive pseudospectral
method which is described in [3]. We find that as Jl is increased along the solution
branch, the solution becomes increasingly relaxational in both t and the cylindrical
angle .p. An example of this relaxational behavior is shown in Figures 2425 where
o is plotted at a fixed z location as a function of t for four different values of .p.
The figures show the solution both at angles corresponding to the maximum of the
standing wave, i.e., at the luminous points of the sample, and at the nulls of the
standing wave. The solution is nearly sinusoidal for the smaller value of Jl (Figure
24) and becomes increasingly relaxational as Jl is increased (Figure 25).
"'
"'
0
LU
a:
:J
t
el:
a:
LU
Q.
::;;

LU
t ~
.;
.;
0.0 1.0 2.0 3.0 4.0 5.0 6.0 7,0 8.0. 9.0 10.0 11.0 12.0 13.0 14.0 15.0
T
Figure 24. Multiple point combustion mode for surface gasless con
densed phase combustion. 0(,, t) for 4 values of.p at a fixed value
of z, Jl = 4.0695.
31
!+,,...r..,...,..,...r,,.......,,...,,
o.a 1.0 u t.D UI 5.0 U 7.0 U 9.. tU 11.0 12.0 1s.o 14..0 1$.0
T
Figure 25. Multiple point combustion mode for surface gasless con
densed phase combustion. e(,, t) for 4 values of 1/J at a fixed value
of Z, J1. = 4.2071.
Ie
li1
wo
II:
:>
... 5l
1IN
:" l
WO
Q.
.,
:Eoo
... ;:;o
W
), f.1. ==
4.0695.
G (r, rP, t == t j
F ig ur e 26.
w~
~
II:
:>
5l
... 0
11:":
WO
Q.
.,
:Eoo
... ~
W
.
IJ. == 4.3904
ur e 27. G (r, rP, t == t 1 ),
F ig
33
o mu = 4.39036
5
!+.r...,..,
0.0 5.0 10.0 15.0 20.0 25.0 30.0 35.0 ~.O
Our results indicate that the models of gasless condensed phase combustion
exhibit a rich and varied dynamical behavior. Unlike the models of gaseous com
bustion, many of the types of solutions found are not predicted by analysis. In the
case of planar combustion, the occurrence of a period doubling secondary bifurca
tion after the initial transition to oscillatory behavior appears to be independent of
the details of the two models. The return to single periodicity, the multiple windows
of period doubled behavior, and the transition to chaos via intermittency exhibited
by the melting model do not appear to have been found previously.
Quasiperiodic solutions do not appear to have been found in previous numerical
investigations. Such solutions have been predicted analytically under certain cir
cumstances [11, 16, 19, 28J. Further investigation is required to determine whether
the numerically computed transition to quasiperiodicity can be explained by the
mechanisms described in these references.
REFERENCES
[4] A. BAYLISS AND B. J. MATKOWSKY, Fronts, Relaxation Oscmations, and Period Doubling
in Solid Fuel Combustion, J. Comput. Phys. 71 (1987), 147168.
[5] A. BAYLISS AND B. J. MATKOWSKY, Spinning Cellular Flames, to appear, Appl. Math.
Letters.
[6] A. BAYLISS AND B. J. MATKOWSKY, Two Routes to Chaos in Condensed Phase Combustion,
SIAM J. Appl. Math., 50 (1990), 437459.
(7) A. BAYLISS, B. J. MATKOWSKY AND M. MINKOFF, Adaptive PseudoSpectral Computation
of Cellular Flames Stabilized by a Point Source, Appl. Math. Lett. 1 (1987), 1924.
[8] A. BAYLISS, B. J. MATKOWSKY AND M. MINKOFF, Period Doubling Gained, Period Doubling
Lost, SIAM J. Appl. Math. 49 (1989) 10471063.
[9] A. BAYLISS, B. J. MATKOWSKY AND M. MINKOFF, Cascading Cellular Flames, SIAM J.
Appl. Math. 49 (1989), 14211432.
[10] A. BAYLISS, B. J. MATKOWSKY AND M. MINKOFF, Numerical Computation of Bifurcation
Phenomena and Pattern Formation in Combustion, in "Numerical Combustion", Dervieux
and Larroutuwu eds., Lecture Notes in Physics 351 , SpringerVerlag, Heidelberg (1989).
[11] M. R. BOOTY, S. B. MARGOLIS AND B. J. MATKOWSKY, Interaction of Pulsating and Spin
ning Waves in Condensed Phase Combustion, SIAM J. Appl. Math. 46 (1986),801843.
[12] J. BUCKMASTER, Stability of the Porous Plug Burner Flame, SIAM J. Appl. Math. 43,
(1983), 13351349.
[13J B. DENET AND P. HALDENWANG, A Local Extinction of the Thermodiffusive Premixed
Flame at Low Lewis Number, in "Numerical Combustion", Dervieux and Larrouturou eds.,
Lecture Notes in Physics 351, SpringerVerlag, Heidelberg (1989).
[14J P. DIMITROU, J. PUSZYNSKI AND V. HLAVACEK, On the Dynamics of Equations Describing
Gasless Combustion, Comb. Sci. and Tech., 68 (1989), 101111.
[15] M. ELHAMDI, M. GORMAN, J. W. MAPP AND J. I. BLACKSHEAR JR., Stability Boundaries
of Periodic Modes of Propagation in BurnerStabilized A1ethaneAir Flames, Combust. Sci.
and Tech. 55 (1987), 3340.
[16] T. ERNEUX AND B. J. MATKOWSKY, QuasiPeriodic Waves Along a Pulsating Propagating
Front in a ReactionDiffusion System, SIAM J. Appl. Math. 44 (1984), 536544.
[17] M. GARBEY, H. A. KAPER, G. K. LEAF AND B. J. MATKOWSKY, Linear Stability Analysis
of Cylindrical Flames, Quarterly of Applied Math. 41 (1989), 691704.
[18] M. GARBEY, H. A. KAPER, G. K. LEAF AND B. J. MATKOWSKY, Nonlinear Analysis of
Condensed Phase Surface Combustion, European J. of Appl. Math, 1 (1990),7389.
[19] M. GARBEY, H. A. KAPER, G. K. LEAF AND B. J. MATKOWSKY, Using MAPLE for the
Analysis of Bifurcation Phenomena in CondensedPhase Surface Combustion, submitted.
[20] I. M. GOLOLOBOV, E. A. GRANOVSKII AND Yu. A. GOSTINTSEV, Two Combustion Modes
at the Limit of Luminous Flame Propagation, Combustion, Explosion and Shock Waves 11
(1981),2226.
[21] V. I. GOLOVICHEV, A. M. GRISHIN, V. M. AGRANAT, AND V. N. BERTSUN, Thermokinetic
Oscmations in Distributed Homogeneous Systems, Sov. Phys. Dokl., 23 (1918), 477479.
[22] J. B. HOLT, The Use of Exothermic Reactions in the Synthesis and Densitication of Ceramic
Materials, Materials Res. Soc. Bull. 12 (1982), 6064.
[23J G. JOULIN AND P. CLAVIN, Linear Stability of Nonadiabatic Flames: Diffusional  Thermal
Model, Combust. Flame 35 (1979), 139153.
[24] S. B. MARGOLIS, Bifurcation Phenomena in Burner  Stabilized Premixed Flames, Combust.
Sci. Tech., 22, (1980), 143169.
[25] S. B. MARGOLIS, An Asymptotic Theory of Condensed TwoPhase Combustion, SIAM J.
Appl. Math. 43 (1983),331369.
[26] S. B. MARGOLIS, H. G. KAPER, G. K. LEAF, AND B. J. MATKOWSKY, Bifurcation of Pulsating
and Spinning Reaction Fronts in Condensed TwoPhase Combustion, Combust. Sci. and
Tech. 43 (1985), 127165.
[27] S. B. MARGOLIS AND B. J. MATKOWSKY, Nonlinear Stability and Bifurcations in the Tran
sition from Lamjnar to Turbulent Flame Propagation, Combustion Science and Technology
34 (1983), 4577.
35
(1) Laboratoire d'Analyse Numerique, Universite Paris VI, 4 place Jussieu, 75005 PARIS,
FRANCE.
(2) CERMICS, INRIA, SophiaAntipolis, 06560 VAL BONNE, FRANCE.
(3) Centre de Mathematiques Appliquees, Ecole Polytechnique, 91128 PALAISEAU Cedex,
FRANCE.
37
38
I
PT + (PU)e = 0 ,
PUT + PUUe = Pe ,
(2.1) pCpTT + puCpTe = (ATe)e + mQw(pY, T) + PT ,
pYT + puYe = mw(pY, T) + (pDYe)e ,
pROT = mP(r) .
We use standard notations: in (2.1), ~ and r are the space and time coordinates
respectively, p is the mixture density, U is the mixture velocity, T is the mixture
temperature and Y is the mass fraction of the reactant; in the framework of the
isobaric approximation, P( r) is the average pressure, which is assumed to depend
only on time, and p(~, r) is the small pressure variation around this average value.
Moreover, Cp is the specific heat at constant pressure of the mixture, which is
assumed to be constant, >. is the mixture thermal conductivity, Q > 0 is the heat
released by the reaction per unit mass of reactant, m is the molecular weight of the
reactant, D is its diffusion coefficient, and RO is the universal gas constant. Lastly,
w(pY, T) is the chemical reaction rate, and has the form
(2.2) pY pY
w(pY, T) = ;;; F(T) = 8 ;;; TO' exp
(E )
ROT '

where 8, a and E are three positive constants: 8 is called the Arrhenius prefactor,
and E is the activation energy of the chemical reaction.
2.1. Steady flames: the cold boundary difficulty. Let us first consider the
case of steady planar flames. For a steady solution of (2.1), the mass conservation
equation (2.l.a) writes
(2.3) (pU)e = 0 ,
mP
p = ROT'
(2.5) e
u
Ipe=P~ue .
39
It therefore appears that equations (2.4) are decoupled from (2.5). In fact, one only
studies system (2.4) in order to determine T, Y and the real constant c (see e.g.
Theorem 2 below), since solving system (2.5) for the variables p, u and p is then
straightforward.
The boundary conditions associated with equations (2.4) are of the following
type:
T(oo) = T u , Y(oo) = Yu ,
(2.6) { T(+oo) = n, Y(+oo) = 0,
where T u and T b are the temperatures of the fresh mixture and of the burnt gases
respectively, and where Yu is the mass fraction of reactant in the fresh mixture
ahead of the flame; the last equality in (2.6) states that complete consumption of
the reactant occurs in the flame. These values satisfy 0 < T u < n (the burnt gases
are hotter than the unburnt mixture), and 0 < Yu ::; 1 (the fresh mixture actually
contains some reactant). Furthermore, the burnt gas temperature is simply given
by writing the overall energy balance equation (obtained by integrating from 00
to +00 the sum of the first equation (2.4.a) and of the second equation (2.4.b)
multiplied by Q):
(2.7)
The problem (2.4)(2.6) (or the simpler problem which arises in the socalled
.x
"equidiffusional" case, that is when the Lewis number L = pCpD is constant
and equal to unity; see (3.21) below), has been investigated by many authors (see
AronsonWeinberger [I], Johnson [10], JohnsonNachbar [11], Kanel' [12], [13], Kol
mogorov et al. [14], Zeldovich [28], Zeldovich et al. [30], [31], and more recently
Berestycki et al. [6], Marion [19], [20], BerestyckiLarrouturou [4], [5]), under vari
ous hypotheses under the nonlinear reaction term G.
This investigation raises the wellknown "cold boundary difficulty", on which
a lot of ingenuity has been spent for several years (see for instance Buckmaster
Ludford [7], Clavin [8], Williams [27], just to mention some prominent work on the
question). The difficulty is the following: the value of the reaction rate w(pY, T)
does not vanish in the fresh mixture, because G(Tu ) =F O. It is then easy to see that
(2.4)(2.6) has no solution (the fact that lim [cCpTe  (ATe)e] =F 0 contradicts the
xoo
fact that T is bounded in the neighbourhood of (0). i,From the physical point of
view, the origin of the difficulty is clear: the state (Yu , T u ) prescribed at 00 is not
an equilibrium state, and the problem is therefore illposed.
On the other hand, there is a wellestablished experimental evidence that steady
planar premixed flames do exist, and solutions of (2.4)(2.6) are therefore expected
to exist.
In fact, the difficulty is essentially mathematical: the actual value of the reaction
rate w inside the fresh mixture is non zero, but is extremely small compared to the
reaction term value inside the flame: this is due to the fact that the activation energy
40
E is large, i.e., that the ratio :T is large for temperatures T in the considered range
e E / RTu
of temperature [Tu , Tb]. In practice, the ratio e E / RT. may well be of the order of
e 50 .
In other words, the characteristic time T u of the chemical reaction in the fresh
mixture (at temperature T u ) is extremely large (as large as a big number of billions
of years I). One may therefore think, if one believes in the Arrhenius expression of
the chemical reaction term (2.2), that the experimentally observed "steady premixed
flames" are not really steady; but they are evolving over a characteristic time which
is of the same order of magnitude as T u Therefore, although there exists no steady
solution in the mathematical sense to system (2.1), where the quantity F(Tu ) is
small but positive, one may expect that (2.1) has an unsteady solution, which
remains "during a long time" "very close" to a steady flame. This is exactly what
comes out from the work of J. M. Roquejoffre [23], [25J, which we now describe.
e(X,t)
(2.8)
le(O,t)
p(x', t)dx' = x
which imply xe = p, X r = pu (we refer to e.g. [15J, [171 for the details about this
transformation). The Lagrangian form of the flame propagation equations (2.1) can
then be derived: for any quantity w we have
(2.9) Wr = Wt  PUW x , we = pw x ,
Pt + p2 ux = 0,
Ut + Px = 0,
'T'
.J.t 
_ mQ w(pY, T)
Cp
.2.( AP
+ Cp
\T X
)
X
_1_ '(t)
+ pCp p '
p
(2.10)
_ _ m w(pY, T)
y.t  (2DY )
+p xx,
p
pY
pRoT = mP(t) , w(pY, T) = F,(T) .
m
41
We now use the notation F, instead of F for the reaction term in order to stress the
dependence of this term on the activation energy: f is a (small) positive parameter,
proportional to the inverse of the activation energy.
Introducing the Lewis number .c = ; D' we can rewrite (2.10) as
p p
(2.11)
T.: g, YF.(T) + ~, (ApT.ld p~/'(t),
{
Yi  YF,(T) + C .c (oXpYx)x ,
p
pROT = mP(t) ,
(2.12) Ux = (.!.)p , t
{
Px = Ut .
Thus, the use of the Lagrangian coordinate x uncouples the equations (2.11) for
the "combustion variables" T and Y (which take the form of a reactiondiffusion
system) from the equations (2.12) for the "hydrodynamical variables" p, U and p
(which reduces to a system of linear partial differential equations).
Let us now write initial and boundary conditions associated with (2.11)(2.12).
The form of the equations suggests which conditions should be used in order to get
a possibly wellposed problem: first, we need an initial condition and two boundary
conditions for the unknowns T and Y of the parabolic system (2.11). We will
therefore write the following conditions for the temperature and mass fraction:
(2.15)
Tb(t) = CQ Yh(t)F, [Tb(t)] + _(I)C P'(t) , Th(O) = TbO ,
p Ph t p
Moreover, since the second and third equations in (2.12) give U x and Px, a
single boundary condition might be adequate for the velocity and for the pressure;
we write
(2.17) p(oo,t) = pu ,
a given constant.
We will see below that problem (2.11 )(2.17), which was proposed by Ludford
[18J, is a wellposed initialboundary value problem.
pT = Tu(t) ,
(3.5) Pt + p2 U = 0,
{
P. = Ut ,
p( 00, t) = 1 ,
(3.6) u( 00, t) = Uu ,
{
p( 00, t) = Putt) .
Referring to [23J for the details about this normalization, we simply mention
here that the nonlinearity I,
,I RO
,
is proportional to F" and that the ratio ,  1 in (3.1)
r E C=(lR, lR) ,
(3.7) r=:Oon(oo,l),
{
r =: Ion (1,+00) ,
and setting
(3.9)
I, E C3 (lR+,1F4) ,
(3.11) { I, is bounded and Lipschitzcontinuous on lR+ .
THEOREM 1. Assume tbat tbe bypotbeses (3.9)(3.11) bold. Tben, tbere exists
1R+ to system (3.1)(3.4). This solution
a unique solution [T(x, t), Y(x, t)J on JR x
satisfies
T, Y E Lt::c(JR+, LOO(JR)) ,
which satisfy homogeneous boundary conditions, and one writes problem (3.1)(3.3)
under the form
(3.16)
where 4>(t) = [tP(., t), fjJ(., t)J and where the operator A is defined in the appropriate
functional space by A(tP, fjJ) = (tPxx,  fjJ~X). The proof then relies on classi<"al
arguments of partial differential equations theory, based on the application of the
linear semigroup theory (see [15J, [23J for the details).
Once problem (3.1)(3.4) is solved, studying problem (3.5)(3.6) is an easy task.
We refer to [15], [23J for the precise result, since we will restrict now our attention
to the combustion variables T and Y.
45
THEOREM 3. Assume that the hypotheses (3.9)(3.11) hold, and that f, satis
fies
Let (T, Y) be the unique solution of problem (P,). Then, for any x E JR, we have
(4.2)
11m T( ) T;:O + Tboo
i+oo
x,t = 2 '
The proof of Theorem 3 is sketched in Section 4.2 below; the reader is referred
to [23J for the detailed proof. Let us also add here that the limit (4.3) is uniform in
JR: one shows indeed that IIY(., t)lIoo exponentially decays to 0 as t tends to +00.
On the other hand, the limit (4.2) is uniform on every compact subset of JR; in the
particular case where T;:O = Tboo, this limit is uniform in all of JR.
Let us now tum to problem (Po,). We will simply consider the equidiffusional
case, where there exists a unique travelingwave solution T from Theorem 2; more
over, we will assume that the initial conditions (3.2) satisfy
(4.4)
Tt = 90,(T) + T xx ,
(4.5) T(x,O) = TO(x) ,
{
T( 00, t) = T~ = TO( 00) , T( +00, t) = T~ = TO( +00) ,
(4.6) T(.,t)+Y(.,t)=T~.
The longtime behaviour of the solutions is then given by the next result, which
says that the travelingwave solution of (4.5) is stable:
THEOREM 4. Assume that the hypotheses (3.9)(3.10), (3.17) and (4.4) hold.
Let (T, Y) be the unique solution of problem (Po,) (i.e. (4.5)(4.6)), and let (T, c)
be the unique solution of (3.21). Assume moreover that T2 :$ TO(x) :$ T~ for any
x E JR and that lim TO(x) exists in JR+. Then there exist a real Xo and two
, xooexp(cx)
positive constants K and r such that, for any x and t:
The main ideas of the proof of this convergence result are presented in Section
4.2 below; the complete proof can be found in [25J.
47
d;6 == SY6(t) ,
(4.8)
{
Y6(O) == 11Y0 1100 ,
that is, Y6(t) == lIyoliooe6t. An additional application of the maximum principle
yields Y(t,x) ~ Y6(t), which is the desired estimate for Y.
Thus, the reason why the reactant eventually vanishes is clear from a physical
point of view: it is a straightforward consequence of the fact that, with the present
hypotheses, the reaction term f,(T) is always positive and bounded away from O.
From an heuristic point of view, we can see now why the temperature has the
behaviour (4.2). Because of (4.3), one may think that the reaction rate Yf,(T)
eventually vanishes on all of JR; moreover, the term T~(t) also tends to 0 as t
tends to +00. One therefore expects that the temperature asymptotically be
haves like the solution 0 of the linear heat equation 0 t == 0 xx with the bound
ary conditions 0(00,t) == T:7:, 0(+00,t) == T/:. But 0 has the behaviour (4.2):
T oo
lim 0(x,t)== T:7:+ b ).
t+oo 2
The rigorous mathematical proof of (4.2) exactly follows these lines, using the
semigroup expression of the solution T and some technical but simple arguments
(see [23]).
PROPOSITION 2. There exist to >0 and three positive constants k, >. and j1.
such that, for all t 2: to:
(4.10)
The proof of this proposition relies on the construction of upper and lower solu
tions; namely one proves from the maximum principle that the following inequalities
hold for t large enough:
where
(4.13)
(4.14)
for suitably chosen XI, X2, WI > 0 and W2 > O. The inequalities (4.12) yield the
desired estimates for T; the similar estimates for the first and second derivatives are
obtained from (4.12) combined with classical Schaudertype estimates. In addition
to (4.10)(4.11), these Schauder estimates show that the functions T xx (., t) for t 2: to
are equicontinuous.
~: Convergence of a subsequence.
where G(s) = i' 90,(s)ds and where H(x) denotes the Heaviside step function.
Proposition 2 then guarantees that this function of t is welldefined and bounded;
it is then easy to see that V is differentiable and that
+00
(4.17) V'(t) =  ; 00 eCZ[Txx  cTx + 90,(T)j2dx :S 0 .
49
Thus, there exists a sequence (tn) with lim tn = +00 such that
n+oo
Since one can show from Step 1 and Ascoli's theorem that the set {T(., t), t :::: to} is
compact in C2( lR), we can extract a subsequence (tn.) such that T(., tn.) converges
in C2 (JR). But the limit necessarily satisfies (3.21) from Proposition 2 and (4.17)
(4.18), which concludes the proof of Proposition 3.
~: Uniform convergence.
(4.19) ( ex)
sup exp 2 wo(x) + sup ( ex) ,
exp 2 IWo(x)1 < +00 ,
rEJR rEJR
(4.20)
Now, the local stability theorems of Sattinger [26] apply: they yield the existence
of a C 1 function h(o) defined in the neighbourhood of 0, and of positive constants
k and K sum that the solution l' of the Cauchy problem:
Tt + cT. = 901') + T xx ,
satisfies
for any x E lR and t :::: 0 (the property (4.19) of Wo is a necessary condi tion for
the local stability result (4.22) to hold). Using now Lemma 1 and the maximum
principle, we obtain that, for any n and any t ~ t n
(4.23)
T(x+xoonh(on))Kek(tt n ) $ T(x,t) $ T(x+xo+onh(on))+Kek(tl n ) .
(4.24) lim
t+oo
IIT(., t)  T(. + xo)lIoo = 0 .
~: Exponential convergence.
50
This step is identical to the last step of Fife and McLeod's proof. One now looks
for a C1 function aCt) which, at each time t, minimises a certain distance between
T(., t) and all translations of the travelingwave solution; namely one looks for aCt)
satisfying Ft(a(t = min Ft (f3), Ft being defined by
PER
(4.25)
1
+00
(4.26) 00 eCX[T(x, t)  T(x + Xo + a(t]T'(x + Xo + a(t)dx = 0 .
Using (4.26) and the implicit function theorem, one can prove that aCt) exists for
large t. Then, some technical arguments are needed to prove successively that
for some positive constants w and C, and that a(t) ::; C'ew't for other positive
constants w' and C'. This ends the proof of Theorem 4.
Comparing the solutions of problems (P,) and (Po,) is the subject of the next
lemma:
LEMMA 2. Assume that the hypotheses of Theorems 3 and 4 hold, and that
(4.1) hold. Let (T" 1';) be the solution of (P,), and let (To" Yo,) be the solution of
(Po,).
Then there exist two sequences (8;) and (t,) with lim 8;
t"O
= 0 and IEO
lim t, = +00
such that
6.1. The numerical method. Before discussing the numerical results, let us
briefly present the numerical method used in the calculation. We solve problem
(3.1)(3.4) (that is, problem (1', on a finite interval [L,L], using a computa
tional grid which is equally spaced in space and time. In order to avoid too severe
restrictions on the time step, while still describing accurately the transient flame
evolution, we use an integration scheme which is implicit for the diffusive terms but
explicit for the reactive terms (we refer to [3J for a discussion on the choice of the
time step). Moreover, we use homogeneous Neumann conditions at both boundaries
L and +L. The scheme (S) can therefore be written as
T!*l _ 2Tn+1 +T!*l T' ( R)
(6.1) Jl J jf! +Y!'f (T R )+ 11 _u_t_T'! for 1<'<N
~x2 J 'J I Tu(tn) J ~,
1 n 1
Tt+  To + Y;Rf (T R 1 1 T~(tn) Tn ~ .
(6.2) ,
)
~x2 + + 1 Tu(tn) ,or J = 0 ,
with the similar equations for Y. The terms TU(t R ) and T~(tn) are evaluated and
stored in a preliminary step using an explicit RungeKutta scheme. In (6.1)(6.3),
2L
~t is the time step, and N is the number of interior mesh points and ~x = N
+1
is the mesh spacing. For 0 :s: j :s: N + 1, we set Xj = j~x  L.
Since we want to observe the timedependent behaviour of the solution to (3.1)
(3.4), it is of interest to know that the above scheme (S) converges, in the following
sense:
Let (T, Y) be tbe unique solution of (3. 1)(3.4). Lastly, let (Tt, lin) be tbe numerical
solution of tbe scheme (5), and assume tbat tbe time step b.t satisfies
(6.5)
Tben, for any to > 0, tbere exists a positive constant K = K( to) sucb that, for any
j and n witb 0 ~ j ~ N + 1, 0 ~ nb.t ~ to:
We refer to [23J for the proof of this convergence result (see also [2] where a
similar result is proved for a twodimensional explicit scheme).
6.2. Numerical results. We will now use the scheme (5) to solve the nor
malized problem (3.1)(3.4)), with the following non linear function:
{ Y~ = 1 , Ybo = 0 ,
T:?=l,T~=l1,
(6.8)
(6.10)
The results are shown for 12 successive (inequally spaced) time levels. Notice, that
the variable e= !:o T2
.Ii T0
u
is plotted instead of T, and that the scale on the e axis
changes at time t 9 (Figure 5).
53
In full agreement with the preceding analysis, we observe that the flame initially
"converges" towards a traveling wave (in the interval [t 1 , t 2 ]) and propagates at
constant speed (in the interval [t 1 ,t4 )). At time t 4 , the fresh mixture temperature
has just begun to increase over its initial value T2 (as explained above, the induction
time t 4 would be extremely larger if realistic values of the parameters were used).
In the interval [t4' t lO ], the temperature increases on the whole domain: as it is
wellknown from the study of homogeneous combustion, there is a rather sudden
transition where the fresh gas tenperature Tu(t) increases to its final value (notice
that the time lag between two consecutive figures has been reduced in this interval).
Again here, one should add that this transition would be much more sudden with
more realistic parameter values. Lastly, after t lO , complete burning has occured,
and heat diffusion very slowly conducts the temperature to its final value
54
2



e 





y e


 ~



a I I I
I I I
I I I I
2


o _


y o





o

I I I I I I I I
)
I
\. I I I I I
2,.,
2~,
e
y
,
...
......
o
2~,
e
e
o
o
2.5
Figure 5. Temperature and mass fradion profiles at t g = 81.5 and tID = 82.
59
2.5
o
o
2.5

0
 o









0 1 T T T TTl TIl T r 1 I
REFERENCES
[lJ O. G. ARONSON & H.F. WEINBERGER, Partial differential equations and related t.opics,
Nonlinear diffusion in population genetics, combustion and nerve propagation, Lect. Notes
in Math., 446, Springer Verlag, New York (1975), pp. 549.
[2] F. BENKHALDOUN & B. LARROUTUROU, Numerical analysis of the twodimensional thermo
diffusive model for flame propagation, Mod. Math. et Anal. Num., 22, (4) (1988), pp.
535560.
[3] F. BENKHALDOUN & B. LARROUTUROU, A finiteelement adaptive investigation of curved
stable and unstable flame front, Comp. Meth. Appl. Mech. Eng., 16 (1989), pp. 119134.
[4] H. BERESTYCKI ET B. LARROUTUROU, On planar travelingfront solutions of reac tiondi(fllsion
problems, INRIA Report, (1990), to appear.
[5] [5] H. BERESTYCKI & B. LARROUTUROU, Mathematical modelling of planar flame propaga
tion, Research Notes in Mathematics, PitmanLongman, London, (1990).
[6] H. BERESTYCKI, B. NICOLAENKO & B. SCHEURER, Traveling wave solutions to combustion
models and their singular limits, SIAM J. Math. Anal., 16, (6) (1985), pp. 12071242.
[7] J. O. BUCKMASTER & G. S. S. LUDFORD, Theory oflaminar flames, Cambridge Univ. Press,
Cambridge (1982).
[8J P. CLAVIN, Dynamic behavior of premixed flame fronts in laminar and turbulent flows, Prog.
Energ. Comb. Sci., 11 (1985), p. 1.
[9] P. C. FIFE & J. B. McLEOD, The approach of solutions of nonlinear diffusion equations to
travelJing front solutions, Arch. Rat. Mech. Anal.,65 (1977).
[10] W. E. JOHNSON, On a firstorder boundary value problem for laminar flame theory, Arch.
Rat. Mech. Anal., 13 (1963), pp. 4654.
[11] W. E. JOHNSON & W. NACHBAR, Laminar flame theory and the steady linear burning of a
monopropellant, Arch. Rat. Mech. Anal., 12, (1963), pp. 5891.
[12] JA. l. KANEL', Stabilization of solutions of the Cauchy problem for equations encountered
in combustion theory, Mat. Sbornik, 59(1962), pp. 245288.
[13] JA. I. KANEL', On steady state solutions to systems of equations arising in combustion
theory, Ookl. Akad. Nauk USSR, 149, (2) (1963), pp. 367369.
[14] A. N. KOLMOGOROV, l. G. PETROVSKII & N. S. PISKUNOV, A study of the equation of
diffusion with increase in the quantity of matter and its application to a biological problem,
Bjul. Moskowskogo Gos. Univ., 17 (1937), pp. 126.
[15) B. LARROUTUROU, The equations aronedimensional unsteady flame propagation: existence
and uniqueness, SIAM J. of Math. Anal., 19, (1) (1988), pp. 3259.
[16] B. LARROUTUROU, A conservative adaptive method for unsteady flame propagation, SIAM
J. Sci. Stat. Comp., 10, (4) (1989), pp. 142755.
[17] B. LARROUTUROU Introduction to combustion modelling, Springer series in computational
I
63
64
(1.1)
where UO is the traveling ZND solution, e(x) is the eigenmode, C.c. stands for the
complex conjugate, and the small parameter is given by
(1.2) fer  f = 2 .
The nonlinear analysis is further complicated by the fact. that the underlying non
linear problem is a free surface problem for a nonlinear hyperbolic system.
The subsequent strategy consists of deriving constraints on the amplitude A
which follow from inserting the ansatz (1.1) for the solution into the nonlinear
equation and making systematic use of the method of multiple scales. In the order
3 of the perturbation series, as the solvability condition, we obtain the following
LandauStuart equation:
dA 2
(1.3) dT = X A +,SA A ,
65
where u is the state vector, S(u) is the source term arIsing from the chemical
reaction. For example, u may represent the density, momentum density, energy
density and the reactant mass concentration:
where u q is the constant vector describing the state of the fresh equilibrium medium.
It is easy to verify that the Lax stability conditions require the shock to move super
sonically with respect to the (fresh) medium ahead and subsonically from behind.
For a given shock propagation speed ,pt which satisfies the stability conditions,
only 3 out of 4 boundary conditions from (2.2) may be imposed on the solution:
those that correspond to the three characteristics emanating from the shock into
the interior of the burnt domain x > O. With these three boundary conditions the
initialboundary value problem for (2.1) is wellposed provided ,pt is known. Thus,
the initialboundary value problem for (2.1) with the full set of boundary conditions
(2.2) is overdetermined and allows to find both u and ,po
Let
It is easy to conclude from a phase portrait analysis that a steady solution exists
for all D with IDI ~ IDcll. For the minimal propagation speed  the Chapman
Jouguet speed D Cl  the particle velocity at the end of the reaction zone is sonic;
for faster moving shocks this velocity is subsonic.
The steady solutions may be realized physically by a constant speed piston
moving behind the shock front (the overdrive). We note, however, that for the
steadiness of the solution, the piston necessarily should follow the front at infinite
distance behind it. We will characterize the steady solutions by the degree of
overdrive
(2.5)
where Fl and SI are the first order terms of the Taylor's series for the flux and the
source. Similarly, the boundary conditions at x = 0 (1.2) linearize to become
(3.2)
g(x)f(t) with f scalar, and ignore the question of completeness of solutions with
this structure. Keeping in mind that V is supposed to be a small perturbation of
uo, we require v to be bounded
while the spatial factor solves the following ordinary differential equation:
(3.4)
(3.5)
In contrast with the initialboundary value problem of the previous section, the
boundary conditions in (3.5) do not overdetermine the problem and do not allow
us to find the shock speed which is represented here by a. Actually, it is interesting
to note that if there are satisfied the three boundary conditions corresponding to
the backward characteristics, then the fourth boundary conditions from (3.5) can
be satisfied by manipulating the initial data.
Indeed, by differentiating the steady flow equation (2.4) we get
(3.6)
(3.7)
(3.4) are functions of uO(x) which tend exponentially to a constant, say U+, as
x > 00. Therefore as x > 00 the coefficients themselves tend to their limiting
values F+ and S+ exponentially fast. It is well known that in this situation the
asymptotics of solutions of the homogeneou.5 part of (3.4) are determined by the
solutions of the constant coefficient limiting equations which in our case is given by
(3.9)
(3.10)
where all the parameters with the "plus" subscript are related to the state U+ of
the basic flow: u+ is the particle velocity relative to the shock, p+ is the density,
c+ is the sound speed at infinity and r + > 0 is a derivative of the chemical rate
function at infini ty.
Obviously, for Rea> 0,
Thus, a solution of (3.4) is bounded if and only if the asymptotics have the form
where ~k, k = 1,2,3,4 is an eigenvector with the eigenvalue I'k, and 1'0 = r+u+/p+
corresponds to the asymptotics of the inhomogeneouJ term, au~, of (3.4). The latter
asymptotics are obtained from the fact that u~ is a zero eigenfunction (d. (3.6)).
The condition C 3 = 0 in (3.11) may be interpreted as an acoustic radiation or
causality condition. For a solution of (3.1) with separated variables the asymptotics
take the form of the sum of 5 progressing waves:
(3.12)
The condition C3 = 0 eliminates the information coming from infinity towards the
shock. This condition can be reformulated as an algebraic homogeneous condition.
By Fredholm's alternative the condition C 3 = 0 is equivalent to the orthogonality
to the null space of (A  1'3t.
If~ belongs to the null space,
(3.13)
Thus, the differential equation in (3.4) with boundary conditions (3.5) and (3.14)
comprises an eigenvalue problem. A very similar formulation of the problem and
its numerical solution by shooting were given recently by Lee and Stewart [8J.
We summarize numerical results about the behavior of the spectrum of the
eigenvalue problem as follows:
There exists a degree of overdrive fer so that for Iferl h < Ifl < Iferl
the eigenvalue problem has exactly two complex conjugate eigenvalues
(3.15)
a = r(J) iw(J) , with r(J) > 0, r(J) + 0 as f + fer.
The derivative or/oflf" = x, X> 0 .
Remark. As mentioned in Sec. 1 there is an important deviation from the classical
Hopf bifurcation here. For Rea < 0 all the basic solutions of (3.4), except for at
most one, are growing. Still the shooting condition in (3.14) eliminates the fastest
growing mode and allows to find an appropriate a. Its interpretation though as an
eigenvalue becomes in this context problematic. So the classic picture of eigenvalues
crossing the imaginary axis is not quite valid in our case. The growing eigenmodes
are analogous to acoustical resonant states in classical scattering theory (see Lax &
Phillips [12]).
for u and v from the space of bounded measurable functions of time with values in
L 2 (0,00). We use the standard dotproduct in C 4 with the complex conjugation on
the second factor assumed. The factor l/T is introduced to eliminate the boundary
terms arising from the integration by parts in t. Actually, we will need not the limit
itself but the values, for large T, T ~ c 2 .
We take inner product of the linearized equation in (3.1) with a function u and
integrate by parts
(4.2)
+ 1 vudxl:~if + I
00 T
(F
1
 D)vudtlx=oo
1 u~udxdt + I
 {iT 1/Jt(t)
00 T
(F
1
 D)vudtlx=o}
== {B o} + {Bd + {B 2 } + {B 3 } .
70
First we remark that the boundary term at x = 00, B 2 , drops out since u(, t), v(, t)
E L 2 (0, 00). For the time boundary term we have
1
lim T B 1 =0.
Too
Since v belongs to the domain of the operator and therefore satisfies the bound
ary condition in (3.2) the term B 3 can be transformed to the form
(4.3)
Then, obviously,
with
(4.5)
If u satisfies (4.3) then it belongs to the domain of the adjoint operator (at + )*
which is defined by (4.4)(4.5).
With our choice of sign in (3.1)  Q is an eigenvalue of . Then it is well known
that the complex conjugate u is an eigenvalue of the adjoint operator (for the case
of problems on finite intervals see, for example, Naimark [16]). Thus, we will seek
solutions of the adjoint problem
(4.6)
au + +u =
 0
at
with the form
(4.7)
with the integralboundary condition arising from the orthogonality condition (4.3)
(4.9) 1 00
(4.10)
a 100
h(x) u~dx = 1
00
+h u~dx
I
= h (F  D)u~I;~go = h (F I  D)u~lx=o .
Thus, (4.9) and (4.10) together with (3.7) yield the new form of the integral
boundary condition:
(4.11 )
The characteristic roots for (4.12) are given by the expressions analogous to those
for the direct problem (3.10):
(4.13)
For Rea> 0,
Therefore a solution of (4.8) is bounded if and only if the asymptotics have the form
(4.14)
where~; is the same vector as in (3.14). This condition can be reformulated in terms
of three homogeneous orthogonality relations. We note that the same boundary con
dition is obtained as a formally conjugate condition to (3.14) upon the integration
by parts in the finite interval and passing to the limit of infinite interval.
The equation in (4.8) with the boundary conditions in (4.11) and (4.14) com
prises the adjoint eigenvalue problem. As mentioned above, since a is an eigen
value of the direct problem, a must be an eigenvalue for the adjoint problem.
f2 = fer  f.
We note that the leading order forms in (5.1) are real. We note also that the mod
ulated function e( x )e iw ' is bounded. It differs from the linearized eigenfunction by
the factor e TI For brevity, from now on we do not indicate explicitly the dependence
of all parameters on f.
Our strategy of action in the subsequent section is to insert the perturbation
series (5.1) into the equation and the boundary conditions (1.1)(1.2), solve for
consecutive terms of these series, and get constraints on A as solvability conditions.
We will assume that the flux and source vectors admit the Taylor series expansions
about uO(x):
where FI and SI are the Jacobian matrices, F2 and S2 are bilinear vectorvalued
forms, F 3 and S3 are trilinear vectorvalued forms, etc.
here T I = d, C.c. stands for the complex conjugate terms and at +1:
is the linearized
operator from (3.1). Similarly the nonlinear boundary conditions are expanded as
follows:
6.1. Term3 of order f. The terms of order 0 in f in (6.1) and (6.2) vanish because
O
U is a solution of the nonlinear problem. The terms of order f "almost" vanish
because eiwte(x) is "almost" an eigenfunction. More precisely,
(~ + ) (eiwle(x))
(6.4)
Thus, the terms of order f in (6.1) and (6.2) give the contributions of order f3:
(6.5)
(6.6)
6.2. Term3 of order f2. In the order f2, we obtain the following equation:
OU(2) oA
fit + (u(2),1j>(2)) =  oT eiwI(e  u~) + C.c.
l
[F 2(e, e)x + S2(e, e) + iwe x] + C.c.
+ A2e2iwi
(6.7)
+ AA [F 2(e,e)x + S2(e,e) + iwe x] + C.c.
oA .
==  fYT e wt ( e  u x ) + A e .wl R 2 + AARo
0 2 2' 
+ C.c.
l
We note that nonlinear terms in (6.7) and (6.8) are smooth and uniformly bounded
provided A is bounded.
74
It will be demonstrated that the problem in (6.7)(6.8) can be Jolved for u(2J
and !/;(2J if and only if BA/BTI = 0, provided
The analysis similar to one in Section 3 demonstrates that for j = 0 any solution
of (6.11 0 )(6.12 0 ) is bounded and no radiation boundary condition is required. The
constant Co does not enter the equations and can be selected arbitrarily. Its value
does not affect the results. For j = 2, the homogeneous problem possesses three
decaying solutions and an exponentially growing one. To eliminate the growing
component of the solution, we impose a boundary condition at 00 which is similar
to the boundary condition (3.14) for the homogeneous eigenvalue problem in Section
3:
(6.13)
Thus, e2 and C2 solve the boundary value problem in (6.11 2 )  (6.12 2 ), (6.13). It
is important to note that this problem iJ not an eigenvalue problem: C 2 enters the
inhomogeneities linearly and can be found through linear interpolation after the
end condition in (6.13) is computed for two values of C2 .
After finding eo, and e2, C 2 the problem in (6.7)(6.8) reduces to solving the
inhomogenious equation
(6.14) 8w + ( w, q>') =
at BA eiw'( e 
 BTl 0)
Uz + C .c.
(6.15)
75
and the appropriate radiation condition at 00. First, by a simple change of variables
we get rid of the inhomogeneity in the boundary condition in (6.15). Let T/ solve
the linear algebraic equation
(6.16)
(6.16) aA iwt
v = w  C( X ) aT! e T/ + C.c.,
(6.17) M(v, = 0
So far, C( x) was arbitrary except for the requirement C(O) = 1. Now we impose
the orthogonality relation
(u~  e) h(x)dx = 0 .
We note that within to 0(f 3 ) the time dependent exponent in (6.20) is propor
tional to the "slowest time" T == f 2t, since iwa = 7' = Xf2+O(f3). According to
the method of multiple scales, T is considered an independent variable and therefore
the limit in (6.20) is equal to exT f= O. On the other hand, the spatial integral in
(6.20) represents the coupling between the eigenfunction and the adjoint eigenfunc
tion, and does not vanish as well. It yields the necessary solvability condition:
aA(Tj , T) .
(6.21) aT! = 0, I.e., A(T!, T) == A(T) .
76
2
With the condition in (6.21) satisfied, a solution to the order t problem (6.7)
(6.8) is given by
6.9. Ter'T"fM of Order t 3. Now we continue expansions in (6.1) and (6.2) up to the
3rd order in t. As the result we obtain the following equation for u(3), tjJ(3):
au(3)
at +.c(u(3), tjJ(3) = XAei ...t( e  u~)
== [(~~XA)(u~e)+A2AjI(x)]ei ...t
w = u(3)  [G(x)e
iwt (~~  xA) 7]1 + G(x)e i t 2
A A7]2
(6.25)
+ G(x) (Bo(T)~o + B2(T)e2iwt6 + B3(T)e3i t~3) ]  C.c.
(F 1  D)7]1 = uO(O)  uq == rl ,
(6.27)
["'(iwG  SIG)r/j' h(x)dx l OO
(F I  D)Gr/j' h'(x)dx
 rj . h(O) = 0, j = 1,2,
where hex) is the adjoint eigenfunction, rl and r2 are the righthand sides in (6.26).
The conditions in (6.27) define a codimension two subspace, and an arbitrary func
tion can be easily projected onto this subspace.
The substitution of u(3) from (6.25) into (6.23) yields an equation for w with
the homogeneous boundary conditions. This equation is similar to (6.23) with the
spatial factors of the inhomogeneous terms augmented by contributions from G.
We are mostly interested in the inhomogeneous terms containing e iwt . These are
given by
(6.28)
eiwt (:~ _ XA) {(U~  e)  (iwG  SIG + [(F I  D)G]x)'7I}
+e iwt
A 2A{!I(x)  (iwG  SIG + [(F I  D)GL) '72} .
We again employ the Fredholm's alternative which requires, in particular, the in
homogeneous terms to be orthogonal to the solution of the adjoint problem of the
form
y(x,t) = eiHh(x).
As in Section 6.2, the only nontrivial condition is obtained from the principal har
monic e iwt since all other harmonicJ are orthogonal to y. By the choice of G, the
integration by parts with respect to x in the inner product shows that the Gterms
do not contribute to the inner product of the inhomogeneous part of the w equation
and y.
Thus, as the solubility condition we get the following equation for A:
dA 2
(6.29) c dT = CX A + dA A
where
c= 1 (u~
00
 e) h(x)dx ,
d= 1 00
e is the linearized eigenfunction, eo and (e2, C 2) are solutions of the problems (6.11)
(6.12), and h is the adjoint eigenfunction.
detonation waves with the results of direct numerical simulations. For the numerical
simulations on the reactive Euler equations we employ a highly sophisticated, effi
cient algorithm that we developed in [l1J. This algorithm combines the piecewise
parabolic method with conservative front tracking for the leading shock and adap
tive mesh refinement in the reaction zone (see [l1J for details and references). Our
computations of linearized eigenfunctions are based on Lee and Stewart's shooting
method [8J in the narrow zone behind the shock (~ several halfreaction zones) and
on matching the eigenfunction with its asymptotics (3.11) outside of this zone.
For the overdrive f < fer the theory yields a solution of the nonlinear problem
which, to the leading order, is given by
(7.1 )
As follows from (6.29), A(T) > Re(d/c)/X on the time scale O(e 2 ). Thus, we
expect the perturbation over the steady solution to develop temporal oscillations of
magnitude e and frequency w with the spatial structure which repeats that of the
eigenfunction e( x).
For the computations below, the medium is assumed to be the Ilaw gas, with
I = 1.2, the chemical source term is determined by the Arrhenius rate factor for
the onestep reaction, exp( E+ /(p/ p, with the nondimensional activation energy
E+ = 50, and the heat release parameter is taken qo = 50. With these chemical
and gas dynamic data, the critical degree of overdrive fer = 1.73.
In Figures 12, results of computations with overdrives f = 1.70 and f = 1.76
are presented. We solve numerically the reactive Euler equations with the overdriven
ZND wave as initial data. A remark is due on our choice of time and length units.
We use the halfreaction length 1/2 of the appropriate ZND wave as the unit
length. We normalize the sound speed in the unburnt medium to be y0. With
this normalization, the choice of 1/2 as a length unit entirely determines the time
scale.
In Fig. 1, we display results related to the unstable case f = 1.70 < fer. The plot
in Fig. La gives the time evolution of the pressure at the shock. The plot shows how
the original small perturbation, which is essentially due to the truncation error of the
numerical scheme, gradually increases in magnitude to approach some asymptotic
saturation level. Simultaneously the pressure experiences oscillations about the
ZND value which is shown by a horizontal line. The period of these oscillations is
very close to the one determined by the linearized frequency Im(a(J = 0.82.
In Fig. 1.b, we display the perturbed pressure and specific volume profiles at
the time t = 65.6. The left half of Fig. 1.b gives the spatial profiles for a distance of
400 halfreaction lengths from the leading shock while the righthand side reveals
a more detailed picture of the first 20 units behind the shock. We determined the
perturbation profiles by subtracting the exact values of the steady ZND profile from
the computed solution and then scaled amplitudes by the same scale that is used
in Fig. 1.c, where the corresponding components of the linearized eigenfunction are
presented. The agreement between the two sets of profiles in Fig. 1.b1.c is really
79
o.
W
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:::;)
en
~
0::
no
....
z
o
E
b.
W
0::
::::::l
U'l
U'l
W
a::
0..
W
:!:
::::::l
...J
o
>
U
L...
U
W
Q..
U'l
c.
w
a::
::::::l
U'l
U'l
W
a::
Q..
W
:!:
::::::l
...J
o
>
U
L...
U
W
Q..
U'l
o.
w
0::
90
~
tn
tn
W
0::
Q..
7S
....Z
0
0::
to.. 80
W
x:
::J
...J
0
;> ft~~
t.>
to..
t.>
1
V V V v'"'
W
ll..
If)
c.
w
0:::
~
If)
If)
~
1
W
0:::
ll..
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::J
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ioo 300 200 100 0 20 10 0
X X
REFERENCES
[IJ A.K. OPPENHEIM AND R.I. SOLOUKHIN, Experiments in gasdynamics of explosions, Ann.
Rev. Fluid Mech., 5 (1973), pp. 3158.
[2J W. FICKETT AND W. C. DAVIS, Detonation, V. Calif. Press, Berkeley, 1979.
[3J J. H .S. LEE AND r. O. MOEN, The mechanism of transition from deflagration to detonation
in vapor cloud explosion, Prog. Energy Combust. Sci., 6 (1980), pp. 359389.
[4J R. L. ALPERT AND T. Y. TOONG, Periodicity in exothermic hypersonic flows about blunt
projectiles, Astronautica Acta, 17 (1972), pp. 539560.
[5J H.F. LEHR, Experiments in shock induced combustion, Astronautica Acta, 17 (1972), pp.
589597.
[6] J.J. ERPENBECK, Stability of steadystate equilibrium detonations, Phys. Fluids, 5 (1962),
pp. 604614.
[7J , Nonlinear theory of unstable onedimensional detonations, Phys. Fluids,
10 (1967), pp. 274288.
[8J H. I. LEE AND D. S. STEWART, Calculation of linear detonation instability: onedimensional
instability of plane detonations, J. Fluid Mech. (to appear).
[9J G. E. ABOUSEIF AND T. Y. TOONG, Theory of onedimensional unstable detonations, Com
bust. Flame, 45 (1982), pp. 6794.
[10] W. FICKETT AND W. W. WOOD, Flow calculations for pulsating onedimensional detona
tions, Phys. Fluids, 9 (1966), pp. 903916.
[l1J A. BouRLloux, A. MAJDA, AND V. ROYTBURD, Theoretical and numerical structure for
unstable onedimensional detonations, SIAM J. App!. Math., (to appear).
[12J P. LAX AND R. PIIlLLIPS, Scattering theory, Academic Press, New York, 1967.
[13J J. T. STUART, On the nonlinear mechanisms of wave disturbances in stable and unstable
parallel flows. Part I, J. Fluid Mech., 9 (1960), pp. 353370.
[14] L. D. LANDAU, On the problem of turbulence, C. R. Acad. Sci. V.R.S.S., 44 (1944), pp.
387391.
[15] A. MAJDA AND V. ROYTBURD, Nonlinear theory of low frequency detonation instabilities,(to
appear); see also Nonlinear development of low frequency instabilities for reacting shock
waves II, Report, Princeton V., July 1989 .
[16] M. A. NAIMARK, Linear differential operators, Vngar, New York, 1967.
DYNAMICS OF LAMINAR TRIPLEFLAMELET STRUCTURES
IN NONPREMIXED TURBULENT COMBUSTION*
1. INTRODUCTION.
This article is intended to summarise a number of ideas that show how properties
of twodimensional tripleflame structures can have implications for the dynamical role
of propagating or receding flame sheets in nonuniform and nonpremixed (possibly
turbulent) combustion. A more detailed discussion appears elsewhere [1].
The burning of a fuel and an oxidant under conditions in which they are initially
separated is typically characterised by the existence of thin diffusion flames at which
fuel and oxidant are converted into reaction products in stoichiometric proportions
[2]. This simple picture reduces the description of such combustion to the analysis of
only reactionless diffusive processes in which any diffusion flame appears in the form
of a (possibly moving) boundary condition [3].
The thickness of the diffusion flame is governed, essentially, by the local Damkohler
number of the chemistry, which measures the ratio of a characteristic timescale for
diffusion td in the combustion setup to a characteristic timescale for chemical changes
t e . The first noticeable result of reducing the Damkohler number is to broaden the
flame structure [4]. In complex chemical schemes, involving many reaction steps,
this can become very important with the timescales for some individual reaction
steps becoming so long that intermediate chemical products and some pollutants
may be able to 'escape' from the otherwise thin flame. The flame becomes a source
for nonequilibrium products, a fact that may have sometimes useful and sometimes
unpleasant implications. Steady flames behaving in this way can be analysed asymp
totically or numerically in a conceptually straightforward way, as for example in
references [5][7].
The kind of mixing rates at which nonequilibrium effects become significant in
combustible systems is probably achieved most readily in turbulent flows. A turbulent
'Prepared for 'Dynamical Issues in Combustion Theory,' P.C. Fife, A.A. Lin"n and F.A.
Williams (Eds.), IMA Volumes in Mathematics and its Applications, Springer Verlag.
ISchool of Mathematics, University of Bristol, Bristol BS8 ITW, United Kingdom.
83
84
1I/II max
B
This boundary is usually referred to as an 'ignition limit' because any cold initial
conditions in the domain 9 E 'D\ 'DE would necessarily be unsteady and would evolve
towards a hot 'burning' solution via some selfignition or reaction runaway process
[12J[14J. It must be said, however, that the transient timescale for this ignition
process is typically very long. Under normal roomtemperature conditions it may be
of the order of decades, so that unless fuel and oxidant streams are initially very hot
this onedimensional reaction runaway transient is unlikely to be significant in real
turbulent diffusion flames.
On the other hand, the hot diffusion flame solution is found to persist throughout
a larger domain 9 E 'DB :::l 'D \ 'DE. In this case the boundary, &'DB marks a
second turning point bifurcation to the intermediate branch of partially premixed
solutions. The latter branch, and in fact all three types of solution, exist throughout
the nonempty domain 'D p = 'DE n'D B . Since only the cold solution can be found
in 'D \ 'DB, the boundary a'D B marks an 'extinction limit.' If 9 enters this range,
any hot solution extinguishes quickly enough for this particular transition to play
86
2. MODEL.
2.1 ReactiveDiffusive System. If it is assumed that a singlestep chemical
reaction F + X + 2P takes place to combine one fuel molecule F with one oxidant
molecule X in producing the product P, then a suitable low Mach number model
87
Z_ s= (!f....
WF
_~)
Wx
/ (CFo + cxo )
WF Wx
s= CXo /
Wx
(CFO
WF
+ cx o )
Wx
,
(3)
CF
HF = Q W + Cp(T  Txo ) and
F
With CF and Cx having the respective values CFO and CXO in their own originally
separate streams, and zero in the alternative streams, the mixture fraction Z is thus
defined to vary between 0 and 1. The mixture is stoichiometric, containing one fuel
molecule to every oxidant molecule, at the value Z = S. The temperatures in the
original fuel and oxidant streams are taken to be TFO and Txo , respectively.
Because Z, HF and Hx are not linearly independent, it becomes convenient to
pose the problem in terms of (say) Z, H F and T. The model equations then take
the form
HF  D FV 2H F = (II:  D F ) V 2(CpT)
(4)
2 pWFWx }
T  II:V T = CpQ k(T) {HF  Cp(T  Txo ) x
cases in which mass and heat are equidiffusive, DF = D x = K. Only the fundamental
chemical source term in the temperature equation then survives.
The equations for Z and HF are then identical. Over most of a turbulent flow, the
initial and boundary conditions for Z and HF may also be considered to be sirnilar
this may require assuming either 'distant' or insulating impermeable boundaries at
which Z and H F would both satisfy Neumann conditions. At any rate, it becomes
reasonable to expect that HF and Z would become linearly related, so that
(5)
Taking this adiabatic relation to hold, and also taking the temperatures T xo and
TFO to both equal To, the model can now be redrafted into a straightforward and
considerably simplified form.
Since CF and cx are nonnegative, the temperature must be bounded above by
T s = To + QSCFO/(WFCp ). Defining a dimensionless temperature T that varies
between 0 and 1, and referring time, space and velocity scales to te, T e and U e,
such that
T = To + (Ts  To)t
(6)
and
2.2 TripleFlamelet Model. Let us now consider the moving surface in space
{Z == S} defined as {r I Z(r, t) == S}. Since the exponential reactionrate term
in equations (7) is significant (for (3 ~ 1) only if 1  t is small, any quasisteady
diffusion flame must lie in a small neighbourhood about this surface, with > Te = t
10(.0 1 ) on {Z == S}. The constant te(.o, S) may be thought of as any temperature
just below the critical temperature for extinction of a uniform fullysteady diffusion
flame [5], or any convenient lower temperature. Defining another moving surface
{t == te} as {r I T(r, t) == Te}, any nonempty intersection {Z == S} n {t == Te}
would then represent at least one path in {Z == S} across which the diffusion flame
must come to an end. Equivalently, it would represent the union of all of the edges
of all of the holes in all of the diffusion flames.
90
In order to examine the local behaviour of any point on the edge of one of these
holes, it is natural to select orthogonal moving coordinates, (say) y normal to {Z:=
S}, with y increasing as Z increases, z tangent to {Z:= S} n {T:= Te }, and x
increasing into the diffusion flame. The axes of x, y and z would generally rotate
as well as translate as they follow the movement of the surface {Z:= S} and the edge
of the hole.
A laminar triplef1amelet model can then be constructed by invoking a locally
quasisteady slowlyvarying approximation. Accordingly, one would expect to find
that solutions take on the functional forms, Z = Z(y) and T = T(x, y), after
neglecting any transients and any nonlocal behaviour (including curvature effects) at
large values of x, y, z and t. This amounts to having predominantly lowfrequency
components [8J in the turbulent velocity field u(r, t)measured in relation to a
relatively fast chemical timefor which the Z and T profiles would remain closely
associated with a stable manifold around converging streamlines. In this context, the
behaviour of the end of the diffusion flame {Z:=S} n {T:=Te } is then governed by
convection due to the flow as well as possible propagation of the end of the flame
along the stoichiometric surface Z := S.
The principal surviving influences in the flowfield now lead to the following equa
tions for Z and T :
u(Yo  y)Zy = Zyy
This particular representation of the laminar triplef1amelet model arises from the
scalings and nondimensionalisation selected in equations (6) and (7). Any linear
rescaling would produce a completely equivalent model. For instance, a rescaling
that uses the flowfield to provide a reference velocity (rather than u c ) could be made
to replace 0' by unity and f34 by a more familiar [5] Damkohler number Da ex 0'1.
However, the model equations (8) are more suitable for the present discussion because
they retain a more direct connection with the basic properties of the flowfield. In
this 0, fi and f may vary substantially, and the scalings (6) are chosen only in
anticipation of something interesting happening at order one values of 0, fi and f.
The relevant solution for Z in the model (8) can be written in terms of the
complementary error function
3. TRIPLEFLAME BEHAVIOUR.
Equation (9) shows that the stratification gradient Z. of the mixture varies in
proportion to the square root of 0 (or X). Thus, since it is primarily Z. that
influences the structure and propagation speed of any tripleflame [22], one finds that
different regimes of behaviour can be found for different ranges of values of 0 > O.
The full range of behaviour of triple flames, arising from the equidiffusive model that
has just been presented, is discussed in the following sections.
arises for values of strainrate in the range u = O({3I) <t: 1 and has been anal
ysed in terms of weaklycurved flame fronts [21,22].
In fact U, ji, and f are small enough in this regime for their rele in the equations
to be neglected except in so far as they determine the gradient Zy = XI / 2 at y = O.
The equation governing the behaviour of temperature can then be rewritten in the
model form
(12) _
V2 (Tx  Txx  Tyy )
_
= ,B4 [Z  ST] [1 
_
Z (1 _ S)T] exp ( l+a(Tl)
{3(T : 1) )
where X=Vx and Y=Vy
with Z = S + BY/ {3 + 0(B 2
/ (P) B = {31i's/ f.r
where Xs = X(S,U). The problem thus reduces to one already studied in refer
ences [21][23J.
One finds that the propagation speed of the tripleflame is close to the maximum
adiabatic laminar flame speed that can be attained by adjusting the value of Z in a
uniform mixture. With the scalings defined in equations (6), the propagation speed
V is found [22J to be of the order of ;31/2 and to vary in the manner
(13)
for B <t: 1. In this, Yo, VI and V2 are order one constants that depend only on
chemical parameters (most particularly, on the value of S).
For increased strain rates in the range u = 0(;31) <t: 1, or B = 0(1), the
premixed flames lose their almost planar character, and one has to take into account
an essentially two dimensional nature of the preheating regions of these flames. Nev
ertheless, the thin chemically active 'reaction zones' of the premixed flames are still
found to extend over values of y that are comparable with the thickness of the pre
heating regions. For the constant density model (7), this type of behaviour has been
analysed [23J using an appropriate Green's function to express the problem in the
form of an integral equation. Numerical solutions reveal that V remains positive
and of the order of ;31/2 as u increases, although V/ ;31/2 decreases monotonically
as B (or u) is increased. For the sample case S = ~, this variation is reproduced
in figure 3.
3.2 Positive and Negative Propagation Speed. As;:' is increased further,
the reaction zones associated with the premixed parts of the tripleflame structure
move closer and closer to the diffusion flame until, for ;:, = 0(1), their extent in y
becomes very small compared with the extent of any region of preheating. A brief
examination of this regime of behaviour has been carried out [16] and is discussed in
some more detail below. In terms of an asymptotic analysis, the solution structure
can be divided into several matching parts.
B
o
o 4 8
part of any solution obtained for To, and would need also to tie in (or match) with a
corresponding squareroot behaviour found by considering an 'inner region' in which
significant chemical activity takes place.
Figure 4. An isometric diagram of the outer temperature solution in the case 17=1,
"Ii = 1and ji. = f = 0 over the range x E [1.5, 1.5J with y E [1.5, 1.5J.
by
Xs</>o.,~ = [S</>o + (] [(1  S) <Po  (] exp( </>0)
(16)
~ [Xs</>o;[oo = n2 = 2 J
r.,s)
[Sy +(] [(1 Sh  () exp(y) dy
In this, integration is taken over a clockwise contour consisting of the entire flame
path, for all values of the parameter i. One flamepath solution of this equation is
shown in figure 5 for the symmetric case S = ~.
It is interesting to note that equation (18) has a universal character that depends
only on the reactionzone jumpcondition function n((, S) and the requirement that
relatively small overall temperature changes take place along the reactionsheet. A
similar equation may therefore apply, even for systems involving complicated chemical
processes, as soon as a suitable function n can be determined. All of the effects of
thermal expansion, changes in thermal conductivity etc. are significant only in the
outer domain so that a similar analysis of the inner domain may still be found even
if these effects were to be included fully in the model.
In general, the flame path ~ +i( = W(l) appears to be unique for a given reaction
function n. At large values of ~ + i( one must also find that
(19)
.
cPe lcP< = 27r
1 f ( {W ()} ) +IW'h)1
0 1m
dy
y ,S ~
i( _ Wh)
i /(
~ L v'2 ~ + I(. )1/2 ,
which mimics the squareroot singular behaviour (15) of the outer problem. In the
symmetric case, S = ~, the value of the constant L(n) is found to be L ::::: 0.7945.
Matching and Propagation Speed: The constant L thus depends only on the
structure of the reaction function 0((, S). Matching of the result (19) with the
singular part (15) of the solution of the outer problem requires that
(20)
96
y
x
_______1 .1. _
4 8
Figure 5. Premixed flame paths (shown as a solid curve) and the diffusion flame path
(shown dashed) in the symmetric case S =!. The x and y axes are scaled equally
to reveal the actual physical shape of the tripleflame structure.
which thus fixes the allowed value of I((a, T, jJ., Ii, S) for a given set of the flow
attributes a, jJ. and T and the stoichiometric constant S. In general, the outer
problem only yields a suitable value of I( for 'eigenvalue' combinations of the argu
ments of I( so that, in particular, the propagation speed Ii becomes a function of
the form Ii = Ii(a, T, jJ., S).
Considering (say) the case with S =! = =
and jJ. T 0, the speed of propagation
can thus be thought of as being determined by fixed contour values of L = I(X~4
in the domain of (Ii, a). For illustration, some numerically calculated contours of
this type are presented in figure 6 in which the dotted curve represents the contour
of L ~ 0.7945. As a result, this reveals the way in which the propagation speed
Ii varies with a for S =!. Qualitatively similar results are found for different
chemical parameters.
More generally, the propagation speed Ii is found to be positive for all small
enough values of a, T and jJ. (as described previously), but it also becomes zero
for a particular combination a = ao( T, jJ., S). Larger values of a result in negative
97
o 3 6
Figure 6. Contours of fixed values of L = J(x1 4 over a part of the domain of (V, 0')
in the case having ji = T = 0 and S = ~.
propagationspeedsthat is, the end of the diffusionflame recedes rather than ad
vances and a front of extinction propagates into the diffusion flamesheet. In order to
understand the reason for this, it is necessary only to recognise that points near an end
of a diffusion flame (or any hot surface in a cooler atmosphere) are typically subjected
to much greater heat losses than points in any interior section. Unless chemical and
thermodiffusive effects are able to compensate for these increased losses, an unsteady
cooling (and hence extinction) of the chemical activity at the end point would ensue.
The end of the diffusion flame is thus moved further into the flame and can continue
to move as a wave of chemical extinction.
3.3 Fast Propagation of an Extinction Front. For strain rates that are in
creased still further, a point is eventually reached at which no steady uniform diffusion
flame can be sustained [5). Chemical and thermodiffusive effects become unable to
overcome heat losses at any position in a diffusion flame, not only near an end point,
so that the entire flame extinguishes. In terms of the flow attributes g, this happens
when g enters the extinction domain V \ VB by crossing the boundary 8V B .
Since a steady uniform diffusion flame is in effect a function of y only, the only
98
along with the asymptotic form t,... 1  f3 1 B(A, (). The equation satisfied by the
temperature perturbation B is then
Solutions of this problem are only found to exist for D ~ De(S) = 0(1), or equiv
alently 0 :s oe = 0(f3) from the definition (21) of D. Moreover, for D > Dc,
two solutions are found representing either a hot diffusion flame or a cooler 'partially
premixed' flame [5J. Of these, we select the stable hotter solution, corresponding to
lower values of 8. Once such a solution has been found, the boundary conditions for
B can be stated in the form
B(A, () ,... 0((; D) as A + 00 and/or (+ oo,
(24)
B( 00, () = 00 and B(O, 0) = Be.
99
3.4 Range of Propagation Speeds. Writing VL and IT(r, t) for the dimen
sional values of the maximum laminar flame speed (obtainable by varying Z) and
of the converging strainrate, respectively, the general behaviour of the dimensional
tripleflame propagation speed V can be summarised as follows. With U e denot
ing the critical strainrate for extinction of a uniform diffusion flame (corresponding
to O"c), the propagation speed V depends almost exclusively on U in the ranges
U ucf (3 and U ~ ucf(3.
In both of these ranges, this finding depends on assuming that other velocityfield
components, such as the (dimensional) shearrate 7" and the diverging strainrate p.
in the direction and plane of tripleflame propagation, are similar in magnitude to the
normal strainrate u. Although the magnitudes of these components are likely to
be strongly correlated, this need not exclusively be the case in a turbulent flow. For
relatively strong rates of shear and vorticity that produce flow velocity components
as large as V in the domain of a tripleflame these effects could not be ignored.
However, the propagation speed V would still be considerably more sensitive to
changes in u than to changes in these other quantities. In the range, u = O(uc/(3),
flow velocities caused by u, p. and 7" are all similar in magnitude to typical values
of the propagation speed V that might be encountered. Thus V is likely to be
comparably sensitive to all of these flow properties.
In the smaller range, particularly when u = 0(Ucf(32), V is found to be positive
and of the order of VL , approaching VL as (32U/ uc decreases towards zero. If the
model were to be extended to include thermal expansion, then V would approach
a larger value than VL in this limit [17J because of the Landau effect [29, p. 487].
In the larger range, ucf (3 ~ IT < lTc, it is found that V becomes relatively large
and negative (corresponding to a receding flame), being of the order of magnitude
V = O(3Vd. Moreover, as u approaches the critical value lTc, the speed V
decreases to a negative lower limit Vc = O(3VL ) < o.
100
In the intermediate range, u = O(ucl (3), the propagation speed becomes relatively
small in magnitude, now falling into the range V = O(VL/ (31/2). As described above,
it is now also found to be affected significantly by other flow attributes such as Jl
and T. Most significantly, it is in this range that V changes sign at some value of
u = Uo = O(uc / (3) that depends on the other flow attributes as well, of course, as
on the properties of the chemical reaction, Uo = uo(Jl, T; S). A qualitative sketch of
the variation of V with u is presented in figure 7.
{31/2
{32 {31
(3
be discussed in terms of a particular realisation. For this purpose one may consider
the stoichiometric surface S = {Z == S} to be a known function of time, and the
vector of flow attributes 9 to be a corresponding known continuous function of space
and time. Even though a tripleflame may not actually exist at the point r at a
time t, the propagation speed that such a flame would have at that point V is then
also a known function of space and time provided 9 E 'DB. Outside this domain
a diffusion flame cannot exist and V is undefined. Within the surface S one can
therefore envisage contours of constant V that change with time, as does the surface
itself. For the purpose of discussion it is convenient also to identify the domain of
flow attributes 9 E 'D+ C 'DB in which propagation speeds would be positive V > 0
at least in the equidiffusive case.
Let us now suppose that a diffusion flame exists throughout some part of S in
which a local minimum value of V decreases towards Vc until, at some moment,
a contour of V = Vc < 0 appears. 'Inside' this contour V becomes undefined as
values of 9 cross the extinction boundary 8'D B . A brief extinction transient must
then ensue, causing a hole (represented by He S) to appear in the diffusion flame.
Once this happens, and a tripleflamelet forms around the edges of the hole 8H, it is
straightforward to show that the area H of the hole within the stoichiometric surface
grows for a time according to the formula
The area integral in this expression arises from the stretching of the stoichiometric
surface as a result of the converging normal flow strainrate while the line integral
around the entire boundary of the hole arises from the propagation of the edge of the
hole in the form of a tripleflame.
Recalling that V is initially very large and negative (in comparison to the magni
tude of local convective effects) this shows that the diffusion flame pops like a balloon
as soon as local flow attributes become intense enough to cause an extinction at some
point. The hole H grows rapidly in size (relative to the underlying surface S) until
its edges approach a countour at which V = 0 (assuming that such a contour exists).
Subsequent changes would tend to involve some dynamical variations in the position
of the edge of the hole 8H as it is convected within the stoichiometric surface, ap
proximately following the movement of the contour V = O. The hole will not be able
to close up again until the contour of V = 0 collapses and disappears.
There is, consequently, some hysteresis in the behaviour of holes in diffusion flames.
To come into existence, the flow attributes 9 must cross the extinction boundary
8'DB, and leave the domain 'DB at least briefly in some small part of the stoichio
metric surface S. However, once a hole has formed, it can only close up again if
values of 9 decrease so as to produce positive propagation speeds (by entering the
smaller domain of values 9 E 'D+ c 'DB) uniformly throughout the domain of the
hole H. To clarify the dynamical aspects of this hysteresis it now becomes useful to
identify three distinct (moving) parts of the surface S. These can be denoted by S+
where V ~ 0, by S where where v.: :s
V :s
0 and by SE where V is undefined
and no diffusion flame can persist. Boundaries between these regions are So = s+ns
and Sc = Sn SE, there being no boundary between S+ and SE.
102
A diffusion flame can then exist only throughout the domain SF = S+uS and is
therefore punctured wherever and whenever the domain SE appears, rapidly forming
a hole 'H. However, this hole can only close up again to reestablish the diffusion
flame if 'HnS becomes empty. Generalising 'H to represent the set of all nonburning
parts of the surface S, this would tend to suggest that a significant correlation may
exist between the domain of holes 'H and all isolated parts of S within which either
a region of extinction SE has previously appeared at some time during its existence
or within which no flame existed when the isolated region was first formed. The union
of all such regions may be denoted by SH:'r; s.
Ignoring all rapid transients, one should then find that the nonburning part of
the surface would at least be given by
(26)
(27)
5. CONCLUSIONS.
The behaviour of a tripleflame, connecting a burning diffusion flame with a region
of nonburning, is found to vary considerably as a result of imposed velocity or other
conditions. At least for the equidiffusive model studied here the triple flame can have
positive and negative flame speeds. Close to conditions which would cause an infinite
diffusion flame to extinguish uniformly the tripleflame (and so the end of a diffusion
flame) can recede very rapidly.
The detailed study of the behaviour of such flames is relatively new and can involve
an intricate asymptotic structure. ~here is still a great deal to be done in examining
problems with more complex chemical schemes as well as different diffusivities and
significant chemical and thermal expansion. The outline given here introduces some
of these more general aspects but concentrates on the simplest equidiffusive case,
illustrating some of the main principles involved.
In a variable flowfield the propagation properties of the tripleflame, as well as
extinction conditions for an established diffusion flame, introduce a complex dynam
ical problem that governs the relationship between burning and nonburning regions
in the flow. A hysteresis between conditions for extinction and conditions for re
establishment of a flame demand statistical examinations that must include a de
scription of the history of an evolution as well as reconnections in a topologically
changing surface at which burning can take place.
Thus, in modelling nonpremixed turbulent combustion, this article illustrates
the richness and complexity one can find both in the description of the ends of any
diffusion flames and in the dynamical behaviour they introduce to the combustion.
104
Using more complex tripleflame models is likely to lead to yet further intricacies in
analysing dynamical tripleflame structures.
Acknowledgments.
The preparation ofthis article benefitted greatly from discussions with J.F. Clarke
and A.A. Linan whose insights contributed to many of its findings. The ideas it
contains were also helped by discussions with J.D. Buckmaster during a visit made
possible by the U.S. Air Force Office of Scientific Research. The financial and compu
tational support of the British Science and Engineering Research Council is gratefully
acknowledged as is the hospitality of the Institute for Mathematics and its Applica
tions in Minneapolis.
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premixed Turbulent Combustion, submitted (1990).
[2] S.P. BURKE and T.E.W. SCHUMANN, Diffusion Flames, 1st Symp. (Int.) on Combustion, The
Combustion Institute, 1928, pp. 211.
[3] F.A. WILLIAMS, 'Combustion Theory,' 2nd ed., Benjamin/Cummings, California, 1985.
[4] J.F. CLARKE, The Diffusion Flame as a Singular Perturbation Problem, J. Eng. Math.:; (1971)
179185.
[5] A.A. Ln'iAN, The asymptotic structure of counterflow diffusion flames for large activation
energies, Acta Astronautica 1 (1974) 10071039.
(6) B. ROGG, F. BEHRENOT and J. WARNATZ, Turbulent nonpremixed combustion in partially
premixed diffusion flamelels with detailed chemistry, 21st Symp. (Int.) on Combustion, The
Combustion Institute, 1986, pp. 15331541.
[7] M.D. SMOOKE, A.A. TURNBULL, R.E. MITCHELL and D.E. KEYES, Solution of Two
Dimensional Axisymmetric Laminar Diffusion Flames by Adaptive Boundary Value Methods, in
'Mathematical Modelling of Combustion and Related Topics,' CoM. Brauner and C. Schmidt
Laine (Eds.), Martinus Nijhoff, Dordrecht, 1988, pp. 261300.
[8] N. PETERS, Laminar Flame/et Concepts in Turbulent Combustion, 21st Symp. (Int.) on Com
bustion, The Combustion Institute, 1986, pp. 12311250.
(9) R.W. BILGER, Turbulent Diffusion Flames, Ann. Rev. Fluid Mech. 21 (1989) 101135.
[10] N. PETERS, W. HOCKS and G. MOHIUODIN, Turbulent mean reaction rates in the limit of
large activation energies, J. Fluid Mech. 110 (1981) 411432.
[11] P.C. FIFE, 'Dynamics of Internal Layers and Diffusive interfaces,' SIAM, Philadelphia, 1988.
[12] J.W. DOLO and J.F. CLARKE, Ignition and Criticality of a Finite Quantity of Gas Released
in the Atmosphere, 20th Symp. (Int.) on Combustion, The Combustion Institute, 1984.
[13] J.W. DOLO, Analysis of Thermal Runaway in the Ignition Process, SIAM Jnl. Appl. Math. 49
(1989) 459480.
[14] A.A. LINAN and A. CRESPO, Asymptotic analysis of unsteady diffusion flames for large acti
vation energies, Comb. Sci. Tech. 14 (1976) 95117.
[15J N. PETERS, Local Quenching due to Flame Stretch and NonPremixed Turbulent Combustion,
Comb. Sci. Tech. 30 (1983) 117.
[16] J.W. DOLO, Flame Propagation in a Mixing Layer, 3rd Int. Seminar on Flame Structure,
Kazakhstan, 1989, to appear (Nauka Publishers, Novosibirsk).
lOS
[17) H. PHILLIPS, Flame in a Buoyant Methane Layer, 10th Symp. (Int.) on Combustion, The
Combustion Institute, 1965, pp. 12771283.
[18] O.SAVAli and S.R. GOLLAHALLI, Stability of Lifted Laminar Round GasJet Flame, J. Fluid
Mech. 165, (1986) 297318.
[19] CHlUNHsUN CHEN and JAMES S. T'IEN, Diffusion Flame Stabilisation at the Leading Edge
of a Fuel Plate, Comb. Sci. Tech. 50, (1986) 283306.
[20] Y. OHKI and S. TSUGE, in 'Dynamics of Reactive Systems, Part I: Flames and Configurations,'
J .R. Bowen, J .C. Leyer and R.I. Soloukhin, Prog. Astronautics and Aeronautics 105 (1986),
233245.
[21] J.W. DOLO, Flame Propagation in a NonUniform Mixture: The Structure of Anchored Triple
Flames, in 'Dynamics of Reactive Systems Part 1: Flames,' A.L. Kuhl, J .R. Bowen, J .C. Leyer
and A. Borisov (Eds.), Prog. Astronautics and Aeronautics 113 (1988), 240248.
[22] J.W. DOLO, Flame Propagation in a NonUniform Mixture: Analysis of a SlowlyVarying
TripleFlame, Combustion and Flame 76 (1989) 7188.
[23] L.J. HARTLEY and J.W. DoLO, Flame Propagation in a NonUniform Mixture: Analysis ofa
Propagating TripleFlame, Comb. Sci. Tech., to appear.
[24] L.J. HARTLEY, J.W. DoLO, A.A. LINAN and J.D. BUCKMASTER, Flame Propagation in a
Non Uniform Mixture: Positive and Negative TripleFlame Propagation in a Strained Mixing
Layer, to be submitted.
[25] A.A. LINAN, Ignition and Extinction Fronts in Diffusion Flames, this volume.
[26] A.A. LINAN, Private Discussions, 1988/89.
[27] J.D. BUCKMASTER and M. MATALON, Anomalous Lewis Number Effects in Tribrachial Flames,
22nd Symp. (Int.) on Combustion, The Combustion Institute, 1988, pp. 15271535.
[28] W.T. ASHURST, Vorticity Generation in a NonPremixed Flame Sheet, in 'Numerical Combus
tion,' A. Dervieux and B. Larrouturou (Eds.), Lecture Notes in Physics 351, Springer Verlag,
1989, pp. 321.
[29] YA.B. ZELOOVICH, G.!. BARENBLATT, V.B. LIBROVICH and G.M. MAKHVILAOZE, 'The
Mathematical Theory of Combustion and Explosions,' Consultants Bureau, New York, 1985.
FREE BOUNDARY PROBLEMS
AND DYNAMICAL GEOMETRY
ASSOCIATED WITH FLAMES
MICHAEL L. FRANKEL*
Abstract. We introduce several simplified free boundary problems capable of generating basic
dynamical patterns that are peculiar to flame propagation. The evolution of free boundaries can in
turn be modeled by appropriate equations of dynamical geometry that relate the normal velocity
(or higher "normal"time derivatives) of the surface to its instantaneous geometrical characteristics.
The discussion is aimed to initiating numerical simulation and rigorous study of these models.
107
108
This reduction to the surface dynamics was performed within the framework of
the thermaldiffusive model of premixed combustion which consists of the equations
for diffusion of the heat and enthalpy matched at the free interface via a surface
kinetics emulating the chemical reaction [3). It can be shown, however, that the
same qualitative picture can be achieved on a free boundary problem (as opposed to
the free interface problem for "real" combustion) involving just a heat equation and
curvature dependent boundary conditions whereas the second diffusion equation and
the kinetics can be completely ignored [41. In both cases, however, the reduction is
possible due to a separation of scales that reflects a quasiplanar and quasisteady
character of the evolution.
The oscillatoryspinning evolution, on the other hand, is less convenient for
mathematical handling because the frequencies and the wavelengths occurring at
the instability threshold are of the same order of magnitude as the typical thickness
of the thermal structure and typical time associated with it, which indicates an
essentially nonlocal process. This situation requires some artificial measures to be
taken in order to bring the system to a low frequency and long wavelength limit
where asymptotic methods can again be applied [5). As a result a surface dynamics
equation generating planarpulsating and nonplanar rotating structures can be
derived and after that extrapolated back to the original values of parameters. It
turns out that in order to obtain stable oscillations and waves propagating along the
front the nonlinearities originating from the chemical kinetics should be restored to
their original unexpanded form. Thus, certain properties of the interface kinetics
constitute an important part of the mechanism responsible for the formation of this
pattern.
The effect of thermal expansion of the gas was first incorporated into the equa
tion for slightly perturbed plane flame fronts [IJ via an asymptotic expansion near
the instability threshold. It was even then observed and quite clearly stated later
[6J that for a weak thermal expansion the flow remains irrotational (in the principal
order) behind the flame front. Thus, a model of the flame as a surface of density
discontinuity in a potential flow running away with constant normal velocity with
respect to the burned matter can be employed to yield a coordinatefree equation of
surface evolution imitating a thermal expansion driven flame front [7J. It becomes
possible then to couple the thermaldiffusive (cellular) and the hydrodynamic mech
anisms within a single invariant equation capable of modeling their interaction.
Finally, a surface evolution equation can be designed which generates both: the
oscillatoryspinning and the cellularturbulent boundary evolution. This equation
and a free boundary problem that is used for its derivation possess a certain re
markable symmetry (duality) which hints to a possibility that these two types of
dynamics may be mutually complimentary in some sense and, additionally, repre
sent certain generic types in a somewhat broader (than combustion) context.
Thus, the emerging general outline of dynamical geometry generated by the
model free boundary problems that are related to combustion (and some phase
transition problems) seems to point at an extremely reach and yet untouched math
ematical material. Below we attempt to demonstrate some evidence that we have
today in support of this point of view.
109
au
(2.2) u=l+1'K, an =l+(3Kx,y)E(1=aD)
where D(t) is a region corresponding to the burned matter, K is the curvature and
n is the normal to the free boundary (1 pointing inside D.
This model problem has a unique (up to translation and rotation) "built in"
basic solution with a plane boundary propagating with constant speed:
(2.5)
where an infinitesimal perturbation of the boundary has the form: A exp( wt  ikx).
One can solve Eq.(2.5) for w and note that for 0 < a
= {3 1'  1 ~ ~ 1 the
dispersion relationship becomes approximately as follows:
(2.5)
while k 2 ~ and w ~ 2 for the unstable modes. This separation of scales dictates
the following rescaling of variables:
(2.6)
The choice of scale for the front perturbation j, however, cannot be made on the
basis of the linear analyses but is rather motivated by the observation that if the
110
1 2
(2.7) V + 1 ::::; f 2 IT + 2f/~ = 0,
and the scale for U  Ub can then be obtained from the linearized problem.
Introduction of the scaled variables (2.6) leads to rather elementary calculations
for the solution sought as an asymptotic expansion up to f: ,p = ,po + f,p I + ... , U =
Uo + fU 1 +... , and results in the KuramotoSivashinsky equation for the principal
order:
(2.8)
(2.9)
(2.10)
(2.11 )
(2.12)
(2.13)
The function W in this case contains additionally a term of the form Kq, where K
is the mean curvature and q is the Gaussian curvature, whereas K . . is replaced by
the invariant LaplaceBeltrami operator acting on the curvature.
The above surface evolution equation has a unique (up to translation and rota
tion) plane solution v = 0 for any values of the parameters. For small perturbation
of the plane solution the approximate dispersion relationship (2.5) is obviously re
covered. Near the stability threshold 161 1 we have K ~ 62 , ~. K ~ V ~ 63 , q ~ 64
and Eq.(2.13) is reduced to (up to 63 )
(2.14)
If we express all the values in terms of rescaled perturbation function> and expand
up to 63 Eq.(2.14) is farther reduced to the Kuramoto Sivashinsky equation (2.8).
Thus KuramotoSivashinsky equation is an approximate coordinate form "imprint"
of the weakly nonlinear version (2.14).
The equation of dynamical geometry (2.14) represents a very natural modifica
tion of the classical Huygens principle and can probably be obtained as a Taylor
expansion from a general form of the dependence of normal velocity on the prin
cipal curvatures and their derivatives with respect to the "surface coordinates" if
rotational invariance is additionally assumed. This leads us to the view upon the
equation as representing a certain generic type of surface evolution manifested quali
tatively in spontaneous "selfcellularization" and selfturbulence for different ranges
of the governing parameter. At the same time solutions of Eqs.(2.13) and (2.14)
should retain and even improve the smoothness of the initial configuration due to
their locally parabolic nature.
Comparison between the .KuramotoSivashinsky equation (2.8) and its invariant
counterpart (2.14) allows to observe the following termwise correspondence: It <>
v, Ixx <> K, luxx <> K .. that will be useful below. It is noteworthy that should we
possess this information beforehand rewrote the linear "original" of the dispersion
equation (2.5): It = 61xx  (y1)lxxxx in invariant terms we would quite painlessly
obtain Eq.(2.14) and, by the same token, Eq.(2.8) as a coordinate form expansion.
on the subject). It was shown that the oscillatoryspinning evolution is not peculiar
to the problems with distributed kinetics but also occurs for .5function approxi
mated (concentrated) kinetics as well [10]. An appropriate form of Hopf theorem
was proved for such a problem [l1J.
There was a certain area, however where the solution kept evading the re
searchers. All attempts to model the oscillations and ultimately the spinning evolu
tion of flame fronts by local equation of surface dynamics were rather unsuccessful.
The difficulty was due to the essentially nonlocal nature of the process lacking a
separation of scales (unlike the cellular case where it is conveniently present) that
would allow an asymptotic treatment of the problem.
In view of the above remark we must create an artificial separation of scales by
imbedding the problem into a oneparametric family of problems that contains a
lowfrequency neighborhood near some point in the parametric space. Additional
subtlety occurs when we seek an asymptotic solution of the extended problem in
that lowfrequency limit. It turns out that the terms contributed by the principal
nonlinearity associated with the boundary kinetics should be preserved in (restored
to) their nonexpanded form in order to obtain an attracting periodic orbit. On the
other hand, this allows to preserve an important qualitative feature of the problem
that explicitly prohibits a "backward" propagation through a singularity in the
kinetic term.
Now we shall illustrate the difficulty that was just discussed and briefly describe
the procedure for derivation of the equation of oscillatory boundary dynamics intro
ducing again a simplified (against the original free interface problem of combustion)
free boundary problem:
(3.2)
OU
u,,=l+vln(lv), (ox),,=lv
(3.3)
and clearly indicates that for v decreasing two eigenvalues cross into the positive
halfplane at the threshold value V c = 1/3. It can be shown rigorously that Hopf
bifurcation does indeed occur at that point. However, if we want to reduce this
relatively simple onedimensional problem to an equation governing the boundary
evolution in the manner it was done for the cellular boundary above the asymptotic
expansion in the neighborhood of the bifurcation point will not yield separation of
scales due to the fact that the frequency at which the bifurcation occurs is of the
113
order of unity and, hence, the typical time associated with oscillations is comparable
with that of the "basic propagation". It is impossible therefore to separate the
perturbation of the temperature profile along the xaxis as a small value of high
order from the purely temporal boundary oscillations.
This situation results in a principal impossibility to describe the boundary evo
lution by a local (differential) equation in any quantitative sense. The best we can
do here is to model the dynamics qualitatively by such an equation. In order to
derive the model equation it would be convenient to replace the essentially nonlocal
problem (3.1)(3.2) by a similar quasilocal problem for which the periodic orbits
near the bifurcation point have large periods and the oscillatory evolution is rela
tively slow. We are led, therefore, to the idea of a continuous "deformation" of the
problem in order to achieve a lowfrequency Hopf bifurcation.
Let us replace the second boundary condition in (3.2) by the following:
(3.4)
au
ax
()" = 1 J.lv
where I' is a positive parameter, and rewrite the first condition of (3.2) in the form
(3.6)
tributed by the kinetics together. As a result the following equation (up to f) can
be "synthesized" in a manner similar to (2.11):
v
P(v) = In(l v) + v + v2 , Q(v) = 6v _ 4__.
Iv
114
Below we shall use the notation L(v) for the lefthand part of (3.7) and N(v) for
the righthand part.
The above equation can describe the boundary evolution with certain accuracy
only near the low frequency limit. We, however, are going to make a bold step and
extrapolate it to the values of the parameters remote from this limit. Thus, for
instance, for J1. = 1 which corresponds to the "original" problem (3.1)(3.2) we get
This equation turns out to be a reasonably good qualitative model of the exact
boundary evolution. The derivation procedure was intended to preserve several
important features of the problem as, for instance, the exact dispersion relationship
and the prohibition of backward propagation. What is more important, however,
it generates stable oscillations of increasingly relaxational character when v moves
deeper into the instability region.
The velocity profiles obtained from numerical integration of Eq.(3.8) give a
roughly correct qualitative picture of the exact profiles [12] obtained via numer
ical modelling of (3.1)(3.2). Eqs.(3.7) or (3.8) allow to distinguish the interplay
between the terms in the nonlinear dissipation coefficient Q that makes the sta
bilization possible. Preservation of the nonlinearities generated by the kinetics in
their unexpanded form keeps intact an important strongly dissipative region near
v = 1. For a more detailed discussion on the matter we refer the reader to [13].
Linear stability of the same basic solution (2.3) is described by the following dis
persion relationship:
(4.3)
115
(4.4)
(k 2 + 1 )J16k2 + 9  5k2  3
v = 2k2(2k2 + 1) .
Then, elementary computation shows that for the most unstable mode where max
imum of Re(w) is achieved, k", 1 and Im(w) '" 1 and the scales are not separated.
Following the ideology of the previous section it would be desirable to create
an artificial low frequency and long wave length region where the scales would
separate. We know from Section(3) that adding free parameter helps to control
frequency whereas Section(2) gives us a clue that the wave length can be controlled
through the curvature dependent terms in the boundary conditions. Let us indeed
consider the following extended problem:
This free boundary problem obviously combines features of the ones considered
above. As one would naturally expect it has the same unique ( up to rotation and
translation) basic plane solution (2.3). Linear stability analyses yields a rather
complicated relationship, which, however, if one observes a certain symmetry can
be arranged as follows:
(4.7)
hp,q = 1 + pw + qk 2
The symmetry (duality) that we have just mentioned, as one can clearly see from
(4.7) is: v ..... "f, j1. ..... /3, W ..... ,,2.
It is not easy at first to notice a possibility of a simultaneous low frequency and
long wave length limit in the dispersion relationship (4.7). However, the symmetry
of that expression helps to find such a limit. If we put v = "f, j1. = /3 the dispersion
relationship becomes substantially simpler:
(4.8)
where c and d are defined as in (3.6). Eq. (4.8) is the same as the dispersion
relationship (3.6) for the plane case if w in (3.6) is replaced by w + k 2 . The neutral
stability curve is given by the relationship c/y 2 + 2k 2 = O. Further investigation
into the matter shows that the most amplified mode in this case corresponds to
k = 0 (infinite wave length).
116
This observation is a good hint to location of the long wave length region.
Indeed, if we take '"'f close to 1/ and 13 close to Il the most dangerous mode occurs
at a wave length k ~ 1 which means that the typical unit of length along the
boundary should be much larger than that corresponding to the temperature profile.
Now we are still free to manipulate the parameters Il and 1/ to the low frequency
neighborhood about the point Il = 2, 1/ = 1.
The above argument clearly suggests that we should attempt an asymptotic
expansion of the extended problem in the vicinity of the point S(2,1,2,1) in the
(Il, 1/, 13, '"'f) parameter space. We choose a small parameter e of the order of frequency
an seek a solution of (4.5)(4.6) as an asymptotic expansion using the typical scales
t ~ x ~ I ~ e. As a result we obtain the following equation for the boundary
perturbation I(x, t) about the basic solution (2.3):
(4.10)
(4.12)
II?
which, although can be shown to generate spinning evolution has a slightly different
dispersion relationship and the "most dangerous mode" than the original problem
(4.1)(4.2).
The reason for this flaw is quite obvious: in the solution up to a certain power of
f presented by Eq.(4.9) and, consequently, its invariant version (4.11) some linear
terms which are of a higher order in f did not appear. In order to correct the
situation we would have to go to higher order approximations (up to f8) in the
asymptotic solution about the point S. This would not only require extremely
lengthy computations but also complicate enormously the nonlinear part. We should
keep in mind, however, that our goal is only to design a model surface evolution
equation and not to approximate the solution of the problem quantitatively which,
as we know, is impossible anyway in view of the essentially nonlocal character of
the problem.
We can try, therefore, to extrapolate Eq.( 4.9) restoring all the terms of the
exact dispersion relationship (4.7)(in invariant form) in spite of the fact that they
do not appear in Eq.(4.9). Thus, the following surface dynamics equation can be
suggested:
(4.13)
Although this surface evolution equation was rather designed than derived it re
tains a number of desirable features of the extended problem (4.5)(4.6). Indeed,
Eq.( 4.13) approximates the boundary dynamics in the low frequency long wave limit
with the same accuracy as Eq.( 4.9), it is translation and rotation invariant, it pro
hibits "backward propagation" due to the singularities preserved in the nonlinear
terms, it has a unique (up to rotation or translation) plane solution propagating
with constant speed, it preserves the exact dispersion relationship of the extended
problem about plane solutions and it is reduced to the previously derived equation
modeling plane oscillations (3.7) if the curvature K, = O.
Now we can extract a model equation of the free interface evolution for the
original problem (4.1 )(4.2). We put the "extension parameters" I = {3 = 0 and
J.L = 1 to obtain
(4.14)
A posteriori it seems that we could have designed Eq.(4.14) using the same criteria
without solving the problem in the long wave limit, but, note, that we would have
missed the additional nonlinear term VK, which is of the same order as those con
tained in N(v) and may be important for the nonplane configurations. Eq.(4.14)
can be shown to generate stable rotating configurations slightly above the instability
threshold for the most rapidly growing mode by a well known method of reduction
118
to the (Landau) equation for a slowly changing amplitude in the principal order. An
almost identical model equation for the real solid combustion problem is discussed
in more detail in [5].
At this point, however, we would like to continue the discussion of the extended
model equation (4.13). Although this equation has a very complex structure and
depends on four parameters, and although it seemed to be used only as an interme
diate step in order to obtain Eq.(4.14) it is interesting in its own right. We have just
established that in the plane 'Y = {3 = 0 of the fourdimensional parameter space
(fl, /I, {3, 'Y) Eq.( 4.13) can generate spinning configurations, and, generally speaking,
a variety of nonlinear waves propagating along the surface.
One can notice, on the other hand, that restricting Eq.( 4.13) to another plane:
fl = /I = 0 and using the typical scales near the stability threshold as in Section 2:
(5.1) t + 2 +
; fxx + xxxx =
A
2 I ().
Here again y = (x,t) is a small perturbation of the front, A ~ 1 is the thermal
expansion parameter (see defini tion below), f ~ 1 is a parameter reflecting chemical
physical characteristics of the combustible mixture, and
JJ JIkleikx~(k,t)dk
00 00 00
with tilde used for the Fourier transform of <p. For simplicity here and below we are
dealing again with the twodimensional case, so that the flame front is represented
by a curve.
Equation (5.1) differs from (2.8) only by the integral term. It was derived for
nearcritical values of parameters and reflects the development of both the thermal
diffusional instability and the hydrodynamic instability in the flame front. If e < 0
the thermaldiffusional structure stabilizes the front and the corresponding equation
is [1]:
(5.3)
(5.4)
Therefore, the last equation describes the dynamics of a slightly perturbed plane
flame front under the conditions of the thermalexpansion induced instability only.
Eq. (5.4) was also derived directly [6] using formal asymptotic expansion in A <t: 1
within the framework of a purely hydrodynamic model of flame propagation.
In Section 2 we saw that the invariant equation (2.14) can be reduced to Eq.(1.1)
with zero right hand side (A = 0). Thus, the weakly nonlinear case (1.1) was traced
to the geometrical origin for the constant density model of combustion which in the
present notes is imitated by the simplified problem (2.1)(2.2).
In this context it is natural to ask the following question: what is the coordinate
free version of the integral term in Eqs.(5.1), (5.3), and (5.4). In other words, what
is the invariant form of these equations that would model the advance of curved
flame fronts as opposed to small perturbations of the plane ones, including the
thermalexpansion induced instability?
Analyzing computations in the above cited work [1] one can observe that in the
principal order with respect to A <t: 1 the gas flow is irrotational both ahead and
behind the flame front, which casts away a long held belief that Landau instability
is necessarily related to generation of vorticity within the flame structure. Later
this observation was clearly stated in [6].
It seems to be the most natural step then to model the propagation of arbitrarily
shaped fronts within a purely irrotational flow [7]. As we shall see below the solution
is in fact a straightforward exercise in classical potential theory and yet it yields
a very interesting equation of surface dynamics that, in particular, answers the
questions formulated above.
Let us indeed consider the hydrodynamical model introduced by L.Landau [14]
in which the flame is regarded as a surface of density discontinuity propagating at
a constant velocity relative to the burned gas. The flow is assumed to be incom
pressible and nonviscous. We shall further assume that the flow is irrotational in
both the unburned () and the burned (+) gas.
120
Thus, the gas flow will be described by a potential function w(x, y, t):
(5.5)
(5.6)
Here again V is the normal velocity of the flame front, the normal vector to the
curve n pointing toward the burned gas (+) is chosen, p are the corresponding
densities ( p+ = 1 ). Using the last condition in (5.6) the second condition can be
replaced by
(5.7)
(5.9) aw (r,t)
a
no
= 
21r
A JaaI n r
Inlr{ld1e
C
(5.10)
which upon substitution into the last of the conditions (5.6) leads to the following
evolution equation for the flame front:
(5.11) V(r,t) + 1 = A 1
'2(1  ; :
j onlnlr{Idle)
0 def AI
= '2 (C).
c
A more convenient form of the righthand side of Eq.(5.1l) is
where n is the nonnal to the instantaneous position of the flame front C(t) at r.
From Eq.(5.12) it is obvious that the integrals are regular for a sufficiently
smooth boundary, one can also recognize the nonnal component of the (burned)
gas velocity represented by the superposition of unifonnly distributed sources along
the boundary C.
Thus, we obtain a surface dynamics equation that defines the nonnal propa
gation velocity until, possibly, the front develops a cusp. Eq.(5.11) can be quite
easily reduced to the near plane version (5.4) for .A ~ 1 with some specific choice
of the contour C when it approaches a slightly perturbed straight line [7]. This
provides the interpretation of the integral tenn in Eqs.(5.1)(5.4) which was exactly
our objective.
The relationship between Eqs.(5.4) and (5.11) do not serve to justify the in
variant equation. Indeed, it does need a "justification" since, on the one hand, the
derivation is absolutely rigorous and quite simple, once the assumption of the po
tential character of the flow is made, and since, on the other hand this assumption
is not restrictive in the case of small .A where Eqs.(5.1)(5.4) were derived. That
is the invariant equation is at least "as correct" as this equation, and additionally
reflects some desirable features of the physical problem such as zero velocity of the
gas at infinity, and its invariance.
The front dynamics equation (5.13) is obviously invariant with respect to trans
lations and rotations of the coordinate frame as it is expressed in terms of the front
velocity in the local nonnal direction and the distances between the points on the
front. The equation can be immediately transferred into three dimensions using
Newton's potential instead of the logarithmic one:
J .:..(r__~~);;2:ndl~ =
(5.14) 71'
Ir~I
c
to yield V == 1, which is obviously the case since in view of the symmetry the
burned matter is immobilized. The same result is formally produced after evaluation
of the integral in another trivial case of the initially ignited plane that generates two
plane fronts running away from each other with V == 1, but rigorously speaking
this is incorrect since the solution is valid only for closed fronts.
At this stage we cannot present any results of numerical simulation of Eq.(5.11)
which constitutes our next objective. In view of the similarity between the weak
(5.4) and the invariant fonn we can expect the development of cusps pointing into
the burned matter as numerical simulation of Eq.(5.4) shows [15]. We should note,
122
however, that the dynamics equation (2.9) becomes inconsistent from the very mo
ment of the development of the shock since the normal vector is not defined.
To correct the situation via introduction of some selection principal on the prop
agation of discontinuity seems to be a subtle matter at this point. Nevertheless, we
have an alternative that may turn out to be more practical from the computational
point of view and is interesting in its own right. We mean the invariant form of
Eq.(5.3) that can now be suggested:
A
(5.15) v = fK. + "2I(C).
The curvature in the above evolution equation corresponds to the dissipative term
f > 0 can be chosen sufficiently small in order
<Pzx in Eq.(5.3), and the coefficient
to simulate the "near shock" behavior of the flame front. Eq.(5.16) can also be
reduced to its weak counterpart (5.3).
If the similarity to the weakly perturbed plane fronts persists we can expect
that a closed curve will develop a number of wrinkles that will gradually merge until
only one or two are left as the front continues to expand. It would be interesting to
observe whether in the course of further expansion a grid on a smaller scale should
cover the surface as it was observed in experiments.
Another interesting possibility occurs when the thermaldiffusional instability
interacts with the hydrodynamic instability. This can be achieved by combining
Eqs.(2.14) and (5.13):
(5.16)
In this case one can expect the large wrinkles generated by the hydrodynamic
instability to occur over a cellular structure corresponding to the thermaldiffusional
instability with a smaller characteristic scale.
Once again Eq.(5.16) can be reduced to its "near plain" version (5.1) for A :
1,6 : 1 by using the typical scales for the variables in which Eq.(5.1) was derived
[1]. On the other hand, in the absence of thermal expansion A = 0 the purely
cellularturbulent dynamics (Eq.(2.14)) is obviously recovered.
Thus, the surface dynamics equations (5.13),(5.15) and (5.16), while represent
ing, in our view, very interesting mathematical objects that should generate a va
riety of nontrivial phenomena, can be expected to model different aspects of the
extremely complex dynamics of flame fronts. These equations are "glued" to the
earlier results for slightly perturbed plane interfaces and retain additionally the
invariant character of the physical problem.
au
u" = 1 + ,,(K, (an)" = 1 + 13K
(P2). OscillatorySpinning Dynamics
au
u". = 1 vv + R(v), (an)" =1 /1V
where I< is the mean curvature, v is the perturbation of the normal boundary velocity
V about that of the plane solution: v = V + 1, the kinetics R = v(ln(1  v) + v) or
a similar function of the order of v 2 for small v, also having a singularity at v = 1
if we wish to preserve the mechanism prohibiting a backward propagation of the
boundary. The extended problem obviously degenerates into Problem (P.l) or (P.2)
within the planes /1 = v = 0 or 13 ="( = 0, respectively.
We also argued that the typical boundary behavior can be simulated by the
following equations of dynamical geometry:
(El). CellularTurbulent Dynamics
v( r, t)
Here
I(S) = 1 + 2:..
21l'
J Ir{1
(r {). n dS .
3
~
s
An apology (or an explanation) is now due with regard to the term "dynamical ge
ometry" that we used above and even in the title of this paper. Indeed Eqs.(El )(E6)
represent a set of equations describing various types of time evolution of geometrical
objects (surfaces). At the same time they seem to suggest a certain language in
which other equations representing different phenomena and appearing in different
contexts unrelated to combustion can be expressed. The author should admit that,
although in all likelihood objects of that nature have being studied routinely, he is
unfamiliar with either the field in which such a study is conducted or a conventional
term used for this discipline. If such a name exists and is well known to the reader
he will have to forgive our ignorance in the matter.
To the best of our knowledge, however, a systematic study of surface dynamics
as a separate subject is just beginning to unfold and represents, undoubtedly, a
serious mathematical challenge. Indeed, although we seem to understand (rather
intuitively) some of the properties of some of the above equations, such as local exis
tence and smoothness properties of the solutions, using local coordinates for parts of
the surfaces and relying upon usual experience with partial differential equations, a
number of questions concerning the overall qualitative picture for prolonged periods
of time should be formulated in global and coordinate free terms. For instance, the
125
question of global existence starting, say, from some smooth closed initial configu
ration should be supplemented by investigation of a possibility of selfintersection,
connectedness, preservation of some topologocal characteristics etc.
The point we are trying to make is that the surface dynamics governed by
the above type equations leads in effect to an entirely new mathematical subject
in which differential equations are closely intertwined with differential geometry
and, possibly, other mathematical disciplines. At the moment we cannot make
predictions concerning long time behavior for the solutions of any of the above
evolution equations due to the lack of experience on which a confident judgment or
even a good intuitive guess might rest.
In this situation a sufficient amount of observations over behavior of the solu
tions for various values of parameters and for a representative collection of initial
conditions becomes indispensable. We come, therefore, to a necessity of an extensive
numerical experiment modelling the above set of equations of dynamical geometry.
Unfortunately, however, the mathematical difficulties that have been just outlined
will be inevitably reflected in the numerical simulation.
Indeed, one faces a number of complications from the very beginning. What, for
instance, would be a reasonable way to represent the evolving surface. The "sim
plest" answer is to attempt partitioning of the surface with subsequent projection
of the parts onto appropriate coordinate planes, representing the surface evolution
equation in coordinate form and solving them separately with simultaneous match
ing. Clearly, even for a relatively simple evolution this would hardly be a realistic
procedure; we, however, expect extremely complex dynamics as, for example, a
turbulenttype behavior of the solutions of Eq.(El). In this case such a strategy
will obviously result in total failure.
Another mathematically natural approach would be to use an appropriate global
parametrization. Alas, a serious obstacle appears here as well in the frightening form
of invariant evolution equations being expressed in parametric terms together with
a necessity to describe the evolution of the parametrization itself. Additionally, the
parametrizations that were chosen with a reasonably uniform grid for the initial
configurations would become increasingly unsuitable as the surface evolves, and
one should then face an unpleasant problem of sustaining a required accuracy of
the computation.
There is still another facet to the problem. We have set our goal to be accu
mulation of experience in the course of observations over the dynamics generated
by Eqs.(l)( 4). In this context and in view of specific nature of the problem visual
ization of the results becomes no less important than the computation itself. Also,
since we are interested in the long term evolution the visualization should prefer
ably be "dynamic" as well covering a large number of time frames and, desirably,
as close to real time as possible.
The above argument clearly demonstrates, in our opinion, that numerical sim
ulation of the surface evolution equations can be categorized as very "large scale"
and would require a considerable effort of highly qualified experts in the field. Thus,
it becomes also clear that a radically new computational approach is desirable in
order to make our task more realistic.
126
This brings us back to the hope expressed at the beginning that the extremely
rich and challenging mathematical material that is generated by the study of the
dynamics of flame fronts will attract researchers who are much better equipped to
deal with it than the author of these notes.
REFERENCES
[IJ G. I. SIVASHINSKY. Nonlinear analy.i4 of hydrodynamic in.tability in laminar flam ... Part 1.
Derivation of ba.ic equation., Acta Astronautica, 34 (1977), pp. U771206.
[2] M. L. FRANKEL AND G. I. SIVA SHINSKY, On the equation of curved flame front, Physica D 30
(1988), pp. 2842.
[3J B. J. MATKOWsKY AND G. I. SIVAsIIINSKY, An a.ymptotic derivation of two model. in flame
theory a..ociated with con.tant den.ity approximation, SIAM J. App!. Math., 31 (1979), pp.
686699.
[4] M. L. FRANKEL, On a free boundary problem a..ociated with combu.tion and solidification,
Math. Mod. and Num. Analysis, 23 (1989), pp. 283291.
[5] M. L. FRANKEL, On the nonlinear dynamic. of flame front. in conden..d combu.tible matter,
Phys. Let. A, 140 (1989), No. 7,8, pp. 405410
[6) G. I. SIVASHINSKY AND P. CLAVIN, On the nonlinear theory of hydrodynamic in.tability in
flames, J. de Phys., 48, (1981), pp. 193198.
[1] M. L. FRANKEL, An equation of surface dynamics modeling the flame front. a. den.ity di.con
tinuiti.. in potential flow., (to appear).
[8] M. L. FRANKEL, On the nonlinear evolution of .olidliquid interface, Phys. Let. A, 128 (1988),
pp.5760.
[9] M. L. FRANKEL, Qualitative approximation of o.cillatory flam .. in premixed ga. combustion
by a local equation of front dynamic., (to appear).
[10] B. J. MATKOWsKY AND G. I. SIVASHINSKY, Propagation of pulMting reaction front in .olid fuel
comb...tion, SIAM J. App!. Math.,35 (1978), 465478.
[11) V. ROYTBURD, A Hopf bifurcation for a reactiondiffusion equation with concentrated chemical
leinetics, J.Diff. Eqs., 56 No.1 (1985), pp. 4062.
[12] M. FRANKEL AND V. ROYTBURD, A .tudy of dynamic. of free boundary in a problem a..ociated
with pulMting flames, (to be published).
[13] M. FRANKEL, On the equation of pulsating flame fronts in .olid fuel combustion, Phys. D, (to
appear).
[14) L. D. LANDAU, On the theory of .Iow combustion, Acta Physicochim. USSR, 19 (1944), pp.
7785.
[15) D. MICHELSON AND G. I. SIVASHINSKY, Nonlinear analy.i. of hydrodynamic in.tability in lam
inar flam ... Part 2. Numerical experiment., Acta Astronautica, 34 (1977), pp. 12011221.
ON THE DYNAMICS OF WEAKLY CURVED DETONATIONS
RUPERT KLEIN*
Key words. NearCJ detonations, weak curvature asymptotics, transonic flow acoustics, dl
verging vs. focusing waves, equilibrium effects, multidimensional effects.
127
128
(1.1)
As the Mach stems move along the propagating front, they follow a grid of more
or less regular celllike patterns as indicated in the figure. This cell structure can
be visualized in experiments, [5],[6],[IJ. A problem of detonation theory, that is not
yet fully understood, is the prediction of appearance, size and form of those cells,
129
given the chemical kinetic and thermodynamic properties of the combustible. (See
[IJ, [2], for an overview of existing theories and the more recent approaches (7], [8].)
The weak curvature assumption is satisfied to a good approximation in each of the
detonation bulges, with ratios of induction/reaction zone lengths to cell sizes of l~O
to 10, [9]. This suggest that appropriate extensions of the existing weak curvature
asymptotics will promote the understanding of the cellular detonation phenomenon.
Beginning with an early approach by Wood and Kirkwood, [10J, who consid
ered the structure of steady, axisymmetric curved fronts near the centerline, the
asymptotic theory has been extended more recently in [l1J, (12], [13J, to a class of
unsteady problems. The goal of these extensions is to derive a curvature  detona
tion speed relation, D = D(K), which, together with basic identities of differential
geometry, provides an intrinsic propagation law for the detonation surface. These
earlier theories are based on three principal assumptions:
1) The only relevant time scale in the process is the evolution time
1
tref = 
DcJKref
D  D CJ = D(_K ; 6)
D CJ "ref
+ O((D]2) , D= 0(1) as (6 + 0) .
of the reaction zone consisting of a 'Main Reaction Layer' (MRL) and a terminat
ing 'Transonic Layer' (TSL). Retaining the assumptions 2) and 3), we analyse in
section 47 nearCJdetonations with large transverse characteristic lengths, but,
by allowing for forward acoustic wave propagation in the transonic region, we in
clude a process with a short characteristic time scale in the analysis and thus drop
assumption 1).
Transonic layer flow regimes, similar to that examined in section 4 below, have
been identified in several other contexts in asymptotic theories for nearCJ detona
tions [14], [15], [16J, [17].  Multidimensional waves with weak overall heat release
were studied in [14J. In this case, the detonation is almost sonic and the whole re
action zone is a 'transonic region'. As our studies approve, the resulting simplified
detonation model covers some essential features of detonation wave dynamics. Im
portant differences to the case of large heat release considered here are: (1) There
is no separation of time scales for the transonic layer flow and the overall evolution
of the front; (2) the wave evolution is governed independent of the reaction zone
dynamics by the eikonal equation of geometric optics/acoustics.  Reference [15]
describes a plane, triggerignited, decelerating weak detonation. In this model for
the shocktodetonation problem the transonic layer structure appears at the end
of the reaction zone when the trigger speed approaches D CJ from above. Weakly
nonlinear acoustic effects allow for the birth and growth of a weak shock in the
burnt gas region. The shock eventually attains order 0(1) amplitude and estab
lishes the ZNDstructure of a strong detonation.  References [16],[17], consider
weakly curved waves in connection with the 'small resolved heat release model'
(SRHR). While allowing for large overall heat release it is assumed that most of
the combustible is converted in a reacting discontinuity. Only a small fraction of
the chemical energy is released at finite rate in a transonic region. These studies
establish the relevant scalings for the analysis of weakly nonlinear acoustic effects
within the framework of the model. Although the analysis includes nonzero front
curvature, the problem of focusing waves and the importance of the transonic layer
flow for their behavior are not recognized.
In Section 5 we describe the main reaction layer. In all situations considered
in this paper, this region is characterized by quasisteady and quasionedimensional
flow. The front curvature induces only small corrections to the ZNDstructure of
a plane wave. The first order perturbations obey relatively simple linear equations
and explicit solutions are available (see [11],[12],[13]).
Using the general results of section 4 we study in sections 6 and 7 the short
time behavior of diverging and focusing fronts, respectively. We show in section 6
how diverging waves approach a limit solution that is parametrized by the local
value of the lead shock mean curvature. The solution procedure, in particular,
establishes a D  If, relation and thus we recover the earlier quasisteady theory for
diverging waves starting from a more general description.
Most of the calculations up to this point leave open the specific form of the
reaction rate law and another topic of section 6 is the derivation of the effect of
backward chemical reactions using a reversible onestep model reaction. Apart from
131
(1.2)
Here elr and Ceq are the frozen and equilibrium speeds of sound, respectively, both
evaluated at 'CJconditions', i.e., in the burnt gas behind a ChapmanJouguet wave.
By imposing a distinguished limit between Ceq and the curvature parameter, 8,
one can define a curvature scale, K eq , that, too, depends only on the chemical
gasdynamic model. The theory for irreversible reactions lacks such an intrinsic
length scale and therefore has to impose a reference length by assumption, e.g.,
as a typical extension of the combustion device. As a consequence, the expansion
parameter, 8, depends on the choice of the reference length leaving the theory
with an undesired arbitrariness. Using K eq as a reference curvature we consider,
in particular, the limit where not only 8 4 0, but also K / Keq 1. The result is
compared with the behavior of a system with irreversible chemistry.
In section 7 we summarize the results of reference [18] on focusing waves which
are again based on the general formulation in section 4. In this case, the flow con
vergence behind the front induces forward acoustic pressure waves in the transonic
region which overtake and strengthen the lead shock, thereby continously accel
erating the front. For initial data in the reaction zone sufficiently close to the
distribution in a plane CJ detonation the short time behavior of the wave speed is
given by
(1.3)
Here C = O( 1) is a constant depending only on the properties of the burnt gases and
D(5) is a slowly varying contribution that has no explicit short time dependence.
au au av i
+u+.
aT ax azJ
=K.
(1.4) aviau
   g'J __. = 0
ax azJ
U(x,.{,O) = Uo(x,.{) , (x::; 0) ; Vi(O,.{, T) = 0, (T 2: 0)
(Summation over double indices)
where U, Vi, are scaled perturbations of the normal and tangential velocity com
ponents, x is a front normal coordinate, .{ = (zl, z2) are tangential coordinates
parametrizing the lead shock surface and T is a short time variable. Finally, the
gii are the leading order metric coefficients associated with the parametrization of
the front. These quantities are constant to leading order on the relevant time and
space scales.
A first important difference to the quasionedimensional regime of sections 47
is that the curvature now changes on the same time scale as the transonic layer flow.
The consequence is a coupling between the transonic layer acoustics and the evolving
front geometry, represented by the curvature evolution equation
aK. .. a2 2
(1.5) '  u (O,.{,T) .
a (.{,T) =  g ' J
T a Zl a zl
A second difference is that the reaction progress does not appear in (1.4). In
section 8 we point out that for the chemical models considered here, the reaction is
relevant only in a thin boundary layer near x = 0 unless a particular distinguished
limit for the tangential characteristic lengths is imposed. This layer serves to match
the multidimensional transonic flow and the main reaction zone.
Up to this point we neglect the well known fact that gaseous combustion is
often characterized by a two stage process. It consists of a temperature sensitive
but energetically neutral induction stage followed by a highly exothermal but mostly
much less sensitive stage of heat release. An interesting situation arises when the
perturbations in the transonic layer induce temperature variations in the induction
zone that are large enough to considerably influence the induction length. With
this regime is associated a new distinguished limit for the transverse length scale
which reads
(1.6)
133
: + div(pv) = 0
Here p, p, v, >. are pressure, density, flow velocity and a reaction progress variable,
respectively. The total energy density, e, is specified in terms of these variables by
(2.2)
where the internal energy per unit mass, E, is given through the caloric equation
of state of an ideal gas with constant specific heats,
(2.3)
1 P
E(p,p, >') =    + q(l >') .
y  1 P
Here q is the chemical energy per unit mass in the unburnt gas and (1  >.) is
the fraction of the total chemical energy that is locally left to be released. Thus,
by definition, one has >. = 0 in the unburnt, while >. = 1 in the fully reacted
burnt gas. Finally, r = rep, p, >') is the rate of progress of the onestep model
reaction. In adopting the above equations, (2.1)(2.3), we neglect the effects of
molecular transport and allow for an influence of the chemistry only through the
energy balance, but not through the intrinsic properties of the gas.
In describing detonation waves we restrict, for simplicity, to the strong shock
approximation for the lead shock from here on. Thus, we assume the pressure Po in
134
(2.4)
~ __2_(..E....)2
PoD~J  "y +1 D CJ
p+ "y +1
"Po"" = "y  1
(2.5) u+ 1 "y D
D CJ = "y + 1 D CJ
vii = 0
>.+ =0,
where the superscript '+' denotes postshock conditions and where (un) and vII
are normal and tangential components of the fluid velocity in a frame of reference
moving with the wave.
In the following, we consider nondimensional formulations based on the reference
quantities
velocity D CJ
(2.6) density Po
length 1/"'ref,
and direct combinations thereof. We consider 1/ "ref to be characteristic for the
radii of curvature of the lead shock surface. It is assumed to be large compared to
the typical reaction zone thickness as discussed in the introduction. From here on,
all variables are nondimensionalized using (2.6). Whereever we refer to dimensional
quantities we will indicate them be a prime as, for example, in " = ,,' / ";ef.
For the description of the flow in the vicinity of the curved moving lead shock,
we introduce Whithams 'shock ray coordinates' (Fig.2).
~ 0
~ cons t
Consider a frame of reference in which the unburnt gas is at rest, and let x =
(X1>X2,X3) denote a set of associated cartesian coordinates, then
(2.8)
V 1 8p
(2.9) (u+D)++.=O
Vt pD8~ ,
i
1 8p
(2.10) Vv +_g'1_. + ... =0
Vt p 8(1 '
(2.11)
V>. 1
(2.12) Vt = r(p,p,>.) = Sf(p,p,>.) ,
where u is the flow velocity in ray direction and the vi are the contravariant velocity
components in the surfaces ~ = const. The quantities D and" are the instantaneous,
local values of the front normal speed and mean surface curvature of the lead shock.
They are associated with the metric of the coordinate system. The gij for i,j = 1,2
are the contravariant metric coefficients associated with (1, (2 and J is the Jacobian
determinant of the mapping x = x(~,~; t) for fixed time t. The operator V/Vt is
the particle time derivative which, in terms of the new coordinates, reads
(2.13)
v 8 u 8 ...
=++
Vt at D 8~ .
The scaled rate function, f, is assumed to be of order 0(1) and the factor of i
on the righthand side of (2.12) guarantees that the reaction zone can only extend
136
over a region that is narrow in the variable~. A simple example for a reaction rate
function is the power law depletion
Except for section 7, we shall assume this form of the rate function where it needs
to be specified and restrict to values 0 < v ~ 1. In this way the results will directly
compare to those in [11],[13].
A key role in the later analysis plays the 'Masterequation',
1 ap c 2  u2 au
au +  c2 a 1
(2.15)   u     + .(Jv') = c2 ( j  f 2
KC (U + D) + ...
J ac'

p at at D a~ 8
It is derived from the energy balance by first replacing E = E(p, p, A) using the
equation of state, (2.3), and then eliminating the derivatives of density, pressure
and reaction progress variable by using the balance equations for mass, momen
tum and fuel energy, (2.8), (2.9) and (2.12), respectively. In this process the
square of the speed of sound appears as a combination of thermodynamic deriva
tives, c2 = (Ep  pi p2)1E p . The expression c2(j abbreviates the combination
c 2 (j = E>.I(pEp ). These quantities become
(2.16) and
(3.1)
p(O)(e) = 1 + f D2
1+1'
p(O)(f) = I' + 1
(3.2) I'  f
u(O)(f)=_I'f D
1'+1
vII:; O.
137
1
1 (0)()
(3.3) ~(O)(f) = _U_ _ A
2d,
l Dr(O) (f)
t TSL
Consider, to this end, the righthand side of the unsteady Master equation,
(2.15). In most of the reaction zone the chemical source term c2oir dominates the
curvature term KC 2 (U + D). However, near reaction completion, the scaled rate
function r eventually decays to order r = 0(15) so that there is a direct competition
between the two terms. The first region, where [c 2or ~ bKc 2(u + D)], is the main
reaction layer, while the condition r = 0(15) identifies the transonic region.
The smaller the initial distance of a characteristic curve from the sonic locus,
the longer it takes for it to pass on to the lead shock. Thus, as indicated in the
figure, there are two different time scales, t TSL + and t MRL , associated with the two
layer structure. They characterize the respective passage times of forward acoustic
waves through the layers. This separation of time scales will play an important
role in the construction of asymptotic solutions for weakly curved focusing waves
in sections 4 and 7.
As outlined in the introduction, the assumption of slow variation in time ex
cludes converging fronts. In the following way, we extend the earlier quasisteady
approaches to a, still tractable, unsteady theory that allows for negative front cur
vature. First we assess the typical time scales of the wave propagation processes
that potentially may induce short time variations in the reaction zone. Then we
select the slowest of those processes and include unsteady behavior on its particular
time scale in a pert urbation ansatz leaving all faster mechanisms in (quasi) steady
state.
The potentially important time scales are the passage times of the hyperbolic
waves through the layers. For an estimate we assess first the typical widths, I MRL
and ITSL ' of the main reaction and transonic zone by asking what distance a reacting
mass element will travel until its fuel mass fraction, (IA), is substantially reduced.
In the main reaction layer the reaction procedes at a rate r = 0(1/15), the fluid
velocity is u = 0(1) and the fuel mass fraction is (1  A) = 0(1). Together, these
estimates yield
(3.4) 1  A ) = 0(15).
I MRL ~ I r = 0 ( ru
(3.5)
This relation defines a new small parameter, c:, characterizing the rest amount of
chemical heat left to be released in TSL. This quantity plays a role similar to the
expansion parameter in the 'small resolved heat release model' in [16],[17]. Crucial
for the definition of c: is the behavior of the rate function near reaction completion.
For example one has
i.e., for the rate function in (2.14). In this case, e seems to be redundant once 0
is defined, but we emphasize that e and 0 can be independent parameters if one
allows for more elaborate chemical models (see section 6).
The rest amount of fuel in the transonic layer is now (1  >') = 0(0:) and it
burns out in a time span of order 01  >.)/r) = O(e), because r = 0(1). The
particle passes by at an order 0(1) velocity (u ~ UCJ = ::;TID cJ = 0(1)) and with
an estimate analogous to that in (3.4) the thickness of the transonic layer becomes
Now we are ready to assess the wave passage times. In the main reaction layer
all characteristic velocities, U  c, U, U + c, are of order O( 1) and thus the three
hyperbolic waves act on the same time scale,
The situation is different for the transonic layer. The flow velocity and down
wind acoustic wave speed, u and u  c, both are of order 0(1) with values in the
unperturbed wave given by (c = ::;TID cJ and u  c = 2c c J)' Consequently, the
associated time scales satisfy t TSLO ,  = O(e). In contrast, the speed of forward
acoustic waves vanishes to zeroth order, since in the planeCJ background solution
the burnt gas flow is exactly sonic. Thus, the leading term in the forward acoustic
wave speed is proportional to the perturbation amplitude at the end of the reaction
zone, i.e. to the deviation from CJconditions. At a position in a plane wave where
(1  >.) = (2 = O(e), the deviations from CJconditions are of the order 0(0: 1 / 2 )
according to (3.2). This suggests the scalings
for the transonic layer, which is the regime to be considered in sections 47. With
this ordering the upwind wave speed becomes c+u = 0(0: 1 / 2 ) and the characteristic
time of upwind wave propagation becomes
(3.10)
Comparison with t MRL = 0(0) reveals a transition between two very different asymp
totic regimes for 0 ~ e l / 2 and for 0 ~ 0: 1 / 2 . In the former case, all acoustic wave
processes in the transonic layer are much faster than those in the main reaction layer
and propagating waves in MRL are the next slowest processes after the Huyghens
evolution of the front. A difficulty in this limit is, that all three types of hyperbolic
waves have comparable passage times through the layer. A perturbation ansatz has
to account for each of them simultaneously.
For {j ~ e l / 2 the situation is reversed. Now one has the estimates
saying that upwind acoustic wave propagation in the transonic region is the 'next
slowest mechanism' in the sense that all waves in the main reaction layer and both
of the downwind hyperbolic waves in TSL are quasisteady if one allows for unsteady
behavior only on the time scale t TSL +'
Gasphase detonations typically feature an extended tail of slow recombination
reactions behind the zone of main heat realease. This corresponds to the second
regime of 8 : e l / 2 on which we focus in this paper. As an example, consider the
rate law (2.14).. The definition (3.5) requires e = 0(8 1 /1') and in that case the
threshold lies at a value of the rate exponent of v = 1/2. Values v < 1/2 lead to
an unsteady main reaction layer, while values v > 1/2 correspond the other case
where the transonic layer acoustics become important first.
(4.6) [
lop
P at 
au] + D
u at
c _u OU
2
1 2
o~ = ;s c a1' 
2
KC
2
(D + u) .
Consider now the distinguished limit, (3.9), for the transonic layer which corre
sponds to asymptotic expansions
u= u CJ +e l / 2U(1/2)+ . .. ,
(4.7) p= PCJ +e l / 2p(1/2) + .. ,
p= pCJ+e l / 2 p(1/2) +... ,
141
with
(4.10) x=
lO ~.

11~ D(~+t,(,t)d~

 and
The parameter ~b = 0(6) will be chosen for convenience later on. Upon insertion
of (4.7)( 4.10), the continuity and normal momentum equations may be integrated
to yield
p(J/2) = U(J/2)
(4.11)
p(J/2) = ["( ~ 1] 2 U(I/2) ,
(4.12) and
(4.13)
(4.15)
os
=aR

ox '
142
where
(4.16)
R= r (p, P, 1  c:s) r(PCJ, PCJ, 1  c:) 21'
and a= =
r (PCJ, PCJ, 1  c:) lI:,er( u )CJ I' + 1 .
The last expression for a follows from (3.5), (3.2), (2.16) and (2.4). For the ir
reversible rate law, (2.14), with a rate coefficient, K(p, p), that is not particu
larly sensitive to pressure or density variations the scaled rate function is given by
R = R( s) = SV. However, in a more general formulation one has to include a depen
dence on the perturbations of the thermodynamic variables so that R = R(U(1/2), s).
In fact, such an extension will be necessary in section 6 where we consider a re
versible model reaction.
For a general dependence of R on U(1/2), the system (4.14), (4.15), must be
solved by means of numerical methods (see e.g., refs. [19], [20J who study the model
in [14]). For the simpler case of R = R(s) equation (4.15) becomes an ordinary
differential equation for s( x) which decouples from the nonlinear wave equation
(4.14). Given s = sex), equation (4.14) is then a single equation for U(1/2) which
may be solved by the method of characteristics, (16],[15],[18], supplemented by rules
for shock wave propagation if necessary. The characteristic form of (4.14) reads
(4.18) x(O,m) = m .
(4.19)
(4.20)
aU(1/2) 2
ax m =
a
CI' + 1)2(R(s)  11:) , or
ax
I = CI' + 1) U(1/2)
m
2
1
Using (4.15) to replace a R(s) by as/ax = as/ax 1m, the equation for U(1/2) is solved
by direct integration to yield
The subscript '1' denotes the starting point of integration on the characteristic
considered. This point belongs to the initial distribution at time r = 0 for all
143
curves as long as they do not change direction, while it is the turning point for
the later time branches of curves that do so. The sign in (4.21) has to match that
of U{I/2)(m) if this value is nonzero, and it must coincide with the sign of the
acceleration of the characteristic at point '1', if U~1/2) = o.
We note that the above solution does not refer to any specific form of the rate
function H( s) which enters implicitly through the relation s = s( x). If H = sV, one
can solve the reaction progress equation explicitly by
(5.1)
oU u 2 _ 2
o =2(c2_u2)f(C arbKC (u+D,
(5.2) = v'l='1" .
To the required order of approximation, c 2 may be replaced by the expression
(5.3)
which follows from the conservation of total enthalpy along streamlines in steady
flows. Upon insertion of (5.3), equation (5.1) becomes a closed ordinary differential
equation for the velocity u in which the detonation speed, D, and the curvature
coefficient, bK, appear as parameters. The lead shock jump condition
1'1
(5.4) u=D at = 1
1'+1
144
is an initial condition for solutions of this equation. Given D and bK, we can
construct a first order perturbation solution valid in the main reaction layer, i.e.,
for values = 0(1). Matching to the transonic region as ..... 0 yields an additional
constraint on admissible solutions which is satisfied only for certain values, D =
D( K, T), of the detonation speed. A quasisteady DK relation will emerge only, if
the transonic layer solution is steady in T or approaches a steady limit solution for
large T.
A convenient definition of the curvature expansion parameter is
which amounts to
(5.6) with
for the rate law (2.14). The perturbation solution for the main reaction layer given
in [13] may be written in the form
Notice that we have not yet specified the scaling of u and .0 in terms of the small
parameters b and c:. The only requirements are that
and that
The first order velocity perturbation solves the linear first order equation
(5.11 )
where
The solution is
(5.13)
145
The first term is a solution to the homogeneous version of (5.11), with the amplitude,
iJ, chosen to ensure that the jump condition (2.5) at the lead shock is satisfied for the
perturbed detonation speed in (5.7)2. We emphasize again that iJ is not restricted
to be of order 0(0) as (0 + 0). Since u is the solution of a linear equation, the
superposition of any homogeneous solution is allowed and the only restriction to iJ
is that it diminish as (e, 0) + o. The second term in (5.13) is a particular solution
that accounts for the curvature source term in the steady Master equation, (5.1).
The detonation speed perturbation, iJ, is a free parameter in the solution to
the main reaction layer problem. The appropriate value must be determined from
matching to the transonic layer solution (4.21). This issue will be discussed in the
next sections where we examine the cases of diverging and converging fronts.
where
(6.2) T=p/p
is the temperature and we assume K = const for simplicity. First we discuss the
approach to a steady limit of the transonic layer solutions for K > 0 and derive the
DKrelation valid for the simple depletion law in (6.1 )1. This process will reproduce
the results of the quasisteady analyses in [13J. The following examination of the
quasisteady transonic layer problem for a reversible reaction leads to a modified
DKrelation and to the identification of an intrinsic curvature scale, K~q, that only
depends on chemical kinetic and thermodynamic data. The results for reversible
and irreversible reaction are compared in the limit of K' / K~q + O.
Considering the characteristic problem (4.17) and (4.18) in the transonic layer
first for an irreversible reaction, we observe that there is a stationary characteristic
at x = x*, with R(s(x*)) = K and (U(I/2)* = o. Due to (4.13), the condition
U(l/2) = 0 characterizes sonic flow in the front attached reference frame so that the
stationary characteristic, *, corresponds to a sonic point in the reaction zone. If
R( s) is monotone in s and s( x) is monotone in x, the acceleration of a characteristic
at any given point x obeys
This shows that the characteristic is always repelled from the possible stationary
point x. The results of a more detailed examination of the long time behavior of
the characteristics in [18] are sketched in Figs.4 a,b.
t t
x x
FIG. 4 Characteristic paths in the transonic region behind a diverging wave. a) subsonic to
supersonic transition, b) subsonicsubsonic flowj    : sonic locus.
increase proportional to 1/U(l/2) as the characteristics focus near the sonic point.
Such disturbances ultimately steepen into weak shocks, penetrate the sonic locus
and can eventually influence the front evolution. This solution is, therefore, linearly
unstable.
We consider now the quasisteady limit and determine the detonation speed
curvature relation for the case R(s) = s, i.e., for v = 1. Insertion of the stationary
characteristic parameters SI = s* = K" U~I/2) = 0 and of xes) = ~ln(s) in the
general solution, (4.21), yields
or for x > x*. Here s is used as the independent variable instead of x in order to
facilitate the matching to the MRLsolution, (5.13), which is as well written in terms
of the reaction progress variable. The solution (6.4) coincides with the results of the
analyses in [11J, [12] and [13], all of which suppress any short time dependence from
the outset. Thus, starting from a more general model, we recover the quasisteady
theory in the case of diverging waves.
The solution in the region x < x* becomes
(6.5) U(l/2) = 1[
l' + 1 e
ax
 aK,X  K,
(1)]
~) +
In( 1/2 1
(6.6)
1 del>
(6.8) i dT = 0(1) .
1
(6.9) Aeq(T) = 1 + eI>(T)
Associated with the progress variable A is a chemical energy, Q, so that the caloric
equation of state reads
(6.10) E = 
1

P+ Q(1  A) .
'Y  1 P
The relations (6.9) and (6.10) allow to define the equilibrium speed of sound, ceq,
as opposed to the frozen speed of sound, C(,. While Cl, is defined by a combination
of thermodynamic derivatives taken at A = const, namely,
(6.11) Cf = _ Ep  pI p2/
' Ep A=const ,
the equilibrium speed of sound is the same combination with the derivatives taken
for A = Aeq(T), i.e.,
(6.12)
Ep _ PIP21
Ep A=A.q(T) .
This distinction, in turn, implies the notion of frozen and equilibrium Chapman
Jouguet detonations: The burnt gas behind a frozenCJ wave moves at a velocity
equal to the frozen speed of sound relative to the lead shock, while the flow velocity
behind an equilibriumCJ wave equals the equilibrium speed of sound.
We introduce next a change of the reaction progress variable that allows us to use
directly some of the previous results for the case of an irreversible reaction and that
is useful for the following study of the transonic region. Let D~~ denote the velocity
of an equilibriumCJ wave and let T~~ be the temperature in the equilibrium burnt
gases behind the wave. Then the reaction ceases at A = Aeq(T~j) < 1, so that not all
of the chemical heat, Q, is released in the reaction zone. The earlier relation, (2.4),
between the heat release parameter and the ChapmanJouguet velocity is no longer
valid. Instead, we may now define
del D~~ 2
(6.13) q = 2("(2  1)
149
The quantity q is the chemical heat release in a CJdetonation that travels at the
speed of the equilibrium wave, but is driven by an irreversible reaction (provided
the strong shock approximation applies). Now the new progress variable is
(6.14)
and it satisfies
where
(6.16) K=2 K *
q
and 1 + <p(T) = ~ [1 + <J?(T)] .
Defining, as before,
(6.17)
we can transfer the plane wave solutions, (3.2), to the present situation and use them
as the background solutions for the weak curvature asymptotics. However, even in
terms of A the reaction does not 'go to completion', i.e., it does not reach A = 1,
in an equilibrium detonation. This becomes obvious from the following argument:
At = 0, or A = 1, the frozen sonic condition is satisfied by construction of the
solution. In general one has e~q < elr and, since u 2 is a monotonously decreasing
function of in a plane wave, (see (3.2)), the equi]ibriumCJ condition u 2 = e~q will
be satisfied for some e = eeq > 0 or
1
(6.18) A = A~~ = ("",q) < 1 .
1+<p.LcJ
In fact, one can relate the value 1  ACJ = e~ to basic thermodynamic variables
and to properties of the ZND plane wave solution by imposing the equilibriumCJ
condition
(6.19)
We may go one step further by using the fact, [1],[2J, that the frozen and equilibrium
speeds of sound usually differ only by a small amount, i.e., that
(6.20) 1\
we =
2 der ( 2
efr 
2 )e q
Ceq CJ ~
..v 1 .
(6.21) 6.c2=
eq
(a(e l aeu2))(0)
r
(l=O)
+0(e2 )
eq'
150
def 2 2 
( Cfr 2 )(0)
Ceq ) 2
(6.22)
Ceq =f =eq ( (8(Cfr  u 2 )jBeYO) (l=O).
(6.23)
showing that the present model is only then consistent with a small difference
between the two speeds of sound, if we impose the restriction 4> = O( 6.c 2 ) ~ 1.
The small parameter Ceq characterizes the rest amount of chemical heat that
would have to be released at the end of an equilibriumCJ wave in order to accelerate
the flow to frozen sonic conditions. As announced in the introduction, we have thus
identified a small rest heat release parameter that is solely determined by chemical
kinetic and gasdynamical properties of the system and which is independent of the
curvature parameter, 0, in (5.5).
Setting Ceq = 0 under the present conditions, in analogy to (3.6), no longer
makes Ceq redundant, but instead amounts to a nontrivial distinguished limit for
the reference curvature of the wave. This limit defines an intrinsic curvature scale,
K~q, through (5.5) and (6.22), namely,
(6.24)
o_ I 2 (D
cfr + U)] I J... ( 2  c 2 eq
cfr ) 2
u 2)jBe
eq [
 K cfroTCJ CJ  8(cfr  (l=O).
This scale is completely determined by the data of the chemical model, by the
thermodynamic conditions in the CJequilibrium state and by properties of the
plane 2ND wave structure.
Choosing K~q as the reference curvature, we are now prepared to redo the reac
tion zone analysis. First, we notice that the backward reaction will not influence the
first order perturbations, 11, in the main reaction layer from the following reason;
In the solution in (5.13) only the leading order rate function 1'(0) appears and, since
the backward reaction contributes only at order c~2 = f eq due to (6.23), it does
not appear in 1'(0).
The transonic layer is governed by the equations (4.15) and (4.20)1 which form
an autonomous system of coupled ODEs for U(I/2)(Xj K) and sex; K), when the
quasisteady limit with 8j8mlx == 0 is considered. The key difference between the
present and the previous situation with an irreversible reaction model is that the
scaled reaction rate function R now explicitly depends on U(1/2). In Appendix B
we derive
where
(6.26) s 1= 8 = ~(1  A) .
t: eq
Introducing V = ("y + 1)U(I /2) and eliminating the variable x, we rewrite the tran
sonic layer problem as
s
Matching of the solution for + 00 to the main reaction layer again determines
the detonation speed perturbation. The asymptotic behavior of V(S; ,,) as s + 00
may be written as
(6.28) (8 = S  1) .
(6.29)
The factor 0" is the same as in eq. (6.6), which we recall here for convenience:
(6.30) D = <5ln()"
1
2
1  <5 [
<5
1
0""  ,,(In(,,) 1) ]
2
+ ....
Comparison of (6.29) and (6.30) shows that the logarithmic correction !" (in(I\:)I)
is replaced by the integration constant !C(I\:) in the case of a reversible reaction.
An interesting aspect is the behavior of b as the nondimensional curvature,
" = 1\:' / I\:~q, becomes small. To obtain the appropriate scaling relation we have
to examine the behavior of the integration constant C(I\:) as I\: + O. To this end
we go back to the transonic layer problem (6.27) and observe that for small I\: the
second term on the righthand side of the equation for V plays a role only in the
immediate vicinity of the equilibrium line R(V, s) = s  2V = O. A sketch of a
solution for small I\: is given in Fig.5, where it is seen that the solution will be close
to the equilibrium line for s < 2. At the equilibriumCJ point it branches off and
approaches a square root function to leading order as implied by (6.28) for small ".
152
2U s2U
/
/
/
/
/.
2
FIG. 5 Sketch of a smallcurvature solution in the equilibrium transonic layer.
   : plane equilibrium wave solution,    : small curvature solution,
   : equilibrium line.
The fact that s  2V = /' at the initial point of the curve suggests a naive
expansion of (8  2V) with a leading term proportional to /'. However, this scaling
turns out to be incompatible with the course of the solution near the CJequilibrium
point: A solution branch that has an O(/') distance from this point at s = 2 will
cross the equilibrium line before it reaches the line V = 0 at s = /'.
One finds the correct small/' behavior with an ansatz for the solution next to
the point 'CJeq' of the form
(6.31) where
and the exponents a and b are yet to be determined. For s > 2 we know that the
solution V behaves as
(6.32)
Next we try to find a value of a such that the leading order equation for v(O")
becomes independent of /'. Insertion of the above ansatz in (6.27) yields
2
(6.34) v (0 ) ' (0")  (0"
1 + 1) = 0 provided a= 3'
4 v(O)
153
(6.35) as (uoo),
(6.37)
(6.38)
To show the validity of (6.37) one may procede in two steps. First, one performs
a matching of the 'inner' and 'outer' solutions, v(u) and yes), in an overlap region
s = 2 + 0(,,1/6). This involves a derivation of the largeu behavior of the three
leading terms in an expansion v = v{O) + ,,1/3 v{l/3) + ,,2/3 v {2/3) + .. '. Secondly, one
derives a global estimate of deviations of V from its limit representation in (6.28),
when the behavior in the overlap region is fixed. These deviations turn out to be
of order O( /<5/6) ~ C ,,2/3.
In the above analysis, we let first Ceq go to zero and only then evaluate the
results for small " = ,,' / "~q, so that the logarithmic term will formally always
dominate. However, with realistic values of Ceq = O( Ito)
(see [2]), it does not need
very small numbers for " to reverse the ordering. Thus, in practice, the observed
behavior may well be a ,,2/3_law , or at least a combination of a strong linear and
the ,,2/3_term.
The present results show again the importance of the details of the chemistry at
the end of the reaction zone for quasisteady waves. As a consistent next step in the
direction followed here, we consider the inclusion of more realistic chemical models
for gasphase combustion derived from detailed chemical kinetic schemes, [21]. In
the simplest situation this will provide realistic values for the rate exponent, v, but
more sophisticated modifications might be necessary.
(7.1)
(7.2)
describes the deviation of the data at the starting point of integration, '1', from
the plane wave CJdistribution. (To see this connection, compare (3.2) and (5.2)
with (4.7) and (4.8).) The contribution proportional to aKxl (m) reflects the effect
of acoustic wave focusing induced by the nonzero mean curvature of the front.
While the terms proportional to and iex(f2 fe) automatically match to the main
reaction layer structure, the 1feterms are captured only for a particular choice of
the detonation speed perturbation, namely,
(7.3)
with
(7.4) D(6)=_ t
K 10
e(1+)2 de
1'(0) (e)
and
(7.5)
This is the relation D = D(m; K) announced above. The contribution D(6) is chosen
to eliminate a 1fedivergence in the main reaction layer solution,(5.13), as > O.
The term D) captures the according term from the transonic layer in (7.1), thereby
carrying information about the initial data and the effect of wave focusing.
155
The next step is to compute the arrival time Too(m) of a characteristic at the
lead shock. Using the equation of direction (4.18) and the solution for U(l/2), we
find the general expression
(7.6)
After insertion of s( x) from (4.15), this formula generally requires numerical integra
tion. Also we recall that one has to keep track of turning points of the characteristics
and of the appearance of multivalued solutions in x  T space after shock formation
in order to find the appropriate values of TI, XI and C I . However, we observe that
Too will be finite for all the functions sex) ~ x 6 (and sex) = exp(ax that appear
in (4.22) for the different values of v.
To reveal the principal effect of negative curvature we consider the particu
lar situation where the initial data match those of a plane CJwave, i.e., where
C J (m) == O. One can show that no shocks and turning points will form in this case
such that xJ(m) = x(O,m) = m and the general solution, (4.21), becomes
(7.8) D();;!(aKm)
2 = 2(aKT
32 00
)2 (1 + O( I
(.KT~);'
)
Since the transonic layer time scales as c J / 2 T = t according to (4.10), the leading
order behavior of the detonation speed for large T (but still small t) is given by
(7.9)
One may ask what new physical effects enter the picture and whether suitable
extensions of the theory allow to maintain an asymptotic description when either
one of (i) or (ii) breaks down.
Assumption (i) will eventually be violated when ltan = O(1/K rer), since in that
case the wave continues to accelerate similar to an exactly spherical or cylindrical
converging front. Its velocity finally deviates from the CJspeed by an order 0(1)
amount. We will not elaborate further on this situation, but rather focus on the
second case in which the assumptions in (ii) break down. Through several order of
magnitude estimates we show that, simultaneously, the transonic layer flow ceases
to be quasionedimensional and the curvature begins to change significantly after
sufficient acceleration of the wave, if ltan 1/ Kref. The situation is sketched in
Fig. 6.
157
Rr tan
\
FIG. 6 Lead shock surface with short transverse characteristic length but order 0(1) curvature.
while its curvature is restricted to K/ Kref = 0(1). The lead shock surface then has
a parametrization
(8.2)
(8.3)
where the order of magnitude estimate uses (7.9) and (8.1). Considerable changes
in K thus develop after a time span
(8.4)
and the transonic layer solution of (4.21), which depends on the curvature being
constant to leading order, fails. By the time t., the detonation speed perturbation
has grown to
(8.5)
158
and the forward acoustic wave amplitudes in the transonic region are
(8.6)
The scalings in (8.1) and (8.4) suggest the introduction of stretched tangential
coordinates and a new time variable,
(8.7) and
U = U CJ +e~flU + ... ,
(8.8) P = PCJ +e 5fl fi+'" ,
P = PCJ + e5fl 13 + ...
As in (4.11), the leading order continuity and momentum equations yield
(8.10)
au ~ au
 = 0(1)
at aT '
which implies that the local time derivatives appear at the same order as the curva
ture term, just as they did in section 7. The same is true for the nonlinear term,
i.e., for
(8.11)
provided the solution can be described in terms of the scaled ray coordinate
(8.12)
This will be true, if the initial data are constrained to have no significant variations
in normal direction on lengths scales shorter than O(e V ).
Next we assess the term (c 2 j J)a(Jvi)ja(i by considering the influence of the
tangential flow induced by transverse pressure gradients. A mass element passes
through the transonic layer of thickness 0(e 1fl ) within a passage time of order
f::.t = O(d fl ). Driven by tangential pressure gradients,
(8.13)
159
(8.14)
(8.15)
With the scalings in (8.1) and (8.15), the divergence term in the Master equation
becomes
(8.16)
and it will also appear in the governing equation for U. (The Jacobi an determinant
has a description, J = ]<0)(1., T) +~ J(~)(i., T) + ... , when the front geometry scales
as in (8.2) and its variation can be neglected to leading order.) A consequence of
(8.16), which was not obvious beforehand, is that the transverse flow divergence
becomes important at exactly the time when the curvature begins to undergo sig
nificant changes. Therefore, both effects must simultaneously be incorporated in an
extended asymptotic expansion scheme.
Finally, we assess the order of magnitude of the reaction term. In general, one
has to include a reaction source term of the form 4( ""~1) R( s, U) where s is a scaled
reaction progress variable. However, for the reaction models in (2.14) and (6.7) this
term proves to be negligible in most of the transonic region for any value of f3 less
than 3/4. According to (8.8), this threshold corresponds to UUCJ = 0(1/2), which
is the scaling of section 7. Multidimensional effects playa role from the outset in
this regime, and there is no initial stage of acceleration with quasionedimensional
perturbation solutions.
We find the appropriate scaling for s as follows: Since the perturbation solution
in the transonic layer has to match to the leading order main reaction layer solution,
there is a relationship between the scalings of U  U CJ and (1  A) = f!2, namely,
(8.18)
in the matching region. Now consider the irreversible reaction model (2.14) with
(1  A) from (8.18). Using the definition, (5.6), of the small curvature expansion
parameter, 8, and 8 = v, one finds the order of magnitude of the reaction rate,
namely,
(8.19)
160
For any value 13 < 3/4 it follows that r 1 and the reaction tenn will dominate the
Master equation whereever the scaling (S.lS) applies. We infer that the structure
of the wave, after it has accelerated according to (S.5), now consists of three layers:
The main reaction layer is still quasisteady and quasionedimensional with first
order perturbation solution (3.2) and (5.13). The only difference is that iJ now
reads
(S.20)
instead of (7.3). At the end of the reaction zone there is a layer of thickness
IBoL = O(e!'), where J.l = !13 + v(l !13), in which the reaction tenn dominates the
Master equation as assessed in (S.19). This length is much smaller than the length
scale, gfP, in (S.ll) as long as 13 < 3/4. Thus, the domain where the ordering
U  UCJ = O(e i 13) holds must be splitt into two layers. In the first region, which
may be called the 'Burnout Layer' (BOL), the reaction progress variable scales as
in (S.lS) and the velocity perturbation as in (S.S). Here the Master equation reads
(S.21 )
and it is solved by
(S.22)
Matching of this solution to the main reaction layer as S + 00 yields the leading
detonation speed pertubation
(S.23)
(S.24) Vi =0
where the second equation is obtained from the tangential momentum balance (2.10)
using (8.9).
As explained in connection with (8.3), the curvature, K, varies on the f  time
scale. Its evolution equation has the form of a boundary condition for U, namely,
(8.26) a"

__ \7 2II jj __ (y +2 1)2 (9 ij)(O)~(
af 
2 
_
aEiaEj x 
0  )
,T,. .
a different transverse length scale is imposed by the structure of the initial data,
it is natural to consider the distinguished limit f3 = 3/4. Suppose, however, we in
clude an additional physical mechanism in the model which becomes active only if
the perturbation amplitudes excede a certain threshold. Then the requirement that
(u  UCJ) reach this order of magnitude selects a value for the exponent and thus
an intrinsic tangential length scale related to this particular mechanism. An impor
tant example is a twostage chemical reaction scheme that includes an energetically
neutral, high activation energy induction reaction with progress equation
VA
(8.29) Vt = (1 H(I a))K(p,p)(I At
~:~ TSL
FIG. 7 The ZND structure including an induction zone for a twostage model reaction. Inter
action of the transonic flow with changes in the induction length occur when the mean
surface curvatures of lead shock and ignition surface differ considerably, by order 0(1).
We assume in this discussion that 1,/l r = 0(1) which can be justified for gas
phase detonations in nearstoichiometric Hydrogen  Air, [24], and several Hydro
carbon  Air mixtures, [25].
The progress of a determines the thickness of the induction zone, I,. Significant
changes in Va/Vt, and thus in I., occur when the temperature variation behind the
lead shock is of order T  To = 0(1/0), where To is the postshock temperature
in a CJZND wave. Since the size of the perturbations in the main reaction layer
163
(8.30) c:1P = 2. .
8
This selects a transverse characteristic length
(8.31 )
The parameters 8 and {j are yet independent in this relation but in order that the
changes in the induction length have a nontrivial influence on the transonic layer
flow they have to satisfy another constraint. The curvature of the ignition surface
has to deviate by order 0(1) from that of the lead shock to produce such an effect.
This is the case, if
(8.32)
This distinguished limit couples the curvature and activation energy parameter and
relates the transverse characteristic length scale as well as the reference curvature
to the induction zone length via (8.31):
This scaling might be relevant for the cellular structure of unstable gaseous detona
tions and/or for fluctuations observed in condensed phase detonation experiments
[3J.
Further analysis of an extended version of the system, (8.25)(8.27), that takes
into account these effects of unsteady changes of I. on the transonic layer dynamics,
and comparison of the scaling relation (8.33) with experimental data will have to
substantiate or reject this conjecture.
Another potentially interesting regime appears when an induction reaction is
present and a reversible reaction is taken into account. The considerations in
section 6 suggest the choice of the reference curvature, K:~q from (6.24), and to
gether with the scaling in (8.31) a new distinguished limit for the transverse length
is obtained:
1 1
(8.34) I tan = O( 8 3 / 4 I,) .
Ceq
Two observations let this regime appear attractive: First, it provides a transverse
wave length scaling that involves the properties of both the sensitive induction
reactions and the slow recombination reactions relevant in the transonic region.
Secondly, the associated perturbation amplitudes exceed those predicted by a sim
ple estimate based only on the difference in the frozen and equilibrium speeds of
164
sound. This is in agreement with the suggestions in [1],[2], that due to multidi
mensional effects the observed average detonation speeds deviate from the plane
wave model by '" 10%, while equilibrium effects alone would account only for about
~ 1% deviations. Notice that the regimes in (8.33) and (8.34) coincide under the
distinguished limit Ceq = 8 3 / 2 .
D) The regime leading to (8.33) should be distinguished from the one in [26J. This
study deals with overdriven waves and assumes a curvature  activation energy limit
of 8 = 0(1/8). The transonic flow is absent in this case and the curvature  in
duced perturbations in the induction zone can directly interact with the induction
zone dynamics. In contrast, our regime gives the scaling for an interaction between
the transonic layer flow and the induction process. The interaction is transmitted
through the curvature acting as a geometric source term in the transonic flow equa
tions. The direct effects of the curvature within the induction zone are of order
8 ~ 82 / 3 = 0(1/8), so that they yield merely higher order corrections.
Acknowledgments. The author thanks Dr. John Bdzil for stimulating discus
sions and suggestions and the Institut for Mathematics and its Applications for the
generous invitation to the workshop.
2) the coordinate surfaces ~ = 0 coincide with the actual lead shock at any time,
i.e.,
~ ;: 0 on the actual shock.
With this definition, ~(x, t) becomes the time span that has passed since the wave
came across the point x and the surfaces ~ = const are timeshifted copies of the
evolving front. The metric coefficient, D, can be identified with the instantaneous
value of the lead shock velocity in all regimes considered in this paper, provided we
are interested only in the first order perturbations.
In order to define tangential coordinates on ~ = const, we let x = xo( (1, (2)
denote a parametrization of the front at time zero. Then all successive fronts are
parametrized by the condition that { = ((1, (2) = const holds along the shock rays.
165
Finally, keeping the time variable t, we have the desired front attached system of
coordinates, (2.7).
( B .1) 2 2 1  :c.lQA'
y eq J
Ceq = crr ( 1 _ (y _ l)QA~q ,
(B.2) 
2
(y1)2QA eqeJ>'
eq  (1' + 1) + 2(y  l)QA;qeJ>' T=rci
I
",eJ>'",eJ>
.
The last estimate follows from (6.8). This approves (6.23).
Next we derive the form of the rate function, (6.25), in the equilibrium transonic
layer. First we have
21'2 1
(B.3) r = (y + 1)2 b(l  oX  oX<p(T))
from (6.16) and (5.6). In the transonic layer we use the distinguished limit Ceq = 6
and the scaled progress variable 1  oX = Ceq(s 1), thus,
Due to (6.8), (6.16) and (B.2), we know that <p' = O(eJ>') = O(eq) and with
6 = ;q = Ceq we find
REFERENCES
[1] W. FICKETT, W.C. DAVIS, Detonation, University of California Press, Berkeley (1979).
[2J F.A. WILLIAMS, Combustion Theory, 2nd edition, Benjamin Cummings (1985).
[3J J.B. BDZIL, W. FICKETT AND D.S. STEWART, private communications (1989).
[4] J.B. BDZIL, W. FICKETT AND D.S. STEWART, Detonation Shock Dynamics: A New Approach
to Modeling Multidimensional Detonation Waves, Ninth Symposium on Detonation, Aug.
28Sept. 1 1989, Portland, Oregon (1989).
[5] STREHLOW R.A., Gas Phase Detonations; Recent Developments, Comb. & Flame, 12 (1968),
pp. 81101.
[6] J.H. LEE, R.I. SOLOUKHIN AND A.K. OPPENHEIM, Current Views on Gaseous Detonation,
Astronautica Acta, 14 (1969), pp. 565584.
[7] A.A. VASILIEV AND Yu. NIKOLAEV, Closed Theoretical Model of Il Detonation Cell, Acta
Astronautica, 5 (1978), pp. 983996.
[8] A.J. MAJDA, New Criteria for Regular Spacing of Reacting Mach Stems, Proc. Nat. Acad.
Sci. (1987).
[9] C.K. WESTBROOK, W.J. PITZ AND P.A. URTIEW, Chemical Kinetics of Propane Oxidation
in Gaseous Detonations, in: Dynamics of Shock Waves, Explosions and Detonations, Eds.:
J.R. Bowen, N. Manson, A.K. Oppenheim, R.I. Soloukhin (1985).
[10J W.W. WOOD AND J.G. KIRKWOOD, J. Chern. Phys. (1954), pp. 19201924.
[l1J D.S. STEWART AND J.B. BDZIL, The Shock Dynamics of Stable Multidimensional Detonation,
Comb & Flame, 72 (1988), pp. 311323.
[12] J. JONES, The Spherical Detonation, Adv. in Appl. Math., to appear (1990).
[13] R. KLEIN AND D.S. STEWART, The Relation between Curvature, Rate StateDependence and
Detonation Velocity, SIAM J. appl. Math, to be submitted.
[14] R.R. ROSALES, A.J. MAJDA, Weakly Nonlinear Detonation Waves, SIAM J. Appl. Math.,
43 (1983), pp. 1086~1118.
[15] J.B. BDZIL AND A.K. KAPILA, ShocktaDetonation Transition: A Model Problem, submit
ted to Phys. Fluids, preprint (1989).
[16J J.B. BDZIL, Perturbation Methods Applied to Problems in Detonation  Physics, Proc.
6th Symp. (IntI.) on Detonation, Office of Naval Research, USGPO, Washington, ACR221
(1976), pp. 352370.
[17] D.S. STEWART AND J.B. BDZIL, Timedependent twodimensional detonation: The interac
tion of edge rarefactions with finite length reaction zones, J. Fluid Mech., 171 (1986), pp.
126.
[18J R. KLEIN, Weakly Curved Focusing Detonations, Preprint, Progr. in Appl. & Compo Math.,
Princeton Univ., (1989).
[19J A.J. MAJDA, V. ROYTBURD, Numerical Modeling of the Initiation of Reacting Shock Waves,
Computational Fluid Mechanics and Reacting Gas Flow, Eds.: B. Enquist et aI., IMA
Volume in Mathematics, 12 (1988), pp. 195217.
[20J A. BOURLIOUX, Analysis of Numerical Methods in a Simplified Detonation Model, Preprint,
Progr. in appl. & Compo Math., Princeton Univ., (1990).
[21] N. PETERS AND F.A. WILLIAMS, The Asymptotic Structure of Stoichiometric MethllneAir
Flames, Comb. & Flame, 68 (1987), pp. 185207.
[22J J.K. HUNTER, Transverse Diffraction of Nonlinear Waves and Singular Rays, SIAM J. Appl.
Math., 48 (1988), pp. 137.
[23] J.K. HUNTER, Nonlinear Geometrical Optics, Proceedings of the IMA Workshop on 'Multi
dimensional Hyperbolic Waves', Minneapolis, Minn., April 1989 (1989), pp. to appear.
[24] J.E. SHEPHERD, Chemical Kinetics of Hydrogen  Air  Diluent Detonations, in: Progress in
Aeron. and Astron., Eds. J.R. Bowen, et aI., 106 (1986), pp. 263293.
[25] A.E. LUTZ, Numerical Study of Thermal Ignition, SANDIA Rep., SAND888224, UC4
(1988).
[26] J. BUCKMASTER, A Theory for Triple Point Spacing in Overdriven Detonation Waves, to
appear (1989).
SIMPLIFIED EQUATIONS FOR LOW MACH NUMBER
COMBUSTION WITH STRONG HEAT RELEASE
ANDREW MAJDAt AND KEVIN G. LAMBt
Introduction.
The familiar system of reactiondiffusion equations
DT
poC
PJ5t = 6.T + qopoKeA/TZ
(0.1)
DZ = (Le)I6.ZKe A/ T Z
Dt
describes combustion processes at low Mach numbers provided that the heat release
is sufficiently weak ([1J); with weak heat release, the hydrodynamic flow field de
couples from the equations in (0.1) to leading order. In (0.1) and elsewhere in this
paper, T is the temperature, Z is the mass fraction of reactant, p is the density, qo
is the heat release, K is the reactive rate, A is the activation energy, (Le)I is the
Lewis number, and gt It
= + E:=I Vi(X,t)a~; denotes the convective derivative
along the fluid velocity, ; = '(VI, V2, V3). Thus, under the assumptions of weak heat
release at low Mach numbers, the hydrodynamic velocity field ; is a prescribed in
compressible velocity and all the effects of combustion involve the reactiondiffusion
equations in (0.1). Despite all of the intuition that can be gained from studying
(0.1), the heat release is typically not small in practice since for example a typical
temperature rise from 300 0 K to 1500 0 K during combustion has a nondimensional
heat release of 5.
In this paper, we present a limiting system of equations which describe combus
tion processes with strong heat release at low Mach numbers in either confined or
unbounded regions ([2], [3J). This limiting system of equations allows for large heat
release, substantial temperature and density variation, and substantial interaction
with the hydrodynamic flow field including the effects of turbulence. Neverthe
less, since the detailed effects of the nonlinear acoustic waves have been removed,
this zero Mach number limiting system is significantly simpler than the complete
system of equations of compressible combustion. In this paper, we also explicitly
compute and analyze a number of exact solutions of these equations in simple ge
ometries. These solutions illustrate the effects of confinement, curvature, external
piston motion, and vorticity production on both the combustion process and the
hydrodynamic flow field (see sections 3 and 4 below). In the limit of infinitely thin
flame sheets described in section 2, these equations already have a prominent role
167
168
in the numerical simulation of turbulent combustion in open and closed vessels ([4J,
[2J, [5], [6]). One of the goals of this paper is to stimulate the interest of workers in
theoretical combustion and nonlinear P.D.E. 's in a new class of problems involving
reactiondiffusion equations coupled with fluid dynamics.
For simple onestep Arrhenius chemistry in a bounded region, 0, the system of
equations for low Mach number combustion with large heat release is given by the
following:
v
Thus, the equations in (0.2) involve the six unknowns, pet), T(x, t), Z(x, t), where
pet) is the mean pressure; the quantity, p(x, t), is the deviation from the mean
pressure and is a Lagrange multiplier for (0.2) (c)  this function is determined
v
afterwards once is known as for the ordinary incompressible NavierStokes equa
tions. The quantity PR is the Prandtl number, 'Y is the ideal gas constant, and c:
is a parameter (see section 2) which measures the ratio of the flame front thickness
to the dimensions of 0  typically, we have c: ~ 1 in practice. From (0.2) (c) the
reactiondiffusion terms act as sources of specific volume for the fluid dynamics and
also generate an increased mean pressure due to confinement from (0.2) (a); on the
other hand, the pressure changes and the fluid velocities, v,
influence the struc
ture of the reactiondiffusion equations in (0.2) (b). Thus, the hydrodynamics and
the chemistry are both strongly coupled in (0.2); however, the effects of nonlinear
acoustics are completely absent in (0.2)  the only sources of divergence in the
fluid are due to combustion, the effects of expansion or compression of the gas due
to nonlinear acoustics are ignored. Next, we summarize the contents of this paper.
In section 1 we present a systematic derivation of the equations of zero Mach
number combustion for a general reacting mixture and obtain the system in (0.2) as
an extremely special case (this derivation follows our earlier treatment for simplified
chemistry from [2]). In section 2, we assume that the parameter c: measuring the
ratio of flame thickness to the diameter of 0 is vanishingly small and extract a formal
169
limiting system from (0.2) as c ! O. This limiting system (see (2.17) below) defines
a new class of free boundary problems where the flame front i,s a free boundary
strongly interacting with the hydrodynamic flow field. We also discuss some of the
empirical and quantitative laws for the propagation of these flame fronts that have
been used in practice. In section 3, we study the equations in (0.2) in a single
space dimension. After introducing Lagrangian mass coordinates, we observe that
the equations in (0.2) (c) decouple from (0.2) (a) and (0.2) (b) in this coordinate
system so that in fact suitable modifications of the reactiondiffusion system in
(0.1) do describe combustion with large heat release in a single space dimension.
We also discuss the effects of onedimensional piston motion in a confined chamber
and explicitly solve the onedimensional flame sheet model that emerges in the limit
as the flame front thickness parameter, c, tends to zero. In section 4, we present
some new exact solutions of the free boundary problem for zero Mach number
combustion with infinitely thin flame structure presented in section 2 (see (2.17)).
These solutions illustrate the effects of curvature of the flame front, confinement
of the gas, and production of vorticity in swirling flames on both the combustion
process and hydrodynamic flow field. Finally, in section 5 we make a brief list
of accessible open problems in the mathematical theory of the equations for zero
Mach number combustion with strong heat release. We mention here that in a
series of interesting papers, Embid ([7], [81, [9]) has established the wellposedness
and shorttime existence of solutions for the equations in (0.2) as well as for related
equations. FUrthermore, in the case without diffusion, Schochet ([10]) has developed
a completely rigorous derivation of the equations in (0.2) as a zero Mach number
limit from the equations of compressible inviscid combustion. Thus, there is even a
rigorous proof which supports the formal derivation given in section 1.
1.1 Preliminaries. Here we will present the derivation of the low Mach num
ber combustion equations for a reacting mixture of ideal gases in a bounded domain.
Our point of departure is the general equations describing the flow of a reacting
mixture of compressible fluids as are given, for example, in Williams [ll]. These
equations express the following principles of conservation:
170
(Ll)
(a) Conservation of mass
Dp .
 +pdlv V =0
Dt
(b) Conservation of momentum
v
pDD + \1p = TJ6.v + !l.\1( div v)
t 3
(c) Conservation of energy
TJ 3 [OV; .. . ]2
Dh Dp
p=+"
Dt Dt
  2 6IJ(dlvv)
 + OVj 2.L.J OXj OX; 3
1,)=1
Next, we discuss the meaning of, and the assumptions made on, the different
terms appearing in these equations. The variable t denotes time and X denotes
space (usually XER 3 ), while v = (VI, V2, V3) is the average fluid flow velocity of the
mixture and gt f.
= + v. \1. The quantity p is the density of the mixture, p is the
pressure, T h
is the temperature, is the specific enthalpy of the mixture, hiis the
specific enthalpy of the ith chemical species and Y = (YI , ... , Y M). It is assumed
on physical grounds that p,p, T and Yi are nonnegative quantities. Moreover, since
Y; is defined by Y; = p;/ p where Pi is the mass density of the ith chemical, it
follows that the quantities Y; satisfy the constraint ~~1 Y; = 1. In practice, one
usually uses this fact to eliminate one of the equations in (1.1) (d).
We restrict ourselves to consider a mixture of ideal gases, i.e. satisfying
p = RpT (f:i=1
Yi)
W.
(b) Caloric equation
M
h = 2:h;Yi where
i=l
Here R is the universal gas constant, Wi is the molecular weight of the ith
chemical species, hi is the heat of formation of the ith species at the reference
temperature TO and c~ is the heat capacity at constant pressure for the ith chemical
species and it has been assumed constant for simplicity. We remark for reference
that for an ideal gas with c~ and c~, its heat capacity at constant pressure and
171
volume respectively, and 'i = c~/c~, its corresponding ,gas constant, one can
write c~ and c~ in terms of 'i as
(1.3)
(a) C
i
P
=R , i
Wi ,i 1
(a) ci =
v Wi ,i
.!!:.._1_.
1
M
(a) cp = L:>~Y;
i=l
M
(104) (b) Cv = LC~Yi
i=l
(1.5)
,I
P= pcpT.
,
We recall the assumptions made on the transport mechanisms. the mixture has been
considered as an isotropic elastic medium, T/ is the coefficient of shear viscosity. The
coefficient of Bulk viscosity has been assumed to be zero. The conduction of heat
is governed by Fourier's law and K is the coefficient of thermal conductivity. We
also explain the assumptions to be made on the species diffusion mechanism. The
term ji(i = 1, ... , M) represents the diffusion flux of the ith chemical species and
together they satisfy the constraint Z=~J ji = O. As constitutive hypothesis for the
ji's we adopt Onsager's generalization of Fick's law:
M
(1.6) ji = L1)ij V'Yj, i = 1, ... ,M.
j=J
(1.7)
Furthermore, since the mass fractions must satisfy Z=~J Y; 1, we obtain from
(1.7)
(1.8)
172
M M
(1.9) L'D ij = L'D iM for j = 1, ... ,M1.
i=l 1=1
There are at least two special circumstances in which the complex expressions for
ji given in (1.6) admits simplification. For example, if we consider a reactive binary
mixture, then (1.6) reduces to the wellknown Fick's law jt = p'D"lY1 and 12 =
p'D"lY2 . The second important case is given by the dilute mixture approximation,
in which one of the chemical species is present in very high quantities relative to all
the other species. For instance, this situation arises in many combustion processes
taking place in air, in which nitrogen plays the role of an inert gas. Since 78% of
the air's composition consists of nitrogen, these combustion processes satisfy the
assumption of the dilute mixture theory.
If we assume that the first M 1 species are present in scarce quantities relative
to the last one, then in the dilute mixture approximation these M 1 species diffuse
as in the binary mixture situation:
with difference that in this case the diffusion coefficients 'D i don't need to be the
same. For j M we have
Ml
(b) jM = L p('D M  'lY)"llj + p'DM"lYM.
j=l
One can easily check that for the ji's given in (1.10) L~l ji = O. We also remark
that for binary mixtures the dilute mixture approximation (1.10) reduces to Fick's
law. Notice that jM is still given by a complex expression, but provided that
L~l Y; = 1, we can compute YM directly from Y1 , , YM  1 without resorting to
equation (1.1) (d) for YM. Actually, if we add up the equations for Y1 , , YM and
use the fact to be discussed below, that L~l ~i = 0, we obtain
M
(Lll) p ~~ = div ('D "lY),
M where Y = L Y;.
1=1
We assume that the chemical changes taking place in the mixture are governed
by e chemical reactions given on a molar basis by
M
(1.12) L v:jMi j = 1, ... ,e
i=l
where Mi(i = 1, .. . , M) is the chemical symbol for the ith species and v:j' v:j(i =
1, ... , M and j = 1, ... , e) are the stochiometric coefficients for the ith species as
a reactant and as a product in the jth reaction respectively. Since mass must be
preserved for each one of the reactions in (1.12) the stochiometric coefficients must
satisfy
M
(1.13) L(v:j  Vij)Wi = 0 for j = 1, ... ,e.
i=1
t
(1.14) <Pi = Wi L(vij  v:j)Rj ,
j=1
where Rj is the reaction rate for the jth reaction. From (1.13) follows immediately
that the source terms <P i satisfy
M
(1.15) L<Pi = O.
1=1
(1.16)
The reaction rate constants kf and k~ are given semiempirically by Arrhenius' law
for dilute mixtures
enthalpy. This can be done by differentiating (1.2) and using (1.1) (a), (c) and (d).
The resulting equation for the pressure is
t; (1 1) .
i=l
(1.18)
MI
+ "Y RT Wi  W
M
div (p1:>''VYi)
+LMI [1W1)"Y RT
(
W ("Y 1)(hi hM) <Pi,
]
i=] z.'\1
DT.
PC p 
Dt
= dlv (K'VT) + Dp + ry
Dt 2..
L 
M [&Vi
&Xj
+ &Vj 
&Xi
2 .
8ij (dlv v)
3
]2
1,1=1
(1.19)
"i(C
MI MI
+ ~ p  CpM)1:>i 'VT.'VY;  "~ (hi  hM )<Pi.
i=l i=l
Next we write the system (1.1) (b), (d), (1.18), (1.19) in the following non
dimensional form, where the superscript>' is used to emphasize the dependence of
175
(1.20)
(a) Nondimensional equation for the pressure
Dp ~
  + 'YP ~.
dlv V
~ 'Y  1 3
= 2 '"'
[a ~
Vj 2
 6(div v)
. ~ ] 2
+
Dt 2>' Re. LJ ax; 3 ']
t,l=1
. (1= 1).
t=]
'YT~ ~ ~
+ L
Ml
;=1 PrReLe' Wi
 
WM
dlV (p 'i7 Y i )+
1 ~ r 1 Dp~ MI 1
+ prRelJ.T + r Dt + '"'
LJ PrReLe; p~(ciP  cM)'i7T~
P
'i7y~
'.
1=1
MI
 L(h;h~)<r>;
i=l
(d) Nondimensional equation for the ith chemical species
~DY;~ 1 d' (A y~) ... ~.
P  D = P R L . IV P 'i7 i + "'i, t = 1, ... ,
M
 1,
t r e e'
D a
where Dt = at + v .'i7.
A
(7) c~ = c~/c;' is the nondimensional heat capacity for the ith chemical
species.
Wi = W;/Wm is the nondimensional molecular weight for the ith chemical
species. Here c;' and W m are typical values of the heat capacity and the molecular
weight for the mixture.
(8) The unit of density Pm is given by Pm = t m
PmTm.
(1.22)
hi = (_c~TO + hi)/c';Tm ,
and from (1.4)
MI
(1.24) cpA = ~(i
L.J cp  cM)yA
p i'
;=1
From (1.14), (1.16) and (1.17) one sees that rt>; is given by
(1.25)
where Rj is given by
(1.26)
J ( )IVil 1
( TI)I = BIT";.f!.!!!... and
) } m Wm '
Ivj'I1
( Tjb)I = Bb'T''';
j.J.m
Pm )
( W ,J. = 1,... ,<..
n
m
1.2 Formal Derivation of the equations for zero Mach number com
bustion. For the derivation of the equations for zero Mach number combustion we
will restrict our attention to a bounded domain. The corresponding formulation and
derivation for unbounded regions is even simpler and the reader is referred to [4J
 the pressure remains constant for unbounded regions. For the case of a viscous
reacting gas mixture we supplement equation (1.20) (b) for the velocity field with
the noslip boundary condition
(1.27)
Also, for simplicity, we impose on T),. and Y;A the boundary conditions
aT),. ay),.
(1.28) an Ion =0, a~ lon=0,i=1, ... ,M1
+ 'Vq, with
v = w
::'q, = f in 11
(1.30)
~~ Ion = g has a solution with 'Vq,
The derivation of the equations describing low Mach number combustion rests
on the following three assumptions:
(1.31 )
(a) The nondimensional Mach number is small, or equivalently, the parameter
.x defined in (1.15) (10) is large.
(b) The initial pressure Po is spatially uniform within terms of order .x 2
(c) The initial temperature, mass fractions and velocity are in chemicalfluid
balance within terms of order .x  I . this last assumption will be explained
in detail later.
With these assumptions in mind we begin with the Ansatz
p>' = pco + .xIPI + .x 2p2 + Op3)
v>'=vco+O(r l )
(1.32)
T>' = T co + O(r l )
y/=yico+Opl) i=I, ... ,M1.
We substitute this expansion into the velocity equation (1.20) (b) and equating
the powers of order .x 2 and .x we obtain, respectively,
\lpco == 0
(1.33)
\lPI == O.
For the power of order zero in .x we first apply the projection operator p and
obtain
W,
i=1 W M
where c';', hi and q,i have analogous formulas as the ones given in (1.23) to (1.26):
(1.38)
MI
(a) COO
p
= "(c
L
i
p
_ cM
p
)y.oo
,
i=1
(1.39)
2:
+ MI I
TOO (1
...."....  .
1) div (p'lY;OO)+
i=1 PrReLe' Wi WM
2:
+ MI [
IT
00 ( ..."....
1  1) 1 1
.  [(hi  h M
00 00]) <Pi00 .
i=1 Wi WM f1
The lefthand side of (1.39) is a function of time alone while the righthand side
involves functions of both space and time. Therefore, there must exist a scalar
function ~(t) of time alone so that
dpoo
(1.41) (a) ill = ~(t)
(b)  ,poo ::"q,oo +9 = ~(t).
This function ~(t) which in principle is not specified is in fact completely determined
by (1.41) through fact # 2 quoted above:
By (1.41) and (1.29) "'00 satisfies the boundary value problem
(1.42)
180
Hence, from fact # 2 we know that the righthand side of the elliptic equation must
satisfy
(1.43)
r Igd
(1.44) 1i:(t) = In' x .
In ,Idx
Going back to (1.41) we see that p is spatially constant and its evolution in time
is governed by averaged effects in space through 1i:(t). Also the potential part of
the velocity field 'l>oo is completely determined by the chemistry of the mixture
through (1.41) (b), whereas the solenoidal part WOO obeys the nonhomogeneous
NavierStokes equation (1.36) (b).
aT oo ayoo
(1.45) a;;Ian = 0, a~ Ian = 0 i = 1, ... , M  1
(1.46)
MI
 L(hi"hAn4>i",
i=l
[)Too
an
Ian =
(e) Reactiondiffusion equations for YtO, i = 1, ... , M  1
00 DYioo 1 d' 00 y oo ) 4>00
p Dt = Pr ReLei IV (p \1 i + i
aYoo
'Ian =0
an
(f) 9 is given by (1.40), c';', hi", 4>i" are given by
Of course, we must also require that the boundary conditions be satisfied initially
(b) vg"lan = O.
(1.51 )
Next we consider two examples with simple kinetics and record the form of these
equations.
Example 1. Assume we have two ideal gases, unburnt gas M) and burnt gas
M 2 , both having the same molecular weight W o and same ""Y gas constant ""Yo. The
unburnt gas M I undergoes a onestep irreversible reaction into burnt gas M 2
:H:(t) = ""YoQ
voW.
r
in
Roodx where
(1.52)
Q = h~  h2 and
ROO = pooe(A/T~)Yloo.
183
The equations (1.48) for zero Mach number combustion in this case become
Example 2. Consider two chemical species M I and M 2 with the same ,gas
constant, /'0, but different molecular weights, WI = W, and W2 = 2W, undergoing
a dissociationrecombination reaction
The equations for low Mach number combustion are in this case:
+ (T; + Q) Roo,
oToo
~Iao =0
Here we study special initial data in chemical fluid balance with the form for
massfraction and temperature given by
I, <Po(x) <
Z(x,O) = {
<Po(x) >
(2.2)
0,
Tu =: 1  qo, <Po(x) <
T(x,O) = {
n=:1, <Po(x) >0
This initial data including the fluid velocity has a jump discontinuity across the
surface So = {x E nl<po( x) = O} and is a stochiometric mixture composed of unburnt
gas for those points x E n with <PoC x) < and burnt gas for those points x E n with
<Po(x) > 0. After we have finished the discussion in this section, the reader can easily
verify that all equations derived below remain valid with obvious modifications
for general piecewise smooth initial data (T(x),Z(x)) that jump across a surface
So, provided that the nondimensional adiabatic equation expressing conservation
enthalpy across So,
(2.3)
Following ideas of Landau [13], under the above assumption and with the special
initial data for (2.1) in (2.2), it follows that as e ..... 0, formally the reaction rate is
confined to a surface so that
Here Set) is a surface described by Set) = {xl(x,t) = O} with (x,O) = o(x) and
e5 S (t) is the surface Dirac measure concentrated on Set). The function m(x,t) is
the mass flux across Set) and is determined by the jump conditions for conservation
of mass,
(2.8)
(2.9)
Dv
PDt  'Vp = for (x,t) > 0 and (x,t) < 0
vnlan=O
187
Vu x n = Vb X n
(2.11 )
p(V  V . n)( V u . n  Vb' n) = Pu  Pb
I, t/J<o
(2.12) Z(x, t) = {
0, t/J>O
At this state of the derivation, we have four equations for the four unknowns P(t), V,
however, an equation for the unknown flame front S(t) remains to be determined.
The jump conditions for conservation of mass from 92.5) determine an equation for
the surface S(t) (described by t/J(x, t) = 0) given by
or equivalently,
(2.13)
t/Jt + m(x,t) I'Vt/J I + V u
pu
' 'Vt/J =
t/J(x, 0) = t/Jo(x).
Thus, from (2.13) the points 7(t) on S(t) are described by the equation
d7 m(x,t)_(_)
(2.14)  =  n r + V u (_)
r
dt pu
188
where 1i'(r) is the outward normal to S(t). Next we indicate how to determine
Pu(t) from P(t) (similar considerations apply to Pb(t)). From the equations, for
(x, t) < 0,
D T. _ 'Y  I dP
Pu Dt u  'Ydj
it follows that in the unburnt and burnt gas, generally,
(2.15) !l.
Dt P
(p") = 0
(2.16)
With the above discussion we summarize the equations for Zero Mach Number
Combustion with infinitely thin flame structure for the unknowns P, S( t), v, that we
have derived under the main assumption of this section:
where Rf is the local radius of curvature of the flame front (in two space dimensions),
taken positive if the flame front is convex with respect to the unburnt gas. Clavin
and Williams ([16]) and Matalon and Matkowsky ([17]) have derived asymptotic
formulas for the mass flux in the flame sheet limit in (2.4) under suitable additional
assumptions involving both a small flame thickness as well as a sufficiently high
activation energy. The most general derivation which allows for arbitrarily strong
jumps in the hydrodynamics across the flame front is contained in [17] for nearly
unity Lewis numbers. This derivation exploits the fact that there is a second length
scale, the reaction layer, which is much smaller than the flame thickness length
iT at high activation energies. The result (see (6.1) from [17] for example) of this
asymptotic analysis is a correction to the laminar flame velocity which involves
both the curvature (as in (2.19)) and the flame stretch. In section 3 and 4 we will
present explicit solutions of the zero Mach number combustion equations in (2.17)
in special geometries utilizing either the flame laws in (2.18) (see section 3) or also
incorporating some of the effects of curvature such as with (2.19) (see section 4).
For the special geometries discussed in section 4, we leave it as an exercise for the
reader to extend the exact solutions presented there to some of the other flame laws
such as those derived in [17J. All of these types of flame laws have been used in a
variety of recent numerical simulations with (2.17) ([2J, [4], [5J, [6]).
190
(3.1)
q(x,t) = 1 x
p(s,t)ds
t' = t
where p = i.<th. If M = J:p, then the mass coordinate q from (3.1) varies from
o to M. From our earlier remark, mass is conserved so that
Dp D
+pv=O
iJt ax
and one computes from this equation and (3.1) the formulae
a a
(3.2)
ax  oq'
p
The first observation is that in a single space variable every function is a gradient,
so that the momentum equation in (2.22) (b) is trivially satisfied by an appropriate
choice of the scalar pressure "Vp and can be ignored. We also observe that it follows
from (3.2) that in a Lagrangian mass coordinate system, the velocity of the fluid
does not need to be computed implicitly in the pressure, temperature, and species
equations from (2.1) (a), (d), and also that these equations form a closed system.
The velocity is uniquely determined from (2.1) (b), (c) and can be found afterwards
(if desired) once the equations in (2.1) (a), (d) are solved in Lagrangian coordinates.
Thus, in Lagrangian coordinates, the equations of zero Mach number combustion in
a single space variable become the integrodifferential system of reaction diffusion
191
equation.!,
Jor
M
dPo qO'Y '7 z A/Tod
(a) d.i' = ~,... oe q
(The double use of q for both heat release and mass coordinate should not cause
confusion.) For propagation in all of space or an unbounded halfspace, we have the
constant pressure approximation and !!ff
== 0, so that the system in (3.3) becomes a
coupled pair of reaction diffusion equations in Lagrangian coordinates. This system
has a nonlinear diffusion coefficient in the temperature equation; except for this
difference, the equations in (3.3) (b), (c) become the standard system of reaction
diffusion equations which many authors have used as simple model equations for
combustion. However, we emphasize here that the previous derivations of reaction
diffusion equations for combustion in 1  D occurred in Eulerian coordinates under
a con.!tant den.!ity approximation which requires small heat release (see [1]). Here,
we have derived a similar system under the much weaker assumptions of small Mach
number, almost constant pressure, and approximate chemical fluid balance for the
initial data; these assumptions allow for arbitrarily strong heat release.
The Zero Mach Number Limit for the Piston Problem in 1D React
ing Gases. It is well known that the Lagrangian mass coordinates are very useful
in studying 1  D piston motions in gas dynamics  we exploit this fact here.
We assume that the piston path is given by X(t) with piston velocity V(t) = dd~
and X(O) = 1. Besides the basic assumptions in the derivation from section 1,
we assume additionally that the piston velocity is always order one in the units
of [vbl. In this case, it is convenient to develop the low Mach number asymptotic
expansion directly in Lagrangian coordinates. Since the total initial mass is M and
mass is conserved, q varies over the fixed interval [0, M). We assume the asymptotic
expansions
p(q, t
f
) = Po + 'YMPI + O(M2 )
v( q, t') = V o + O(M)
(3.4)
T( q, t') = + O(M)
Vo
Z( q, t') = Zo + O(M)
for 0 < q < M. The important difference in this case from the one dimensional
situation described earlier is that the boundary conditions for v become
We write the 1  D equations from section 1 in mass coordinates and substitute the
expansions from (3.4). Since every function is a gradient in 1  D, the momentum
equation is trivially satisfied through a scalar pressure. The resulting equations for
To> Zo are those given in (3.3) (b). In a fashion we have already discussed in section
1, the order zero equation for the mean pressure yields the compatibility equations
d~,Po(t') = ~(t')
(3.6)
, avo a (aT) J{ AIT.
~(t ) = ,Po(t')Paq + q aq P aq + ,;qoZoe
where we utilize the parameter c:, defined in section 2. We divide both sides of the
second equation by p, integrate and use the boundary conditions (especially (3.5
to get
1
Here we have used the fact that
1
M 1 X (t)
dq = dx = X(t).
P 0
as well as the boundary conditions in (3.5). In this case, the velocity is given
explicitly by direct integration of the second formula in (3.6), using the formula for
~(t') from (3.7). At zero Mach number, all the geometry of the piston motion is
incorporated in changes in the mean pressure Po(t') and withdrawing (pushing in),
the piston is accompanied by a drop (rise) in mean pressure  this is the wellknown
principle of adiabatic compression.
Following the same reasoning as described earlier in section 2, we take the formal
limit as E + 0 for the equations in (3.8). The result is that the boundary between
the burnt and unburnt gas, the flame front, is described by a curve q = q(t) and
the equations from (3.8) become
dP ,..,P dX ,..,qom(q,t' )
(a)
di! + X(t ' ) dt' = X(t ' )
at
(3.10) (b) at' =
,..,ITdP
,..,Pdi! + qom (.q,t ')u '('))
q q t
with m( q, t ' ) the mass flux. Here 6( q  q( t')) is the Dirac measure centered at ij(t ' )
and the formulae in (b) automatically incorporate the analogous jump conditions
as in (2.7). Following (2.13), (2.14), we see from (3.10) (c) that the flame front ij(t ' )
satisfies the equation
dij (.)
(3.11 ) dt = m q,t
'
q(O) = q
Z(q,t)=
I {I, q > q(t' )
0, q < ij(t' )
(3.12)
Next we illustrate the use of the infinitely thin flame sheet equations by utilizing
the flame law postulate, m(ij, t ' ) = m(pu(tI),P(t ' )). In this case, we summarize
the formulae in (3.9)(3.12) and obtain that the equations for zero Mach number
combustion in a 1  D piston chamber with infinitely thin flame structure reduce to
the scalar nonlinear O.D.E. for the mean pressure,
dP ,..,P dX ,..,qom(pu(t'),P(t'))
(3.13)
di! + X(t') dt' = X(t') ,
with Pu(t') given in (3.12). This is the equation derived in (2.16) of [18] with a
change in notation. Once the equation in (3.13) is solved, it is a simple matter to
determine the flame location q( t ' ) and T( q, t ' ) from successive integration of (3.11)
and (3.12). In fact, for the turbulent flame laws in (2.18), it is very easy to integrate
(3.13) explicitly and obtain exact solution formulae which can be useful in checking
the validi ty of these model equations through detailed 1 D numerical experiments.
For these flame laws, we introduce
Ia
8=a+,
,.., 0<8<1
Q = ("( l)qoQ(p~)Ia,
194
then the mean pressure pet') is given explicitly by (with P(O) = I,X(O) = 1)
More general initial data for T, Z than those in (3.9) are easily incorporated in the
model, but we omit these straightforward modifications.
p
(Ll) m ( x, t) = N IP ulap a +  N 2 3:...
Rf
where N 1 ,N2 ,Oi and f3 are constants (see (2.19). R f is the radius of curvature of
the flame front, taken positive if the flame front is convex w.r.t. the unburnt gas.
N 2 is small and we require Rf to be large enough so that m > O. In [19J Oi and
f3 were determined by curve fitting some experimental results for the burning of
propane at different equivalence ratios. For a more complete discussion see [5J and
[19]. Three sets of data given in [19] are
(2.27, 0.23)
(1.2) (2.13, 0.17) .
(2.02, 0.17)
195
In lieu of equation (2.16) we will rewrite the form of the mass flux as
P~ (t)
(1.3) m(x,t) = QIPJ+~(t)  Q2~
where
1'1
(1.4) 1) =,8 + (Q  1).
l'
For the data given by Metghalchi and Keck ." + 1 > 0 for any value of l' > 1 and
." > 0 if l' > 1.22,1.18 or 1.20 for the three sets of data respectively. We will use
the mass flux from (I.1) with the assumption that 1) > 0 and that Rf is sufficiently
large so that the mass flux is positive.
Because of the simple geometries involved in the problems considered here we
will make some simplifications in the equations derived in (2.17). In all the cases
we will consider below the curvature of the flame front will be a function of time
only and hence the mass flux is also a function of time only.
The value of 'II and U; are not really of interest. What we are interested in is the
velocity field ;. We replace the hydrodynamic equations and boundary conditions
in (2.17) with the equivalent equations,
  1 dP qom(t)
\l. v = 1'P(t) dt + ~68
(1.5) v.nlan = 0
and
(1.6)
Dv
PDt =
00
\lp .
and
(1.9)
where
dt: _
(I.10) Sn = 
dt
n
is the normal velocity of the flame front. As described in section 2, the mass flux
m is equal to both the terms in equation (1.7).
196
Summary of Equations. Since the assumed mass flux, for the simple geome
tries to be considered here, is a function of time only,
(S.l)
dP qoym(t)A(t)
(S.2)
dt = va/en)
where A( t) is the surface area of the flame front. In the interior of the regions of
burnt and unburnt gases the velocity is determined by the divergence equation
 _ 1 dP
(S.3) \7 . v = yP(t) dt'
(S.6)
where Sn = dZ . ~, and
(S.7) vuxn=vb xn
on Set). The initial conditions for the velocity field will depend on the problem, as
will the far field conditions in the case of an unbounded domain.
The pressure, density and temperature of the gas are related by (see section 2)
(5.8) P=pT,
D
(5.9) Dt (p'Y / P) = 0,
so that
(5.10)
197
The quantities Pb, Tb are determined across the flame front, Set), by
p",P
(S.l1) Pb = .."...;:....;;..
P + qop",
and
(S.12)
From the equation in (S.6) for conservation of mass we obtain the equation
(S.13) Sn ="llu n+ ~
Pu
which governs the position of the flame front. The initial conditions we will use for
the density, temperature and pressure are
Planar Flame Fronts. CASE I: Unbounded domain without 3hear For the
first case we consider a very simple planar problem. The flow depends only on x and
t and only the velocity component in the x direction, u, is nonzero. The position of
the flame front is given by x = Set) with the unburnt gas in the region x> Set).
The right hand side of the pressure equation (S.2) is zero so we immediately
see that the pressure is constant and, from equation (S.lO), so is the density of the
unburnt gas. It follows that the density of the burnt gas at the flame front is equal
to one everywhere and so from equation (S.9) we deduce that Pb is equal to one
away from the flame front as well. Thus,
pet) = P(D) = 1
(P.l) Pu(t) = Pop1h(t)
Pb(t) = _p_o_ = 1.
1 + qoPo
The divergence and momentum equations for the velocity, equations (S.3) and (S.4),
together with the added condition that the flow be uniform as x + oo say that
U u and Ub are constant. It follows then, that we are free to choose our reference
frame so that
(P.2) Uu = D.
198
mo
(PA) S(t)=t+So
Po
and
(P.5)
CASE II: Unbounded domain with shear We now reconsider the previous case
by letting the planar flame front move into a shear layer. As before we let u be the
velocity in the x direction, which is the direction the flame front moves in. Let v be
the velocity in the y direction where x  y is the usual cartesian coordinate system.
Initially the shear is given by
As in the previous case the pressure and densities are constant and are given by
(1). Since there is no y dependence the curvature of the flame front remains zero
and the mass flux is again constant, given by (3). From the divergence equation
(5.3) we have
(P.7) au = 0
ax
and hence u is constant. Choosing the same reference frame as before we see that the
velocities and the position of the flame front are unchanged from the case without
shear. Continuity of the tangential velocity gives
(P.9)
Vu(x, t) = vo(x)
(P.10)
Vb(X,t) = Vo X + qomot)
(
1 + qoPo
199
so the velocity is no longer steady in the burnt gases. The vorticity jump across the
flame front is
Thus the expansion of the burnt gas decrease the vorticity in the shear layer.
CASE III: Bounded region with no shear Next we investigate the effects of
containment of the flow in a closed vessel. One immediate change is that the pressure
and the density of the unburnt gas are not functions of time. As a consequence the
density (and hence the temperature) of the burnt gas will vary not only with time
but spatially as well.
As the simplest case we take the region n to be a closed cylinder with cross
sectional area A and length L. The axis of symmetry is aligned with the xaxis
with the left end at x = O. For this first example in a bounded region we take the
flow to be one dimensional. This means that all variables depend only on x and
t and that only the velocity component along the axis of symmetry, u, is nonzero.
The unburnt gas is to the right of the planar flame front so that the unit normal
:;; points in the positive x direction. The pressure is easily determined. Equation
(5.2) gives
(P.12)
where
(P.13)
(P.15)
ou 1 dP
ox =  ,pet) dt
x dP
u(x, t) =  ,pet) dt + art).
By using the boundary conditions that u = 0 at x = 0 and at x = L we have
x dP B 1
(P.16) ub =     = x(IlIBt)
,pet) dt 1
and
200
1 dP B
u = (L  X\P(t) at = (L  X):y(1 T]Bt) .
1
(P.17) U
Note that if T] is positive then it appears that there is a potential for the pressure
and velocities to blow up in finite time. We will see later however that the flame
front reaches the end of the cylinder before that time.
From the equation governing the position of the flame front (5.13) we have
(P.lS) dS
dt
= (uu + m(t)
Pu(t)
I = (L _ S(t_l_dP
'YP(t) dt
+ m(t) p~(t).
Po
S(t)
'YPoqo 'YPoqo
where the constant So is the initial position of the flame front. One can easily
determine that the time tL when the flame front reaches the end of the cylinder is
(P.20)
o = Dt
D (pU P) = di(pl/
d P) = di(pU
dP) = di ((
id Po P~ ) "Y)
S(l) 1 + qoPo
which is false because ~~ I' O. The temperature field on both sides of the flame
front is then found by using the ideal gas law.
(C.l)
201
(C.2)
if the unbumt gas is in the region T < R(t). The subscripts i and 0 refer to the
direction of the mass flux, inward or outward.
In all cases considered the flow will be independent of 9.
CASE I: Unbounded domain We first consider unbounded domains with, in
general,. a circular shear layer. As we will see the angular and radial velocities
decouple so that the radial velocity is not effected by the angular velocity. As in
the case of plane waves for an unbounded domain we have constant pressure and
density as well as a divergenceless velocity field. Specifically, we have
P(t) = 1
1
Pu(t) = Po =  
1 qo
(C.3) pb(t) = _p_o_ = 1
1 + qoPo
and
a( t)
(C.4) vr = 
T
(C.5) V r, = O.
Noting that
s _ dR
n  dt
we see that equation (5.6) gives, using Pb = 1,
(C.6) ~
dt = Po (~)
dt  Vr ~
= m;(t) = Q1  R(t)
202
(C.7)
R(t) go
(C.g) vr)r, t) =r
Vr IR(l) = ( QJ R(t) 
r
Q2)'
We now turn to the angular velocity field. Let ve. (r) be the initial angular velocity
in the unburnt gas. The momentum equation for the angular velocity is, since the
flow is independent of B,
dX r
(C.II) dt 0 = vr(x r" t)
x r, (0) = "0.
Then, by equation (C.IO),
= O.
Thus, the differential equation (C.lO) implies that the angular momentum is con
stant, i.e.,
(C.12) is constant.
dx ro a(t) R(t)
dt = Vr.(x,
r (t), t) = ()
x r, t = ()vru(R(t),
x ro t t)
R(t) dR ( I )
= ret) dI I  p"
R(t) dR
= go Ir,(t) dI
203
(C.13)
(C.14)
where
(C.15)
To determine the angular velocity inside the flame front we note that because
the radial velocity is zero in this region the angular velocity is independent of time.
Define T(r) to be the time when the flame front was at r. Then by continuity of
the tangential velocity across the flame we have
(C.17)
We will now calculate the vorticity jump across the flame front. The vorticity
is given by
so that
Bve. ve )
(C.2l) li( = qo ( a; + : IR(I)'
This ends our discussion of the first subcase for which the unburnts gas was in the
region r > R(t).
We now take up the second subcase where the unburnt gas is confined to r <
R(t). As already noted, the pressure and densities are constant, given by equations
(C.3). Equation (C.4) also holds so we have
(C.22)
(C.23)
since now n is pointing inward, i.e. opposite the direction of r. This leads to
(C.24)
(C.25)
We note that V r, is positive, as it must be because of the expansion of the gas upon
being burnt.
The angular velocity of the unburnt gas is constant in time since V r = O. There
are two regions in the burnt gas to consider; gas which was initially unburnt, region
I, and gas which was initially burnt, region II. Let r = B(t) be the boundary
between these two regions.
First, we consider region II, Using conservation of angular momentum, equa
tions (C.12), we have
ro(r, t)
(C.26) ve,(r,t) = ve.(ro(r,t
r
where, again, ro(r, t) is the initial radial position of the gas which has radial position
r at time t. The function ro is determined, as before, by solving
d~;o = vr,(xr.(t), t)
xr.(O) = ro
205
(C.27)
(C.28)
We now turn to region I, which contains gas which was initially unburnt. Let
T(r, t) be the time that the particle of gas which has radial position r at time t was
at the flame front. Conservation of angular momentum and continuity of angular
velocity gives
dr
dt = vr.(r(t),t)
along with the condition that at time T(r, t) the particle was at the flame front, i.e.
r(T(r = R(T(r.
Thus we replace both ro and Ro by R(T(r,t in equation (C.26) and solve for
R(T(r, t. This gives
(C.29) R(T(r =
r2 + qOPoR2(t)
! + qoPo
Summarizing, we have
where ro, B(t) and R(T(r, t given by (C.27), (C.28), and (C.29) respectively. Cal
culation of the vorticity jump proceeds as in the previous subcase and yields
(C.3!)
which is the same formula for the previous subcase (see equation (C.2!)).
206
CASE II: Bounded domain We next consider the effect of containing the circular
flame front of the previous example in a closed region. Let the region n be a closed
cylinder with length L and radius C. The flame front is concentric with the cylinder.
The pressure equation (5.2) gives
dP 2qoY
(C.32) dt = C"2 m (t)R(t)
and the divergence equation gives
(C.33)
r dP a(t)
(C.34) Vr =  2yP(t) dt + r'
Imposing the boundary conditions at I' = 0 and at r = C gives the radial velocity
as
_ _r_dP _ _ k ~
2..,.P(t) dt  r C' P(l) 0< r < R(t)
(C.35)
V=
r
{ (C' _ r ) 2..,.P(l) dPdl _
r
_1_ (1 _ ...L)
r C'
qOm(t)R(l)
P(l) R(t) < r < C.
For the case where the unburnt gas is in the region r > R(t) so there is an expanding
spherical flame then equation (5.6) gives
(C.36)
dR
 m.(t)
   R(t)
 dP  m;(t)
+ (C 2
 R 2 (t))
1  dP
dt  PbIR(t) 2yP(t) dt  Pu R(t) 2yP(t) dt .
Using equation (C.32) to remove the P derivative we obtain a coupled set of equa
tions for P and R;
dP 2qoY
dt = 7 m .(t)R(t)
(C.37)
dR _ m.(t) ( _ R 2 (t)) qom.(t)
dt  Pu + 1 C2 P(t)'
A similar procedure for the case where the unburnt gas is in the region r < R(t)
gives
(C.38)
dR
 ma(t)
   R(t)
 dP  mo(t)
+ (C 2
 R 2 (t)
1  dP
dt  Pu 2yP(t) dt  PbIR(l) R(t) 2yP(t) dt
(C.39)
207
The mass fluxes mj and m o are given in terms of P and pu by equations (C.l)
and (C.2) respectively. In both cases Pu is given in terms of P(t) by
Pu = PoP~ (t).
Note also the pressure increases monotonically and that R(t) goes in the direction
of the unburnt gas in both cases. Angular momentum is conserved (see equation
(C.12), which still holds), so the angular velocity is calculated via
(C.40)
where X r is the radial position a particle of gas at time t which had position ro at
t = O. Thus x ro is determined by
(C.4l)
For the unburnt gas we set t = 0 and invert the equations (C.42) and (C.43) to
give ro as a function of r and t to obtain
V8 (r,t) = ~V8
r (r)
U
where
(C.44)
ro(r,t) = /C 2  (C2  r2)P~(t) unburnt gas in r > R(t)
ro(r,t) = rP+';(t) unburnt gas in r < R(t).
In order to determine the angular velocity in the burnt gas we define T(r, t) to be
the time that a particle which has radial position r at time t was at the flame front.
In terms of T the angular velocity of the burnt gas is given by, after using continuity
of V8 at the flame front,
R(T(r, t))
(C.45) vr.(r,t) = r v8.(R(T(r,t)),T(r,t)).
Note that in both cases the right had side is strictly monotonic and hence we can
invert and find T. Also T(R(t), t) = t. Differentiating w.r.t. l' and evaluating at
l' = R(t) we obtain
(C.47) 1= (
dROT
at or 
aT)
v r , 8r
IR(t)
and so
OTI 1
(C.4S)
or R(t) = ~~  Vr ,
r VB, OVB,
,>b = ;: + or
= VB,
l'
+ [_ VB, + ~
l' l'
(dR oT VB
dt or'
+ ROVB. dR aT + R OVB OT)]
or dt or at Or
It=T(r,t)
= ~ [R
l'
dR aT (VB.
dt or R
+ OVB.) + RaT OVB.]
or or ot
It=T(r,t)'
Using the 8component of the momentum equation to eliminate the time derivative
of VB. we have
(bIR(t) = (
dR
at  Vr
) oT (OVB.
or &
VB.)
+ ;: I R(t)
= (if! 
~~ 
vr u
Vr ,
) (OVBu + VB.)
Or l'
I
R(t)
= pu
Pb (OVB.
&
VB. )
+ ;:
IR(t)'
Thus,
8( = (1 _ Pb)
Pu
(OVB. + VB.)
or l'
IR(t)
(C.49)
= qoPb
P
(OVBu + VB.)
or l'
I . R(t)
Note that the term in brackets is just the vorticity of the unburnt gas at the flame
front. Using equation (S.l1) which relates Pb and Pu at the flame front we see that
P
(C.50) (bIR(t) = p + qoPu (u/R(t).
Thus, the vorticity is reduced behind the flame, due to the decrease in density.
209
Discussion. Now that we have solved the equations for a variety of simple
situations we can discuss some of the effects of curvature and containment of the
gas.
First we consider the effects of containment. Containment of the gas in a
bounded region results in a buildup of the pressure P( t) and of the densities. It also
results in the burnt gas becoming nonuniform. This increase in the pressure results
in an increase in the mass flux, since "7 + 1 > O. From equation (5.6) we find that
the flame speed w.r.t. the unburnt gas decreases as the pressure increases, provided
that 'Y is less than 2 which is always the case.
The effects of incorporating a curvature dependence of the mass flux is to re
duce/increase the mass flux if the flame front is convex/concave w.r.t. the unburnt
gas. This results in a corresponding decrease/increase of the flame velocity w.r.t.
unburnt gas.
The effects on the vorticity jump of enclosing the gas in a finite volume as well
as the effects of curvature dependence of the mass flux are all contained in equation
(C.49), namely,
In all cases, the expansion of the gas behind the flame front reduced the vorticity.
Note that as the size of the containment vessel becomes infinite both Ph and P
approach 1 and the vorticity jump for a circular flame front in an unbounded domain
is recovered. Next by letting the value or r go to infinity the vorticity jump for a
planar flame front in an unbounded domain is recovered as well. We also note that
in a confined chamber
Pbl 1
P R(t) = qo + Popl~
decreases with time since 'Y > 1 so the vorticity jump is less prominent in confined
circular geometries.
We end our discussion with the following remark: For flame fronts moving in
two space dimensions, there is a general procedure to compute the vorticity field. In
both burnt and unbumt gas, we have the equation, f]t (;) = 0 while the vorticity
jump across the flame front is determined from the general formula of Hayes ([20]).
The formulas for the vorticity jump given explicitly in the simple geometries are
the same as those computed through this general formula.
Problem # 2 Follow ideas of Klainerman and Majda ([21]) and extend Schochet's
work ([10]) to give a rigorous derivation of the next term in the low Mach number
asymptotics. This term involves linear equations for acoustical noise at low Mach
numbers  an important practical topic ([22]). Also, extend Schochet's derivation
from the inviscid case to allow for fixed nonzero Prandtl and Lewis numbers for
the equations in (1.1).
Problem # 3 Formulate and prove a suitable global existence theorem for the 1 D
integrodifferential reaction diffusion system in (3.8) and (3.3). Also consider other
boundary conditions that allow for fuel injection. Find conditions on the piston
motion, X(t), which guarantee this existence theorem. For appropriate boundary
conditions for T, Z and suitable time periodic piston motions, X(t), decide whether
the system of equations in (3.8) and (3.3) has time periodic solutions. Are chaotic
dynamic motions of the equations in (3.8) and (3.3) possible with periodic piston
motions X(t)?
Problem # 4 Using high activation energy asymptotics, provide rigorous justifica
tion (even for short times !) for the onedimensional flame sheet equations in (3.10)
including a formula for the mass flux, m( q, tf). This is a difficult but important first
step in providing a rigorous understanding of the formal limit in section 2.
Problem # 5 Find other interesting exact solutions of the flame front free bound
ary equations in (2.17) besides those presented in Section 4. A systematic linear and
nonlinear stability analysis of the exact solutions in section 4 which delineates the
role of curvature, confinement, and vorticity production on the stability of solutions
would be very interesting.
Acknowledgement. The authors thank Pedro Embid for his help in the write
up for section 1 of this paper.
REFERENCES
[1] MATKOWSKY, B.l . AND SIVASHINSKY, G.I., An asymptotic derivation of two models in flame
theory associated with the constant density approximation, SIAM J. Appl. Math., 37 (1979),
p.686.
[2J MAJDA, A.} AND SETHIAN, J., The Derivation and Numerical Solution of the Equations for
Zero Mach Number Combustion, Combust. Sci. and Tech., 42 (1985), p. 185.
[3J SIVASIIINSKY, G .1., Hydrodynamic theory of flame propagation in an enclosed volume, Acta
Astronautica, 6 (1979), p. 631.
[1J GHONIEM, A.F., CHORIN, A.J., AND OPPENHEIM, A.K., Numerical modelling of turbulent
flow in a combustion tunnel, Philos. Trans. Roy. Soc. London, Sr. A (1981), p. 1103.
[5J GHONIEM, A.F., AND KNIO, a.M., Numerical Simulation of Flame Propagation in Constant
Volume Chambers, For Presentation at the 21st International Symposium on Combustion,
Munich, West Germany, August 1986 (1986).
[6] GIIONIEM, A.F., Computational methods in turbulent reacting flow, ed. G. Ludford, SIAM/AMS
Lectures in Appl. Math., Vol. 24 (1986), pp. 199265.
[7] EMilIO, P., WelJposedness of the nonlinear equations for zero Mach number combustion, in
Reacting Flows: Combustion and Chemical Reactors, Park II, ed. G. Ludford, SIAM/AMS
Lectures in Appl. Math., Vol. 24 (I986), pp. 253272.
[8] EMilIO, P., WelJposedness of the nonlinear equations for zero Madl number combustion,
Comm. Partial Dilf. Eqns., 12 (1987), pp. 12271283.
[9] EMBlD, P., On the reactive and nondiffusive equations for zero Mach number flow, Comm.
Partial Dilf. Eqns., 19 (1989), pp. 12491281.
211
[10] SCHOCHET, S., Singular limits in bounded domains for quasiJinear symmetric hyperbolic
systems having a vorticity equation, J. Dilf. Eqns., Vol. 68 (1987), pp. 400428.
[11) WILLIAMS, F.A., Combustion Theory, AddisonWesley, Reading, MA (1964).
[12] TEMAM, R., The NavierStokes Equations, (North Holland Press, Amsterdam) (1977).
[13) LANDAU, L.D., On the theory of slow combustion, J. Exp. Theor. Phys., 14 (1944), p. 240.
[14) KURYLO, J., DWYER, H.A., AND OPPENHEIM, A.K., Numerical analysis of flow fields gener
ated by accelerated flames, AIAAJ, 18 (1980), p. 302.
[15) MARKSTEIN, G.H., Nonsteady Flame Propagation, Pergamon Press (1964).
[16] CLAVIN, P. AND WILLIAMS, F.A., J. Fluid Mech., 116 (1982), p. 251.
[17) MATALON, M. AND MATKOWSKY, B.J., FJames as gas dynamic discontinuities, J. Fluid Mech.,
124 (1982), p. 239.
[18] CARRIER, G.F., FENDELL, F.E., AND FELDMAN, P.S., Dynamics of Reactive Systems, Aca
demic Press, New York (1980), pp. 333352.
[19J METGHALCHI, M., AND KECI<, J .C., Numerical simulation of flame propagation in constant
volume chambers, Combust. Flame, 38 (1980), p. 143.
[20] HAYES, W.D., The vorticity jump across a gas dynamic discontinuity, JFM 2 (1957), p. 595.
[21) KLAINERMAN, S. AND MAIDA, A., Compressible and Incompressible Fluids, Comm. Pure
Appl. Math., 35 (1982), pp. 629653.
[22] HOWE, M.S., J. Fluid Mech., 71 (1975), pp. 625573.
ATTRACTORS AND TURBULENCE FOR
SOME COMBUSTION MODELS
MARTINE MARION*
213
214
estimate of the dimension turns out to be very large for usual values of the param
eters. Even though it is only an upper bound, this may reflect the complexity of
the underlying dynamics.
Part of the work presented here (Section 1) has been done in collaboration with
O. Manley and R. Temam.
Let us mention that attractors are also studied in NicolaenkoScheurerTemam
[14J for a quite different problem, namely the KuramotoSivashinsky equation, which
describes flame front instabilities.
&u E;J _
(1.1) at + (u.'V)u  Prf::,u + 'Vp == (1 _ ,)F 8xz ,
(1.2) div u == 0,
&8
(1.3) &t + (u.'V)8  f::,0 == w(O, ,p),
&,p 1
(1.4) & + (u.'V),p Lef::,,p==w(8,,p).
This system involves reduced variables and follows from the Low Mach number
combustion equations thanks to nondimensionalizations similar to the ones in Peke
Clavin [15J. The unknowns are the velocity u, the pressure p, the temperature 0
and the concentration of the reactant ,p. The diffusion coefficients Pr and Le are
respectively the Prandtl number and the Lewis number; the normalized reaction
rate w is given by the Arrhenius law
j3m+1 m ( 13(1  8) )
w(0,,p)==2miLem,p exp 1+,(01)'
where m E N* is the order of the reaction, 13 > 0 is the reduced activation energy
and, E]O, 1[ is a heat release parameter. Finally, F is the Froude number, while,
as mentioned above, E; == 1 according to the direction of propagation of the flame.
215
Note that the term in the righthand side of (1.1) comes from the Boussinescq
approximation. By setting it equal to zero, one recovers the usual constant  density
model (see for instance BuckmasterLudford [4]). Our aim here is in particular to
study how buoyancy forces affect the dynamics of the flame.
We consider the reactive flow in a finite tube represented by a bounded two
dimensional domain n = 1 a/2, a/2[x]  b/2, b/2[ with the following boundary
conditions (see Figure 1)
where U2 > is some given constant; thus U = (0, U2) represents the basic velocity
of the reacting flow entering the tube l .
Finally, we supplement (1.1)  (1.7) with the initial conditions
I
I
I
1 I
....
I I

I I
_____ J a/2
I
j
I
I X, I
I
I 9 I
I
I
I J
X.'b/2
2
unburnt gas burnt gas
Figure 1
1 In this model, the location of the flame in the tube can not be precisely predicted and depends
strongly on the hydrodynamics. For example, for weak hydrodynamic effects, the flame is most
probably close to '" =0 b/2, where the reactant is supplied.
216
where v denotes the unit outward normal vector. Then, for every (uo,Bo,t/Jo) in H,
(1.1)(1.8) possesses a unique solution with
(u, B, t/J) E e([O, TJj H) n L 2(0, Tj H 1(n)4), 'IT> O.
This existence and uniqueness result follows from a maximum principle for (1.1)
(1.8) which states that
(1.9) B(x, t) ~ 0, O:os: t/J(x, t) :os: 1, for t > 0 and a.e. x E n,
and also from some of the a priori estimates presented in Section 1.2 below.
The mapping
S(t): (uo,Bo,t/Jo) > (u(t),B(t),t/J(t)), t > 0,
is then well defined and continuous from H into H and it enjoys the usual semigroup
property
5(0) = Id,
S(t+s)=S(t)oS(s), Vt,s~O.
1.2 Existence of the universal attractor. We first recall some general def
initions and results. Let H be a metric space, Set), t ~ 0, be a semigroup of
continuous operators from H into itself.
A set Xc H is a functional invariant set for the semigroup Set) if
S(t)X = X, 'It ~ O.
The universal attractor A, when it exists, is the unique compact invariant set which
attracts every bounded set in H, i.e. for any bounded set :E
lim dist(S(t):E,A) = 0,
t+oo
THEOREM 1.1. For the semigroup S(t) associated to (1.1)(1.8), there exists a
universal attractorA which is bounded in HI(n)4.
Sketch of the proof. Theorem 1.1. is proved by checking properties (1.10) and
(1.11). This is done thanks to uniform in time a priori estimates.
We start by deriving estimates in the L 2 (n)norm that we denote by [ . [. The
temperature 8 is decomposed as
(1.12)
where, since 8 2: 0,
8= 1  (8  1)_ E [0,1].
Note that the reaction rate w is bounded by some constant CI for e 2: 0, 0 :s 1/J :s 1.
Using also CauchySchwarz inequality, we infer from (1.13)
(1.14)
where 'xl denotes the smallest eigenvalue of ~ associated to the Dirichlet boundary
conditions at X2 = b/2. This inequality along with (1.14) yields
and by integrating
(1.15)
with
1 R2
to = "\
Al
log ( C
2/' 2 ) b'
Al + 1 a
I
This shows that B(t) enters after a finite time depending only on the data and R
when IBol ~ R a ball whose radius depends only on the data.
Then, using (1.15) and equations (1.1) (1.2), one can check that a bound anal
ogous to (1.16) holds for u, while of course such a bound is obvious for ..p, since
0~1jJ~1.
Combining these estimates yields the existence of an absorbing set, hence (1.10).
Next, (1.11) follows from estimates in the H 1 (n)norm. Using classical tech
niques for parabolic equations, one shows that B(t), ljJ(t) and u(t) enter after a
transient time depending only on R and the data when IBo I ~ R, luo I ~ R a ball
of HI(n) whose radius depends only on the data. This gives (1.11), since H 1 (n) is
compactly imbedded in L 2 (n).
o
1.3 Estimate of the fractal dimension of the attractor. We first recall
the definition of the fractal dimension of a compact set e in a metric space H.
Denoting by ne( ) the minimum number of balls of radii necessary to cover e, the
capacity or fractal dimension of e (Mandelbrot [10]) is defined by
. . logne()
(1.17) dlmF(e)=hmsup I / .
<0 ogl
and also
&w
(1.19) 0"1 = max
(
max
0<9<1
1&B I, max
0~9~1
0:5~1 O~~l
f3m+! 4/2 2
= 2m! max(m'T e ).
219
THEOREM 1.2. Assume that Le = 1. Then the fractal dimension of the uni
versal at tractor describing the long time behaviour of the solutions of (1.1)(1.8) is
bounded by
(1.20)
where c denotes a constant depending only on the shape factor bl a and A, 0'1 are
respectively given by (1.18), (1.19).
Remark 1.3. In order to simplify the estimate (1.20), we need to recall the
orders of magnitude of the parameters. The Prandtl number PI' is often of the
order unity, while the activation energy 13 is large. Also since the length unit in our
nondimensionalization is the width of the diffusion zone of the flame (see [15]), the
area of n is large. Therefore, with these remarks, (1.20) becomes
(1.21 )
This bound of dimF A is the sum of a term taking into account the chemical
reaction and a term taking into account the convection. For ordinary mixtures, 13
is about 20, 1 ~ 0.8 and the Froude number F varies between 5 and 100. Also the
width of the diffusion zone is of the order of lO z. Therefore the two terms in the
righthand side of (1.21) may play competing roles. However, for large tubes, the
complexity of the flow seems to be predominantly due to the convection.
The general case. For arbitrary lewis numbers, we only have (1.9) so that
(1.19) is replaced by
OW
(1.22) GI = max sup 1'>Ll I, sup
( 8>0 uu 8~0
0:S$1 0:S>I>:SI
_ 13 m +! fJh 41
Z
z
 2m!Le m e max(m, 13 e ),
(1.23)  1
A = inf(Pr, 1, ),
Le
f3m+1
(1.24) O'z = sup w(8,1jJ) = efJh .
8>0 2m!Le m
0:S:SI
THEOREM 1.4. The fractal dimension of the universal attractor describing the
long time behavior of the solutions of (1.1)(1.8) is bounded by
(1.25)
ab { _ I/Z 1 (ab)I/ZI }]
c [1 + A 1 + Le + 0'1 + O'z(ab) + (1 /)F + Pr(1 _/)F(1 + abO'z) ,
220
where c denotes a constant depending only on the shape factor bj a and 0 1 , A, (72
are given by (1.22), (1.23), (1.24).
In this estimate, the effects of the convection and the combustion are coupled. The
bound turns out to be very large for usual values of the parameters. This is due to
the lack of an upper bound for O. Since, for gaseous mixtures, Le is very close to
one, the bound (1.21) seems to be more realistic.
The proofs of Theorems 1.2 and 1.4 (and of all the results of Section 1) can be
found in ManleyMarionTemam [11]. The bounds on the dimension are derived by
estimating global Lyapunov exponents on the attractor, according to the general
method of ConstantinFoias [5], ConstantinFoiasTemam [7J (see also Section 2.3
below).
2.1 The equations. The problem we consider here arises from the theory
of gasless combustion of condensed systems. This type of combustion describes
chemical reactions in solid fuels for whic1J the combustion takes place into the solid
itself, i.e. the solid burns and the solid fuel is transformed into solid combustion
product without any gas formation. We assume a onestep chemistry: R > P
and consider a flame propagating in a cylindrical sample of solid fuel. In terms
of suitably chosen nondimensional variables, the system describing the combustion
reads (see Matkowsky  Sivashinsky [13])
ao ao
(2.1) at  L:.O + f) X 3 = w(O,t/;),
at/; at/;
(2.2) 7it+ f) 3
x
=w(O,t/;).
. ( ;3(1  0) )
w(O,t/;)=f(O)t/;, With f(O)=;3exp 1+,(01)'
where ;3 > 0 is the reduced activation energy and, E]O, I[ is a heat release param
eter.
For solids, the diffusion coefficient of the reactant is negligible compared to the
thermal diffusivity, so that the Lewis number whic1J is the ratio of these coefficients
221
The temperature and concentration are assumed to satisfy the following boundary
conditions
9=1
9 = 0, 'If = 1
Figure 2
Sketch of the proof. The proof uses a fixed point argument in the space
a8
(2.9) 8(Xj,X2,0,t) =0, 8(Xl,X2,b,t) = 1, all(x,t) =0 forxi+x~=a2,
(2.10) 0(XI,X2,0,t) = 1,
(2.12)
(2.14)
(2.15)
Obviously, this provides the existence of T I depending only on CI, C2 such that ~ is
a contraction in X(O, T) for T ~ T I . In particular, T I does not depend on (0 0,1/;0).
To conclude, we can apply the contraction mapping theorem to the operator ~
in X(O, TI). Then we can repeat the argument on the intervals [TI , 2Td, [2TI , 3TI ],
etc. This shows the existence result in Proposition 2.1. The uniqueness result is
shown thanks to energy estimates similar to the ones above. 0
Proposition 2.1 allows to define
THEOREM 2.2. For the semigroup S(t) associated to (2.1)  (2.6), there exists
a universal attractor A which is bounded in HI (11)2.
Sketch of the proof. Theorem 2.2 follows from properties (1.10) and (1.11).
These properties are derived thanks to uniform in time a priori estimates in the
2(11) and H I (I1) norms.
For 0 which is the solution of the parabolic equation (2.1), the techniques in
volved are similar to the ones in Section 1.2. One can check the existence of two
constants Po, PI depending only on the data such that
in the region of the (x, t) space where t > X3' In particular, if t > b, we have that
t > X3 for all x E fl, so that (2.18) holds for t > b, x E fl. It follows that, for t > b,
1/1 belongs to HI(fl); its partial derivatives are given by
{it
(2.19)
{){)1/1(x,t)
XI
= 1/1(x,t)
txa
(I'(8){){)8.)(XI,X2,st+X3,S)ds,
Xl
fori=1,2,
{it
(2.20)
{){)1/1 (x, t) = 1/1(x, t) (1'(8) {){)8 )( xI, X2, S  t + X3, s )ds  f( 8( XI, X2, 0, t  X3) )].
X3 txa X3
To conclude, as in Theorem 1.1., the above estimates yield the properties (1.10)
(1.11) for the semigroup, and therefore the existence of the universal attractor. 0
The following result yields in particular that the longtime behavior of the con
densed phase combustion model is governed by a finite number of parameters:
225
THEOREM 2.3. The fractal dimension of the universal attraetor describing the
long time behavior of the solutions of (2.1)  (2.6) is bounded by
(2.23)
where c denotes a constant depending only on the shape of 0 2 and a, a are given
by (2.21), (2.22).
Remark 2.4. As in Section 1.3, the estimate (2.23) can be simplified by taking
into account the orders of magnitude of the parameters. The activation energy is
large as well as the volume of 0 (due to the nondimensionalization). The predomi
nant term in (2.23) is then (vol 0) a5 /a 7 / 2 which leads to
(2.24)
This estimate is very large for typical values of the parameters such that "Y = 0.8,
13 = 12. From a mathematical point of view, this is due to the lack of an upper
bound for the temperature. It seems that there is no physical evidence for the
existence of such a bound. In that case, the estimate (2.24) could yield a relevant
information on the complexity of the dynamics, which is predicted to be very high
(see e.g. BaylissMatkowsky [2,3]).
Theorem 2.3 is proved by estimating global Lyapunov exponents on the attrac
tor. The Lyapunov exponents are directly related to the linearized flow around a
solution (8,t/J) of (2.1)  (2.6)
ae ae
(2.25) 
at
 ~El + aX3 = j'(8)t/JEl + j(8)w,
(2.26) aw + aw = j'(8)t/JEl j(8)w,
at aX3
aEl
(2.27) El(XI,X2,0,t) = 0, El(XI,X2,b,t) = 0, av (x,t) = 0 for Xl2 + X22 = a 2 ,
(2.28) W(XI, X2, 0, t) = O.
Let (80 , t/Jo) be a point on the universal attractor and (8( t), t/J(t)) be the correspond
ing solution of (2.1)  (2.6). For mEN, we introduce the quantity 3
(2.29)
Tm (8o,t/Jo,{Elj, Wj}j'=l,t) =
= f
j=l
[{I'VEl j I2 +
in
~Wj Wj + j(8)W~  j'(8)t/JEl~ 
X3
j(8)0 j Wj + f'(8)t/JEl j Wj}dx,
where {(Gj, Wj)}~l is a family of functions of HI(n)2 satisfying (2.28) and which
is orthonormal in L 2(n)2. We set
(2.30)
According to [5,7], we can now state the following result: if there exists some m E N*
such that
(2.31 )
Theorem 2.3 will be derived by applying this result and we aim now to obtain
(2.31) for some m E N*. Using the constants in (2.21), (2.22), it is easy to infer
from (2.29) that
(2.33)
Next, since the family {(Gj, Wj)} is orthonormal, the family {Gj} satisfies for
any vector ~ in Rm:
where p(x) = I::}:I G;(x) and L denotes the diameter of n. In particular, K] and
K 2 are independent of m.
227
where
C3
2(5 K
= (vol n)  1
)25/6 K 2
(
a 217 2 52
+ 2 + a + a ) / .
5 6 2
This inequality is independent from the family {(e j , Wj)}. Thus, returning to the
definition (2.30), we get the following lower bound
(2.34)
(2.35) a( m *
Z )
1 :S 2C3 < Zm
a *.
Then, qm. > O. This shows that the fractal dimension of A is finite; moreover, using
the bound (2.32) and (2.34), it is majorized by
This last inequality yields the estimate (2.23) by expression the bound on m* given
by (2.35). 0
REFERENCES
[IJ C. BARDOS, ProbJemes aux limites pour les equations aux deriw;es partielles du premier
ordre a coeffidents reels: theoreme d'approximation; application a l'equation de transport!
Ann. Sci. Ecole Norm. Sup., 3 (1970), pp. 185233.
[2] A. BAYLISS AND B.J. MATKOWSKY, Fronts, relaxation oscjJJations and period doubling in
solid fuel combustion, J. Comput. Phys, 71 (1987), pp. 147168.
[3J A. BAYLISS AND B.J. MATKOWSKY, Two routes to chaos in condensed phase combustion,
SIAM J. AppJ. Math., 50 (1990).
[4J J.D. BUCKMASTER AND G.S.S. LUDFORD, Theory of/aminal' flames, Cambridge Univ. Press,
1982.
[5J P. CONSTANTiN AND C. FOiAS, Global Lyapunov exponents, Kaplan Yorke formulas and the
dimension of the at tractors for twodimensional NavierStokes equations, Comm. Pure Appl.
Math, 38 (1985), pp. 127.
[6J P. CONSTANTIN, C. FOlAS, O. MANLEY AND R. TEMAM, Determining modes and hacta!
dimension of turbulent flows, J. Fluid Mech., 150 (1985), pp. 427440.
[7] P. CONSTANTiN, C. FOiAS AND R. TEMAM, Attractors representing turbulent flows, Mem.
Am. Math. Soc., 53, (1985), No. 314.
[8] J.M. GHIDAGLiA, M MARION AND R. TEMAM, Generalization of the SobolevLiebThirring
inequalities and applications to the dimension of at tractors, Differential and Integral Equa
tions, 1 (1988), pp. 121.
228
[9] L. LANDAU AND I.M. LIFSCHITZ, Fluid Dynamics, AddisonWesley, New York, 1953.
[1 OJ B. MANDELBROT, Fractals: Form, Chance and Dimension, Freeman, San Francisco, 1971.
[ll] O. MANLEY, M. MARION AND R. TEMAM, in preparation.
[12] M. MARION AND R. TEMAM, Some remarks on turbulent combustion from the attractor point
of view, in Mathematical Modeling in Combustion and Related Topics, C.M. Brauner and
C. SchmidtLaine Eds., NATO ASI Series, Applied Sciences, vol. 140, 1988, pp. 155172.
[13] B.J. MATKOWSKY AND G.I. SIVASHINSKY, Propagation of a pulsating reaction front ill solid
fuel combustion, SIAM J. Appl. Math., 35 (1978), pp. 465478.
[14] B. NICOLAENKO, B. SCHEURER AND R. TEMAM, Some global dynamical properties of the
KuramotoSivashinsky equations: nonlinear stability and attractor, Physica 160 (1985), pp.
155183.
[15] P. PELCE AND P. CLAVIN, Influence of hydrodynamics and diffusion upon the stability limits
of laminar premixed flames, J. Fluid Mech., 124 (1982), pp. 219237.
[IB} D. RUELLE AND F. TAKENS, On the nature of turbulence, Comm. Math. Phys., 30 (1971),
p. 167,
[17J G. SrvASHlNSKY, On spinning propagation of combustion waves, SIAM J. App!. Math., 40
(1981), pp. 432438.
[18] S. SMALE, Differential dynamical systems, Bull. Amer. Math. Soc., 73 (1967), pp. 747817.
[19] R. TEMAM, Infinite dimensional dynamical systems in mechanics and physics, Applied Math
ematics Series, vol. 68, SpringerVerlag, New York, (1988).
LINEAR STABILITY OF ONEDIMENSIONAL DETONATIONS
Introduction. Since detonation waves are prone to instability, the linear sta
bility problem is of fundamental importance. The goals of such an analysis might
include: (i) broad qualitative conclusions  e.g., increasing the overdrive tends to
stabilize; (ii) the precise calculation of stability boundaries for comparison with ex
periment; (iii) physical conclusions based on the nature of the spectrum; (iv) the
prescription of tests for numerical simulations of unsteady detonations.
Much of (i) was achieved by Erpenbeck some years ago (see Fickett and Davis
(1979) for an effective summary) albeit with some imprecision due to the inadequate
computational tools of the day. Goal (ii) is not attractive to the modeler because
of the lack of appropriate experimental data. Goal (iii) provided the fundamental
motivation for the present study (see below). For a discussion that is relevant to
goal (iv) see Abousief and Toong (1982).
It was shown by Buckmaster and Neves (1988), using asymptotic methods to
define a simplified numerical problem, that for sufficiently large activation energy
the growth rate of the modes will first increase with frequency, and subsequently
decrease. It was pointed out that this phenomenon could provide an explanation
for certain experimental observations of Alpert and Toong (1972). Implicit in this
observation is the requirement that the effective physical activation energy is "suf
ficiently large". The present calculation show that the required activation energies
are physically realistic.
Similar calculations (but using a quite different numerical scheme) have recently
been concluded by Lee and Stewart (1990) in a much more ambitious undertaking.
Our approach is significantly less demanding of computational resources and so is,
perhaps, of interest on that account. Moreover we provide an alternative discussion
of some important features of the formulation.
'University of Bordeaux.
**University of Illinois, Urbana.
tENS, Lyon.
229
230
8p 8 Du 8p
at + 8x (pu) = 0, p Dt =  8x '
(1) c
P PDt
DT = Dp + QBYeEjRT pDY = _BYeEjRT
Dt 'Dt '
P = pRT, BO/p.
8p 8p 8
(2)   h,
8t 8s
+ (pu)
8s
= 0
(3) 8p'

at
dp
 h,
ds
a ('
+ as ')
pu + up =
with ( )' identifying perturbations and unencumbered variables (other than h) cor
responding to the steady state p = p( s), u = u (s). The boundary condi tions at the
shock are defined by perturbed RankineHugoniot conditions and may be written
, dp du
(5) R = p  h U = u' _ h
ds' ds
whence
aR a
(6) at + (pU
8s
+ uR) = 0
dp , du ,
(7) R + h ds = p., U+ h 
ds= u at s = o.
dp
p( s) + R( s, t) + h ds (s )
or as
p(x) + R(x, f).
The inertial frame will be used in the remainder of the discussion.
(14)
232
f = A exp {A [t _ _ +x
Cb Ub
]}
x
(15) g=BexP{A[t+ ]}
:J}
Cb  Ub
h = C exp { A [t 
so that the condition (13) is equivalent to
(16) B=O.
Now
Only for neutrally stable modes (ReA = 0) is it necessary to use the combination
(13b). However, the latter is accurate as soon as reaction becomes small, whereas
(18) is only accurate for large x, and this can make a difference in the quest for
numerical accuracy.
A final note. Near equilibrium Y satisfies the equation
with solution
(20)
The perturbed reaction term in the energy equation (lc) induces perturbations to
p, U and P of the same magnitude; but these are exponentially smaller than the
smallest of the homogeneous terms (h, eqn. (15c)), and so need not be retained in
the compatibility condition.
L = p,uS,esC. (M;  1)
(21)
BOQ (M;  'Y 1)
233
and is the thickness of the detonation wave in the limit of infinite activation energy
(Buckmaster and Ludford, 1986). In addition we define nondimensional parameters
QN,8 and f3 by
E
(22) 8=RT.'
Given the state of the fresh gas and the heat release Q, M f for a C J detonation
(McJ ) is determined. Then Mf = MCJJl where f is the overdrive which also is
specified. The RankineHugoniot conditions determine the steady postshock state
and the stationary structure is described by the formulas:
(23)
At the shock
(24) Yo = 1 at x = O.
Only the dependence of the different variables on Yo is needed for the stability
calculation.
(25)
where
234
By eliminating PI using the equation of state, these can be written in the form
where
~ = T(Pl, Ul, TI, Y 1)
(28)
(29)
Ul +U3PI +u4h=0,
(30)
T1 + USPI + u6h = 0, all at x = O.
and Eqns. (30) and (31) comprise Dirichlet data for the problem. The formulation
is completed with the compatibility condition (13b) which is
(32)
although as noted earlier we can use one of the condition (18) if Rep) > O.
We write
(34) v= ~
eAfV, h =
~
eA'h
where the vector a o is chosen to satisfy the boundary conditions (30  32). The
coefficients {an} are chosen so that equations (27) are satisfied at the collocation
points
8 _ (2j  1)71" N
(36) J  2N ' j = 1 ...
where
(37)
(38)
1 This was chosen in order to concentrate the collocation points in the main reaction zone, where
gradients are large, but may not have been the best choice. For large values of the activation energy,
Y changes only a little in the induction zone so that the number of collocation points there is small
and yet the eigenfunctions can vary significantly there. There is a similar difficulty behind the
reaction zone, but this is probably minimized by use of the boundary condition (13b). An example
of a better mapping function might be 1 Y  (1 +",2) 1 for this resolves the reaction zone without
neglecting the rest of the structure.
236
when nonlinear terms are neglected, but the other acoustic wave is
when cubic terms are neglected but quadratic nonlinearities are retained. For a
vanishingly small disturbance the residence time for this signal is unbounded.
This
I paper [E] [A&T]
1.6 1 1 1
1.4 2 2 2
1.2 3 2 3
1.1 6 7
*
1.0 10 8
*
*= not reported
Table II shows the effects of varying the number of collocation points (N) when
1= 1.2,QN = 1O,{3 = 50,I = 2. At high frequencies (IIm(>')1 > 16) the difference
between the results for N = 64 and those for N = 128 becomes significant, but
most of the eigenvalues are accurately determined with N = 64.
Table III shows the effects of increasing activation energy when I = 1.2, QN =
10, I = 2. For {3 = 30 there is a single unstable mode. Increasing {3 to 33 generates
two unstable modes, with the low frequency one being most unstable. This behavior
persists for {3 = 34, but at {3 = 35 the second (high frequency) mode becomes most
unstable. Thus at some critical value of the activation energy between 34 and 35
there are two unstable modes of quite different frequencies that will grow equally
rapidly. Such behavior was predicted by Buckmaster and Neves, but their work
does not establish that it can occur for physically realistic values of the activation
energy. The possible physical consequences are discussed by them.
Since decreasing the overdrive I at fixed {3 is comparable to increasing {3 at
fixed I (both increase 8, the activation energy normalized using the postshock
temperature) similar behavior to that of Table III is revealed in Table IV. As I is
decreased from 1.8 to 1.6 the second (high frequency) mode replaces the first (low
frequency as the most rapidly growing one.
237
N 128
Table III Unstable spectrum for 'Y = 1.2,QN = 10,1 = 2 (see also Fig. 1)
11 = 30 33 34 35 37 40
.023 i1.l7 .087 i1.21 .106 i1.23 .124i1.24 .156 i1.27 .196 i1.30
.059 i2.00 .093 i2.02 .126 i2.05 .187 i2.10 .268 i2.16
.087 i3.04 .205 i3.14
.121 i4.03
.084 i4.97
.023 i1.l7 .096 i1.20 .172 i1.24 .244 i1.27 .304 i1.28
.071 i2.00 .201 i2.09 .343 i2.18 .518 i2.26
.078 i3.01 .260 i3.16 .447 i3.31
.217 i4.06 .443 i4.28
.142 i5.03 .399 i5.30
.054 i5.94 .357 i6.28
All of these results were obtained using the boundary condition (13b). The use
of one of (18) makes it much harder to obtain accurate results, especially at large
values of 11 and small values of Re(.\). We believe that this is because of two facts:
for large 11, reaction is essentially complete at quite modest values of x, values for
which if Re(.\) is small the exponential behavior that leads to (18) has yet to play
a significant role; and our collocation scheme distributes points rather thinly in
regions where Y changes but a little. On the other hand the condition (13b) is true
immediately reaction is insignificant and so the fact that our representation of the
eigenfunction in the burnt gas is inadequate has little impact.
Incorporation of the exponentially small reaction term into the compatibility
condition (see the earlier discussion) makes no significant impact on the calculated
spectrum.
239
Re(A) 13 = 50
13=40
0.5
/1 13 = 35
0.4
0.3
0.2
0.1
0.0
0 10
1m(A)
REFERENCES
AnOUSIEF, G.E. AND TOONG, T.Y., Combustion and Flame, 45 (1982), pp. 6794.
ALPERT, R.L. AND TOONG, T.Y., Astronautica Acta, 17 (1972), pp. 539560.
BUCKMASTER, J.D. AND LUDFORD, G.S.S., TwentyFirst Symposium (International) on
Combustion, The Combustion Institut.e (1986), pp. 16691676.
BUCKMASTER, J.D. AND NEVES, J., Physics of Fluids, 31 (1988), pp. 35713576.
FICKETT, W. AND DAVIS, W.C., Detonation, University of California Press (1979).
LEE, H.1. AND STEWART, D.S., J. Fluid Mechanics, to appear, (1990).
DISCRETE MODELING OF BEDS OF PROPELLANT EXPOSED TO
STRONG STIMULUS
Abstract. This paper is a description of experimental and theoretical modeling concepts that
are being developed to describe the behavior of confined propellant beds made of discrete particles,
when subjected to a strong stimulus such as the impact of a penetrating jet. A principal goal
is to discover basic mechanisms within the bed that control a reactive wave that either fails and
extinguishes, or propagates as a rapid burning or detonating wave. This paper is an extended version
of a lecture given by D. S. Stewart at the Institute for Mathematics and its Application in November
of 1989.
INTRODUCTION.
241
242
f h
l
T
1/43"
T 3h
grflin
1
1
bed
aspect ratio of 3 to 1 and the grains are sized so that approximately 10 grains fit
across the side. On the order of 103 to 104 grains may make up the entirety of the
bed.
A safety issue for propellant use requires that the propellant and the bed be
designed to avoid detonation in response to a high pressure, high temperature impact.
Such low vulnerability propellant is called LOVA. It is difficult or nearly impossible to
initiate a detonation in an individual grain of propellant. However, large collections
of grains in a propellant bed can sustain a high order detonation, with pressures on
the same order as a detonation in a homogenous explosive made from the propellant
mixture.
A representative experiment carried out by Asay and his colleagues is shown in
Figure 2. A copper or plexiglass tube, 2 inches in diameter, 10 inches long, (say) is
loaded with propellant grains. A steel witness plate is placed at the bottom of the
tube and a detonator is attached to a booster pad of PBX 9501 explosive at the top
of the tube. A strong shock, (with pressures on the order of 100 Kilobar, (from the
denotation in the PBX) is sent into the propellant bed. The sides of the tube are
instrumented with shock pins so that the shock arrival time can be determined at
the pins and x  t records of the shock propagation along the tube length can be
constructed. The witness plate is recovered and it shows that high order detonation
has occurred when indentations of the propellant chunks, having been pushed into the
steel, are found like the fossil marks of the Trilobites that perished in the preCambrian
mud.
Initiation experiments on propellant beds also show that when detonations occur,
they exhibit behavior that while, nonideal, is more common to, purer, homogenous,
condensed phase explosives. For example, a diameter effect curve can be found for the
detonating propellant bed. The diameter effect measures how the steady detonation
velocity varies with the radius of the tube. An explosive is said to be ideal if there
is no variation of the detonation from its planar, ChapmanJouguet value, with the
radius of the tube. Although a welldefined and reproducible diameter effect curve
243
Detonetor
Booster
M2 Propellont
Copper or
Plexigloss tube
witness plote
We have focused on the discrete character of the system, since we believe the
phenomena of interest is the result of the interactions of the individual ignition,
burning and expansion events at each grain. Since the events that can be measured
are on the order of the scale of the grains and of the dimensions of the bed itself, use a
of continuum mixture theory for this problem is not an entirely consistent approach.
However, it may be a complementary approach and I will say more about this below.
There may be implications from the results of this kind of discrete study for a
much larger class of explosive materials. For example a high grade explosive like
PBX 9501 is pressed into macroscopic pieces, from fine powders. When a detonation
occurs in this material, it has a relatively short reaction zone, with as few as a 10 to
100, 10micron sized particles in the reaction zone. Thus on a very small scale, the
reaction zone in these explosives is likely to be ragged and in some sense discrete.
Presently, it is impossible to assess the discrete character of the detonation reaction
zones in materials pressed from fine powders. Whereas the flash radiographs and
other diagnostic techniques allow direct visualization and measurement on the scale
of the individual grains in propellant beds, due in part to the large, macroscopic size
of the grains.
On the most basic level, we believe that the energy release process from the
reaction sites of energetic grains and their interaction is similar and that a study of
a discrete propellant bed combined with scaling arguments, and later with averaging
to obtain results for comparison with continuum mixture theories, [3], may provide
the opportunity to develop understanding of other explosive materials.
First I would like to give an overview of how our modeling is being developed.
Each grain (later referred to as a particle) in the bed is assigned a set of numbers
associated with its characteristics. These will include but not be limited to: the initial
position, orientation, stored chemical energy, other thermal characteristics, the aspect
ratio of the propellant grain etc.. Thus the original state of the propellant bed will
be associated with a matrix in which each entry contains the initial characteristics of
the grains within the bed.
Secondly, a set of interaction rules between grains will be developed from a list of
assumptions defining the model. These rules, the prescription of the initial stimulus
(by a shock or penetrating jet) and the initial state of the bed, will determine the
propagation of the wave in the bed. The interaction rules are based on the basic shock
physics known about explosive materials and later we hope to include the results of
detailed models for the combustion of individual grains. These interaction rules might
be thought of as similar to the interaction rules that conserve mass, momentum and
energy during the collision of molecules in the kinetic theory of gases.
The model assumptions and interaction rules should be as simple as possible and
use as much information based on experimental observation of the beds as possible.
Also we hope to carry out experiments designed to test the individual particle behavior
as it relates to interactions with other propellant particles. From these experiments
we expect further constraints and modification of the rules, as given below, will be
made.
245
I a
P.
1+1
t:\i+1
Vi Blast centered
at pI i
./
~
Booster
P
a
It is only necessary to track the forward pressure wave that initiates each par
ticle. (Pressure is taken as the main variable in the theory. Note that it is
possible to measure or estimate pressure in these experiments.)
The motion of the particles can be neglected. (Lead wrapped particles in ex
periments show little motion compared to the distances traveled by the shocks
in the beds).
Clearly, the assumptions are crude and far from perfect, but they embody essential
aspects of both detonation and slower combustion of discrete particles. Note that the
blast wave solution is quite simple (algebraic) in mathematical form and describes
the natural geometric decay of a discrete pressure pulse with respect to time which
is centered on a discrete reaction site.
Not surprisingly, as we will show, this list of assumptions leads to a nonlinear
recursion relation for the pressure in fowardmost particle along the chain. This re
cursion relation for the pressure at the i  th particle can be summarized as
(1)
The pressure has been scaled so that the initial pressure generated by the booster
is one. Note that the parameters C, l, Pc and g appear. The parameter C is the
dimensionless energy available for combustion in a propellant particle. The dimen
sional particle spacing a, (say) appears in the definition of C, and C decreases as the
spacing increases. The parameters l and Pc are related to a very simple combustion
model that assumes that all of the energy in the particle is released to the next blast
wave if the initiating pressure is above Pc and that if the pressure is below Pc, the
parameter l governs the fraction of the total that is released. The parameter g is
related to the dissipative processes in the bed. Simple arguments requiring a pressure
pulse to decay along an inert chain show 0 < g < 1.
The recursion relation is solved simply by successive evaluation. The modeling
assumptions also lead to formulas that evaluate the time and distance required for
the leading pressure disturbance to travel from particle to particle. Namely,
(2)
247
2.0 10.0
8.0
Pc. 1.0
6.0
1.0
it 4.0
0.0
2.0 4.0 6.0 8.0 10.0 0 20 40 60 80 100 120
X
The recursion relation, shows criticality in that the wave can either propagate as
a high speed, high pressure wave or as a low speed, low pressure wave and that this
criticality is found for specific values of parameters defined by the model. Figure 5.
shows representative examples of these calculations where Pc is varied and the other
parameters are held fixed. When Pc is sufficiently low, a high speed wave results,
when Pc is higher, a low speed wave results. Note that i represents the i  th particle
along the string. Figure 5a. shows the initiating pressure of the leading particle in
the string as a function of time. Figure 5b. shows the plot of the leading disturbance
in an x  t plane.
Explicit dependencies of the discrete model's response on the bed and grain prop
erties can be determined, like that of the particle energy, the booster pressure and
the interparticulate distance, which are controllable by manufacture or experiment in
a real propellant bed. We hope to test these dependencies directly by experiment.
There may be distinct mathematical and physical advantages in our approach
over continuum modeling. By retaining as simple a structure as necessary, in our
theoretical modeling, recursion relations are obtained. These are simpler to solve
than the complex, nonlinear (often hyperbolic) partial differential equations of two
phase mixture theory that are often associated with propellant bed problems [4J.
By adopting this approach we have a more detailed handle on the effect of the
microstructure of the bed (by essentially defining it apriori) and the importance of
certain mechanics and assumptions in our modeling. In contrast, the parameters and
interaction terms of twophase continuum mixture theory are often only fit paramet
rically to certain experiments and not directly related to the microstructural mecha
nisms within the bed. There are substantial ambiguities in the microstructural origins
of the different functional forms used in the continuum twophase mixture theories.
The modeling adopted here, can be designed to complement continuum mixture the
ory by suitably averaging over large enough control volumes. Indeed, it is important
to relate the results of our modeling to twophase, continuum mixture theory.
248
Review of the blast wave solution. The starting point for our interaction
model is a representative blast wave solution in spherical coordinates. From dimen
sional arguments, Taylor showed that for a polytropic fluid, with initial blast energy
E, the pressure and radius of the blast wave shock varies as
(4)
with Q, (3, b, e > 0 , and specified. For example, for the polytropic equation of state
Now consider the discrete linear chain shown in Figure 4. For convenience, the
particles are assumed to be equally spaced with their centers at a distance a apart.
Measured from the booster particle at x = 0, the particles are located at x = i a,
where i corresponds to the i  th particle as measured from the bottom. The booster
particle provides the initiating pressure Po.
We assume that it is sufficient to keep track of the pressure. Let Pi+1 be the
initiating pressure for the i+ Ith particle. Thus p'+ 1 represents the (shock) pressure
just prior to collision with the i + 1  th particle and thus the position of the front
is at x = (i + 1 )a. Let 6t'+ 1 be the time increment required for the (shock) pressure
wave to travel to the i + 1  th particle, from a disturbance originally centered at the
i  th particle.
Since formulas (4) hold for each point explosion or origin of blast energy, then for
equallyspaced particles
(6)
where Ai, Eo depend on energy of origin of the i  th blast wave and are not inde
pendent. The energy at the origin of the i  th blast wave should depend on the
energy release provided by the i  th particle, but it should also be affected by the
energy transmitted to the i  th center from the i  I  th blast. Indeed, the total
249
energy available at the i  th point may well be affected by all the previous blasts,
iI, i  2, i  3, ... etc.
One may also consider the case that no additional energy is released by the parti
cles, in which case the particleshock interactions should serve to decrease the energy
of the original blast, thus decreasing the energy and pressure transmitted along the
chain. This energy presumably is absorbed by the particles as they become damaged
by the passing shock.
If we take B as fundamental (corresponding to the blast energy centered at the
particle site), with A determined, then we complete the model by giving an interaction
rule for B that includes (say) dissipative losses and chemical energy release. A very
simple model that contains these basic effects is
(9) O~g<l.
The reaction model for I could be as complex as we like, but in the interest of
simplicity one might consider that I only depends (monotonically) on the initiating
pressure Pi. Presumably, above a critical pressure, Pc , the particle releases all of its
energy. Below Pc only some fraction of the total chemical energy is released. Thus a
simple form such as
e'(P;P,) p. < P
(10) / = ,. c,
{ 1, Pi 2': PC!
can be suggested. Note that f and Pc play the role of chemical kinetic parameters
in the sense that their specification describes the quantity of energy release and the
sensitivity of the energy release to changes in the initiating pressure.
In summary, a simple, discrete model for the initiation of the chain is posed as
e)13/c>
(11) Pi+! = ( ;; BI,
(14)
(15) Xi = ia,
(16) P=Po,ati=O.
Elimination of B i , in favor of its definition in terms of Pi leads to the recursion
formulas,
Ilk
(17) P i +1 = [gPi + Bo (e)13I(ko<)]k.
;; Ii, wIth Pi=o = Po,
(18)
(19) Xi = ia.
The interpretation and the development of guidelines for the experiments, ulti
mately require a dimensional analysis and the choice of characteristic scales. Tilde
quantities now to refer to dimensional quantities and plain variables refer to dimen
sionless quantities. For a length scale we choose the interparticle length a. The
characteristic pressure is chosen to be the booster pressure Po. The characteristic
time is chosen to be the transit time required for the blast to travel across a distance
a, given the release of all the chemical energy,
(20)
_ (a)
fl.tBo ="7 .
1/0< _ 510<
e
This time is different than the time that would be identified from the booster pressure.
Based on this scaling we are led to the following dimensionless formulation
(23) Xi =i
where
Bo(e/a)13I(ka) f Pc
(24) C = Ilk ,t = =,Pc ==,
Po Po Po
and I is still given by (10).
251
1.2
pc :.8
1.0
0.8
S 0.6  2
CL
0.4
pc :.9
0.2
0.0 +~""~""~T"""~'
2.0 3.0 4.0 20.0 40.0 60.0 80.0 100.0 120.0
0.0 1.0
t X
Steady solutions. Steady solutions are found easily by setting PHI = Pi == p.,
and imply that the reactive wave in the chain is selfsustained. For the choice of f
that we made earlier, it is easy to solve explicitly for p. in terms of the parameters
e,g,e, and Pc. We find that
1 [(1 _g)P,2/5]
P,  ; In e ' for P, < Pc,
(25) P, [1 e)
_ 9
5/2
, for P, Pc.
~
252
20 50
0.....
10
0.0
pc. 2.65
~1MO,
50.0 100.0 150.0
O.....;:::r~r~""T""~~r~,
0.0 10.0 20.0 30.0
X
40.0 50.0 60.0
Depending on C,g,e and Pc it is easy to show, that there may be single or mul
tiple steady states. Clearly, if multiple steady states are possible, then the dynamic
stability of those steady states is an issue. With the assumption that each iterate is
a perturbation from the steady state,
(28)
Ul
Q. 1.0
I
slable ....... pc(u)
pc(s)
0.0 +~r"':'=::!;:~II::=_,
o
Pc
Figure 8. The steady response curve, p. versus Pc showing stability or instability for
C = .25, g = .8, E = 1.
Figure 8. shows an example indicating how the stability of the steady states varies
with the total energy release parameter, Pc. The steady pressure on the high pressure
branch of the steady response is above the initiating pressure. The steady high
pressure response and the very low pressure response are stable. The intermediate
pressure responses change their stability at a critical value of Pc. When the p.  Pc
steady response curve is singlevalued, it is composed of a constant, high pressure
branch connected to a monotonically decreasing branch as Pc is varied from zero to
higher values. This case is not shown.
A final comment on this simple linear chain model is that, if we modify our model
but stay within the context of difference equations, then rich dynamics are possible.
For example, it is well known that bifurcation to chaos is contained in the simple
Logistic map,
particle. The arrangement of particles will be similar to that shown in Figure 9. with
the i  th particle shown at the center.
Like the linear chain model, the interactions between particles will be governed by
a set of modeling assumptions. The main difference is that each particle will necessar
ily be influenced by more than one particle, with disturbances arriving from lateral
directions instead of just from behind. (Indeed it is easy to add more complexity
from additional influences from behind, in the linear chain model if this is required.)
Once a critical state is reached in the particle, it releases its energy and produces a
pressure pulse as before.
The calculation in the bed advances by calculating each interaction as a pressure
pulse traverses from one particle to the next. If the nearest neighbor assumption
is used, then the number of calculations needed to advance the bed will be limited
and be related to the number of particles in the width of the charge (say) times the
average number of nearest neighbors in the bed.
The initial stimulus required to start the burning in the bed will come from an
assumption that some particle or collection of particles is shocked or burnt, according
to an assumed stimulus. This stimulus could be a plane shock or from the impact of
a concentrated jet.
The state of each particle will be known at each interaction time. The interaction
times will be calculated from applying the interaction rules and by sweeping the beds
at each particle interaction. The state of the particle will be stored in a vector.
The computational task of simulating a reacting wave through the bed is roughly
equivalent to solving the heat equation in one dimension with 10,000 spatial nodes.
The confinement of the bed due to a metal tube (say), will also be easy to model by
giving special interaction rules for particles adjacent to the boundary. The boundary
rules will be based on the physics of shock reflection, similar to the use of the simple
blast wave solutions in the interior.
Figure 10. gives a sense of some of the modeling concepts explained here and
results that such a multi D model will generate. The leading pressure disturbance in
. .,. ...
255
e , I ' "
e,
CONCLUSION.
From discrete modeling and simulations we expect to be able to get a good qualita
tive sense of the mechanics of many interactions found in the propagation of reactive
waves in beds of propellant. We hope that our work will have implications for an
extended class of explosive materials with finer scales such as pressed explosives. The
goal is to look systematically for organized behavior that develops within the front
when a successful detonation begins to emerge. Our approach will hopefully yield
unexpected insights into the mechanics of failure and propagation of reactive waves
within the bed and give a microstructural framework from which to rationally verify
continuum mixture theory that has been developed previously for these materials.
Acknowledgments.
This work has been supported by Los Alamos National Laboratory, and contract
DOELANL9XG83931PI.
REFERENCES
1. FUJIWARA, T., A presentation at the High Mach Number Workshop, May 36, 1987 at the
Mathematical Sciences Institute of Cornell University, Ithaca, New York.
2. ASAY, B. W., CAMPBELL, A. W., GINSBERG, M. J., AND RAMSAY, J. B., Detonation
charncteristics of gun propellant, 9th Symposium (International) on Detonation, August 1989,
Portland Oregon.
3. BAER, M., R. AND NUNZIATO, J. W. 1986, A twophase mixture theory for deflagrntion to
detonation transition (DDT) in reacting granular material, Int. J. Multiphase Flow, Vol 12, No.
6., pp 861889.
4. POWERS, J. M., STEWART, D. S. AND KRIER, H. K,. Theory of twophase detonation, to
appear in Combustion and Flame.