Dimensional Analysis

A Simple Example
Let us consider the example of a projectile being thrown vertically upward from the earths surface. A simple mathematical model governing the height x(t) at any time t comes from Newtons second law of motion, F = ma, and the law of gravitation: d2 x gR2 = dt2 (R + x)2 (1)

where g is the acceleration due to gravity and R is the radius of the earth. (For the moment, dont worry where this came from, we will discuss this is a later section.) Since we require two integrations to solve this problem, we need two initial conditions to solve for x(t). Assume that x(0) = 0 dx (0) = v0 dt (2) (3)

To nd x(t) we need to solve equation (1) subject to the initial conditions (2) and (3). The governing equation (equation (1)) is a second order nonlinear dierential equation, so, mathematically, it is quite challenging to solve. We could simply use a computer (ODE45 in MATLAB, for example), but this does not give us much insight into the problem or how the solution depends on the terms in the equation. To gain some insight into the problem, we would like to nd an approximate solution. For the problem at hand, one reasonable approximation is that R is signicantly larger than the largest value of x, which is written as R x. In this case, we can simply replace x + R with R and the problem reduces to d2 x = g (4) dt2 Now integrating the equation twice and using the two initial conditions gives 1 x(t) = gt2 + v0 t 2 (5)

A schematic solution is shown in Figure 1. So we have a solution to our problem. However, for the sake of completeness, we need to check that the assumption made in the derivation of the solution, that R x, is valid. The maximum height of the projectile occurs when dx = gt + v0 = 0 dt Solving this gives tM = v0 /g, from which it follows that the maximum height is 1 xM = x(tM ) = g 2 v0 g
2

(6)

+ v0

v0 1 v2 v2 v2 = 0 + 0 = 0 g 2 g g 2g

(7)

2 2 Therefore, we require that v0 /(2g) is much less than R (ie v0 /(2g) R for the solution to be reasonable. Lets look at what we have down. There are a couple of problems:

x
xM

tM Figure 1: Solution of the projectile problem for constant g

2tM

1. The process we chose was rather ad hoc since, although replacing x + R with R is a reasonable approximation for this simple problem, we simply ignored a term in the equation. Many real world problems are quite complicated and simply dropping terms may not be straight forward and could lead to later problems. 2. What exactly is the eect of the nonlinearity on the projectile? We cannot answer this with our approximation. Presumably if gravity decreases with height, then the projectile will go higher than expected. We would like to understand quantitatively the nonlinear eect. Hence we need to make our simplication process more systematic. Such a process should allow us to know what is small or large in our problem and allow us to construct more accurate approximations to the problem. We can overcome some of these problems by the study of dimensions and how these can be used to simplify the mathematical formulation of the problem.

Dimensional Reduction
Consider a ball moving through the air. As a simple model, we can assume that the speed of the ball s depends on the radius of the ball r and the time it is in the air t. In other words, we can write s = f (r, t), where f is some as yet unspecied function. Writing s in this form implies we have ignored all other factors which might aect the speed of the ball. The only way to combine r and t to produce the dimension of speed is the ratio r/t. A combination of the form s = r + t is not possible unless and have dimensions, which would make them physical parameters. However, we have assumed that the only parameters in the model are r and t. Hence, our model would be s = r/t, where is a number. This is a simple example of the dimensions of the variables dictating the form of the modelling function. All physical variables, for example, pressure, acceleration and density, can be broken down into length L, time T , mass M , temperature and current I. All these variables are independent in the sense that they cannot be expressed in terms of one another and so are dened as 2

Quantity Dimensions Acceleration LT 2 Angle 1 Angular Acceleration T 2 Angular Momentum M L2 T 2 Angular Velocity T 1 Area L2 Energy, Work M L2 T 2 Force M LT 2 Frequency T 1 Concentration L3 Length L Mass M Mass Density M L3 Momentum M LT 1 Power M L2 T 3 Pressure, Stress, Elastic Modulus M L1 T 2 Surface Tension M T 2 Time T Torque M L2 T 2 Velocity LT 1 Viscosity (Dynamic) M L1 T 1 Viscosity (Kinematic) L2 T 1 Volume L3 Wave Length L Strain 1

Quantity Enthalpy Entropy Gas Constant Internal Energy Specic Heat Temperature Thermal Conductivity Thermal Diusivity Heat Transfer Coecient Capacitance Charge Charge Density Conductivity Electric Current Density Electric Current Electric Displacement Electric Potential Electric Field Intensity Inductance Magnetic Field Intensity Magnetic Flux Permeability Permittivity Electric Resistance

Dimensions M L2 T 2 M L2 T 2 1 L2 T 2 1 M L2 T 2 L2 T 2 1 M LT 3 1 L2 T 1 M T 3 1 M 1 L2 T 4 I 2 TI L3 T I M 1 L3 T 3 I 2 L2 I I L2 T I M L2 T 3 I 1 M LT 3 I 1 M L2 T 2 I 2 L1 I M L2 T 2 I 1 M LT 2 I 2 M 1 L3 T 4 I 2 M L2 T 3 I 2

Table 1: Fundamental dimensions for commonly occurring quantities. fundamental dimensions. For a given physical quantity x we will denote the fundamental dimensions of x by [x]. For example [velocity] = L/T , [density] = M/L3 and [g] = L/T 2 .

Back to the Projectile Problem

Recalling the projectile problem from before, suppose we are only interested in the maximum height of the projectile, xM . It is not unreasonable to assume that this maximum height depends on the mass of the projectile m, the initial velocity v0 and the acceleration due to gravity g. So a functional relationship between these quantities could be given by xM = f (m, v0 , g) Can the idea of fundamental dimensions help us nd the unknown function f ? Let us assume that there are numbers a, b and c such that
b [xm ] = [ma v0 g c ]

Using the fundamental dimensions for each quantity we can write L = M a (L/T )b (L/T 2 )c = M a Lb+c T b2c 3

Equating the exponents of the respective terms gives L: b+c=1 T :b 2c = 0 M: a=0 Solving gives a = 0, b = 2 and c = 1. Therefore the only way to produce the dimensions of 2 2 length using m, v0 and g is through the ratio v0 /g and so xM is proportional to v0 /g and we can write v2 xM = 0 g where is some number. Hence, we have obtained an expression similar to our previous attempt without resorting to calculus. We can also make the following observations from our simple model: 1. If the initial velocity is increased by a factor of 2, then the maximum height should increase by a factor of 4. Something which we can check experimentally. 2. We can determine from one experiment and then xM can be found for any initial velocity v0 . This is a simple example intended to highlight the ideas of dimensional reduction. At the beginning we need to know which parameters we will use for the input to the model. We also need to perform one experiment to determine the unknown number .

Drag on a Sphere
Now we wish to consider the drag on a spherical object moving through the air. What insights can dimensional analysis give us for this problem? We make the modelling assumption that the drag on the sphere DF depends on the the radius of the sphere R, the velocity of the sphere v, the density of the air and the dynamic viscosity of the air . Mathematically, the modelling assumption is DF = g(R, v, , ) Next, we need to nd the numbers a, b, c and d such that [DF ] = [Ra v b c d ] Expressing these using fundamental dimensions gives M LT 2 = La (L/T )b (M/L3 )c (M/LT )d = La+b3cd T bd M c+d As before, equating exponents gives L :a + b 3c d = 1 T : b d = 2 M: c+d=1

Notice that we have four unknowns and three equations, so we cannot nd all of the unknowns. We have from the equation for T that b = 2 d and from the equation for M that c = 1 d. Substituting into the equation for L gives a = 2 d; all of which gives DF = R2d v 2d 1d d = R2 v 2 This can be written as DF = R2 v 2 d where = Rv Rv
d

and d and are arbitrary numbers. This is the general product solution for how DF depends in the given variables. Note that quantity is dimensionless (exercise) and is called a dimensionless group. At this stage the expression for DF is not the nal expression. If we consider two sets of values for (, d), say (1 , d1 ) and (2 , d2 ), then DF = R2 v 2 (1 d1 + 2 d2 ) is also a solution. By extension, another solution is DF = R2 v 2 (1 d1 + 2 d2 + 3 d3 + . . .) where all the di and i are arbitrary. We can write this latest solution in the more compact form DF = R2 v 2 F () where F is an arbitrary function of . Hence, through the use of dimensional analysis, we have been able to reduce a problem originally containing four variables down to one containing an unknown function of one dimensionless variable. Since the dimensionless group is such an important grouping in uid dynamics, it is given the a special name. The Reynolds number Re is dened as Re = and the equation for drag is rewritten as DF = R2 v 2 G(Re) It is a challenging problem to nd the function G and this is usually done using experiments. The idea of dimensionless groups can also be used to create scale models of much larger physical objects which enable experimentation on smaller scales. A typical example is using wind tunnel experiments to study the ow around models of full size aeroplanes. Rv 1 =

Similarity Variables
Dimensions can also be used to simplify mathematical problems. A well known example is the problem of nding the density u(x, t) of a chemical over the interval 0 < x < , where the density satises the diusion equation. D where the boundary conditions are u(0, t) = u0 and the initial condition is u(x, 0) = 0. Here D is a constant called the diusion coecient and its dimensions can be determined from the dierential equation. In particular, both sides of the equation must have the same dimensions, thus [Duxx ] = [ut ]. As [u] = M/L3 , then [uxx ] = [u]/L2 = M/L5 and [ut ] = [u]/T = M/(L3 T ). Hence [D]M/L5 = M/(L3 T ) and so [D] = L2 /T . Similarly, [u0 ] = [u] = M/L3 . We would like to use dimensional reduction to help solve the governing equation. Since, u, u0 , x, D and t are the only dimensional quantities appearing in the governing equation, it must be the case that u = f (x, t, D, u0 ). So, following the ideas of dimensional reduction, we need to nd numbers a, b, c and d such that [u] = [xa tb Dc ud ] 0 Using the fundamental dimensions gives M/L3 = La T b (L2 /T )c (M/L3 )d and then equating the exponents of the respective terms yields L :a + 2c 3d = 3 T : bc=0 M: d=1 The solution of this system of equations is d = 1 and b = c = a/2. It can therefore be concluded that the general product solution is u = xa ta/2 Da/2 u1 = u0 0 and the general solution has the form u = u0 F () x = Dt Here, is called a similarity variable as it is a dimensionless group involving the independent variables in the problem. 6 where x Dt
a

u 2u = x2 t

and

lim u(x, t) = 0

Solving the diusion equation via the dimensional reduction argument shows that the solution depends in a very particular way on the independent variables in the problem, namely, the solution will be a function of the single grouping . Hence to solve the diusion equation, it suces to nd the function F , which can be achieved by substituting the solution for u into the dierential equation. Using the chain rule we have u = u0 F () t t x = u0 F () 1/2 3/2 2D t = u0 F () 2t Similarly, it can be shown that (exercise) 1 2u = u0 F () 2 t Dt Substituting these quantities into the diusion equation gives 1 F = F 2 (8)

This equation is valid for 0 < < . Finally, the boundary and initial conditions must also be transformed. At x = 0 (ie, at = 0) we have F (0) = 1 as u(0, t) = u0 . Also the condition as x and the one at t = 0 both translate to F () = 0. Hence we have transformed our original PDE into an ODE which is much simpler to solve. This achievement makes dimensional analysis worthwhile. To solve for F , we note that although equation (8) is a second order ODE in F , it is a rst order ODE in F , so we write G = F and the dierential equation becomes 1 G = G 2 The solution to this dierential equation is G() = e and since F = G, it follows that

2 /4

F () = +
0

es

2 /4

ds

Since F (0) = 1, we have = 1 and since F () = 0 we get

1+
0

es

2 /4

ds = 0

Further, we know that

0

es from which follows that

2 /4

ds =

2 /4

1 F () = 1 7

es
0

ds

Expressions like this appear often in mathematics and have given rise to the special function called the complementary error function erfc(z). This is dened as 2 erfc(z) = 1
z 0

er dr

Therefore, we have found the solution of the diusion problem as u(x, t) = u0 erfc x 2 Dt

This example shows that similarity variables can make it possible to solve partial dierential equations quite simply. However, this is only true in certain cases. For example, it does not work if we consider a nite range for x.

Nondimensionalisation
Another use for dimensional analysis is to render a problem dimensionless. This process can make a problem easier to solve based on the ideas of comparisons. We have already seen that the projectile problem as an informal example of this. The fact that the height of the projectile was small compared to the radius of the earth gives rise to a small parameter, as we will see. Alternatively, in other problems there may be large parameters or slow or fast parameters compared to other quantities in the problem. Let us return to the projectile problem and use a more formal approach to make use of the fact that x R in this problem. The rst step in nondimensionalising a problem is to introduce a change of variables of the form t = tc s x = xc u Here xc is a constant and it is a characteristic value of the variable x and, similarly, tc is a characteristic value of the variable t, again constant. These values will be determined in terms of the physical parameters in the problem g, R and v0 . Note also that s and u are dimensionless. To make the changes of variable in the dierential equation, we make use of chain rule for derivatives. Firstly, d ds d 1 d = = dt dt ds tc ds and, further, d d2 = 2 dt dt d dt = d dt 1 d tc ds = 1 d tc dt d ds = 1 ds d tc dt ds d ds = 1 d2 1 1 d2 = 2 2 tc tc ds2 tc ds

We now substitute this into the dierential equation (1) to get 1 d2 gR2 (xc u) = t2 ds2 (R + xc u)2 c The next step is to collect the parameters into dimensionless groups. Unfortunately, there is no unique way to do this. For example, one can factor the denominator above as R(1 + xc u/R) or as xc (R/xc + u). The rst choice allows the cancellation with R in the numerator, giving 1 xc d 2 u = gt2 ds2 (1 + xc u/R)2 c 8

and the initial conditions (2) and (3) become u(0) = 0 du tc (0) = v0 ds xc The change of variables has given rise to the following three dimensionless groups: 1 = xc , gt2 c 2 = xc , R 3 = t c v0 xc

Observe the following from these three dimensionless groups: 1. The s do not involve the variables u and s, but only depend on the parameters. 2. They are dimensionless, which was accomplished by rearranging the dierential equation so that the parameters end up grouped together. 3. The three groups are independent in the sense that it is not possible to write any of them in terms of the other two. Note that at this stage we still have not said what xc and tc are. Their values will follow from the independence of the s. Consider interpretations of the dimensionless groups. For example 2 is a measure of a typical, or characteristic, height of the projectile compared to the radius of the earth. Also, 3 is a measure of a typical, or characteristic, velocity of the projectile xc /tc compared to its initial velocity. Finally, 1 measures a typical acceleration xc /t2 compared to the acceleration due to c gravity. Such observations are helpful when deciding how to nondimensionalise a problem. In order to dene xc and tc , we use a couple of rules of thumb. 1. Rule of Thumb 1: Pick the s that appear in the initial and/or boundary conditions. Since we only have initial conditions and these only involve one dimensionless group, 3 , we set 3 = 1 and conclude xc = v 0 t c 2. Rule of Thumb 2: Pick the s that appear in the reduced problem. What is the reduced problem? This comes from the assumption that the projectile does not get very high in comparison with the radius of the earth, that is 2 is small. The reduced problem is the one obtained in the extreme limit of 2 0. Hence the reduced problem is d2 u 1 2 = 1 ds where du (0) = 1. u(0) = 0 and ds According to the stated rule of thumb, set 1 = 1 to get xc =
2 v0 g

With this scaling the dierential equation is 1 d2 u = 2 ds (1 + u)2 subject to the initial conditions u(0) = 0 and du (0) = 1. ds

The dimensionless parameter appearing in the above equation is =

2 v0 gR

This parameter is critical in obtaining an accurate approximation to the solution of the projec2 tile problem. Note that since R 6.4 106 m and g 9.8m/s2 , then 1.6 108 v0 . So, for common things like cricket bats, footballs, sling shots and ries, where v0 is not all that large, is very small. An alternative choice is to take 2 = 1 and 3 = 1 to give with d2 u 1 = 2 ds (1 + u)2

du (0) = 1 ds and given as above. The problem with this formulation is that taking the limit 0 removes the derivative term and the equation reduces to 0 = 1, which is a complication avoided in the previous approach. There are techniques to handle this type of formulation, but are more complicated to apply. u(0) = 0 and

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