Analytical Description of Two-Phase Turbulent Flows∗ F. Mashayek† and R.V.R. Pandya Department of Mechanical Engineering University of Illinois at Chicago 842 West Taylor Street Chicago, IL 60607 Abstract Various existing analytical descriptions for predicting turbulent flows laden with solid particles or liquid droplets are reviewed here. The main focus is on a collisionless dispersed phase, however, the two-way coupling effects are considered and discussed. The review of various methods is conducted by dividing them into two main categories. The first category includes direct numerical simulation (DNS), large-eddy simulation (LES), and stochastic modeling, which are collectively called the ‘Lagrangian description’. The second category, under the ‘Eulerian description’, includes Reynolds averaged Navier-Stokes (RANS) and probability density function (pdf) modeling. The emphasis is placed on application of these approaches for both understanding and prediction of turbulent dispersed phase. The discussion is focused on merits and limitations of these approaches and the nature of predictions offered by them. The mathematical aspects of RANS and pdf modeling are presented in greater detail. The important role of DNS generated data in the development and assessment of other approaches is discussed with the aid of some representative examples in particle-laden homogeneous turbulent flows. Keywords: two-phase turbulent flow, particle, droplet, direct numerical simulation, large-eddy simulation, stochastic, second-order closure, probability density function ∗ † Review article submitted for publication in Prgress in Energy and Combustion Science. Corresponding author. Email: mashayek@uic.edu, Tel: (312)996-1154. 1 Contents 1 Introduction 1.1 Scope 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 Governing Equations 5 7 2.1 Carrier Phase . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 2.2 Dispersed Phase . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 3 Lagrangian Description 3.1 13 Direct numerical simulation . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 3.1.1 Isotropic homogeneous flows . . . . . . . . . . . . . . . . . . . . . . . 16 3.1.2 Anisotropic homogeneous flows . . . . . . . . . . . . . . . . . . . . . 21 3.1.3 Inhomogeneous flows . . . . . . . . . . . . . . . . . . . . . . . . . . . 29 3.2 Large-eddy simulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36 3.3 Stochastic modeling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40 3.3.1 Models with implicit velocity autocorrelations . . . . . . . . . . . . . 41 3.3.2 Models with explicit velocity autocorrelations . . . . . . . . . . . . . 46 3.3.3 Low-cost stochastic simulations . . . . . . . . . . . . . . . . . . . . . 50 4 Eulerian Description 4.1 4.2 52 RANS modeling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53 4.1.1 Second-order moment modeling . . . . . . . . . . . . . . . . . . . . . 56 4.1.2 Algebraic modeling . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63 Pdf modeling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67 4.2.1 Application of DIA and LHDIA . . . . . . . . . . . . . . . . . . . . . 70 4.2.2 Application of Furutsu-Novikov-Donsker formula . . . . . . . . . . . . 78 4.2.3 Application of Van Kampen’s method . . . . . . . . . . . . . . . . . . 84 4.2.4 Macroscopic equations . . . . . . . . . . . . . . . . . . . . . . . . . . 88 5 Model Assessment via DNS 91 6 Concluding Remarks 95 2 1 Introduction The term two-phase refers to a physical situation, formed by a fluid phase and a solid phase, as a mixture of fluid with solid or two immiscible fluids. In two-phase flows, different phases are separated by interfaces, interact dynamically through interfaces and are in motion in space due to external force(s) acting on them. In many such flows, one of the fluid phases is continuously connected (carrier phase) and the other phase is in the form of solid particles or liquid droplets (hereafter may be simply referred to as ‘particle’ or dispersed phase). The carrier phase flow can be in laminar or turbulent regime and the discussion in this review is focused on turbulent flows. These type of flows occur in many important natural and technological situations, e.g., aerosol transport and deposition,1 spray combustion,2, 3 fluidized bed combustion,4 plasma spray coating and synthesis of nanoparticles.5 Particleladen flows can be broadly classified in three categories determined on the basis of interparticle collisions, namely, 1) collision-free flow (dilute flow) 2) collision-dominated flow (medium concentration flow) and 3) contact-dominated flow (dense flow).6 These turbulent flows continue to provide a challenge to engineers and physicists in developing the analytical description and predictive theory/model from the first principles. An attempt is made here to review various methodologies, theories/models for the complete description of two-phase turbulent flows with the main focus on collision-free flow. The carrier phase flows under the influence of external forces, e.g. pressure force, and is governed by the Navier-Stokes equation and conservation of mass equation in the Eulerian framework. The motion of the dispersed phase occurs due to forces generated by the moving fluid and acting through the interfaces, such as fluid drag force. The particles can be acted upon by other forces, e.g. gravity, thermophoresis, electrostatic (for charged particles), and all these forces with Newton’s second law govern the Lagrangian trajectory of motion of each particle in the fluid flow domain. These Eulerian equations for the carrier phase along with the Lagrangian equations for the particle phase are referred to as the ‘first-principle’ equations in this review. In general, particles are driven by carrier phase and as a consequence 3 this phase experiences reaction forces from these particles. Inclusion of such forces in the carrier-phase equations and flow-field modifications due to the presence of these particles make the first-principle equations coupled in nature. In principle, the numerical solutions of these equations for turbulent flows, involving a large number of particles, with appropriate boundary and initial conditions would describe completely the two-phase flows. This type of direct numerical simulation (DNS) from the first principles is feasible for turbulent flows in simple geometries and becomes computationally expensive in cases of inhomogeneous turbulent flow of practical interests. In many such cases of high Reynolds number flow, resolving all the details of smaller eddies of turbulent flow becomes impossible by DNS due to the limitation of computational resources. At present, the computational effort for DNS can be reduced substantially by modeling the average effect of smaller eddies, which cannot be resolved, on the resolved scales and simulating the instantaneous flow for large eddies, formally known as large-eddy simulation (LES). The trajectories for particles are then calculated by using LES generated flow field. Yet another method, stochastic modeling (SM), for reducing the computational effort is to generate a ‘synthetic’ turbulent flow field having some of its statistical properties of interest identical to that of the real turbulent flow. The statistical properties of the real flow can be predicted by single point closure schemes for turbulence, such as, k-² and Reynolds stress closure schemes.7 In this review, these DNS, LES and SM approaches are collectively called “Lagrangian description,” in which the carrier phase is simulated in an Eulerian frame and the particles are tracked in a Lagrangian coordinate system. The analysis in the Lagrangian framework for the particles is accurate, and the more complex situations of collisions, coagulations, and evaporation if they exist, can be easily handled in this framework. Despite these advantages, one has to abandon the Lagrangian approach in the prediction of situations where the required number of particles is large enough to hinder their Lagrangian trajectories simulation. Then, as an alternative, the dispersed phase can be treated as ‘fluid’ in Eulerian framework and modeling of these fluid equa- 4 tions from the Lagrangian equations continues to create a challenge for researchers. The existing models can be viewed under the framework of one of the two modeling approaches, namely, 1) Reynolds averaged Navier-Stokes (RANS) type modeling and 2) kinetic equation or probability density function (pdf) modeling. These approaches result in fluid-like or continuum governing equations for the statistical properties of the dispersed phase. In the first approach, modeling involves forming the instantaneous Eulerian equations from the Lagrangian equations for particles and then modeling of the ensemble average of these equations due to the involved closure problem. In the second approach, the equation for pdf transport is obtained from Lagrangian equations via using the Liouville’s theorem and solving the involved closure problem. The various moments of the pdf equation result in Eulerian equations for the description of statistical properties of the dispersed phase. These two approaches are referred to as ‘Eulerian description’ in this review. 1.1 Scope While this review article was under preparation, several other reviews on two-phase flows appeared in the literature. Whereas, by itself, this is a clear indication of intensity of the ongoing research and interest in the general area of two-phase flows, it has been a determining factor in defining the scope of the present article. This review has been prepared to complement the previous reviews while avoiding overlapping discussions as much as possible. We will take advantage of these previous works in describing some of the fundamental issues, such as the governing equations, where necessary and possible. All the flows discussed in this review involve turbulence which itself is an unsolved problem of classical mechanics and various theoretical and computational approaches for its understanding and prediction have been evolved after the first formulation of the closure problem in the late 1800s by Osborne Reynolds. The addition of particles to turbulent flows further enhances the complexity, and various attempts for complete description of the dispersed phase have led to similar approaches. Writing a thorough and intricate review on the 5 approaches for turbulent flows itself is an enormous task and inclusion of various approaches to tackle dispersed phase would make the task even more gigantic. Here, we prefer not to undertake such task, rather limit our scope and focus on recent advances, developed in a past few decades, in describing mainly the turbulent dispersed phase. We shall assume that the reader has a previous knowledge of turbulence, at least at a fundamental level. In view of the above, this review is designed to familiarize the reader with analytical tools for investigating two-phase turbulent flows that may be considered dilute enough to neglect the direct interactions and collisions between the particles. We will, however, consider the two-way coupling by which the presence of the dispersed phase may affect the turbulence in the carrier phase. Attention is restricted to two-phase flows where the density of the particle is considerably larger than the density of the carrier phase. These mainly include gas flows laden by either solid particles or liquid droplets – we will use both ‘particles’ and ‘droplets’ alternatively when referring to the dispersed phase. Various approaches are primarily discussed in the context of isothermal flows and their generalization to non-isothermal flows and cases of evaporating droplets is reviewed briefly. The governing equations forming the first-principle equations for the carrier and dispersed phase are given in the Section 2. These equations form the starting point for various analytical approaches which are categorized as direct numerical simulation, large-eddy simulation, stochastic modeling, Reynolds average Navier-Stokes modeling, and probability density function modeling. DNS, LES and stochastic approaches are collectively put together and discussed in Section 3, Lagrangian Description, as the dispersed phase is tackled in the Lagrangian frame in all these approaches. When discussing DNS and LES, we will emphasize on the capabilities of these techniques for both physical understanding and generating reliable data banks for model assessment. We will also devote some efforts in describing the numerical aspects as implemented in previous DNS and LES works to provide the reader with a comprehensive view when comparing various studies. For example, we note that similar DNS or LES works may differ rather significantly in their treatment of the 6 particle equations or interpolation schemes. We then consider the stochastic modeling in which different methods for generating a synthetic turbulence, along the particle path, are discussed. The RANS and pdf modeling approaches result in continuum equations for the dispersed phase in the Eulerian frame and are covered in Section 4. In this section, recent works on RANS-type modeling of particle phase, while properly taking into account the two-way coupling, are discussed. Further, a detailed account of various closure schemes used in the one-point probability density function approach is provided and macroscopic or continuum equations for the dispersed phase are presented. Due to our own engagement in both numerical simulation and modeling of two-phase flows, a particular emphasis is placed on the inter-connection between the analytical approaches considered in this review. In this regard, a section ‘Assessment via DNS’ is included to discuss the implementation of DNS results in the process of development and assessment of statistical (RANS and pdf) and stochastic models for two-phase turbulent flows. Finally, some concluding remarks are provided in the last section. 2 Governing Equations It has been well established through DNS studies that the Navier-Stokes and continuity equations are capable of generating all the details of real turbulence fluctuations and thus can be viewed as a first principle for the isothermal turbulent fluid flow. Ideally, at any instant of time t, the flow field around all the dispersed particles can be obtained by numerically solving the Navier-Stokes and continuity equations. The knowledge of the flow field enables us to calculate forces acting on various particles and subsequently the new location of all the particles at time t + ∆t, can be obtained from Newton’s second law. Then the calculation of the flow field at time t + ∆t can be repeated with new location of the particles. For a very small ∆t, this type of calculation can successfully predict the two-phase flow, but it is not 7 feasible for real situations where the number of particles are very large. Therefore, particles are considered as ‘point’ particles. Instead of computing the forces by solving flow around them, various existing methodologies use expressions for these forces which are obtained from either experimental, analytical or DNS studies on a single or ‘lonely’ particle. Certainly, the obtained expressions do not imitate exactly the real forces acting on the particle surrounded by other particles, and their improvement is of more importance for the prediction of medium concentration and dense two phase flows. Despite the shortcoming in accurate description of forces, the Lagrangian equations for point particle with expressions for the forces on a lonely particle have been considered as the main starting point in almost all practical applications thus far and will be discussed below as first-principle equations for the dispersed phase. 2.1 Carrier Phase b of a Newtonian carrier fluid with density The flow velocity Ubi , pressure Pb , and enthalpy h ρ, viscosity µ, coefficient of bulk viscosity λ, and thermal conductivity κ are governed by continuity, momentum and energy equations. These Eulerian equations in space-time (xi , t) are written as:8, 9 Continuity Equation: ∂ Ubj Dρ +ρ = Sm , Dt ∂xj (2.1) b ³ ∂U ∂τij ∂ Ubj ´ ∂ Ubk D(ρUbi ) i = + Sui ; τij = −Pb δij + µ + + δij λ , Dt ∂xj ∂xj ∂xi ∂xk (2.2) Momentum Equation: Energy Equation: b b ´ ∂U DPb ∂ ³ ∂T ´ ³ D(ρh) i = + κ + τij + Pb δij + Se , Dt Dt ∂xj ∂xj ∂xj 8 (2.3) where the material derivative D/Dt is defined as D ∂ ∂ = + Ubj . Dt ∂t ∂xj (2.4) Also, T is the fluid temperature at (xi , t), and source/sink terms Sm , Sui , and Se describe mass, momentum and energy exchange between carrier and dispersed phases. The exact forms of these source/sink terms depend on the application and various forms have been suggested in the literature. Equation (2.2) with Sui = 0 and λ = −2µ/3 is the well known Navier-Stokes equation. When the fluid is a perfect gas, equation of state with R as gas constant is written as Pb = ρRT. (2.5) Equations (2.1)-(2.5) form the first-principle equations for the flow of compressible, Newtonian, perfect gas as a carrier phase. 2.2 Dispersed Phase The Lagrangian equations governing the position Xi , velocity Vbi , and temperature Tp along the trajectory of each spherical particle, of radius a, mass mp , and specific heat coefficient Cp , in the carrier flow field can be written as dXi = Vbi , dt mp dVbi = Fi , dt mp Cp dTp = Q, dt (2.6) (2.7) (2.8) where Fi denotes the summation of all the forces acting on the particle and Q is the net rate of heat transfer to the particle. While writing equation (2.8), temperature variation inside the particle is neglected and thus particle temperature Tp is considered uniform. 9 The problem of predicting the forces on a particle moving in a viscous fluid with velocity field Ubi has been studied in the past 150 years since Stokes first obtained, in the year 1851, the drag force on a sphere in creeping flow condition. These predictions still remain open for further improvement.10 Historical background and a detail account on the relevant works are available in recent lucid review articles by Michaelides,11 Michaelides and Feng12 and Gouesbet et al.13 Boussinesq and Basset independently obtained an equation of motion11, 12 of a solid spherical particle, starting from rest inside an infinite, viscous, and quiescent fluid. The equation can be written as Z t dVbi mf dVbi dVbi /dτ 2 0.5 b mp = −6πaµVi − − 6a (πµρ) dτ dt 2 dt 0 (t − τ )0.5 (2.9) where the first term on the right-hand side is equal to the Stokes drag, second term represents the added mass force and the last term is the history integral force. These three forces are accurate for a slowly moving but rapidly accelerating sphere and a new equation was proposed by Odar and Hamilton for a rectilinear and unrestricted arbitrary motion of a sphere.14 The proposed equation can be written as mp Z t CD 2 c b mf dVbi dVbi /dτ dVbi =− πa ρ|V|Vi − CA − CH 6a2 (πµρ)0.5 dτ dt 2 2 dt 0 (t − τ )0.5 (2.10) where mf is the mass of the fluid displaced by the particle and CD is the drag coefficient. Also CA and CH are coefficients, which were determined empirically from the experiments, dependent on the acceleration number A and written as15, 16 CA = 2.1 − c2 0.52 |V| 0.132 ; C = 0.48 + ; A = , H b A2 + 0.12 (A + 1)3 | 2a| ddtV (2.11) c is the particle velocity vector with magnitude |V|. c where V Equation (2.9) is limited to the situation in which fluid is at rest and this restriction 10 was relaxed by Tchen17 and further improved by Corrsin and Lumley.18 Later, Buevich19 pointed out the strange un-physical behavior of the equation proposed by Corrsin and Lumley and suggested the correct form of the equation. A more complete derivation taking proper account of the effect of spatial variation of the flow field was later proposed by Maxey and Riley.20 The final equation of motion in nonuniform flow is mp h i a2 ∂ 2 Ubi ¯¯ dVbi DUbi ¯¯ ¯ − 6πaµ Vbi − Ubi (Xi (t), t) − = (mp − mf )gi + mf ¯ dt Dt Xi (t) 6 ∂xj ∂xj Xi (t) i mf d h b a2 ∂ 2 Ubi ¯¯ b − Vi − Ui (Xi (t), t) − ¯ 2 dt 10 ∂xj ∂xj Xi (t) ¯ i h b (X (τ ), τ ) − a2 ∂ 2 Ubi ¯¯ Z t d Vbi − U i i dτ 6 ∂xj ∂xj Xi (τ ) 0.5 − 6a2 (πµρ) (t − τ )0.5 0 dτ, (2.12) where gi is acceleration due to gravity, and the equation is valid for small particle Reynolds c − U|/µ c numbers Rep = 2aρ|V < 1. The five terms on the right-hand side of equation (2.12) represent buoyancy force, fluid acceleration force, drag force, added mass force, and history force, respectively. The expressions for drag, added mass and history forces are modified due to the flow curvature effect represented by the term containing ¯ bi ¯ ∂2U ¯ . ∂xj ∂xj Xi (t) In recent years, equation (2.12) with the drag term replaced by a more general expression valid for higher values of Rep is used by researchers. The general expression for the drag has been CD 2 c c b πa ρ|U − V|(Ui − Vbi ), 2 (2.13) where CD can be taken as (see Clift et al.21 for a list of CD ) CD = 24 0.42 (1 + 0.15Re0.687 )+ p Rep 1 + 4.25 × 104 Re−1.16 p ∀ Rep < 3 × 105 (2.14) and the curvature effect is neglected. Saffman22, 23 showed that the spherical particle in the shear flow experiences a lift force. 11 This Saffman lift force Fs is given by5 c −0.5 [(U c − V) c × (∇ × U)], c Fs = 6.44a2 (µρ)0.5 |∇ × U| (2.15) and its inclusion along with the modification of the drag given by (2.13) in equation (2.12) results in an equation which is referred to hereafter as modified Maxey-Riley (MMR) equation. Other forces which can be included in the MRR equation are 1) Magnus force arising due to rotation of the particle 2) thermophoretic force 3) Coulomb force for charged particles, and are discussed in a recent book by Crowe et al.5 Recently, Michaelides and Feng12, 24 derived an expression for Q in an unsteady flow and temperature field for a rigid sphere with high thermal conductivity and at low Peclet number. The derived Lagrangian equation governing the temperature of the particle is " # dTp a2 ∂ 2 T ¯¯ DT ¯¯ mp Cp = −4πaκ Tp − T (Xi (t), t) − ¯ ¯ + mf Cf dt 6 ∂xj ∂xj Xi (t) Dt Xi (t) ¯ h i 2 2 Z t d Tp − T (Xi (τ ), τ ) − a ∂ T ¯¯ dτ 6 ∂xj ∂xj Xi (τ ) 0.5 − 4a2 (πρCf κ) (t − τ )0.5 0 dτ (2.16) in which Cf is the specific heat capacity of the fluid and the three terms on the right-hand side are analogous to the drag, added mass and history terms in the equation of motion for the particle.12, 24 The term with ¯ ∂2T ¯ ¯ ∂xj ∂xj Xi (t) accounts for the curvature effect of the temperature field. The first term, without the curvature effect, when multiplied by heat transfer factor N u/2 can make the equation applicable for large Rep and is hereafter referred to as modified Michaelides-Feng (MMF) equation. The Nusselt number N u for the spherical particle is given by Ranz-Marshall correlation25 and is written as N u = 2 + 0.6Rep0.5 P r0.33 12 ∀ Rep < 5 × 104 (2.17) where P r is the Prandtl number for the carrier fluid phase. Equation (2.6) along with MMR and MMF equations are considered in this review as the set of first-principle equations for the particle phase. These equations are strictly applicable for solid spherical particles and the cases of viscous particles (droplets) and bubbles are discussed in detail elsewhere.11, 12, 26–28 3 Lagrangian Description The methods discussed in this section all treat the dispersed phase in a similar fashion, i.e. by tracking a large number of particles in a Lagrangian frame. These methods primarily differ in their treatment of the continuous (carrier) phase. In DNS, the exact solution of the Navier-Stokes and continuity equations is attempted by using high-order numerical schemes on a sufficiently fine grid. LES offers a solution for larger scales of turbulence while the smaller scales are modeled. Both of these methods attempt to produce a ‘real’ turbulence, whereas in the third approach considered in this section, the stochastic simulation of turbulence is mainly designed for the dispersed phase and provides a ‘synthetic’ turbulence along the particle path. While all three methods heavily rely on statistical averaging for final interpretation of the results, it is important to note that averaging (over a large number of particles) is the only way to produce ‘meaningful’ results in case of stochastic simulations. We will elaborate more on this point in Section 3.3. 3.1 Direct numerical simulation The term DNS is extensively used to describe simulations of turbulent flows without implementation of turbulence models. The basic concept in this methodology is to resolve all the scales of the flow by solving the Navier-Stokes equations on sufficiently fine grids. Nevertheless, the fact is that one may still argue the true ‘directness’ of these simulations 13 due to the assumptions involved in the Navier-Stokes equations and/or in the treatment of the fluid properties. This argument gains a much stronger impetus when DNS term is used in conjunction with two-phase flows as the treatment of the dispersed phase always involves physical models. This is mainly due to the fact that it is not possible to resolve the flow around (and inside, in case of droplets) the dispersed phase and one must resort to physical models to describe the interactions between the two phases. The situation becomes even more restrictive when the two-way coupling between the phases is considered. Despite our acknowledgement of the above fact, we continue to use the term DNS here as it has become a common terminology when referring to simulations in which the carrier-phase equations are solved on a fine grid and no turbulence model is implemented for the description of this phase. Direct numerical simulations of two-phase turbulent flows have been conducted in three configurations: (i) isotropic homogeneous, (ii) anisotropic homogeneous, and (iii) inhomogeneous. An ‘isotropic’ turbulence is defined as one in which the average quantities are independent of position in the fluid and do not change under rotation or reflection of the coordinate system. In ‘homogeneous’ turbulence, the average properties of random motion are independent of position in the fluid. Therefore, for example, the Reynolds stress tensor reduces to only one component in isotropic turbulence, whereas in homogeneous turbulence all components can be present and have different values. If these values are also allowed to differ from one location in the flow to another, then the flow is called ‘inhomogeneous’.29–31 In almost all of the reported DNS studies, the carrier phase is simulated in the Eulerian frame while particles are treated in a Lagrangian context. Recently, Druzhinin and Elghobashi32 implemented a two-fluid formulation for DNS of a bubble-laden turbulent flow. This methodology is only applicable to cases where the density of the dispersed phase is much smaller than the density of the carrier phase. These cases are beyond the scope of this review, therefore the two-fluid formulation for DNS will not be further discussed here. An important issue in Lagrangian treatment of the dispersed phase is the number of 14 particles tracked. In simulations with one-way coupling the restriction on the number of particles is imposed primarily from a statistical viewpoint. Since each particle is considered as one realization, it is required that the number of particles Nd be large enough to provide accurate statistics (generated via ensemble averaging over the number of particles). Appealing to the central limit theorem, it is shown33 that the statistical sampling error decreases as Nd0.5 . Therefore, using 104 particles, for instance, results in an error of the order of 1%. In simulations with two-way coupling, the number of particles is not chosen arbitrarily, and is rather determined from the mass loading ratio. The number of particles found in this manner usually suffices to provide a reasonable accuracy for statistical analysis. However, due to limitations in computational resources, it is not always possible to consider such a large number of particles in one simulation. One remedy is to consider a smaller number of ‘computational’ particles, each representing several ‘physical’ particles. This, however, may result in significant errors if the ratio of the computational to real particles is too small. This issue was addressed by Elghobashi34 by considering the sensitivity of the magnitude of the particle slip velocity to this ratio. In simulations with two-way coupling the effects of the particles on the fluid must be properly accounted for in the formulation. In most of the applications these effects are included as point sources concentrated at the center of the particle. In earlier studies, an Eulerian representation for these Lagrangian point sources were obtained by adding the effects of all of the particles residing inside a cell volume centered around each node. When implemented in conjunction with spectral methods, this procedure is successful provided that the number of particles is large and/or the spatial fluctuations in the magnitude of the source term is small. Otherwise, large variations in the magnitude of the source term, from one node to the other, may cause resolution problems. Recently, Maxey et al.35, 36 adopted a somewhat different approach which provides a more smooth distribution of the source term within the simulation domain. This approach is also based on the concept of point source, however, in transforming from the Lagrangian to the Eulerian description, the source term is distributed within an envelope centered at the particle position. The envelope gives a local 15 spatial average or filtering which can be controlled by the magnitude of a parameter. If the magnitude of this parameter is chosen to be significantly larger than the particle diameter, then the envelop provides a local volume average similar to the continuum two-fluid approach. 3.1.1 Isotropic homogeneous flows The simplest configuration that can be considered for DNS is an isotropic flow for which periodic boundary conditions can be applied in all directions. These flows have been studied in either decaying or stationary frameworks. The decaying isotropic turbulence is a reasonable approximation of the flow in a wind tunnel, and for its numerical simulation an initial velocity field is usually generated as a solenoidal random field with a specified form for the energy spectrum. This initial random field is then allowed to evolve in time according to the Navier-Stokes equations. Since no energy is added to the system, the dissipation at small scales of the flow results in the decay of the turbulence kinetic energy while increasing the length scales of the flow. The simulations are usually continued till the size of the largest scales becomes comparable to the size of the simulation box, or the Reynolds number becomes so low that the flow is nearly laminar. The statistical analysis of these flows is usually performed after the effects of the initial conditions are vanished and the energy spectra are self-similar. The first DNS of particle-laden turbulent flows was carried out by Riley and Patterson.37 The carrier phase was simulated via a Fourier spectral method on 323 grid points and a relatively small number of solid particles (432) was used for the dispersed phase. In these simulations the effects of the particles on the carrier phase were neglected (i.e. one-way coupling) and the equation for motion of the particles included the Stokes drag, the gravity, and the apparent mass terms. The fluid velocity at the particle location was calculated using a three-dimensional linear interpolation scheme. The particles were injected into the flow with the same velocity as that of the surrounding fluid element, and the statistics of the dispersed phase was calculated after the effects of the initial conditions were vanished. Riley 16 and Patterson37 used the temporal evolution of the mean square relative velocity to determine the appropriate time for starting the statistical analysis. During the early simulation times, the mean square relative velocity increased indicating that the particles were still under the influence of the initial conditions. After reaching peak values, the mean square relative velocity began to decrease. All of the dispersed phase statistics were measured after the peak time. The DNS results of Riley and Patterson37 were mainly used to calculate various autocorrelation coefficients and indicated that an increase of the particle inertia increases its velocity autocorrelation.∗ A more detailed investigation on the statistics of solid particles in decaying turbulence was carried out by Squires and Eaton38 using a pseudo-spectral method on 1283 grid points for the fluid. The results showed that, at long times the eddy diffusivity of the particles reached stationary values which, in the absence of gravity, were larger than that of the fluid particle. In the presence of gravity, the DNS results were widely used to study the effects of the crossing trajectories39 and the (associated) continuity effects.40 Elghobashi and Truesdell41 also investigated the dispersion of solid particles in decaying turbulence by performing simulations on 963 grid points using a second-order finite difference method. They considered the full equation for the particle motion and showed that the Stokes drag and the inertia are of primary importance when the density ratio is large. After considering proper scalings for time and velocity, Elghobashi and Truesdell41 found good agreements between the DNS results and the measurements, from the experiment of Snyder and Lumley,42 for temporal evolution of the mean-square displacement of the particles. The effects of the particles on the carrier phase were investigated by performing simulations with two-way coupling in decaying turbulence.43, 44 It was shown that in the presence of both gravity and two-way coupling, energy was transferred from the gravity direction to other directions through the pressure-strain correlation. More recently, Boivin et al.45 conducted similar ∗ The Lagrangian aurocorrelation of the particle velocity fluctuation, vα , is defined as hhvα (t0 )vα (t0 + t)ii hhvα (t0 )vα (t0 +t)ii and the Lagrangian aurocorrelation coefficient is Rαα (t) = hhv2 (t 0.5 hhv 2 (t +t)ii0.5 for α = 1, 2, 3, with no α 0 )ii α 0 summation over the repeated Greek indices. Here hh ii denotes the ensemble average associated with the dispersed phase. 17 simulations and showed that the increase of the high-wavenumber portion of the fluid energy spectrum can be attributed to transfer of the fluid-particle covariance by the fluid turbulence. This also explained the relative increase of small-scale energy caused by small particles as observed in previous simulations.43, 46 The simulations of stationary isotropic flows are also started from a random field with a specified form for the energy spectrum. However, to compensate for dissipation at small scales of the flow and to maintain stationarity, the larger scales of the flow are artificially forced. As the initial flow field evolves in time, the flow reaches a stationary condition in which the energy added to the low wavenumbers cascades down in the energy spectrum and dissipates at higher wavenumbers. Provided that there is enough separation between the small and large scales of the flow, it is expected that the smaller scales are not affected by the external forcing. A variety of forcing techniques have been implemented to generate stationary flows. The early techniques were based on keeping the energy contents in the first few modes constant.47 This type of forcing does not properly account for temporal and spatial correlations of turbulence. More sophisticated techniques are based on an UhlenbeckOrnstein stochastic process and provide a more flexible forcing at low wavenumbers.48 Squires and Eaton,38, 46, 49 simulated stationary, two-phase turbulent flows with one- and two-way couplings. In the case with two-way coupling they found that the fraction of energy at high wave numbers of the spatial energy spectrum of turbulence increased relative to that at low wave numbers as the mass loading ratio was increased. They also found that particles tend to collect preferentially in regions of low vorticity and high strain rate. This was also true for the case with one-way coupling. Recently, Squires and Eaton50 and Eaton51 used the results of these simulations to study the effects of preferential distributions of the particles on turbulence modifications in dilute two-phase flows. The settling velocity of heavy particles in isotropic turbulence was studied by Wang and Maxey52 for different particle time constants and drift velocities. The results showed an increase of the settling velocity for all cases. The maximum increase in settling velocity was obtained when both the particle 18 time constant and the drift velocity were comparable to the Kolmogrov scales of the flow. More recently, Maxey et al.35, 36 implemented their force-coupled method to investigate the interaction between the particles and the carrier phase in three homogeneous flows, i.e. a suspension of uniformly distributed particles with no initial turbulence in the carrier phase, a forced turbulence, and a decaying turbulence. It was concluded that the particles were more influential on the vorticity of the fluid than its kinetic energy. The analysis of the spectra of the kinetic energy, the dissipation rate of the kinetic energy, the particle force, and the force-fluid coupling indicated that the interactions between the phases were mostly concentrated at intermediate and high wave numbers. DNS has also been implemented to study dispersion and polydispersity (i.e. size variation) of evaporating droplets in turbulent flows by Mashayek et al.53, 54 The carrier phase was considered to be incompressible, and the rate of evaporation of the droplets was modeled by the conventional d2 -law.2 These assumptions were plausible as long as the mass loading of the droplets was small and the carrier phase was not influenced by the presence of the dispersed phase (i.e. one-way coupling). The DNS results were mainly used to investigate the distribution of droplet sizes under various conditions, and it was shown that, for practical purposes, the distribution of the droplet diameter may be reasonably described by a Gaussian pdf. However, when the initial size of the spray was small compared to the large scales of the flow, then the pdf of the droplet diameter deviated from Gaussian. In a related study,55 DNS of incompressible, isotropic turbulence was used to investigate temperature statistics in both dispersed and carrier phases. Solid (non-evaporating) particles were considered and an energy equation was solved for the carrier phase with the zero-Mach-number assumption. In this manner, the continuity and momentum equations were decoupled from the energy equation and the change of kinetic energy to internal energy was not taken into account. Various cases with both one- and two-way couplings were considered to study the effects of the particle time constant, the mass loading ratio, the Prandtl number, and the ratio of the specific heats of the two phases. 19 In a series of papers,56–58 Mashayek and coworkers presented a somewhat more realistic framework to study two-way coupling effects for solid particles and evaporating droplets. A compressible turbulent flow was considered which allowed for density variations in the presence of evaporating droplets. Further, reacting droplets were investigated by assuming that the chemical reaction occurred in the gas phase between the fuel (droplets) vapor and the oxidizer. A one-step reaction was considered to simplify the investigation, however, the effects of two-way coupling on the carrier phase mass, momentum, and energy were included in the formulation. The concept of stationarity in compressible flows assumes a slightly different definition than its counterpart for incompressible flows. Here, the energy added to the system by forcing is continuously converted to internal energy, a process that results in an increase of the ‘mean’ temperature in time. Nevertheless, the fluctuations in temperature reach a statistically stationary state after a sufficient time.59 Mashayek and Jaberi56 showed that a similar ‘quasi-stationary’ state is attainable for two-phase flows when droplets are not evaporating or reacting. In the presence of evaporating droplets, such a quasi-stationary state is not achieved as the energy exchange due to evaporation (or reaction) would be considerably larger than that added to the system by artificially forcing the large scales of the flow. The results of simulations56–58 were extensively utilized to investigate the effects of a wide variety of parameters, including the droplet time constant, the mass loading ratio, the specific heats ratio, the evaporation and reaction rates, etc. For solid particles, it was found that the ratio of the root mean square Mach number to the mean Mach number was nearly constant (∼ 0.41) for all of the cases considered. The results for evaporating droplets showed that the pdfs of the droplet diameter were skewed towards smaller sizes, however, they could be approximated as Gaussian for small mass loading ratios. This observation was in accord with the results of Mashayek et al.53 for incompressible flows. As there was no major source of energy for the two-phase system, the energy utilized by evaporation lowered the mean 20 temperature of both phases, and a nearly saturated state was observed for the mixture at long times. In reacting cases, the final fate of the system was primarily dictated by the rate of heat release, and a strong correlation was observed between the droplet concentration and the reaction rate. 3.1.2 Anisotropic homogeneous flows These flows are characterized by the presence of one (or more) mean velocity gradient(s) that could result in an anisotropic Reynolds stress tensor. While still homogeneous, the normal (or diagonal) components of the Reynolds stress tensor are not necessarily equal in these flows and as such they provide a convenient framework for a preliminary assessment of various turbulence models. Although these simple flows do not exhibit all the complexities involved in practical situations, they can be considered as basic flows locally prevailing in more general inhomogeneous configurations. Consequently, model validation in these flows can be considered as a logical first step. It is realized that establishing a good agreement between the model and the data in these flows does not, necessarily, guarantee acceptable performance in more complex flows, however, the reverse may be true. That is, if a model fails when compared against basic flows, it stands little chance of success in a flow of practical interest. As an example, the schematic in Fig. 1 shows the correspondence between three basic flows and various regions in a backward-facing step flow which could be used as a good model for many applications such as a dump combustor. The basic flows shown in the figure include isotropic homogeneous, anisotropic homogeneous shear, and anisotropic homogeneous plane strain flows. The former was discussed in the previous section, below we discuss the last two (anisotropic) flows along with their numerical simulations. From a numerical point of view, DNS of anisotropic inhomogeneous flows is not as straightforward as isotropic flows due mainly to the fact that periodic boundary conditions cannot be applied in all directions. While simulations of single-phase anisotropic homogeneous flows are now routinely conducted in a variety of configurations, their application 21 to two-phase flows has just recently been initiated.60–62 To configure an anisotropic homogeneous turbulent flow, a mean velocity with linear profile in one or more direction(s) is superimposed on an initially isotropic turbulent field. The components of the mean velocity gradient tensor are, therefore, constant and, depending on the magnitudes of these component(s), various flow configurations are feasible. The condition for establishing a homogeneous turbulence can be more rigorously discussed by considering the coordinate transformation ξi = Bij (t)xj , i = 1, 2, 3, j = 1, 2, 3 (3.18) as proposed by Rogallo.63 Starting from the momentum equation for instantaneous velocity of an incompressible carrier phase: ∂ Ubi ∂(Ubi Ubj ) ∂ Pb 1 ∂ 2 Ubi + =− + , ∂t ∂xj ∂xi Re0 ∂xj ∂xj (3.19) and by decomposing the velocity as Ubi = Ui + ui , (3.20) a transport equation for the fluctuating (turbulent) velocity can be described as: ∂ui ∂ui ∂ Pb 1 ∂ 2 ui + Ui,j uj + Uj,m xm =− + , ∂t ∂xj ∂xi Re0 ∂xj ∂xj (3.21) where we have substituted Ui = Ui,j xj , Ui,j = ∂Ui /∂xj . In these equations, b denotes the instantaneous quantity and ui is the fluctuating carrier-phase velocity. The mean velocity Ui =< Ubi > is calculated by (Eulerian) ensemble averaging (denoted by < >) over the number of grid points. Here, for convenience, all variables are normalized by reference scales for length (L0 ), density (ρ0 ), and velocity (U0 ), resulting in the reference Reynolds number Re0 = ρ0 U0 L0 /µ. 22 The dependency on the coordinates xi is explicit in (3.21), but can be removed by applying the coordinate transformation (3.18) to obtain " # ∂ui dBmn ∂ui ∂ Pb 1 ∂ 2 ui + + Bmj Uj,n xn = −Bmi + Bmj Bnj − Ui,j uj . ∂t dt ∂ξm ∂ξm Re0 ∂ξm ∂ξn (3.22) Therefore, to establish a homogeneous turbulence whose statistics are independent of the coordinate system, the second term on the left-hand side must vanish. For constant mean velocity gradients, this requires the transformation tensor to satisfy: dBmn + Bmj Uj,n = 0. dt (3.23) It is noted that (3.23) also applies to the limiting case of isotropic flows where Uj,n = 0 and Bmn can be taken as a constant (time-independent) value. Among the possible configurations to study anisotropic flows, the homogeneous shear flow has received the greatest attention and serves as a good model for most of inhomogeneous flows such as turbulent jets and wakes which develop regions of thin shear. In this flow, the instantaneous velocity of the carrier phase is described as, with no summation over repeated Greek indices, Ubα = U1,2 x2 δα1 + uα , α = 1, 2, 3 (3.24) where δij is the Kronecker delta function, and U1,2 = dU1 /dx2 = constant, with x1 and x2 indicating the streamwise and cross-stream flow directions, respectively. It is noted that the homogeneous shear flow is identified by only one nonzero (shear) component in the mean velocity gradient tensor. In contrast, other homogeneous flows may be formed with normal components of the mean velocity gradient tensor only, without any shear component. These include plane strain, axisymmetric contraction, and axisymmetric expansion flows, with an instantaneous carrier-phase velocity described as Ubα = Uα,α xα + uα , 23 α = 1, 2, 3 (3.25) where Uα,α = constant. These simple irrotational flows are good models for a variety of inhomogeneous flows such as those along a stagnation streamline, through a contraction or expansion, etc. The intensity (or rapidity) of the mean strain rate, referred to as ‘equivalent mean strain rate’, can be measured in terms of S = (Sij Sij /2)1/2 where Sij = (Ui,j + Uj,i ) /2 is the strain-rate tensor. With this definition, 0 1 0 Sij = S 1 0 0 (3.26) 0 0 0 for shear flow, 1 Sij = S 0 0 for plane strain flow, 0 0 −1 0 0 (3.27) 0 0 0 1 2S Sij = √ 0 −1/2 0 3 0 0 −1/2 (3.28) for axisymmetric contraction flow, and 0 0 −1 2S Sij = √ 0 1/2 0 3 0 0 1/2 (3.29) for axisymmetric expansion flow. It can also be shown that: 1 −U1,2 t 0 Bij (t) = , 1 0 0 0 0 24 1 (3.30) for homogeneous shear flow, and Bij (t) = 0 B11 exp(−U1,1 t) 0 0 0 0 B22 exp(−U2,2 t) 0 0 0 0 B33 exp(−U3,3 t) . (3.31) for plane strain and axisymmetric flows with their respective Uα,α values. Here the superscript 0 indicates the initial value, i.e. Bij0 = Bij (0). The coordinate transformation (3.18) has been extensively implemented, in conjunction with Fourier spectral methods, to simulate anisotripic homogeneous flows in the moving coordinate ξi . The extension of this numerical procedure to two-phase flows requires some further considerations. To elaborate on this issue, we begin by ensemble averaging the particle momentum equation (which, for dilute two-phase flows with large density ratio, may also be viewed as an Eulerian equation for the dispersed phase64 ): V 1 ∂vi D Vi =¿ (Ubi∗ − Vbi ) À − ¿ vj À, Dt τp ∂xj (3.32) where τp = Re0 ρp d2p /18 is the particle time constant and the superscript ∗ denotes the fluid velocity at the particle location. Here, ρp and dp are the particle density and diameter, respectively, V D Dt = ∂ ∂t + Vj ∂x∂ j , the notation ¿ À denotes the ensemble average associated with the dispersed phase, and Vi (=¿ Vbi À) and vi are the particle mean and fluctuating velocities, respectively. It must be emphasized that only the Stokes drag is considered in writing (3.32). For a homogeneous dispersed phase, it can be shown65 that the last correlation in (3.32) vanishes. Then, substituting from (3.24) for the carrier-phase mean velocity (assuming Ui∗ ' Ui ) shows that Vi = Ui is a solution to (3.32) for the homogeneous shear flow. In contrast, substituting (3.25) in (3.32) indicates that Vi = Ui is not a solution for the particle mean velocity in plane strain and axisymmetric flows. This indeed complicates the analysis for these flows and limits the discussion to small particle Reynolds numbers (Rep ) for which 25 a Stokes drag can be considered without the correction term due to large Rep (see equation (2.14)). Under this condition, by considering one-way coupling only and assuming that the initial fluctuating velocity of the dispersed phase is isotropic, it can be shown65, 66 that the particle mean velocity in plane strain and axisymmetric flows can be described as Vα = σα (t)xα , where σα (t) = 0 0 (βα − Vα,α )ηα exp(ηα t) − (ηα − Vα,α )βα exp(βα t) , 0 0 (βα − Vα,α ) exp(ηα t) − (ηα − Vα,α ) exp(βα t) with βα = −1 + q 1 + 4Uα,α τp 2τp , for 1 + 4Uα,α τp > 0, ηα = −1 − ³ σα (t) = 1 2τp 0 + 1 + Vα,α 1 2τp ³ q 1 + 4Uα,α τp 2τp 0 0 Vα,α − Vα,α + ´ ´ t 2τp t (3.33) , , (3.34) (3.35) for 1 + 4Uα,α τp = 0, and σα (t) = 0 0 2ωτp Vα,α − (Vα,α − 2Uα,α ) tan(ωt) , 0 ) tan(ωt) 2ωτp + (1 + 2τp Vα,α (3.36) q ω= |1 + 4Uα,α τp | 2τp . (3.37) 0 for 1 + 4Uα,α τp < 0. Here Vα,α is the initial value of σα (t). It is clear that for irrotational flows the mean velocity of the dispersed phase is a function of time and depends on a ‘critical’ value for the particle time constant: τpcr = 1 . 4|Uα,α | (3.38) For τp > τpcr , the particle motion is oscillatory with the frequency ω. The physical explanation for this phenomenon is that the particles with large inertia are able to cross the coordinate axis where then they are faced with an opposing flow direction. This enhances the drag force significantly and directs the particles back towards the axis. 26 Applying the coordinate transformation to the particle momentum equation, in normalized form, one obtains dvi 1 = (u∗i − vi ) − Vi,j vj , dt τp (3.39) for the particle fluctuating velocity, vi . For a (spatially) constant particle mean velocity gradient, the right-hand side of this equation does not show any dependency on position. Therefore, if the initial particle fluctuating velocity is homogeneous, the evolution of vi is independent of ξi and the turbulence remains homogeneous. In the shear flow, the particle mean velocity is also constant in time and the same as that of the fluid, thus the moving coordinate (and the homogenous domain associated with that) evolves with the same rate for both phases. For the plane strain and axisymmetric flows, however, the particle phase evolves with a different rate than that of the carrier phase. This has been demonstrated for the plane strain flow in Barré et al.65 by plotting the instantaneous locations of all the particles at various times. Figure 2 clearly shows a ‘compressibility’ effect associated with the dispersed phase, despite the incompressible carrier phase. This effect and several other subtle differences among various homogeneous flows can be used for assessing various aspects of two-phase turbulence models. These differences are mainly due to the presence of a mean relative velocity between the two phases in irrotational flows. The study of these flows creates an opportunity to address several fundamental phenomena in two-phase turbulent flows, such as the so-called ‘crossing-trajectories effect’. Capturing the fundamental phenomena such as this, could be considered as a stringent test for statistical models which are usually derived following a long and tedious mathematical procedure while making many simplifying assumptions. The above formulation has been extended to compressible turbulent flows laden with solid particles or evaporating/reacting droplets.60, 61, 67 This extension was only possible for homogeneous shear flow where there was no relative mean velocity between the two phases. This allowed the inclusion of all two-way coupling terms to account for modifications in mass, momentum, and energy of the carrier phase. The gravity effects, however, were not 27 included as it would complicate the computational methodology significantly. Under these circumstances, and as explained above, for homogeneous shear flow the computational domain was the same for both phases and periodic boundary conditions were applied. This implied that there was no net transfer of heat, mass, or momentum from the computational domain and thus the computations provided a good model of a constant-volume process. In the absence of chemical reaction, the results of the simulations60 were used to investigate the evolution of the turbulence kinetic energy and the internal energy. Various terms in the transport equations of these energies were discussed and useful data were provided for the evolution of the Reynolds stresses in both phases. Non-evaporating droplets decreased the turbulence kinetic energy by causing an extra dissipation due to drag. Evaporation, however, increased both the (mass-weighted) turbulence kinetic energy and the mean internal energy of the carrier phase by mass transfer. Evaporation was controlled by vapor mass fraction gradient around the droplet, when the initial temperature difference between the phases was negligible. In cases with small initial droplet temperature, the convective heat transfer was more important in the evaporation process. At long times the evaporation rate approached asymptotic values depending on the values of various parameters. It was also found that evaporation rate was larger for droplets residing in high-strain-rate regions of the flow, mainly due to larger droplet Reynolds numbers in these regions. In a recent work, Mashayek and Jacobs68 consolidated the results from several studies58, 61, 68 on reacting droplets in both isotropic and homogeneous shear turbulence to provide a general view. A simple one-step reaction scheme was considered to make the computations feasible and the reaction was assumed to occur in the gas phase between the fuel vapor and the oxidizer gas. The main feature observed in the simulations, was that the structure of the reaction zone was significantly affected by interaction of the droplets with the carrier phase. As a result, there was a tendency for the reaction zone to align with the mean flow direction in shear flow. In the absence of the mean flow, the preferential distribution of the droplets by small scales of the flow played a determining role in the construction of the reaction zone. 28 The correlations between the reaction rate and different flow variables were used to reveal several interesting features of two-phase turbulent reactive flows. Although some of these features were in agreement with physical intuition, others were somewhat unexpected and indicated the delicate relative importance of various time scales involved in these flows. For example, despite the strong two-way coupling expected between the carrier-phase temperature and the reaction rate, the correlation coefficient of these two variables assumed negative values for cases with low initial droplet temperature. 3.1.3 Inhomogeneous flows It appears that the most popular inhomogeneous configuration chosen for investigation has been the fully developed channel flow,69 and in almost all of the applications the fluid phase has been simulated via psuedospectral method.70 One of the first DNS studies of two-phase channel flows is due to McLaughlin71 who studied aerosol particle deposition. The channel was vertical so that the gravity effects on the deposition of the particles on the wall could be neglected. Therefore, only the inertia, the Stokes drag, and the Saffman lift forces were included in the equation for the particle motion. The full spectral representation was used to calculate the fluid velocity at the particle location, and 16 × 64 × 65 grid points were used for all simulations. It was also assumed that a particle remains attached to the wall after contact. The results showed that the particles tend to accumulate in the viscous sublayer, and that the rate of deposition was increased as the density ratio was increased. The Saffman lift force did not affect the particle trajectory, except within the viscous sublayer. Using a similar technique to simulate the carrier phase, Brooke et al.72 attempted to identify the eddies that were primarily responsible for the deposition of aerosols. The dispersed phase, however, was simulated with more simplified assumptions. The equation of motion included only the Stokes drag force, and the wall effects were completely ignored in the calculations and a geometrical criterion was used for deposition. It was mentioned that these simplifications did not significantly affect the results, which showed that the particles 29 collided the wall at approximately 45o angle for all particle sizes. An analysis of the particle trajectories indicated that a particle wandered sidewise until it was trapped in a strongly correlated motion that brought it to the wall. Brooke et al.73 used the results of similar simulations to study the free-flight mixing and deposition of aerosols. Two groups of particles were identified; one group was entrained in the carrier phase turbulence while the other group moved in free flight from one location to the other. A portion of the particles of the second group exhibited a free flight to the wall. Ounis et al.74 used a simulated turbulent channel flow to study dispersion and deposition of Brownian submicrometer-size particles. The equation of motion of the particles included the Stokes-Cunningham drag, inertia, and Brownian forces. The Brownian force was simulated as a Gaussian white noise random process, and the numerical technique for simulating the carrier phase was similar to that used by McLaughlin.71 The interpolation scheme to evaluate the fluid velocity at the particle location involved a partial Hermite method in the downstream and spanwise directions and a direct spectral method in the cross-stream direction. The results indicated that the dispersion of the particles near the wall was significantly affected by the Brownian motion. Also, the effect of the variation in the density ratio on the dispersion and deposition rate was small, in contrast to the results of McLaughlin71 for larger particles. A similar study was conducted by Ounis et al.75 to provide a fundamental understanding of the mechanisms that control the deposition process, with a particular attention to the deposition rate. It was shown that the number of deposited particles on the wall and the deposition velocity increases with the decrease of the particle diameter. The DNS results of particle-laden channel flow was used by Chen and McLaughlin76 to generate empirical correlations for aerosol deposition rate in vertical ducts. The effects of wall on the drag and lift forces were accounted for, and molecular slip and Brownian effects were included in the equation of motion. The simulations were performed for monodisperse particles with a wide range of particle relaxation times. By combining the results from various simulations, the authors also produced correlations for the deposition rate of log- 30 normally distributed polydisperse particles. The results indicated that the deposition rate strongly depended on polydispersity and monodispersed particles always had the lowest deposition rate when compared with polydispersed particles. The deposition rate strongly depended on polydispersity, thus the correlations for the deposition rate were expressed in terms of both the particle relaxation time and the particles’ geometric standard deviation. In general, the simulated deposition rates were smaller than most of the available experimental measurements. In an attempt to explain this deviation, Chen et al.77 accounted for collisions among droplets in their DNS of vertical channel flows. It was assumed that the droplets coalesce upon collision resulting in a loss in the kinetic energy. The results showed that the deposition rate was increased by as much as four times when the collision of the particles led to coalescence. Rouson et al.78, 79 performed simulations of particle-laden channel flows with somewhat different objectives than those followed in the above studies. They considered larger particles with the intention of investigating the preferential concentration of particles. Also, turbulence modifications were included in the simulations and the particles were assumed to collide with the channel walls elastically. The results generated by these simulations were used by Eaton80 to discuss turbulence modification by particles in shear flows. Pan and Banerjee81 also investigated the modification of turbulence by particles in a channel flow. A low volume fraction was considered so that inter-particle collisions could be neglected. The fluid phase was simulated by a pseudo-spectral method and the particles were transported by considering the Stokes drag force, the force due to the acceleration of the undisturbed fluid flow, and the body force. A different approach was adopted when accounting for the effects of the particles on the carrier phase. The approach directly incorporated the local disturbance velocity field, due to each particle, into the undisturbed fluid velocity field by assuming that the flow around the particle was locally Stokesian. The authors argued that this approach was necessary to ensure the correct implementation of the velocity boundary conditions at the wall. It was found that particles smaller than the dissipative length scale reduced turbulence intensities and Reynolds stresses, whereas particles that were somewhat 31 larger increased intensities and stresses. All of the above contributions have considered vertical channels. In contrast, Pedinotti et al.82 simulated the particle-laden flow in a horizontal channel in which the gravity effects were accounted for. The particle density was very close to the fluid density which did not justify neglect of other terms in the particle equation of motion. The particle-wall collisions were inelastic and frictionless, allowing for the tangential movement of particles on the wall. The results showed that, due to gravity, the particles ejected from the wall fell back to the near wall region faster than the fluid which was simultaneously injected. The authors pointed out that two (inner and outer) scales were associated with the particle dynamics. Therefore, it was not possible to match the results of flows at different Reynolds numbers. Since DNS was limited to low Reynolds numbers, the experimental data could not be directly compared to DNS results. In recent years, the temporally-developing mixing layer has also emerged as a popular configuration for DNS studies of two-phase flows. This flow is a simplification of its spatial counterpart which has been extensively reproduced in laboratory. Both of these flows have been the subject of intensive investigations, theoretically, experimentally, and numerically, within the context of reacting turbulent flows in the past three decades. The temporal model of the spatial flow is generated by considering a coordinate frame moving with the mean flow velocity in the streamwise direction. From a numerical point of view, this simplifies the problem significantly as one would only need to simulate a computational domain large enough to accommodate for a small number (as little as a pair) of vortices. This is possible by implementing periodic boundary conditions, thus neglecting the widening of the mixing layer, in the streamwise direction. The periodic boundary conditions are also implemented for particles in the streamwise direction. However, these convenient conditions are not applicable to boundaries in the cross-stream direction, which could result in a loss of particles as they cross these boundaries. These particles are usually not replaced, a treatment that translates into a decrease of the mass loading of the dispersed phase. This is particularly important 32 when studying two-way coupling effects as they are directly proportional to particle mass loading. In a series of papers, Ling et al.83–85 reported results obtained from DNS of a threedimensional, temporally-developing mixing layer laden with particles or droplets. The carrier phase was simulated using a pseudospectral method and the particle motion was governed by inertia and a modified Stokes drag. The fluid velocity at the particle location was found using a third-order Lagrange interpolation scheme. The results showed that the three-dimensional mixing layer was characterized by both two-dimensional and streamwise large scale structures. The particles with Stokes number of order unity were found to have the largest concentration on the circumference of the two-dimensional large-scale structures. However, the presence of the streamwise large-scale structures caused the variation of the particle concentration along the spanwise and transverse directions, resulting in a ‘mushroom’ shape of the particle distribution. In the presence of two-way coupling,84 it was found that for particles at an intermediate Stokes number, higher mass loading ratio resulted in lower energy of the large-scale vortex structures and less particle dispersion. While particles at intermediate Stokes numbers stabilized the flow, particles at small Stokes numbers at a particular mass loading destabilized the flow and enhanced the mixing. To study thermal two-way coupling, a mixture of hot air and cool water droplets was considered.85 Higher air density was observed near the interface of the two streams and eventually resulted in an increase of the magnitude of the vorticity field, a more unstable flow, a higher droplet concentration and a lower droplet dispersion across the mixing layer. Miller and Bellan86 conducted DNS of a temporally-developing mixing layer with one stream laden with evaporating hydrocarbon droplets. An eighth-order finite difference spatial discretization was used in conjunction with an explicit fourth-order Runge-Kutta temporal integration scheme. Properties of air (carrier phase) and decane (dispersed phase) at 350K were used, however, a much lower viscosity value had to be considered for air in order to make the DNS feasible. A complete two-way coupled formulation was implemented and the 33 effects of the initial mass loading ratio, initial Stokes number, and initial droplet temperature on the mixing layer growth and development were discussed. The results showed that the mixing layer growth rate and kinetic energy were increasingly attenuated for increasing mass loading ratios up to 0.35. The laden stream became saturated before evaporation was completed for large mass loading ratios. Later, Miller and Bellan87 implemented a parallel version of the same code, which allowed them to consider larger numbers of grid points and droplets. The complete transition to turbulence was captured for several of the high Reynolds number simulations, and it was observed that the increase in the droplet mass loading ratio resulted in a more ‘natural’ turbulence characterized by increased rotational energy. An a priori subgrid analysis, based on the DNS results, showed that neglecting subgrid velocity fluctuations in the context of LES may result in significant errors in predicting the droplet drag force for Stokes numbers of order one. (A flow time scale based on the mean velocity difference and initial velocity thickness was used to define the Sotkes number as the ratio of the particle time constant to the flow time scale.) The above conclusion is despite the fact that the majority of LES studies tend to (conveniently) neglect the subgrid velocity fluctuations, and indicates the need for more comprehensive subgrid models for two-phase flows. These two-phase models may also be able to properly account for the effects of two-way coupling and turbulence modification due to the presence of the second phase. This observation trigerred more a priori subgrid analysis by Okong’o and Bellan88 using the DNS data generated in the study of Miller and Bellan.87 It was proposed to model the ‘unfiltered’ gas-phase variables at the droplet locations by assuming the gas-phase variables to be the sum of the filtered variables and a correction based on the subgrid scale standard deviation. Three methods were investigated for modeling the standard deviation: the Smagorinsky approach, the gradient model and the scale-similarity formulation, and it was found that the latter two yield results in excellent agreement with the DNS. Recently, Miller89 extended the above studies to the case of a reacting mixing layer 34 laden with non-reacting solid particles or liquid droplets. To perform DNS and fully resolve all scales of the flow, several simplifying assumptions were made, among them one-step reaction scheme and two-dimensional configuration. Given the limitations in computational resources, this was necessary to achieve the transition to turbulence. It was shown that cold solid particles, entrained into the mixing zone, cooled the flame in the braid regions, and caused flame suppression and, under certain conditions, local flame extinction. For cases with evaporating droplets, the flame extinction was substantially enhanced due to the use of the gas energy for latent heat of evaporation as well as a reduction in the reaction rate as a result of the dilution of the reactants by non-reacting vapor. The extent of flame suppression and local extinction was increased with increasing reaction activation energy and/or dispersed phase mass loading, and also by deceasing particle Stokes number. Tackling two-phase flows in more complex inhomogeneous configurations requires numerical codes with geometrical flexibility of traditional schemes, such as finite volume, while preserving a high degree of accuracy and a low level of numerical diffusion as customary for DNS. Due to tremendous amount of computations expected for such simulations, it is very clear that such a numerical scheme must efficiently bend itself for parallel implementation. While spectral methods have been very successful for DNS in simple flows, they usually lack the capability of dealing with complex geometries. This perspective has recently began to change with the emergence of spectral element methods, in particular with their ‘multidomain’ treatment that shows a significant potential for parallel coding.90 As noted in recent studies of Jacobs et al.,91, 92 the implementation of these methods for two-phase flows requires a fresh look at various steps involved in Lagrangian tracking of particles. In multidomain spectral element method, the carrier-phase equations are solved on a computational domain that is divided into non-overlapping elements (referred to as ‘subdomains’) with high orders of approximation (typically, 5th through 20th). These elements are treated separately, and, unlike its finite element method counterpart, no global assembly is required for the multidomain spectral method (see Kopriva93 for details of the method). While this feature makes the method desirable for parallel implementation, it imposes some restrictions on the treat35 ment of particles. For example, it would be more efficient and convenient to evaluate fluid properties at the particle location using the information from only the subdomain that contains the particle. Jacobs et al.,91 reported a detail study on various interpolation schemes and concluded that a sixth-order Lagrangian polynomial would be sufficiently accurate for this purpose. The practical implementation of multidomain methods for two-phase flows still requires many modifications and will likely remain a subject of research for some time to come. 3.2 Large-eddy simulation In the majority of applications of turbulent flows, the Reynolds number is much higher than those feasible by DNS. With the current status of supercomputers and with their rate of progress, it is not expected that, at least in a foreseeable future DNS will become applicable to flows of practical interest. On the other hand, when dealing with complex flows, the details of the small structures of the flow may not be of main interest. Therefore, one may seek for a solution for larger scales of the flow by accounting for the effects of small scales only in a ‘filtered’ sense. This has been the fundamental principle in implementing the method of large-eddy simulation for turbulent flows. The theoretical and numerical aspects of LES are not discussed here, they are available in recent reviews by Lesieur and Métais94 and Meneveau and Katz.95 Here, we focus our attention on the applications of LES to two-phase turbulent flows. In early studies, Lagrangian equations of particles were computed with a flow-field generated via LES96, 97 and the effect of subgrid scales on the particles were not accounted for. These subgrid scale effects were taken into account in later studies and a detail assessment on the effects was recently reported by Armenio et al.98 The two-way coupling effects were incorporated by Boivin et al.99 where the coupling was restricted only to the resolved scale, i.e. the particle effects were included in the calculation of the resolved scale through a source term. Only very recently, the two-way coupling was treated rigorously by also taking into 36 account the effects of particles on the subgrid scale viscosity.100 Below, we provide a review of various LES works on two-phase flows. One of the early contributions is due to Yeh and Lei96 who investigated the motion of small particles in an isotropic decaying turbulence generated by LES. The subgrid scale Reynolds stress was related to large scale flow field via the eddy viscosity model in which the length scale was a constant Cs times the filter size. The filtered (large scale) carrierphase equations were solved using a Fourier pseudospectral method on 323 grid points. The effect of the particles on turbulence was neglected and their motion was described by inertia, modified Stokes drag, and gravity forces. The large scale velocity resolved in LES was used in the particle equations, thus the effects of the velocity fluctuations in the subgrid scale were neglected. To assess the capability of LES in predicting the flow statistics, the simulations results were compared with the experimental data of Snyder and Lumley42 and Wells and Stock.101 By performing simulations based on various values for Cs and the domain size, Yeh and Lei96 concluded that the particle motion was mainly controlled by large scales of turbulence. Deutsch and Simonin102 utilized LES to study the motion of particles in a stationary isotropic turbulence. The subgrid scale was modeled with the Smagorinsky model and a finite difference with fractional step method was used to simulate the carrier phase on 643 grid points. By considering small volume fractions, the effects of the particles on turbulence was neglected, and the equation of motion for the particles accounted for drag, fluid pressure and added mass forces. Simulations were performed for three different values of the density ratio (ρp /ρf = 0.001, 2, and 2000). The results of the simulations were used by Simonin et al.103 and Pozorski et al.104 to assess their models for particle-laden turbulent flows. The motion of small particles in homogeneous turbulent shear flows was also studied via LES. Yeh and Lei97 used a Fourier pseudospectral method to solve the filtered governing equations of the carrier phase. To apply periodic boundary conditions, the equations were transformed to a coordinate deforming based on the mean velocity gradient of the carrier 37 phase.63 The particle equations, however, were integrated in a (non-deforming) coordinate translating with the mean streamwise velocity. The equation of motion for the particles included the inertia, modified Stokes drag, and Saffman lift forces. However, the simulation results indicated that, the Saffman lift force was not important for the particle dispersion. The simulations were performed on 323 grid points and the statistics of the clean flow was compared to experimental data of Champagne et al.105 and Harris et al.106 The results were used to investigate the effects of the particle’s inertia and the drift velocity on the particle dispersion and settling velocity. Two different mean shear rates (S = 12.9 and 44 sec−1 ) were considered. It was found that for the smaller shear rate < X12 >∝ t3 , < X22 >∝ t, and < X32 >∝ t when 3 < St < 5, and for large shear rate < X12 >∝ t4 , < X1 X2 >∝ t3 , < X22 >∝ t2 , and < X32 >∝ t2 for large values of St. The heavy particles led the fluid in the streamwise direction but fell less rapidly in a homogeneous shear flow than in a still fluid. Simonin et al.107 also considered the motion of particles in a homogeneous shear turbulent flow generated via LES. It was assumed that the turbulence was not affected by the presence of the particles and the subgrid scale stresses were modeled according to Smagorinsky’s eddy viscosity model with Cs = 0.12. The filtered equations were solved by finite difference method on a grid with 643 nodes. The particle’s equation of motion included the inertia, modified Stokes drag and gravity forces, and was solved in a fixed computational domain. It was argued that, when the particles start from the same instantaneous velocity as that of their surrounding fluid, the particles mean velocity remains the same as that of the carrier phase. This information was needed in applying the boundary conditions for the dispersed phase. The initial conditions for both phases were taken from numerical simulations of stationary isotropic particle-laden flows of Deutsch and Simonin.102 The results showed that the dispersed phase is more anisotropic than the carrier phase, and were mainly used to assess the performance of a two-fluid turbulence model for particle-laden flows with one-way coupling. Wang and Squires108, 109 studied particle-laden, fully-developed turbulent channel flows. 38 A one-way coupling between the phases was assumed and the filtered equations governing the carrier phase were discretized using second-order central differences on a fully staggered grid with 64 × 65 × 64 nodes. The subgrid scale stresses were related to resolved velocity field by a gradient type model and the dynamic approach of Germano et al.110 was implemented to determine the model coefficient Cs . A fourth-order Lagrangian interpolation scheme was used to calculate the fluid velocity at the particle location, and deposition of the particle on the wall was assumed to occur when the particle was within one radius of the wall. The main focus in the study of Wang and Squires109 was to assess the performance of LES in simulating particle-laden flows via comparisons with the DNS results of McLaughlin.71 Therefore, the particle equation of motion and the flow conditions were chosen to be similar to those used by McLaughlin.71 The LES and DNS results were found to be in reasonable agreement. Only the LES-resolved velocities were used in the particle equation, and it was shown that the subgrid scale velocity fluctuations did not have a large effect on deposition. Wang and Squires108 also evaluated the accuracy of LES results via comparisons with DNS results of Rouson and Eaton111 and experimental data of Kulick et al.112 In this work, the Saffman’s lift force was not included in the particle equation of motion, however, the gravity force was accounted for. A large number (2.5 × 105 ) particles were tracked in order to study the statistics of the dispersed phase as well as the preferential distribution of the particles. Armenio et al.98 studied the effect of subgrid scales on the dispersed phase by comparing their DNS and LES results for the case of channel flow. The tracer particles and inertial particles whose motions were governed by the Stokes drag force were considered. It was found that subgrid scales contributions to the particle dispersion, particle velocity autocorrelation, Lagrangian integral time scale and other properties of interest were significant when a substantial portion of the energy was contained in the subgrid scale. Also, the inertial particles were found to be less sensitive as compared to the tracer particles which had smaller particle time constants. Boivin et al.99 studied the two-way coupling in the LES framework for the case of station- 39 ary isotropic turbulence in which the particles were acted upon by fluid drag force. A priori tests were conducted for LES models using the DNS data and the obtained results were then confirmed through the actual LES calculations. Various subgrid scale models, namely, Smagorinsky, dynamic subgrid, scale similarity and mixed models were assessed against the DNS data. The model coefficient Cs was shown as a function of mass loading of particles and the mixed model results were found to be more accurate in predicting the overall subgrid scale dissipation. More recently, Yuu et al.100 studied the situation of particle-laden jet flow by taking into account the two-way coupling and suggested modifications in the subgrid scale model due to the presence of particles moving under the influence of fluid drag force. They compared the LES results against their experimental data and a detail assessment of their modified model using the DNS data remains to be done. In view of the above, LES application to two-phase flow is still in the developing stage when the proper and accurate account of two-way coupling of large and subgrid scales with particles is to be included. 3.3 Stochastic modeling The main idea in the application of stochastic methods to two-phase turbulent flows is to introduce a large number of particles into the flow of interest and to generate a ‘synthetic’ turbulence with some known statistical properties, such as the mean and the variance of the fluid fluctuating velocity. These known properties can, in general, be obtained by solving any single-point closure scheme such as those developed by Reynolds averaging the NavierStokes equations for the carrier fluid. A large number of particles are then introduced into the flow and their trajectories are simulated while updating various particle properties, such as velocity and temperature, in time. It is important to realize that the data generated using the synthetic turbulence may represent the physics of the real turbulence only after averaging over a large number of particles (i.e. samples) in a statistical sense. The statistical analysis on the particles is performed by collecting samples from a small control volume within the flow field. This procedure is similar to that implemented in laboratory experiments where 40 the particles crossing a small ‘probe’ volume are sampled in time. While in generating a synthetic turbulence stochastic models heavily rely on randomlysampled values for the fluid velocity fluctuations, it is noted that turbulent flows are not purely random fields and exhibit strong temporal and spatial correlations among velocity fluctuations. As a result, the level of accuracy in representation of these correlations by a stochastic model can be expected to have a major impact on its performance. Various stochastic models greatly differ in their method of implementation of these correlations, in particular the temporal ones which are widely referred to as autocorrelations. In this section we review these models by dividing them into two groups. The first group of models include the fluid velocity autocorrelation in an ‘implicit’ manner only, whereas the second group ‘explicitly’ implements the autocorrelation in the construction of the model. Despite the possible lower accuracy of the first group, their simplicity of implementation and lower computational cost have greatly promoted their use for simulation of practical two-phase turbulent flows. Another important issue is that the form of the autocorrelation function is not always well defined for a flow of interest. Therefore, although the possibility of explicit incorporation of various autocorrelations adds to the robustness of the models in the second group, the actual improvement in the performance may yet depend on the ability to accurately describe the autocorrelations for various flows. 3.3.1 Models with implicit velocity autocorrelations These models primarily consider the interaction of particles with random-velocity fluid eddies and are mostly recognized as eddy-interaction models (EIMs). Various forms of these models have appeared in the literature, and they have been modified from their original form to account for different physical phenomena, such as crossing-trajectories and continuity effects. One of the early eddy-interaction models is due to Gosman and Ioannides.113 In this model, the turbulence is assumed to be isotropic and to have a Gaussian pdf with the variance of 2k/3, where k is the turbulence kinetic energy. The fluctuating fluid velocity 41 along the particle trajectory is randomly sampled from the Gaussian pdf and the particle is allowed to interact with an eddy for a certain period of time. This time is determined by considering two critical scales associated with the turbulent eddy: the eddy life time, te , and the eddy length, Le . The latter may also be used to determine another time scale called the eddy crossing time, tc . The turbulence properties are assumed to be the same within an eddy and change randomly when the particles move to another eddy. More specifically, a particle is assumed to interact with an eddy for a time which is the minimum of either the eddy lifetime or the time required for a particle to cross an eddy. In the framework of statistical turbulence models for the carrier phase, these times are estimated by assuming that the characteristic size of an eddy is the dissipation length scale 3 3 Le = Cµ4 k 2 /², (3.40) where Cµ is the empirical constant from the k-² model, with k and ² denoting the turbulence kinetic energy and its rate of dissipation, respectively. The eddy lifetime is then computed by 1 te = Le /(2k/3) 2 . (3.41) The particle is assumed to interact with an eddy as long as both the time (∆tp ) and the relative distance (∆xp ) of interaction satisfy the following criteria: ∆tp ≤ te , |∆xp | ≤ Le . (3.42) From the eddy lenght scale Le , Gossman and Ioannides113 have derived the eddy crossing time tc = −τp ln 1.0 − Le c c − V| τp |U . (3.43) The particle is allowed to interact with the same eddy over an eddy interaction time ti which 42 is the minimum of two time scales: ti = min(te , tc ). (3.44) c − V| c < L /τ , then the particle is said to be ‘captured’ and t = t is used. If |U e p i e This model was also implemented by Faeth and coworkers114–116 to predict particle-laden jets, and more applications were reported in Refs. 117, 118. Wang and Stock119 showed that the velocity autocorrelation for ‘discontinuous’ stochastic processes, such as the one described above, can be obtained by transforming the ensemble average into time average for a stationary random process and employing physical reasoning to find the contribution of individual velocity pairs to the velocity autocorrelation function. The form of the autocorrelation depends on whether a constant time step T : u(0 → T ) = u1 , u(T → 2T ) = u2 , u(2T → 3T ) = u3 , ···, (3.45) or random time steps ti : u(0 → t1 ) = u1 , u(t1 → t1 + t2 ) = u2 , u(t1 + t2 → t1 + t2 + t3 ) = u3 , ···, (3.46) are used for sampling the random fluid velocity u at the particle location. Here, T is a constant whereas ti ’s are random with a given pdf. The autocorrelation was found to be independent of the fluid velocity pdf, but to be related to the time-step pdf. For constant time step, the autocorrelation linearly decreased from 1 to 0 in a time interval equal to T which, for self consistency, must be considered to be twice the fluid Lagrangian integral time scale. When the time step was chosen randomly with an exponential pdf distribution, the resulting velocity correlation was an exponential function. Etasse et al.120 wrote (3.44) as ti = 2 min(te , tc ), noting that the factor 2 is necessary to ensure the equality between the integral time scale of the model and the postulated interac- 43 tion time, since the stochastic process generates a linear autocorrelation function.119 It was also argued that this choice of ti for sampling a new fluid velocity fluctuation at the particle location, misrepresents several physical effects: (i) As τp increases and approaches or exceeds the eddy turn-over or eddy-crossing time, the particle motion is known to become less responsive to the turbulence and leads to increased dispersion. This effect is not accounted for in the stochastic model. (ii) As the mean relative velocity increases, particles have less time to interact with the eddies, and the effective agitation seen by the particles should weaken thus leading to a decrease of the dispersion coefficient. This effect is not properly accounted for in the model. (iii) The model also fails to accommodate for the fact that for large trajectory crossing effect, the dispersion in the directions transverse to the relative velocity is less than that in the longitudinal direction.40 To alleviate these deficiencies, Etasse et al.120 determined ti in terms of the particle dispersion coefficient described as a function of two parameters related to Stokes number and the mean relative velocity. Previous theoretical121 and LES results were used to describe the functionality of the dispersion coefficient, and application to dispersion in decaying turbulence showed acceptable agreement with experimental data. The limitations of the model were also pointed out, among which the fact that the parameterization was based on theoretical and LES results for isotropic turbulence, thus errors may occur when the model is implemented in inhomogeneous environments. Graham and James122 examined the performance of EIMs in homogeneous isotropic stationary turbulence and investigated the relationships between the eddy time and length scales. A relationship was derived between the eddy length distribution and the Eulerian spatial velocity correlation, and a method was introduced to ensure consistency of length scales by a suitable choice of the eddy length distribution so that the Eulerian integral length scale of the model turbulence was equal to that of the actual turbulence. Graham123–125 proposed further improvements to the standard EIM to account for the effects of inertia, crossingtrajectories, and continuity.123–125 Recently, Graham126 studied spectral characteristics of EIMs and concluded that each of the resulting spectra exhibits unphysical characteristics. In particular, it was shown that the dissipation from all EIMs is infinite and no EIM is capable 44 of demonstrating completely satisfactory spectral characteristics. Nevertheless, as long as EIMs are used to predict the dispersion characteristics, which is controlled by the large-scale fluid motions, satisfactory results may be expected. As pointed out above, the original model of Gosman and Ioannides,113 although widely promoted due to its simplicity, does not account for directional anisotropy associated with anisotropic turbulent flows. Various remedies have been suggested in the literature to improve the performance of this basic model. Wang and James127 tried to account for some of the effects of anisotropy in near wall regions, within the framework of k-² model calculation, by introducing damping functions into the standard eddy-interaction model. These functions were defined as (ux ux )1/2 , fu = (2k/3)1/2 (uy uy )1/2 fv = , (2k/3)1/2 q fw = 3 − fu2 − fv2 , (3.47) and used to modify the isotropic components of fluid velocity fluctuations as extracted from the turbulence kinetic energy calculated by k-² model. Specific forms for fu and fv were suggested by curve-fitting the DNS data of Kim et al.70 These forms were strictly valid for the particular low-Reynolds-number flow against which they were calibrated. A more straightforward approach for including the anisotropy effect, is through the use of Reynolds stress models where different values for normal stresses are provided. These values can then be directly used in conjunction with EIMs to generate non-equal values for the fluid velocity fluctuations at the particle location. Several studies have reported successful implementation of this procedure. One of the recent studies is due to Chen128 that also accounts for the effect of turbulence inhomogeniety. By keeping the sampled fluctuating velocity unchanged for a period of time, according to equation (3.44), the standard eddyinteraction model tends to produce an artificial transfer of fluid turbulence from the high- to the low-intensity region.129 To remedy this problem, Chen128 assumed that the particle was always influenced by the local turbulence. The normalized fluctuating velocities obtained at the beginning of a particle-eddy encounter were multiplied by the local turbulence intensity 45 calculated with the Reynolds stress model. The main characteristic of EIMs is that the sampled velocity remains constant in space and time throughout the interaction of the particle with the eddy. However, the fluid and the heavy partilces do not remain at the same location and follow separate paths as a result of the particle finite inertia. Noting this, a somewhat more rigorous improvement, at a more fundamental level, was proposed by Ormancey and Martinon.130 In this model, the trajectories of massless fluid particles are constructed by integrating their Lagrangian equations. Associated with each fluid particle is a ‘fluid domain’ centered at the fluid particle location. A heavy particle can follow a fluid domain or can move from one fluid domain to another one, accounting for the effect of crossing trajectories. Within the fluid domain, the fluid velocity fluctuation at the particle location is found from a random sampling with specified one- and two-point correlations. A particle remains within one fluid domain as long as its distance from the fluid particle is smaller than some pre-defined length, or until the turbulent structure around the fluid particle is vanished by exceeding the random lifetime of the fluid domain. The sizes and lifetimes of fluid domains are determined by length and time scales of turbulence. 3.3.2 Models with explicit velocity autocorrelations The models in this group are capable of producing a more ‘continuous’ turbulence in time as opposed to the models in the first group that only implicitly include a fluid velocity autocorrelation. As pointed out by Parthasarathy and Faeth,131 these models can be developed rigorously within the framework of the time series analysis as described by Box and Jenkins.132 In this framework, one can implement any number of statistical properties of the carrier phase, including mean velocities, velocity fluctuations, Lagrangian time correlations, and higher-order moments. For practical purposes, however, the implementation of only mean and fluctuating velocities, and time correlations suffice for treatment of the particle turbulent dispersion. Further inclusion of higher-order correlations, although possible from 46 a theoretical point of view, could substantially complicate the models and increase the cost of the computations. Parthasarathy and Faeth131 used this approach to develop a time-series model to simulate liquid velocities along the particle path. The predictions of the model were assessed against the authors’ laboratory measurements for turbulent dispersion of particles in a self-generated homogeneous turbulence. Along the lines of Ormancey and Martinon’s130 model, Berlemont et al.133, 134 proposed a stochastic model based on building a correlation matrix which simulates the Lagrangian time correlations along the entire particle trajectory. This technique allows for explicitly introducing any form for the Lagrangian autocorrelation function. To track individual particles, first a fluid particle trajectory is simulated for which the components of the fluctuating velocity correlation (i.e. Reynolds stress) tensor are determined from a set of second-order algebraic relations. Various components of the fluctuating fluid velocity are calculated from the Reynolds stresses by assuming a Gaussian pdf and by satisfying the specified form of the Lagrangian velocity autocorrelation. Once the fluid particle trajectory is constructed, the heavy particle trajectory is simulated in a similar manner to that in Ormancey and Martinon’s130 model. Chauvin et al.135 and Berlemont et al.136 discuss the extension of this model to account for particle-particle interactions. Another variation of this model was proposed by Blumcke et al.137 There are several other models131, 138–143 that are not as complicated and require less bookkeeping than the models proposed in Refs. 130, 133. Various applications reported in the literature144–146 indicate satisfactory performance of these models, which also account for temporal and spatial correlations. However, instead of constructing the trajectories for fluid particles through the correlations at several time steps, only the correlation between two successive time steps is considered. One of these models is described below to highlight the procedure for implementation of turbulence correlations in time and space. The model proposed by Lu143 implements the Eulerian (as opposed to the Lagrangian) fluid velocity autocorrelation, and is capable of producing the same trend for the variation of 47 the particle diffusivity coefficient as those predicted by theory (e.g. Pismen and Nir147 ). The rudiments of the model are taken from the methodology of time series analysis.132 Consider a coordinate system moving with the mean fluid velocity, such that only the fluctuating velocities are of interest in the computations. The initial particle position (Xi (0), i = 1, 2, 3) and velocity (vi (Xi (0), 0)) are known. The initial fluid velocity ui (Xi (0), 0) at the particle location is obtained by sampling from a random seed with Gaussian pdf with the standard deviation u0 (assumed to be known a priori). Then, the particles are moved within the time interval of ∆t to new positions Xi (∆t). In order to proceed to the next time level, the fluid velocity ui (Xi (∆t), ∆t) at the new particle location must be determined. By the time the particles arrive at their new location, the fluid velocity at the old particle location has changed to ui (Xi (0), ∆t). To relate the old and the new fluid velocities at Xi (0), the Eulerian velocity autocorrelation Fαα (∆t) = hhwα (Xα (0), 0)wα (Xα (0), ∆t)ii , hhwα (Xα (0), 0)wα (Xα (0), 0)ii α = 1, 2, 3 (3.48) is used, where wα = uα /u0 is the normalized fluid velocity and hh ii indicates the Lagrangian ensemble average. It is also necessary to account for the spatial separation between the fluid particle and the heavy particle through the Eulerian spatial correlation Gαα (∆s) = hhwα (Xα (0), ∆t)wα (Xα (∆t), ∆t)ii , hhwα (Xα (0), ∆t)wα (Xα (0), ∆t)ii α = 1, 2, 3 (3.49) where ∆s = |X(∆t) − X(0)| is the distance between the old and the new particle locations. Before (3.49) can be used, it is necessary to reorient the coordinate system such that one of the axes aligns with the vector X(∆t) − X(0). By defining autoregressive processes132 (in time) for wi (Xi (0), 0) and wi (Xi (0), ∆t), and (in space) for wi (Xi (0), ∆t) and wi (Xi (∆t), ∆t), the fluid velocity at the new particle location is given by143 wα (Xα (∆t), ∆t) = aα bα wα (Xα (0), 0) + γα , 48 α = 1, 2, 3 (3.50) where aα = Fαα (∆t), bα = Gαα (∆s), and γα is the Wiener process parameterized by its variance σγα = q 1 − a2α b2α . Once the fluid velocity at the new particle location is determined, the procedure above is repeated until the desired time level is reached. In the implementation of the model, the following correlations were recommended143 Fαα (∆t) = exp(−∆t/τE ), G11 (∆s) = exp(−∆s/Λ1 ), and G22 (∆s) = G33 (∆s) = exp(−∆s/Λ2 ), where τE is the Eulerian integral time scale and Λ1 and Λ2 are the Eulerian integral length scales in the longitudinal and transverse directions, respectively. In isotropic incompressible flows, these are q estimated by τL = C1 (u0 )2 /², τE = τL /C2 , Λ1 = C3 τL (u0 )2 , and Λ3 = Λ2 = 0.5Λ1 , where τL is the Lagrangian integral time scale, with C1 = 0.212, C2 = 0.73, and C3 = 2.778. Mashayek146 performed a detailed comparison between the predictions of Lu’s143 model with DNS data of Mashayek et al.53 and theoretical results of Mei et al.121 in an isotropic incompressible particle-laden turbulent flow. The stochastic model predicted most of the trends as portrayed by DNS and theory. However, the continuity effect was not captured properly. Further, the peaking in the variation of the particle asymptotic diffusivity coefficient with the particle time constant was not observed. For evaporating droplets, the stochastic model predicted thinner pdfs for the particle diameter as compared with DNS generated pdfs. The model was also implemented to study the gravity effects on evaporation, and was shown that the depletion rate increases with increase of the drift velocity at short and intermediate times, but an opposite trend was observed at long times. Dispersion of evaporating droplets decreased with respect to that of non-evaporating particles at small drift velocities; an opposite trend was observed at large drift velocities. Pascal and Oesterlé148 also proposed a stochastic model based on autoregressive processes to predict the fluid instantaneous velocity at the particle location. This model was based on the model of Burry and Bergeles,149 and its basic principles were similar to those discussed above for the model of Lu.143 However, instead of the isotropic autocorrelation function (3.48) an autocorrelation tensor was used which allowed the model application be extended to anisotropic turbulent flows. Pascal and Oesterlé148 also showed that the use of Frenkiel 49 correlations by Burry and Bergeles149 is not consistent with the principles of generating the fluid instantaneous velocity by means of first-order time series model – In fact, it was shown that only exponential correlation matrices can be used in such autoregressive processes. Recently, Moissette et al.150 proposed a model that also calculates temperature fluctuations for discrete particles. The model was constructed using first-order autoregressive processes for both velocity and temperature fluctuations of the particles and accommodated for anisotropy effects. An important aspect of the model was the inclusion of the correlation between temperature and velocity fluctuations in a systematic manner within the framework of autoregressive processes. The model was implemented to simulate solid particles dispersed in a homogenous shear turbulence and good agreements with analytical results of Zaichik151 were found. 3.3.3 Low-cost stochastic simulations A major difficulty associated with stochastic (or, in general, any Lagrangian) approach is the need for tracking a large number of particles in order to generate accurate statistics. In complex flows and in the presence of more sophisticated phenomena, including two-way coupling, this could become computationally inhibiting. Various remedies have been suggested to alleviate this problem and reduce the total number of particles that must be tracked. Zhou and Yao152 proposed a ‘group’ modeling approach where only the center of a group of particles is tracked using the Lagrangian equations of motion. Each group represents a number of particles which disperse spatially with respect to the center of the group under the influence of turbulence. In Zhou and Yao’s model, the turbulent flow was assumed locally isotropic and the dispersion of the particles originated from a point source located at the center of the group as it left the nozzle. The probability of a droplet transport by turbulent diffusion was assumed to be similar to Brownian diffuison which could be closely represented by a normal Gaussian distribution. Numerical simulations indicated that reasonable results can be generated using only 15 groups of particles as opposed to 500 particles needed for 50 generating similar results via the traditional stochastic approach. The authors pointed out that the growth of the group in time eventually results in the failure of the assumption of locally isotropic turbulence and hence inaccurate results. It was proposed that larger groups could be split into smaller ones to overcome this problem. Following a similar concept, Chen and Pereira153, 154 also proposed a method to decrease the number of particles required for accurate calculation of statistics. Their stochasticprobabilistic efficiency-enhanced dispersion (SPEED) model was built upon the stochastic model of Gossman and Ioannides, enhanced with an additional probabilistic model to account for the probabilistic distribution of a physical particle in space. This model is capable of accounting for anisotropy of the turbulence, when implemented in conjunction with a Reynolds stress model that provides various normal components of the fluid velocity fluctuations. The SPEED model also takes into account the finite inertia of the particles when applying the probabilistic approach. Consequently, the dispersion of the particles, due to turbulence, is not described by Brownian diffusion, as was the case in Zhou and Yao’s group model. The probabilistic computation is based on a computed trajectory variance (σpi in the direction xi ) and an assumed probability density function. The equation governing the particle trajectory variance is derived from its definition and written tensorially as:153 Z t 2 dσpα = 2 hvα (t)vα (t1 )idt1 . dt 0 (3.51) The particle velocity autocorrelation between times t and t1 is not known but can be estimated from hvα (t)vα (t1 )i = Ωpα huα (t)uα (t1 )i, (3.52) where Ωpα accounts for the slipping effects between the two phases and is estimated based on the fluid normal stress, hu2α (t)i, following the work of Rizk and Elghobashi.155 The fluid velocity autocorrelation huα (t)uα (t1 )i, in (3.52), is also related to the predicted fluid normal 51 stress through a Lagrangian autocorrelation function: RLα (τ ) = huα (t)uα (t1 )i hu2α (t)i (3.53) where τ = t1 − t. The autocorrelation function is then estimated using a Frenkiel correlation function, and, under the assumption that a very small time step ∆t is used, the final equation for σpi is derived as: · µ 2 2 (t) + 2Ωpα hu2α iTLα ∆t − 2TLα exp − σpα (t + ∆t) = σpα ¶ µ ∆t ∆t sin 2TLα 2TLα ¶¸ , (3.54) where the integral time scale of each component is determined by TLα = 0.235hu2α i/². (3.55) In the computations, while the center of the particle group is tracked using the Lagrangian equations of motion, the particle trajectory variances are also determined simultaneously to account for turbulence dispersive effects. 4 Eulerian Description In this section we consider two modeling approaches, namely, RANS and pdf. In RANS modeling, the analysis starts from the instantaneous Eulerian equations for particle phase, which are similar to equations for the fluid phase. Whereas in pdf, the analysis starts from the Lagrangian equations and a kinetic equation is obtained which governs the probability density of particle’s position, velocity, and other variables of interest at time t. The pdf equation if solved using the Mote Carlo method would have characteristics of Lagrangian framework. Instead of solving the pdf equation, one can derive ‘macroscopic’ or ‘fluid’ equations by taking various moments of the pdf equation. These equations govern the statistical properties of the particle phase and are in Eulerian framework. Therefore, we note 52 that the pdf approach may be discussed under either Lagrangian or Eulerian descriptions. Here, we have chosen to discuss it under the Eulerian description due to the final framework of the macroscopic equations. The Eulerian description is also known as the ‘two-fluid’ approach as the particle phase is described by fluid-like equations. 4.1 RANS modeling The starting Eulerian equations for particle instantaneous variables in RANS are associated with the cloud of particles present in a unit volume for a single realization and are obtained by various methods of averaging.64, 156, 157 Jackson’s method of spatial (volume) averaging and Zhang and Prosperetti’s156 method of ensemble averaging have led to very similar results. The process of averaging creates some unknown terms which can be neglected in dilute flows of interest in this review. The final Eulerian equations for particle volume fraction and particle cloud momentum in the limit of dilute flow, such as those proposed by Jackson, are taken here as the instantaneous equations. The volume fraction, a new variable introduced during the averaging, is defined as the ratio of the volume of the particles to the total volume of the mixture, and may be interpreted similar to the density of a compressible gas. A typical set of particle Eulerian equations is given by equations (4.59) and (4.60) in Section 4.1.1. The ensemble average of instantaneous equations in case of turbulent flows further poses closure problems due to the appearance of unknown correlations similar to the Reynolds stress for fluid turbulence. Utilizing various closure schemes of fluid turbulence, different models have been proposed by researchers to close the unknown terms. The final closed set of equations governs the statistical properties of turbulent flow of particle phase. This section provides a review of various RANS methods as applied for modeling of the closure terms within the two-fluid framework. The early two-fluid treatments of particle-laden turbulent flows were primarily based on the isotropic ‘eddy-viscosity’ concept. Pourahmadi and Humphrey158 constructed a twofluid model on the basis of the (widely-used) k-² model in single-phase flows. The Reynolds 53 stresses in both phases and the turbulent fluxes of the volume fraction were modelled via the eddy viscosity approach. The turbulent diffusion coefficient of the dispersed phase was related to that proposed for the fluid phase (in the context of the single-phase k-² model). The turbulence kinetic energy of the dispersed phase and the trace of the fluid-particle covariance tensor were calculated from the turbulence kinetic energy of the fluid, i.e. kp = k TL , τp + TL ui vi = 2k TL , τp + TL (4.56) which were valid for high Reynolds numbers and small particle time constants. In (4.56), TL = CT k/² is the fluid Lagrangian integral time scale with the suggested value CT = 0.41. It is noted that the model proposed for kp only considers the fluid turbulence as the source of energy in the particulate phase, and neglects the production of the dispersed phase turbulence kinetic energy due to the mean velocity gradient of the particles. Elghobashi et al.155, 159–161 proposed two-equation models based on transport equations for turbulence kinetic energy of the carrier phase and its rate of dissipation. These equations accounted for turbulence modifications (i.e. two-way coupling) and involved models for up to third-order correlations. In all of these works, a dilute two-phase flow was considered such that interparticle collisions could be neglected, and the continuum equations used for the description of the dispersed phase were based on volume averaging. The Eulerian equations for both phases were time averaged, following a Reynolds decomposition, resulting in unclosed correlations for Reynolds stresses and volume fraction fluxes of both phases. For the volume fraction flux, Elghobashi and Abou-Arab159 used a model which was originally developed for the flux of a passive scalar. This model accounted for inhomogeniety of the flow, however, its use for the volume fraction flux may be questionable as the transport equation for a passive scalar flux differs from that for the void fraction flux. An eddy viscosity approach was used to model the Reynolds stresses with νt = Cµ k 2 /² for the carrier phase. The turbulent viscosity of the dispersed phase was related to that of the carrier phase through a droplet Schmidt number. Elghobashi et al 160 assessed the model predictions for a turbulent axisymmetric 54 jet laden with monosize particles, and reported good agreements with experimental data. The model was later extended161 to evaporating droplets by assuming isothermal flow and negligible density fluctuations in the carrier phase. To calculate the mass transfer due to evaporation, a transport equation was also considered for the vapor mass fraction. Rizk and Elghobashi155 modified the model for low Reynolds number turbulence and compared the model predictions for a turbulent two-phase pipe flow with experimental data. Chen and Wood162 presented a two-fluid model based on the formulation of Marble.163 The Reynolds stresses and the volume fraction fluxes were modeled using a gradient hypothesis, and the eddy viscosity of the carrier phase was calculated using the k-² model. The dispersed phase eddy viscosity was determined using the Hinze-Tchen relation νtp = νt /(1 + τp /τe ) where τe = 0.165k/² was the time scale of the energetic turbulent eddies. The eddy viscosity for the flux of volume fraction was obtained from νtφ = νt /Sct with Sct = 0.7. The two-equation k-² model was also implemented by Issa and Oliveira164 in conjunction with the dispersed phase Eulerian equations derived by a double-averaging procedure. The turbulent stresses of each phase was modelled by eddy viscosity. However, the main assumption in the modeling of the dispersed phase was that the velocity fluctuations of the two phases were proportional. Picart et al.165 used a k-² model along with Rodi’s166 implicit algebraic relations for Reynolds stresses to calculate the carrier phase. The dispersed phase was simulated using a dispersion tensor which was computed in the framework of Tchen’s17 theory. Analogous to its single-phase counterpart, modeling of two-phase flows was not limited to two-equation models. Abou-Arab and Roco167 presented a model using one transport equation for the turbulence kinetic enery. A four-equation model was proposed by Kashiwa and Gore168 which involved transport equations for the turbulence kinetic energy and its dissipation rate for both phases. 55 4.1.1 Second-order moment modeling The eddy viscosity approach is very convenient in application and has produced reasonably accurate predictions for a number of turbulent single-phase flows. However, as pointed out by Viollet et al.,169 some laboratory measurements170 and DNS results60, 65, 67 indicate that the dispersed phase is highly anisotropic, thus the eddy viscosity approach is not well justified for particles. This has motivated the use of more sophisticated models based on the transport equations for various statistical moments up to the second order, coupled with different closures for higher-order moments. Referred to as second-order closures, these schemes offer extensive advantages over the Boussinesq type approximations based on the isotropic eddy diffusivities (such as k-² model in single-phase flows). However, the modeling is understandably more difficult as the number of unclosed terms is more than that in isotropic closures. The literature of turbulence modeling in single-phase flows is very rich with predictive schemes based on second-order closures7, 171–176 and will not be reviewed here. Simonin et al.169, 177–179 proposed transport equations for Reynolds stresses in the dispersed phase with and without consideration of interparticle collision. The effects of the particles on the carrier phase were accounted for by including source terms in the transport equations for the fluid turbulence kinetic energy and its dissipation rate. The fluid-particle covariance appearing in the formulation, was treated via either the solution of its transport equation or an eddy viscosity approach. Nevertheless, the eddy viscosity model used in the formulation, did allow for anisotropy and antisymmetry of the covariance tensor. When interparticle collision was present, the transport equations for Reynolds stresses contained a complementary term which was obtained following Grad’s180 approach for monosized elastic hard sphere collision. This term resulted in destruction of the off-diagonal stresses and redistribution of energy among the normal components, thus had no effect on the turbulence kinetic energy. Other terms in the transport equation accounted for turbulent transport, production by the particle mean velocity gradient, and the effects of the drag. The third-order correlation in the turbulent transport term was modeled in the frame of Grad’s approach 56 and by neglecting convective transport and mean gradient effects. When the interparticle collision was inelastic, the extension of Grad’s theory resulted in an extra dissipation term in the transport equation for the Reynolds stresses of the dispersed phase. Whereas in the above-mentioned contributions, the use of second-order closures for the dispersed phase has resulted in the improvement of the model predictions, there is an inconsistency in the overall treatment of the two-phase flow as the continuous phase is still modeled with the eddy viscosity. To alleviate this inconsistency, Simonin et al.107 proposed second-order closures for both phases. The dispersed phase Eulerian equations were derived via ensemble averaging181 of the Lagrangian equations for the individual particles. The transport equations for the fluid Reynolds stress and the fluid-particle velocity covariance were derived in a Lagrangian context starting from the generalized Langevin equation as proposed by Haworth and Pope.182 The equation for the fluid-particle velocity covariance tensor contained production terms due to mean velocity gradients in both phases, and further accounted for the antisymmetry of this tensor. Simonin et al.107 reported good agreement between the model predictions and LES results. Shih and Lumley183 proposed a set of second-order equations for particle-laden flows by assuming that the particle time constant and size were smaller than the Kolmogorov time and length scales, respectively. They neglected the convective term in the particle Eulerian momentum equation, and accounted for the effect of inertia by expressing the dispersed phase velocity in terms of an expansion of the fluid velocity. It was noted that the resulting equations were suitable for the study of correlations between particle velocity and other quantities, but not for particle Reynolds stress. A dissipation term was added to the transport equation for the variance of the particle-density fluctuations. This dissipation term was necessary to bound the magnitude of the variance. A main advantage of Eulerian (as opposed to Lagrangian) methodology for the dispersed phase is that it allows the effects of particles on turbulence (i.e. two-way coupling) to be directly included in various stages of model development. In this situation, one includes 57 the relevant source term(s) in the carrier phase equations from the onset. For example, in case of an incompressible carrier phase laden with monosize particles, these (carrier phase) equations may be described as64, 156, 157 ∂ Ubj = 0, ∂xj (4.57) b 1 ∂ Pb ∂ 2 Ubi λΦ ∂ Ubi ∂(Ubj Ubi ) =− +ν − (Ubi − Vbi ) + gei , + ∂t ∂xj ρf ∂xi ∂xj ∂xj τp (4.58) along with the Eulerian equations for the dispersed phase b b ∂Φ ∂(Vbj Φ) + = 0, ∂t ∂xj (4.59) ∂ Vbi ∂ Vbi 1 + Vbj = (Ubi − Vbi ) + gei , ∂t ∂xj τp (4.60) where g denotes the gravity constant, and ei is the unit vector in the gravity direction. Here, Ui , Vi , P , and Φ represent the carrier-phase velocity, the dispersed-phase velocity, the carrierphase pressure, and the volume (or void) fraction, respectively. Thebshows the instantaneous quantity, and ρf and ν are the fluid viscosity and density, respectively. Equations (4.57)b ∼ O(10−4 ) or (4.60) have been simplified for gas-solid flows with low volume fraction (Φ less) and large density ratio (λ = ρp /ρf ∼ O(103 )), and are valid for particle time constants sufficiently larger than zero. The Stokes drag relation is used for phase interactions and there is no mass transfer between the two phases. Under these conditions, the effects of particles on the carrier phase is exhibited through the drag only and is included as the last term on the right-hand side of (4.58). We use this set of equations as a starting point to elaborate on various stages involved in modeling of two-phase flows within the second-order moment framework. Following the standard Reynolds decomposition procedure, all the instantaneous variables are decomposed 58 into the ensemble-mean and fluctuations about the mean: Ubi = Ui + ui , Vbi = Vi + vi , b = Φ + φ, Φ Pb = P + p, where uppercase and lowercase show the mean and the fluctuating parts, respectively. The equations governing the transport of the mean variables are obtained by ensemble averaging (4.57)-(4.60): ∂Uj = 0, ∂xj (4.61) 1 ∂P ∂ 2 Ui ∂ui uj λ λ ∂Ui ∂(Uj Ui ) =− +ν − − Φ(Ui − Vi ) − (ui φ − vi φ) + gei , (4.62) + ∂t ∂xj ρf ∂xi ∂xj ∂xj ∂xj τp τp ∂Φ ∂(Vj Φ) ∂vj φ + =− , ∂t ∂xj ∂xj (4.63) ∂Vi ∂Vi ∂vi vj 1 ∂vj + Vj =− + (Ui − Vi ) + vi + gei , ∂t ∂xj ∂xj τp ∂xj (4.64) where the overbar indicates the ensemble-averaged value. It is noted that the averaging procedure leading to equations for mean variables ((4.61)(4.64)) involves two steps; a volume averaging followed by an ensemble averaging. As pointed out in Ref. 184, the volume averaging results in Reynolds stresses due to small deviations of the particle velocity from its volume averaged value. However, these volume averaged stresses are usually small in comparison to those resulting from the time averaging. The reason is that particles, due to their large inertia, interact with larger scales of the flow185 while the volume averaging is performed over volumes which are normally much smaller than the large scales of the flow in order to satisfy the conditions required in volume averaging. For the equations used here, Jackson64 argues that the contribution of the Reynolds stress type terms resulted from the first averaging is small except possibly in a short interval following the initial conditions. This situation of double-averaging is avoided in pdf modeling as discussed in Section 4.2. The closure problem in the averaged equations (4.62)-(4.64), is exhibited by the Reynolds 59 stress tensors associated with both phases (ui uj and vi vj ), and the void fraction flux vectors (ui φ and vi φ).† To proceed within the context of second-order moment modeling, differential transport equations are considered for these correlations. These equations can be derived following standard procedures similar to those widely used for Reynolds stress transport equation.7, 175 Mashayek and Taulbee186 have presented these transport equations for the simplified case of homogeneous turbulence. In this case, turbulent fluxes of the volume fraction are zero and the spatial derivatives of all second- and third-order correlations also vanish. Consequently, ∂Uj ∂Ui λΦ dui uj = −ui ul − uj ul + ψij − ²ij − [ui (uj − vj ) + uj (ui − vi )], dt ∂xl ∂xl τp (4.69) for the carrier-phase Reynolds stress, dvi vj 1 ∂Vj ∂Vi = −vi vl − vj vl − (2vi vj − ui vj − uj vi ), dt ∂xl ∂xl τp (4.70) for the dispersed-phase Reynolds stress. It is now noted that a transport equation for the fluid-particle velocity covariance (ui vj ) is needed. This equation is also derived similarly, † The modeling of these fluxes can be avoided if a weighted average is used instead of the Reynolds average. The procedure is similar to that adopted in Favre averaging of compressible flows, with the volume fraction here playing the role of the density. If we define 00 Vbi = Vei + vi , with 00 denoting the fluctuation about the Favre average velocity Z 1 bb 1 1 τ bb Vei = Φ Vi = ΦVi dt, Φ Φτ 0 (4.65) (4.66) then the dispersed phase continuity equation reads: ∂Φ ∂(ΦVei ) + = 0. ∂t ∂xi (4.67) A comparison of (4.67) with (4.63) shows that the need for modeling of vi φ has been eliminated by Favre averaging. This information, however, is needed to recover the Reynolds average velocity, Vi , which can be b Vbi = ΦVi + vi φ to write: calculated using (4.66) and Φ Vi = 1 e (ΦVi − vi φ). Φ 60 (4.68) and reads: dui vj ∂Vj ∂Ui 1 λΦ = −ui vl − ul vj + χij + (ui uj − ui vj ) − (ui vj − vi vj ). dt ∂xl ∂xl τp τp (4.71) In (4.69), ψij = (p/ρf )(∂ui /∂xj + ∂uj /∂xi ) is the pressure-strain correlation, and ²ij = 2ν(∂ui /∂xl )(∂uj /∂xl ) indicates the dissipation rate. In (4.71), χij = (p/ρf )(∂vj /∂xi ) is the pressure-dispersed phase velocity gradient correlation. In these equations, the third-order correlations involving both the velocity and the void fraction fluctuations are neglected. The pressure terms, ψij and χij can be modeled similarly to the widely utilized closure of Launder-Reece-Rodi (LRR).187 First, the dissipation rate tensor (²ij ) is expressed as the sum of an isotropic part ( 23 ²δij ) and a deviatoric part (²D ij ). The latter is combined with the pressure-strain correlation, and the resulting tensor (Πij = ψij − ²D ij ) is modeled. Utilizing Fourier transform methods the Poisson’s equation for the pressure can be solved resulting in expressions for Πij and χij in terms of integrals of two-point velocity correlations. The result for Πij contains extra terms, involving fluid-particle velocity correlations, arising from the effects of the particles on the fluid. Following Launder et al.,187 the pressure-strain term Πij is formulated as a linear polynomial function of the velocity correlations. The coefficients of this polynomial are obtained by applying the constraints of symmetry, incompressibility, and normalization. The final result for homogeneous flows is Πij = −Cf 1 ²afij + ² − ³ ´ 2 f f f Sijf − 6Cf 2 afik Skj + afjk Ski − afmn Snm δij 5 3 h4 i λΦ 4 + 14Cf 2 f f f (aik ωkj + afjk ωki ) + Cf 3 [2kafij − um vm (bfijp + bfjip )], 3 τp (4.72) where Cf 1 , Cf 2 , and Cf 3 are empirical constants, afij = ui uj /k−2δij /3 and bfijp = ui vj /um vm − δij /3 are the normalized form of the fluid-fluid and the fluid-particle Reynolds stresses, respectively, and Sijf = (k/2²)(∂Ui /∂xj + ∂Uj /∂xi ) and ωijf = (k/2²)(∂Ui /∂xj − ∂Uj /∂xi ) are the normalized strain rate and rotation tensors of the carrier phase, respectively. On the right-hand side of (4.72), the first two terms are the LRR closure for the slow and 61 fast pressure-strain effects, respectively, and the last term represents the particle effects. Following a similar procedure, a model is derived for the pressure-dispersed phase velocity gradient correlation: χij = −Cf p1 ui v j ∂Ui λ + Cf p2 ul vj + Cf p3 Φ(ui vj − vi vj ), τ ∂xl τp (4.73) where τ = k/² is the carrier-phase turbulence time scale, and Cf p1 , Cf p2 , and Cf p3 are empirical constants. Equations (4.72) and (4.73) indicate that the proposed closures involve six empirical constants which must be determined. Mashayek and Taulbee186 used a combination of DNS and laboratory data to find empirical values for these constants. A discussion on the use of DNS for determination of model constants is given in Section 5, and table 1 shows the recommended values. Equations (4.69)-(4.71) constitute a set of Reynolds stress models for homogeneous, particle-laden turbulent flows. To close, an equation must be provided for the dissipation rate of the fluid turbulence kinetic energy. The modeled dissipation rate equation can be rationalized from the exact equation for the dissipation rate as obtained from (4.58). For the present case this equation includes an additional term, " # ∂ui ∂vi 2λΦ ∂ui ∂ui ν −ν , τp ∂xj ∂xj ∂xj ∂xj (4.74) due to coupling with the dispersed phase. In this expression, the first term is the dissipation rate, ², and the second term is modeled as the relaxation of the trace of the fluid-particle velocity correlation tensor, i.e. C²3 um vm /τ . The final form of the modeled transport equation for the dissipation rate for homogeneous flow is expressed as:186 ² ∂U1 ²2 ² λΦ ∂² = −C²1 u1 u2 − C²2 − (2k − C²3 um vm ), ∂t k ∂x2 k k τp (4.75) where C²1 , C²2 , and C²3 are constants. The values for C²1 and C²2 are taken from their single-phase equivalents; C²1 = 1.45 and C²2 = 1.85. The value of constant C²3 = 0.8 is 62 found by comparison with DNS data.186 Before we discuss the algebraic models for second-order correlations in the next subsection, we mention here the work of Elperin and coworkers on the closure problem posed by the ensemble average of equation (4.59) with molecular diffusion term added on the right-hand side of it, written as ∂vj φ ∂ 2Φ ∂Φ ∂(Vj Φ) =− +D , + ∂t ∂xj ∂xj ∂xj ∂xj (4.76) where D is the molecular diffusion coefficient. Elperin et al.188, 189 solved the closure problem, posed by the term vj φ, by using the method of stochastic calculus developed for the Wiener process.190 The final equation, when vj changes very rapidly and is correlated over a very short period of time, is " à ∂Φ ∂ ∂vj + Φ Vi − ϑvi ∂t ∂xi ∂xj !# " ∂ 2Φ ∂ ∂Φ =D + ϑvj vm ∂xj ∂xj ∂xj ∂xm # (4.77) where ϑ is the momentum relaxation time of random velocity field vi . For the particle with ∂vj time constant τp ¿ 1, Elperin et al.188 have shown that the term ϑvi ∂x yields a new phej nomenon of turbulent thermal diffusion of particles in incompressible gas and an additional new phenomenon of turbulent barodiffusion in compressible gas flow.189, 191 The condition of rapidly changing particle velocity field and thus ϑ being small has been relaxed in their recent work.192 These two phenomena have also been recently obtained by solving the closure problem posed by equation (4.76) using Kraichnan’s direct interaction approximation.193 4.1.2 Algebraic modeling Despite a more accurate representation, the need for solving additional moment transport equations makes second-order modelling potentially less attractive for practical applications. The increase is naturally expected to be higher in two-phase flows. A remedy to overcome the high computational cost associated with the second-order modeling is to utilize ‘algebraic’ closures.194–200 Such closures are either derived directly from the transport equations for 63 second-order moments, or other types of representations201–204 which lead to anisotropic eddy diffusivities. One of the original contributions in the development of algebraic Reynolds stress models (ARSM) is due to Rodi.195 In this work, all the stresses were determined from a set of ‘implicit’ equations which must be solved in an iterative manner. Pope194 offered an improvement of the procedure by providing an ‘explicit’ solution for the Reynolds stresses. This solution was generated with the use of the Cayley-Hamilton theorem (CHT), but was only applicable for predictions of two-dimensional (mean) flows. The extension of Pope’s formulation to three-dimensional flows was done by Taulbee,198 Taulbee et al.200 and Gatski and Speziale.199 In these efforts, CHT was used to generate explicit algebraic Reynolds stress models which are valid in both two- and three-dimensional flows. The contributions in particle-laden flows are, understandably, more limited and recent. Zhou205 and Zhou et al.206 derived a set of ‘implicit’ algebraic models by neglecting the total time derivative of second-order quantities. The resulting algebraic models were augmented by transport equations for the turbulence kinetic energies of both phases and the dissipation rate of the carrier phase turbulence kinetic energy. Following a similar procedure to that used for single-phase flows, Mashayek and Taulbee207 derived ‘explicit’ algebraic models for second-order moments in nonhomogeneous, turbulent gas-solid flows. The procedure involves the followings: (1) construction of differential transport equations for the second order moments, (2) modeling of various terms in the transport equations, specially the pressure-strain and the pressure-void fraction gradient correlations, (3) simplification of the transport differential equations to implicit ‘algebraic equations’, and (4) the solution of the algebraic equations to generate ‘explicit’ algebraic models. Steps (1) and (2) were described in the previous subsection for homogeneous flows. Step (3) is carried out following two fundamental assumptions: (i) the flow is in equilibrium state, and (ii) the difference in the transport terms is negligible. The final form of the implicit algebraic models 64 are presented in tensor forms as:207 ³ ´ 2 af − C1f q f − C2f af S f + S f af − {S f af }I 3 − C3f (af ω f − ω f af ) = 0, 3 (4.78) ³ ´ 2 ap − C1p q p − C2p ap S p + S p ap − {S p ap }I 3 − C3p (ap ω p − ω p ap ) = 0, 3 (4.79) ϕf + Df Af ϕf + B f ϕp + Υf = 0, (4.80) ϕp + Dp Ap ϕp + B p ϕf + Υp = 0, (4.81) where a single underline indicates a vector, a double underline denotes a second-order tensor, I 3 is the three-dimensional identity tensor, af = afij , ap = apij , ϕf = ui φ, ϕp = vi φ, S f = Sijf , S p = Sijp , ω f = ωijf , and ω p = ωijp . In (4.78) and (4.79), q f and q p are second order tensors representing the effects of two-way coupling between the phases. The expressions for these tensors and coefficients Af , Ap , B f , B p , Df , Dp , Υf , and Υp are given in Ref. 207. These equations are solved analytically to produce explicit algebraic models. The solution of the coupled equations for ϕf and ϕp is obtained via direct utilization of CHT, and is given in Ref. 207. The solution procedures for af and ap are identical, and may be explained by considering the general form of the tensor a governed by: ³ ´ 2 a = C1 q + C2 a S + S a − {S a}I 3 + C3 (a ω − ω a). 3 (4.82) The solution for a is also obtained via CHT, and is analogous to (but much more involved than) that in single-phase turbulent flows.194, 198, 199 The complexity is due to the fact that the tensor a here is a function of three tensors (S, ω, and q) in contrast to the case of a singlephase flow where a is a function of only two tensors (S and ω). As a result, new integrity basis and irreducible matrix polynomials must be specified. Using various theorems208, 209 originated from CHT, Mashayek and Taulbee207 expressed a via a finite set of polynomials 65 for a two-dimensional mean flow with three-dimensional turbulence: 1 1 a = G1 ( I 3 − I 2 ) + G2 S + G3 (S ω − ω S) + G4 q + G5 (q ω − ω q). 3 2 (4.83) The coefficients Gλ of the matrix polynomials are functions of the invariants η1 = {S 2 }, η2 = {ω 2 }, η3 = {S q}, and η4 = {S ω q} + {ω q S}, which are obtained directly via CHT. Substituting (4.83) into (4.82), after extensive algebraic manipulations, the following expressions for G’s were obtained:207 G1 = G3 = −6C1 C2 C3 η4 + 6C1 C2 η3 , 2C22 η1 + 6C32 η2 − 3 2C1 C22 C32 η4 − 2C1 C22 C3 η3 , (1 − 2C32 η2 )(2C22 η1 + 6C32 η2 − 3) G2 = 2C1 C22 C3 η4 − 2C1 C22 η3 , (1 − 2C32 η2 )(2C22 η1 + 6C32 η2 − 3) G4 = C1 , 1 − 2C32 η2 G5 = C1 C3 . 1 − 2C32 η2 (4.84) To close the algebraic models, Mashayek and Taulbee210 provided transport equations for k, ², kp , and kf p ; thus proposing a four-equation model: ∂k ∂k ∂ ³ 0´ ∂Uj + Ui = − ui k − ui uj −² ∂t ∂xi ∂xi ∂xi i λh − 2Φ (k − kf p ) + (Ui − Vi )ui φ , (4.85) τp ∂² ∂² ∂ ³ 0´ ² ∂Uj ²2 + Ui = − ui ² − C²1 ui uj − C²2 ∂t ∂xi ∂xi k ∂xi k h io ²λn − 2Φk − C²3 2Φkf p − (Ui − Vi )ui φ , (4.86) k τp ∂kp ∂kp ∂ ³ 0´ ∂Vj 2 + Vi = − vi k p − vi vj − (kp − kf p ) , (4.87) ∂t ∂xi ∂xi ∂xi τp ´ ∂kf p ∂ ³ 0 1 ∂Uj 1 ∂Vj ∂kf p + (Ui + Vi ) = − ui kf p + vi kf0 p − (1 − Cf p2 ) ui vj − uj v i ∂t ∂xi ∂xi 2 ∂xi 2 ∂xi kf p 1 λΦ − Cf p1 + (k − kf p ) + (1 − Cf p3 ) (kp − kf p ) τ τp τp λ − (1 − Cf p3 ) (Uj − Vj )vj φ, (4.88) τp ∂ui ∂ui where k 0 = 12 ui ui , ²0 = ν ∂x , kp0 = 12 vi vi , and kf0 p = 12 ui vi . The third-order correlations apj ∂xj 66 pearing in these equations, were modeled following a similar procedure to that implemented in single-phase flows.211 For thin-shear flows, where only the derivatives in the cross-stream direction are significant, the following gradient-type models were proposed: 10 ∂k Cs τ k , 9 ∂x2 ∂² = −0.5C² τ k , ∂x2 10 ∂kp , = − τp kp 27 ∂x2 à ! 8 ∂kf p 2 ∂kp ∂k = − Cs τ (k + kp ) − C s τ kp +k . 9 ∂x2 9 ∂x2 ∂x2 u2 k 0 = − (4.89) u2 ² 0 (4.90) v2 kp0 u2 kf0 p + v2 kf0 p (4.91) (4.92) These models were valid for λΦ < 0.4, τp > τ , and kp > k. 4.2 Pdf modeling The kinetic or pdf approach has its base in the study of kinetic theory of gases212, 213 and Brownian motion.214, 215 The main task in this approach is to obtain a transport equation governing the probability distribution of particle velocity v and position x at time t where v c and position and x represent the phase space variables corresponding to particle velocity V X respectively. This single point distribution is the simplest case for the isothermal flow and for the case of non-isothermal flow with evaporating spherical droplets, temperature and particle radius also need to be included as phase space variables, corresponding to particle temperature TP and radius a. In a more general single point pdf description, fluid variables, e.g. fluid velocity vf and temperature θf along the particle trajectory or ‘seen’ by the particle,216, 217 can be included in the phase space variables list. Further, various moments of the pdf equation results in ‘macroscopic’ Eulerian equations governing the temporal evolution of statistical properties of the particle phase in physical space x. The more general description and other two-point fluid-particle pdf description in which the pdf of fluid and dispersed particle is obtained simultaneously are recently discussed in greater detail by Minier and 67 Peirano.217 In this review, we restrict our discussion to the single point pdf for particle phase. The main task of obtaining single point pdf equation requires 1) forming an equation for the phase space density of the variables from the Lagrangian equations describing the motion of the variables and 2) obtaining the closed form for the ensemble average of the phase space density equation after tackling the closure problems arose due to ensemble averaging. We denote all the N phase space variables by θi (i = 1, 2, 3, ..., N ) corresponding to the properties Θi , along the particle trajectory, which are governed by the Lagrangian equations of motion dΘi = Ki (Θ1 , Θ2 , ..., ΘN , Sn , t). dt (4.93) Here Ki is a function of Θi and some stochastic variables which are denoted here by Sn . The ‘fine grained’ phase space density W (θi , t) ≡ W (θ1 , θ2 , ..., θN , t) is defined using Dirac delta function as218, 219 W (θi , t) = ΠN i=1 δ[Θi (t) − θi ], (4.94) and its ensemble average over all the realizations of the stochastic variables appearing in (4.93) represents the probability density function hW i. The governing equation for W for collisionless particles can be obtained by differentiating both sides of (4.94) (see for example Ref. 219) or using the Liouville’s theorem, written as ∂W ∂ + [Ki (θ1 , θ2 , ...θN , Sn , t)W ] = 0 ∂t ∂θi (4.95) which indicates that the phase space density remains constant along the particle path in the absence of particle collisions. It should be emphasized that W is stochastic in nature due to the presence of stochastic variables present in Ki functions. The ensemble average of equation (4.95) ∂hW i ∂hKi iW ∂hKi0 W i + + =0 ∂t ∂θi ∂θi (4.96) poses a closure problem due to the unknown correlation hKi0 W i between the fluctuation Ki0 , 68 over the mean hKi i, and phase space density W . When the stochastic part Ki0 has the form of a white noise, closure problem can be solved exactly215, 220 to result in a Fokker-Planck equation for hW i. In the situations under consideration, that is not the case and the closure problem, which is similar in nature to the well known closure problem of fluid turbulence, could be tackled by the theories developed for turbulence. An attempt to solve the turbulence closure from the first principle led Kraichnan to propose direct interaction approximation (DIA)221, 222 as a pioneering renormalized perturbation theory (RPT), followed by other RPTs223–225 in the field of theory of turbulence. An energetically consistent DIA, which obtained an exact solution for closure problem of a Random Coupling Model (RCM),226 failed to reproduce the result of similarity theory proposed by Kolmogorov.227 This similarity theory has also received strong experimental support.228 Kraichnan attributed the failure to the Eulerian framework of DIA and interpreted it in terms of the failure to maintain the symmetry of the phenomenon under random Galilean transformation (RGT). This led Kraichnan to propose a Lagrangian counterpart, Lagrangian history direct interaction approximation (LHDIA)229 partly compatible with RGT. DIA and LHDIA have also been applied by Orszag and Kraichnan230, 231 in the phase space of probability density method to analyze the turbulence in a Vlasov plasma. The work on DIA and LHDIA has a pronounced influence on the solution to the closure problem of equation (4.96) that is central to the pdf modeling of dispersed phase as is evident from Reeks works.232–236 Another approach, namely functional approach, to obtain expression for unknown correlation hKi0 W i has its root in an important result from functional calculus derived independently by Novikov237 in turbulence theory, Furutsu,238 and Donsker.239 The FurutsuNovikov-Donsker formula was first used by Derevich and Zaichik240, 241 and is a basis in their work on two-phase turbulent flows.151, 242–245 Recently, Hyland et al.219 used the formula in their functional approach and arrived at a pdf equation that is identical to the equation obtained by Reeks235 in LHDIA framework. This pdf equation has also been derived by Pozorski and Minier216 by applying yet another closure scheme, due to Van Kampen,220 pro- 69 posed to study nonlinear stochastic differential equations of quantum and statistical physics. These important contributions by Reeks, Zaichik, Derevich and Hyland et al. along with some recent works on pdf modeling of evaporating droplets in isotropic turbulence246 and of non-isothermal two-phase flow247 are now discussed in more details in the following subsections. 4.2.1 Application of DIA and LHDIA Reeks232 considered the problem of forming the equation for W (xi , vi , t), (also written as W (x, v, t)), describing the pdf for particle moving under the influence of fluid drag force governed by the Stokes formula. In this case, the Lagrangian Maxey-Riley equation reduces to dVbi = β(Ubi − Vbi ), dt β= 6πaµ , mp (4.97) where β is the inverse of the particle time constant τp . Using Lagrangian equations (2.6) and (4.97), the Liouville equation (4.95) for W (xi , vi , t), with xi , vi as phase space variables corresponding to Xi , Vbi , reduces to ∂W ∂ ∂ + [vi W ] + [β(Ubi − vi )W ] = 0, ∂t ∂xi ∂vi (4.98) and its ensemble average is written as ∂ ∂ ∂hW i ∂ [vi hW i] + [β(hUbi i − vi )hW i] = − [βhu0i W i], + ∂t ∂xi ∂vi ∂vi (4.99) where Ubi = hUbi i + u0i . The unknown correlation βhu0i W i, known as phase space diffusion current, and present on the right-hand side of equation (4.99), poses the closure problem. Reeks obtained the expression for this term using DIA232 and LHDIA233, 235 and now we present Reeks’ derivations. 70 Equation (4.98) is linear in W and with a known initial W (x0i , vi0 , t0 ) at t = t0 Z Ĝ(x, v, t; x0 , v0 , t0 )W (x0 , v0 , t0 )dx0 dv0 . W (xi , vi , t) = (4.100) and its ensemble average, when W at initial time t0 is not correlated with Ĝ, Z hW (xi , vi , t)i = G(x, v, t; x0 , v0 , t0 )hW (x0 , v0 , t0 )idx0 dv0 , (4.101) suggest that hW i can be completely determined by the average Green’s function G. Here G = hĜi and Ĝ is the Green’s function which satisfies ( ) ∂ ∂ ∂ + vi + [β(hUbi i − vi )] Ĝ(x, v, t; x0 , v0 , t0 ) = ∂t ∂xi ∂vi −λ ∂ [βu0i Ĝ] + δ(v − v0 )δ(x − x0 )δ(t − t0 ). ∂vi (4.102) Here δ is Dirac delta function, λ is a perturbation expansion parameter which is introduced for further convenience and is set equal to one at the end of the analysis. The ensemble average of equation (4.102) ∀ t > t0 is written as ( ) ∂ ∂ ∂ ∂ + vi + [β(hUbi i − vi )] G(x, v, t; x0 , v0 , t0 ) = −λ [βhu0i Ĝi], ∂t ∂xi ∂vi ∂vi (4.103) which poses the closure problem due to the presence of unknown term hu0i Ĝi. Expanding Ĝ in powers of λ Ĝ = G0 + λĜ1 + λ2 Ĝ2 + . . . , (4.104) substituting this expansion in equation (4.102), and equating the terms with similar powers in λ result in the equations for Ĝn , n = 0, 1, 2, . . .. As G0 is not a stochastic function, we 71 have used G0 = Ĝ0 . The solution for n ≥ 1 can be written as 0 0 0 Ĝn (x, v, t; x , v , t ) = − Z tZ t0 G0 (x, v, t; y, w, s) ∂ [βu0i (y, s)Ĝn−1 (y, w, s; x0 , v0 , t0 )]dydwds, ∂wi (4.105) which suggests that Ĝn ∀ n ≥ 1 can be written in terms of G0 . Reeks232 referred to Ĝ(x, v, t; x0 , v0 , t0 ) and ∂ βu0i (x, t) ∂vi by Ĝ(1, 2) and l(1) respectively. In Ĝ(1, 2), argument 1 represents (x, v, t) and argument 2 represents (x0 , v0 , t0 ). Using these same notations, equations (4.104)-(4.105) with λ = 1 give Ĝ(1, 2) = G0 (1, 2) − G0 (1, 3) ∗ l(3)G0 (3, 2) + G0 (1, 3) ∗ l(3)G0 (3, 4) ∗ l(4)G0 (4, 2) −G0 (1, 3) ∗ l(3)G0 (3, 4) ∗ l(4)G0 (4, 5) ∗ l(5)G0 (5, 2) + . . . (4.106) where ∗ means a convolution over repeated arguments. The ensemble average of expansion equation (4.106) gives G in terms of G0 and further reversion, using the procedure given by Kraichnan,248 of the equation results in an expansion for G0 in terms of G.232 The first two terms of the resulted expansion are written as G0 (1, 2) = G(1, 2) − hl(3)l(4)iG(1, 3) ∗ G(3, 4) ∗ G(4, 2). (4.107) Multiplying equation (4.106) by l(1), taking the ensemble average and then substituting for G0 from equation (4.107) give h hl(1)Ĝ(1, 2)i = −hl(1)l(3)iG(1, 3) ∗ G(3, 2) − hl(1)l(3)l(4)l(5)i − hl(1)l(5)ihl(3)l(4)i i −hl(1)l(3)ihl(4)l(5)i G(1, 3) ∗ G(3, 4) ∗ G(4, 5) ∗ G(5, 2) + . . . . (4.108) The first term in this series corresponds to the DIA expression and when written out in full 72 gives hu0i Ĝi =− Z tZ t0 G(x, v, t; y, w, s) ∂ [βhu0i (x, t)u0j (y, s)iG(y, w, s; x0 , v0 , t0 )]dydwds. ∂wj (4.109) Reeks232 showed that this DIA expression for hu0i Ĝi along with equation (4.103) did not obtain correct solution in the situation where hUbi i = 0 and u0i is constant in each realization but randomly distributed from one realization to the next. This situation when the distribution of u0i is isotropic and Gaussian was later associated with random Galilean transformation (RGT)234 and thus the DIA expression was shown not to be compatible with RGT. The application of RGT concept further led Reeks234 to derive the general form for the phase space diffusion current written as βhu0i W i = −µji ∂hW i ∂hW i − λji ∂vj ∂xj (4.110) where µji and λji are phase space diffusion tensors. Later, Reeks235 formally derived, by using LHDIA, the closed expression for βhu0i W i compatible with RGT in case of homogeneous turbulent flow. Reeks further generalized these results and the LHDIA method to nonhomogeneous flows. Application of LHDIA : Consider the case when hUbi i = 0 and equation (4.103) with λ = 1 is now written as " # ∂ Ĝ ∂ ∂ ∂ + vi − βvi G(x, v, t; x0 , v0 , t0 ) = −hβu0i i. ∂t ∂xi ∂vi ∂vi (4.111) In LHDIA, the closure problem is solved for the equation for generalized Green’s function Ĝ(x, v, t|s ; x1 , v1 , t1 |s1 ) which has characteristics of both Eulerian and Lagrangian viewpoints. The arguments define that the perturbation is applied at time s1 to a trajectory in phase space passing through x1 , v1 at time t1 and perturbation’s effect is measured at time s ≥ s1 along the trajectory which passes through the point (x, v, t) in phase space. Yet 73 another generalized function is introduced for the velocity Ubi as Ubi (x, v, t|s) which defines the fluid velocity at time s along the trajectory of the particle which passes through x at time t with velocity v. Kraichnan named t and t1 as labeling and s and s1 as measuring times. Consider the case when hUbi i = 0. Introducing the transformation wi = vi eβt , yi = xi + β −1 vi (1 − eβt ), (4.112) and making use of u0i (y, w, t|t) = u0i (x, t) give the original equation (4.102) in the form ∂ Ĝ(y, w, t|s; y1 , w1 , t1 |s1 ) = λβu0i (y, w, t|t)li Ĝ(y, w, t|s; y1 , w1 , t1 |s1 ), ∂t (4.113) with s = t, s1 = t1 , li (y, w, t) = −eβt ∂ (1 − eβt ) ∂ − , ∂wi β ∂yi (4.114) and the relationship Ĝ(y, w, t|t; y1 , w1 , t1 |t1 ) = e−βδii (t−t1 ) Ĝ(x, v, t|t; x1 , v1 , t1 |t1 ) (4.115) holds. The term δ(w − w1 )δ(y − y1 )δ(t − t1 ) is to be added to the right-hand side of equation (4.113) when s = s1 . Equation (4.113) also remains valid when s 6= t, s1 6= t1 and u0i (y, w, t|s) is governed by ∂ 0 u (y, w, t|s) = λu0j (y, w, t|t)lj u0i (y, w, t|s), ∂t i ∀ s 6= t. (4.116) The ensemble average of equation (4.113) with G = hĜi, ∂ G(y, w, t|s; y1 , w1 , t1 |s1 ) = λβhu0i (y, w, t|t)li Ĝ(y, w, t|s; y1 , w1 , t1 |s1 )i, ∂t (4.117) poses the closure problem due to unknown term present on the right-hand side. Also, 74 equations (4.113) and (4.117) suggest that Ĝ and G are independent of measuring time so that G(y, w, t|s; y1 , w1 , t|s1 ) = G(y, w, t|t; y1 , w1 , t|t) = δ(w − w1 )δ(y − y1 ). (4.118) Here we prefer to present the closure solution in the framework proposed by Kraichnan229 and do not repeat the derivation given by Reeks235 which is based on a more formal framework of LHDIA proposed by Kraichnan.248 The unknown term is approximated by the lowestorder term in its series expansion and thus βhu0i (y, w, t|t)li Ĝ(y, w, t|s; y1 , w1 , t1 |s1 )i = βhu0i (y, w, t|t)li Ĝ1 (y, w, t|s; y1 , w1 , t1 |s1 )i, (4.119) where Ĝ1 is the solution of equation ∂ 0(0) Ĝ1 (y, w, t|s; y1 , w1 , t1 |s1 ) = βui (y, w, t|t)li G0 (y, w, t|s; y1 , w1 , t1 |s1 ). ∂t 0(0) Here G0 and ui (4.120) represent the zeroth-order solutions for Ĝ and u0i , respectively, and can be obtained from equations (4.113) and (4.116) with λ = 0. Integrating equation (4.120) in the standard LHDIA manner along the path t1 |s1 → s1 |s1 → s|s → t|s, we have Ĝ1 (1, t|s; 2, t1 |s1 ) = + + Z s s1 Z t s Z s1 t1 0(0) dt2 d3G0 (1, t|s; 3, t2 |s1 )li (3, t2 )βui (3, t2 |t2 )G0 (3, t2 |s1 ; 2, t1 |s1 ) 0(0) dt2 d3G0 (1, t|s; 3, t2 |t2 )li (3, t2 )βui (3, t2 |t2 )G0 (3, t2 |t2 ; 2, t1 |s1 ) 0(0) dt2 d3G0 (1, t|s; 3, t2 |s)li (3, t2 )βui (3, t2 |t2 )G0 (3, t2 |s; 2, t1 |s1 ) (4.121) 0(0) where arguments 1, 2 and 3 refer to (y, w), (y1 , w1 ) and (y2 , w2 ) respectively, and li βui − 0(0) βui li = 0 is used while writing the equation. Substituting equation (4.121) in equation 0(0) (4.119), changing every labeling time from t2 to t in every G0 and ui 75 and using the property given by equation (4.118), we obtain for s1 = t1 and s = t βhu0i (y, w, t|t)li Ĝ(y, w, t|t; y1 , w1 , t1 |t1 )i 2 = β li (y, w, t) Z t t1 dt2 hu0i (y, w, t|t)lj (y, w, t2 ) × 0(0) uj (y, w, t|t2 )iG0 (y, w, t|t; y1 , w1 , t1 |t1 ). 0(0) Replacing G0 and ui (4.122) by G and u0i in equation (4.122) would produce a renormalized expres- sion for the unknown term and on substitution in equation (4.117) with (λ = 1, s = t, s1 = t1 ) produces an equation identical with equation (40) of Reeks.235 The final equation for hW i in the original phase space of (x, v) is written as " # ∂ ∂ h ∂ Zt ∂ ∂ − βvi hW (x, v, t)i = dsheβ(s−t) β 2 u0i (x, t)u0j (x, v, t|s)i + vi ∂t ∂xi ∂vi ∂vi ∂vj 0 Z t i ∂ 0 + dshβ(1 − eβ(s−t) )u0i (x, t) uj (x, v, t|s)i hW i. (4.123) ∂xj 0 For hUbi i = 0, comparison of equation (4.123) with equation (4.99) suggests à βhu0i W i ! ∂ ∂ =− λji + µji + γi hW i, ∂xj ∂vj (4.124) where λji = h∆xj (x, v, t|0)βu0i (x, t)i, µji = h∆vj (x, v, t|0)βu0i (x, t)i, * γi = − ∆xj (x, v, t|0) and ∆xj (x, v, t|0) = Z t 0 ∆vj (x, v, t|0) = (4.125) + ∂ βu0 (x, t) , ∂xj i ds (1 − eβ(s−t) )u0j (x, v, t|s), Z t 0 ds eβ(s−t) βu0j (x, v, t|s). (4.126) (4.127) (4.128) (4.129) Here ∆xj (x, v, t|0) and ∆vj (x, v, t|0) represent changes in the position and velocity due to the fluctuating acceleration βu0i (x, v, t|s) along the particle trajectory starting at time zero 76 and passing through (x, v) at time t. The closed expression given by equation (4.124) is compatible with RGT. Reeks235 further generalized the LHDIA method to nonhomogeneous flows and his work suggests βhu0i W i = − Z t 0 "* + β 2 u0i (x, t)gjk (t1 |t) dt1 * + dgjk (t1 |t) β 2 u0i (x, t) dt ∂ 0 u (x, v, t|t1 ) ∂xk j +# ∂ 0 u (x, v, t|t1 ) ∂vk j hW i, (4.130) where gjk (t1 |t) is governed by d2 d ∂hUbk i g + β g − βg = δjk δ(t − t1 ). jk jk ji dt2 dt ∂xi (4.131) For the case when gjk is independent of x and v, equation (4.130) can be written in the form identical to equation (4.124) with λji , µji , and γi as given by equations (4.125)-(4.127), respectively. Further, ∆xi and ∆vi are now given by more general expressions ∆xi (x, v, t|0) = Z t 0 t Z ∆vi (x, v, t|0) = 0 ds gji (s|t)βu0j (x, v, t|s), (4.132) dgji (s|t) 0 βuj (x, v, t|s). dt (4.133) ds Computations of µji and λji require a prior knowledge of the velocity correlation hu0i (x, t) u0j (x, v, t|s)i. The prediction of this correlation and other correlations of fluid properties along the particle path from the first principles remain as yet another challenge.249 In the case of homogeneous flows, hu0i (x, t)u0j (x, v, t|s)i can be given by hu0i (x, t)u0j (x, v, t|s)i = hu0i (x, t)u0j (x, t)iΨ(t − s), (4.134) and Ψ(t − s) = e(s−t)/T̃L ∀ s ¿ t with Lagrangian fluid integral time scale T̃L = 0.482k/² represent the correlation within the acceptable range of error.151, 250 77 4.2.2 Application of Furutsu-Novikov-Donsker formula Furutsu-Novikov-Donsker formula suggests that for any Gaussian random function fi (p), its correlation with functional R[f ] can be exactly given by Z hfi (p)R[f ]i = * + δR[f ] hfi (p)fj (p )i dp0 , δfj (p0 )dp0 0 (4.135) where the integral extends over the region of arguments p in which the function fi is defined and D δR[f ] δfj (p0 )dp0 E represents the functional derivative of R with respect to fj . This formula forms the basis of Derevich,244 Zaichik,151 Hyland et al.219 and Pandya and Mashayek247 works on the derivation of closed kinetic or pdf equation for turbulent particle phase. Now we present the derivation in the framework proposed by Hyland et al .219 In the case when particle trajectory is governed by equations (2.6) and (4.97), W (x, v, t) is a functional of u0 and using the formula, an expression for unknown correlation hu0i W i can be written as * Z hu0i W i Here δW (x,v,t) δu0j (x1 ,t1 )dx1 dt1 = hu0i (x, t)u0j (x1 , t1 )i + δW (x, v, t) dx1 dt1 . 0 δuj (x1 , t1 )dx1 dt1 (4.136) is functional derivative and is given by " # ∂ δW (x, v, t) δXk (t) ∂ δ Vbk (t) = − + W. δu0j (x1 , t1 )dx1 dt1 ∂xk δu0j (x1 , t1 )dx1 dt1 ∂vk δu0j (x1 , t1 )dx1 dt1 (4.137) The functional derivatives of Xk (t) and Vbk (t) appearing in (4.137) are written as δXk (t) 0 βδuj (x1 , t1 )dx1 dt1 = Gjk (x1 , t1 ; X(t), t)δ(X(t1 ) − x1 ), d δ Vbk (t) = Gjk (x1 , t1 ; X(t), t)δ(X(t1 ) − x1 ), 0 βδuj (x1 , t1 )dx1 dt1 dt 78 (4.138) (4.139) where the generalized response function Gjk is defined as Gjk (X1 (t1 ), t1 ; X(t), t) = δXk (t) , 0 βδuj (X1 , t1 )dt1 (4.140) and its governing equation can be obtained from the Lagrangian equations (2.6) and (4.97), written as d2 d ∂hUbk i = δjk δ(t − t1 ) + Ajk δ(t). G + β G − βG jk jk ji dt2 dt ∂Xi (4.141) This equation suggests that Gjk is statistically sharp function. Here Ajk accounts for the correlation between particle velocity and fluid velocity at initial time t = 0. Substituting from (4.138)-(4.139) in (4.137) and then using (4.137) in (4.136), result in " Z hu0i W i = −β dx1 dt1 hu0i (x, t)u0j (x1 , t1 )i ∂ hGjk (x1 , t1 ; X(t), t)δ(X(t1 ) − x1 )W i ∂xk # ∂ hĠjk (x1 , t1 ; X(t), t)δ(X(t1 ) − x1 )W i , + ∂vk (4.142) where Ġjk (x1 , t1 ; X(t), t) = d Gjk (x1 , t1 ; X(t), t). dt (4.143) The terms in the angular brackets can be further simplified219 and written in terms of the conditional probabilities as hGjk (x1 , t1 ; X(t), t)δ(X(t1 ) − x1 )W i = Gjk (x1 , t1 ; x, t)hδ(X(t1 ) − x1 )ic hW i, (4.144) hĠjk (x1 , t1 ; X(t), t)δ(X(t1 ) − x1 )W i = Ġjk (x1 , t1 ; x, t)hδ(X(t1 ) − x1 )ic hW i. (4.145) and Here the second term hδ(X(t1 ) − x1 )ic = hδ(X(t1 ) − x1 )|X(t) = x; V(t) = vi, 79 (4.146) on the right-hand side of equations (4.144)-(4.145) is conditioned on the particle position and velocity being equal to x and v respectively, at time t. Substituting (4.144)-(4.145) in equation (4.142) and performing the integration over x1 , we have " βhu0i W i # ∂ ∂ =− λki + µki + γi hW i, ∂xk ∂vk (4.147) where λki , µki and γi are given by Hyland et al.219 λki = β 2 µki = β 2 γi = −β Z t 0 Z t 0 2 dt1 hu0i (x, t)u0j (x, v, t|t1 )iGjk (x1 , t1 ; x, t), d Gjk (x1 , t1 ; x, t), dt (4.149) ∂u0i (x, t) 0 uj (x, v, t|t1 )iGjk (x1 , t1 ; x, t). ∂xk (4.150) dt1 hu0i (x, t)u0j (x, v, t|t1 )i Z t 0 dt1 h (4.148) Equation (4.147) is identical to equation (4.124) and thus the functional method yields results identical to the LHDIA method. Recently, Pandya and Mashayek247 have extended Hyland et al.219 formulation to the case of non-isothermal flow in which particles exchange heat with the surrounding fluid and the temperature of the particle is governed by the Lagrangian equation dTp Nu = −2 πaκ[Tp − T (Xi (t), t)], dt mp Cp (4.151) where N u is given by equation (2.17). The ensemble average equation governing the pdf W (x, v, θ, t) is written as " # ∂ ∂ ∂ ∂ + vi + {β(hUbi i − vi )} + {βθ (hT i − θ)} hW i = ∂t ∂xi ∂vi ∂θ − ∂ ∂ {βhu0i W i} − {βθ ht0 W i}, ∂vi ∂θ (4.152) where βθ = 2hN uiπaκ/mp Cp , t0 is the temperature fluctuation of the fluid in the vicinity of 80 the particle and θ is the phase space variable corresponding to particle temperature Tp . The expressions derived for phase space diffusion current βhu0i W i and phase space heat current βθ ht0 W i are written in the form247 " βhu0i W i # ∂ ∂ ∂ =− λki + µki + ωi + γi hW i, ∂xk ∂vk ∂θ " (4.153) # ∂ ∂ ∂ Λk + Πk + Ω − Γ hW i, βθ ht0 W i = − ∂xk ∂vk ∂θ (4.154) where the remaining tensors ωi , Λk , Πk , Ω, and Γ are given by ωi = β Z t 2 0 + βv βθ Πk = ββθ Z t 0 Z t Λk = ββθ 0 Z t 0 Ω = ββθ + Γ = ββθ 0 dt1 ht0 (x, t)u0j (x, v, t|t1 )iGjk (x1 , t1 ; x, t), Z t 0 t 0 Z t dt1 hu0i (x, t)t0 (x, v, t|t1 )iGθ (x1 , t1 ; θ, t), dt1 ht0 (x, t)u0j (x, v, t|t1 )i Z βθ2 dt1 hu0i (x, t)u0j (x, v, t|t1 )iGj (x1 , t1 ; θ, t) d Gjk (x1 , t1 ; x, t), dt (4.155) (4.156) (4.157) dt1 ht0 (x, t)u0j (x, v, t|t1 )iGj (x1 , t1 ; θ, t) dt1 ht0 (x, t)t0 (x, v, t|t1 )iGθ (x1 , t1 ; θ, t), dt1 h ∂t0 (x, t) 0 uj (x, v, t|t1 )iGjk (x1 , t1 ; x, t). ∂xk (4.158) (4.159) Here the generalized response functions Gj and Gθ are governed by the following equations: ∂hT i d Gj − βθ Gjk + βθ Gj = 0, dt ∂Xk (4.160) d θ G + βθ Gθ = δ(t − t1 ) + Cθ δ(t), dt (4.161) where Cθ accounts for the correlation between particle temperature and fluid temperature at initial time. To complete the description, a prior knowledge is needed of various correlations 81 of fluid properties along the particle path appearing in the expressions for ωi , Λk , Πk and Ω. Following equation (4.134), we assumed hu0i (x, t)t0 (x, v, t|s)i = hu0i (x, t)t0 (x, t)iΨui t (t − s), (4.162) ht0 (x, t)t0 (x, v, t|s)i = ht0 (x, t)t0 (x, t)iΨtt (t − s), (4.163) ht0 (x, t)u0i (x, v, t|s)i = hu0i (x, t)t0 (x, t)iΨtui (t − s), (4.164) where Ψui t , Ψtt and Ψtui were approximated by exponential function with Lagrangian integral time scale T̃ui t , T̃tt and T̃tui , respectively, in case of homogeneous shear flow with constant temperature gradient.247 Zaichik’s151 method is identical up to equation (4.139) and then incorporates certain approximations to obtain analytical expressions for functional derivatives. Although Zaichik151 considered the case of non-isothermal flow, here we present his results for the case of isothermal flow. The final approximate expression for the functional derivative of Xk is δXk (t) = 0 βδuj (x1 , t1 )dx1 dt1 with à à δXk (t) 0 δuj (x1 , t1 )dx1 dt1 δXk (t) 0 δuj (x1 , t1 )dx1 dt1 à δXk (t) 0 βδuj (x1 , t1 )dx1 dt1 ! ! à δXk (t) + 0 βδuj (x1 , t1 )dx1 dt1 1 h ! (4.165) 2 i = δkj 1 − e−β(t−t1 ) δ(X(t1 ) − x1 )H(t − t1 ), (4.166) 1 ! Z th = δ(X(t1 ) − x1 ) t1 2 ih 1 − e−β(t−t2 ) 1 − e−β(t2 −t1 ) i ∂hU (X(t ), t )i k 2 2 ∂xj dt2 . (4.167) The functional derivative of Vbk is given by δ Vbk (t) = βδkj e−β(t−t1 ) δ(X(t1 ) − x1 )H(t − t1 ) δu0j (x1 , t1 )dx1 dt1 + β + Z t t1 b −β(t−t2 ) ∂hUk (X(t2 ), t2 )i dt2 e ∂ Vbk (X(t), t) ∂xn à ∂xn δXn (t) 0 δuj (x1 , t1 )dx1 dt1 82 à ! δXn (t2 ) 0 δuj (x1 , t1 )dx1 dt1 . 2 ! 1 (4.168) Using these functional derivatives and the relation hu0i (x, t)u0j (X1 (t1 ), t1 )i = Ψ(t − t1 )hu0i (x, t)u0j (x, t)i, (4.169) in equations (4.136)-(4.137), Zaichik obtained the closed expression for hu0i W i as " hu0i W i = −hu0i u0k i # lu ∂hUbn i ∂ hu ∂hUbn i ∂hVbj i ∂ gu ∂ hu ∂hUbn i ∂ ∂ + + 2 + + 2 hW i. fu ∂vk β ∂xk ∂vn β ∂xk ∂xn ∂vj β ∂xk β ∂xk ∂xn (4.170) Here fu , gu , lu and hu are given by fu = β Z ∞ 0 Ψ(s)e−βs ds, gu = β and hu = β 2 Z ∞ 0 Z ∞ 0 l u = gu − β 2 Ψ(s)ds − fu , Ψ(s)se−βs ds + β 2 Z ∞ 0 Z ∞ 0 Ψ(s)se−βs ds, (4.171) Ψ(s)sds − 2gu . (4.172) Derevich244 preferred phase space variable for fluctuating part of the particle velocity instead of the total particle velocity and wrote the pdf equation in the form i ∂hW i ∂ ∂hW i h ∂hVbi i ∂hVbi i hW (x, v0 , t)i + (hVbk i + vk0 ) − + (hVbk i + vk0 ) − β(hUbi i − hVbi i) = ∂t ∂xk ∂t ∂xk ∂vi0 ∂ −β 0 (hu0i W i − vi0 hW i), (4.173) ∂vi where v0 is phase space variable for fluctuating particle velocity. Hereafter we use v to represent v0 while discussing Derevich’s work. Derevich derived the expression for hu0i W i in the functional approach and the resulting expression is given by hW i hW i 1 − Qp hu0i u0j i , hu0i W i = − Gp hu0i u0j i β ∂xj ∂vj (4.174) where Gp hu0i u0j i = gp hu0i u0j i + ∂hVbi i i 1 h 0 0 ∂hVbj i hp hui uk i + hu0j u0k i , 2β ∂xk ∂xk 83 (4.175) Qp hu0i u0j i = qp hu0i u0j i− ∂hu0i u0j i ∂hu0i u0j u0k i 1 h ∂hu0i u0j i ∂hVbj i ∂hVbi i i pp +hVbk i + +hu0i u0k i +hu0j u0k i . 2β ∂t ∂xk ∂xk ∂xk ∂xk (4.176) The functions gp , hp , pp , and qp are written as gp hu0i u0j i = Z t 0 (1 − A)hEij iβds, pp hu0i u0j i = Z t 0 hp hu0i u0j i = Z th Aβ 2 shEij ids, 0 i βs(1 + A) − 2(1 − A) hEij iβds, (4.177) qp hu0i u0j i = Z t 0 AβhEij ids, (4.178) where A = e−βs and hEij i represents the correlation along the particle path and is defined as hEij i ≡ hEij (x, t; X(s), s)i, (4.179) hEij (x − 0.5X(s), t − 0.5s; X(s), s)i = hu0i (x, t)u0j (x − X(s), t − s)i. 4.2.3 (4.180) Application of Van Kampen’s method Van Kampen251, 252 originally proposed a cumulant expansion method for the solution of linear stochastic differential equations written for a vector process Z dZ(t) = [A0 + αA1 (t)]Z(t) dt (4.181) where the linear operators A0 and A1 are deterministic and stochastic in nature, respectively, and α is the level of fluctuations. A0 is constant in time, and when ensemble average of A1 is time dependent, the proposed solution is written as · ¸ Z t dhZ(t)i 2 = A0 + αhA1 (t)i + α hA01 (t)esA0 A01 (t − s)ie−sA0 ds hZ(t)i, dt 0 (4.182) for ατc ¿ 1. Here A01 (t) = A1 − hA1 i and τc is the autocorrelation time for A01 . In case of a single random oscillator problem where hA1 (t)i = 0 and A01 (t) has Gaussian distribution, this approximate equation (4.182) yields the exact solution.251 84 The closure problem of nonlinear stochastic equation (4.93) can be linearized to the closure problem of linear stochastic equation (4.95) for W through the use of Liouville theorem and the result given by equation (4.182) remains applicable.220 Comparison of equations (4.95) and (4.181) with Ki replaced by Ki0 + Ki1 suggests that A0 = − ∂ (K 0 ), ∂θi i αA1 = − ∂ (K 1 ), ∂θi i (4.183) where Ki0 is stationary and not stochastic and Ki1 is the stochastic part of Ki . Substituting A0 and A1 from equation (4.183) into equation (4.182) and replacing Z by W , yields * + ∂hW i ∂ ∂ Zt sA0 ∂ 0 1 1 ds Ki (θ, t)e =− (K hW i) + K (θ, t − s) e−sA0 hW i, ∂t ∂θi i ∂θi 0 ∂θj j (4.184) when hKi1 i = 0. The action of esA0 on any function f (θ) is given by the following:216, 220 esA0 f (θ) = f (θ −s ) d(θ −s ) , d(θ) (4.185) where θ represents the value at time t and θ s represents the value at time t + s along the trajectory which is determined from dθi = Ki0 (θ1 , θ2 , ..., θN ), dt (4.186) and d(θ −s )/d(θ) stands for the Jacobian. Repeated application of equation (4.185) allows us to simplify equation (4.184), and the final general form of the transport equation for the probability density function can be written as216, 220 + * ∂ Zt d(θ −s ) ∂ ∂hW i ∂ d(θ) −s 0 1 1 + (Ki hW i) = ds Ki (θ, t) hW i. −s Kj (θ , t − s) ∂t ∂θi ∂θi 0 d(θ) ∂θj d(θ −s ) (4.187) 85 In the case when particle trajectory is governed by equations (2.6) and (4.97), x θ= , K0 = v v c − v) β(hUi , 0 K1 = βu0 , (4.188) and hW i ≡ hW (x, v, t)i. And for any function h = h[x(x−s , v−s ), v(x−s , v−s )], ∂h ∂h ∂xj ∂h ∂vj . −s = −s + ∂vi ∂xj ∂vi ∂vj ∂vi−s (4.189) Using equations (4.188)- (4.189), equation (4.187) can be simplified and written as # " ∂ ∂hW (x, v, t)i ∂ + vi + β(hUbi i − vi ) hW i = ∂t ∂xi ∂vi * + ∂ Zt ∂xk 2 0 ∂ 0 −s −s ds β ui (x, t) u (x , v , t − s) hW i ∂vi 0 ∂vj−s ∂xk j * + ∂ Zt ∂vk 2 0 ∂ 0 −s −s + ds β ui (x, t) u (x , v , t − s) hW i. ∂vi 0 ∂vj−s ∂vk j (4.190) For t − s = t1 , u0j (x−s , v−s , t − s) reduces to u0j (xt1 −t , vt1 −t , t1 ) representing the value of u0j at time t1 along the particle trajectory which passes through x, v at time t – in LHDIA notation this is written as uj (x, v, t|t1 ). Introducing the notation gjk (t1 |t) and dgjk (t1 |t)/dt for ∂xk t −t ∂vj1 and ∂vk t −t , ∂vj1 respectively, and using LHDIA notation, equation (4.190) is written as " # ∂hW (x, v, t)i ∂ ∂ + vi + β(hUbi i − vi ) hW i = ∂t ∂xi ∂vi * + ∂ Zt ∂ dt1 β 2 u0i (x, t)gjk (t1 |t) u0 (x, v, t|t1 ) hW i ∂vi 0 ∂xk j * + dgjk (t1 |t) ∂ 0 ∂βhu0i W i ∂ Zt 2 0 dt1 β ui (x, t) uj (x, v, t|t1 ) hW i ≡ − . (4.191) + ∂vi 0 dt ∂vk ∂vi Equation (4.191) suggests closed expression for βhu0i W i which is identical to equation (88) in Reeks.235 Recently, Van Kampen’s method was used by Pandya and Mashayek246 to obtain an 86 approximate equation for pdf to predict the statistical properties of interest of collisionless evaporating droplets suspended in isothermal, isotropic turbulent flows. It was assumed that the time constant τd = 1/β = (2ρd a2 /9µ) of the droplet changes along its trajectory due to the evaporation and is governed by the Lagrangian equation dτd ρd =− κ = −A − Bτd0.25 S 0.5 , dt 18µ c − V|, c S = |U where 4ρd A= Γ1 ln(1 + BM ); 9µ à B= 0.3ASc.333 d 18ρ νρd (4.192) !0.25 , (4.193) are obtained from Ranz and Marshall formula for evaporating droplets.25 Here ρd is droplet density, Γ1 is mass diffusivity coefficient, BM is the transfer number, Scd is the droplet Schmidt number. Also S represent the magnitude of the droplet slip velocity and is stochastic in nature. The ensemble average of Liouville equation for phase space density W (τd , t) can be written as i i ∂ ∂ ∂ h 1/4 ∂ h 1/4 0 hW (τd , t)i − [AhW (τd , t)i] = Bτd RhW (τd , t)i + Bτd hR W (τd , t)i , ∂t ∂τd ∂τd ∂τd (4.194) with the terms, present on the right-hand side of (4.194), that pose the closure problem. These terms are 1) hR0 W (τd , t)i and 2) R, where R is the ensemble average value of S 0.5 and R0 is the fluctuating part of S 0.5 . Application of Van Kampen’s method gives the following closed equation for hW (τd , t)i:246 ∂ 1 ∂2 ∂ hW (τd , t)i = − [K(τd , t)hW (τd , t)i] + [Q(τd , t)hW (τd , t)i] , ∂t ∂τd 2 ∂τd2 (4.195) where 1/4 K(τd , t) = −A − Bτd R + + Z t 0 Z t 0 dτ 0.25B 2 τd−0.75 [(τd−τ )0.25 hR0 (τd , t)R0 (τd , t)ie dτ B 2 τd0.25 (τd−τ )0.25 h ∂R0 (τd , t) 0 −τ R (τd , t − τ )i, ∂τd 87 − Tτ R ] (4.196) Z t 1 (− τ ) Q(τd , t) = dτ B 2 τd0.25 (τd−τ )0.25 [hR0 (τd , t)R0 (τd , t)ie TR ], 2 0 τd−τ = τd + Aτ. (4.197) In equation (4.196)-(4.197), the approximation hR0 (τd , t)R0 (τd−τ , t − τ )i ∼ (− Tτ ) = e R hR0 (τd , t)R0 (τd , t)i (4.198) is used, where TR represents the integral time scale for the correlation of R0 . Approximate expressions for hR0 (τd , t)R0 (τd , t)i and R are given in terms of hu0i u0i i, hu0i vi0 i and hvi0 vi0 i where vi0 is particle velocity fluctuation.246 4.2.4 Macroscopic equations The closed equation for probability density function hW i along with the proper boundary and initial conditions contains all the necessary information for the dispersed phase and could be solved by using existing finite difference methods or the path-integral method.217, 246 In many engineering applications, the detailed information as provided by the distribution function is more than is needed, and the statistical properties obtained by taking various moments of the pdf sufficiently serve the purpose. In view of this, instead of first solving for the pdf and then obtaining various moments, equations for statistical properties can be obtained first by taking moments of the closed pdf equation. These macroscopic equations have Eulerian forms and are easier to solve numerically as compared to the pdf equation. The macroscopic or statistical quantities of interest are the mean concentration, mean velocity and velocity fluctuation correlation of the particles. These properties are given by Z N = hW (x, v, t)idv, (4.199) Z 1 vj hW idv, NZ 1 = (vi − V i )(vj − V j )hW idv, N Vj = vi0 vj0 88 (4.200) (4.201) and their governing equations as obtained from Reeks’ pdf equation are235, 236 ∂N ∂ + [V i N ] = 0, ∂t ∂xi ∂V j ∂ 0 0 vi0 vj0 ∂N λkj ∂N ∂λkj ∂V j +Vi + vi vj + = β(hUbj i − V j ) − − − γj , ∂t ∂xi ∂xi N ∂xi N ∂xk ∂xk (4.202) (4.203) ∂ 0 0 1 ∂ ∂V n ∂ 0 0 ∂V j vj vn + V i vj vn + [N vi0 vj0 vn0 ] = −vi0 vj0 − vi0 vn0 − 2βvj0 vn0 ∂t ∂xi N ∂xi ∂xi ∂xi ∂V j ∂V n − λkn + µjn + µnj .(4.204) −λkj ∂xk ∂xk While writing these equations here, λij , µij , and γi are considered as independent of v. The term ∂ 0 0 vv ∂xi i j in equation (4.203) accounts for the ‘turbophoresis’ phenomenon which was first recognized by Caporaloni et al.253 and formally derived by Reeks.233 Recently, Pandya and Mashayek193 have shown that the last two terms on the right-hand side of equation (4.203) account for the turbulent thermal diffusion and barodiffusion phenomena in compressible gas flows. The process of taking various moments of pdf equation poses another closure problem due to the unknown correlation vi0 vj0 vn0 in equation (4.204). One method to obtain a closed expression for this third-order correlation is to write a transport equation for it, express the fourth-order correlations, appearing in the equation, in terms of the second-order correlation by invoking the quasi-normality condition and then obtaining the algebraic relation by neglecting the time evolution and the convection generation due to the mean velocity terms.151 Another method is to solve analytically the pdf equation by using Chapman-Enskog method and then obtain an expression for vi0 vj0 vn0 from the known approximate expression for pdf.244, 254 Zaichik151 and Derevich244 obtained an equation for N identical to equation (4.202). Zaichik’s equations for V j and vj0 vn0 are ∂V j ∂ 0 0 ∂V j Djk ∂N +Vi + , vi vj = β(hUbj i − V j ) − ∂t ∂xi ∂xi N ∂xk 89 (4.205) ∂ 0 0 ∂ 0 0 1 ∂ ∂V n ∂V j [N vi0 vj0 vn0 ] = −vi0 vj0 − vi0 vn0 − 2βvj0 vn0 + 2βfu hu0j u0n i vj vn + V i vj vn + ∂t ∂xi N ∂xi ∂xi ∂xi " # " # ∂hUbn i ∂V n ∂V j ∂hUbj i 0 0 0 0 +huj uk i lu − gu + hun uk i lu − gu , (4.206) ∂xk ∂xk ∂xk ∂xk where " # hu 1 0 0 ∂hUbj i Dij = vi vj + gu hu0i u0j i + hu0i u0k i , β β ∂xk and (4.207) # " 1 ∂ 0 0 ∂ 0 0 ∂ 0 0 vi0 vj0 vk0 = − Din vj vk + Djn vi vk + Dkn vv . 3 ∂xn ∂xn ∂xn i j (4.208) Derevich’s equations244 for V j and vj0 vn0 are Dp ∂N ∂ 0 0 ∂V j ∂V j +Vi + vi vj = β(hUbj i − V j ) − jk , ∂t ∂xi ∂xi N ∂xk (4.209) ∂ 0 0 ∂V j ∂ 0 0 1 ∂ ∂V n vj vn + V i vj vn + [N vi0 vj0 vn0 ] = −vi0 vj0 − vi0 vn0 − 2βvj0 vn0 + 2βQp hu0j u0n i, ∂t ∂xi N ∂xi ∂xi ∂xi (4.210) where p Dij = i 1h 0 0 vi vj + Gp hu0i u0j i . β (4.211) The expression for mixed correlation moment between velocity fluctuations of the fluid and dispersed phase which are required to simulate the ‘back-effect’ of particles on the fluid turbulence can be obtained by using ui0 vj0 1 Z 0 = hui (vj − V j )W idv. N (4.212) This equation along with the Reeks235 and Hyland et al.219 expression for hui W i give an algebraic relation255 βu0i vj0 = −λki 90 ∂V j + µji . ∂xk (4.213) Zaichik’s expression for u0i vj0 is written as151 " u0i vj0 5 = fu hu0i u0j i # 1 ∂hUbj i ∂V j + hu0i u0k i lu − gu . β ∂xk ∂xk (4.214) Model Assessment via DNS In the previous sections, we discussed various approaches, namely, DNS, LES, stochastic modeling, RANS modeling, and pdf modeling, to extract useful information from the firstprinciple equations. The approach of DNS allows us to obtain details of turbulence fluctuations of carrier and dispersed phases from the first principles and the error involved in the obtained data occurs only due to the numerical schemes, and some of the physical models utilized for description of the Lagrangian equations for the dispersed phase. The error can be controlled by using the well tested schemes and physical models. In the other remaining approaches, modeling has been involved at different levels starting from the first principles, for example, modeling of subgrid scale contribution to obtain governing equations for large scales in LES, generation of synthetic turbulence fluctuations along the particle path in stochastic approach, closure approximations for unknown correlations in RANS and pdf approaches. The modeling induces certain assumptions and approximations in the first principles, which can be validated and assessed by using the wealth of data generated by DNS. This is despite the fact that currently DNS is limited to relatively low Reynolds number flows with simple configurations, and the final validations and adjustments must be made via comparisons with experimental data. Recent works related to development of LES for two-phase flows88, 98, 99 are good examples of the importance of DNS data in developing the necessary LES models by performing a priori analysis of subgrid scale models. From these examples it is clear that the required data on details of fluctuations of fluid velocity in the flow domain can be generated by DNS and their generation through experiments, if possible, is certainly an enormous and extremely difficult task. Here, instead of giving the details of various cases where the DNS is used to develop and assess the models, we present a few cases 91 representative of different approaches considered in this review. These cases are taken from our own work on DNS and modeling. First, we consider the case related to RANS modeling where the DNS data is first used to obtain values for different constants appearing in the model and then the model predictions are compared with the data for the purpose of assessment. In the RANS modeling, DNS generated data are particularly important in the modeling of the pressure terms as laboratory experiments are unable of providing any direct information for such terms. Mashayek and Taulbee186 used the DNS data, generated for the homogeneous shear flow, to evaluate the newly introduced constants in their models for pressure terms (equations (4.72) and (4.73)). The magnitudes of the newly-introduced constants Cf 3 , Cf p1 , Cf p2 , and Cf p3 in these models were determined by balancing the transport equations for all of the components of the fluid Reynolds stress tensor (equation (4.69)) and the fluid-particle covariance tensor (equation (4.71)). By considering all of the components of the stresses in all of the cases a large number of data points was provided to determine the optimized values of these four model constants. Two sample cases are shown in Fig. 3 for the energy budgets of hhu21 ii and hhu1 v1 ii for a mass loading of Φm = 0.25 and a particle time constant of τp = 0.032s, where hh ii indicates ensemble averaging over the number of particles. In this figure, the production, the dissipation rate, and the contribution from drag are calculated from DNS. The values of the pressure-strain and the pressure-dispersed phase velocity gradient are based on the models as proposed. The term LHS indicates the derivative of the energy component (hhu21 ii or hhu1 v1 ii) and is obtained from DNS. This value is compared with P RHS which is the sum of the production, dissipation rate, and drag contribution (from DNS), and the pressure term (from models). It is observed that the general agreement between the LHS and the RHS is good, especially for St > 2 when the DNS results are considered for model validation. Similar comparisons were performed for all the other components in all DNS cases. The final optimized values of the empirical constants are given in table 1. Mashayek and Taulbee207 used the DNS results of Ref. 186 to appraise their four-equation 92 model (see Section 4.1.2). A variety of cases were considered for model validation. The Reynolds stress tensors for both the carrier and the dispersed phases, as well as the fluidparticle velocity covariance tensor were generated from the DNS results and were used to appraise the model’s performance. In the assessment of the model, the values of k, ², kp , and kf p at St = 3 were taken from DNS as initial values. This time was chosen as the initial time for model assessment in order to allow the flow and the particles to reach a dynamic equilibrium, while the turbulence became well-developed and fell in the growth region. Here, we present comparisons between the model predictions and DNS results for one (two-way coupled) case only, with Φm = 0.25 and τp = 0.016s. The model predictions (lines) are compared with DNS results (symbols) in Fig. 4 for all of the Reynolds stress components. The overall agreement between the model predictions and DNS results is promising. In particular, it is important to note that the shear components which are of primary importance (in calculating the mean variables) are predicted very closely to DNS data. It is also important to note that the model is capable of predicting the antisymmetry of the shear components of the fluid-particle velocity covariance tensor. The model predictions for the dissipation rate of the fluid turbulence kinetic energy were also compared with DNS results, and good agreements were observed. The comparison showed that the model is capable of capturing the trends of variations of the dissipation rate with the particle time constant and the mass loading ratio as predicted by DNS. Next, we consider the case of evaporating droplets in isotropic turbulent flow which has been studied using DNS,53 stochastic,146 and pdf 246 approaches. The temporal variations of 1/2 1/2 hτd i, which is proportional to mean particle diameter, and standard deviation σ of τd as obtained by these approaches are shown in Figs. 5 and 6, respectively. The droplet time constant τd changes due to the evaporation and is governed by the Lagrangian equation (4.192). At time t = 0 all the droplets have a time constant equal to τd0 . Figure 5 shows temporal variation of h(τd /τd0 )1/2 i for one case with τd0 = 5τk , τec ≡ AτE /0.29 = 5τk , and Scd = 5 (see Section 4.2.3 for definitions of these variables) as obtained by DNS, stochastic (STH), and pdf (ANL1 and ANL2) solutions. Here τk and τE are Kolmogorov and Eulerian 93 time scales, respectively, for fluid turbulence. Also, ANL1 and ANL2 refer to the cases in which the Lagrangian fluid integral time scale T̃L is given by 0.482k/² and 0.2826k/², respectively. In stochastic calculations, T̃L = 0.2826k/² was used. Figure 5 indicates that STH curve is closer to the DNS as compared to ANL1 and ANL2. In Fig. 6, the temporal 1/2 1/2 variations of the normalized standard deviation, σ/τd0 , of τd are shown for τd0 = 5τk , τec = 5τk for Scd = 1 and 5. The pdf (ANL1 and ANL2) predictions are better as compared to the STH which predicts much narrower (thinner) droplet size distribution, for the reasons discussed in Ref. 146, and gives smaller values for σ as compared to DNS results. Although the pdf model predictions for σ are in good agreement with DNS, the pdf model is not capable of fully capturing the minute details of temporal behavior of dσ/dt. Lastly, we consider the case of homogeneous turbulent shear flow in which the particles exchange heat with the surrounding fluid and their temperature is governed by the Lagrangian equation (4.151).247 DNS data were used to compute various Lagrangian integral time scales T̃L , T̃ui t , T̃tt and T̃tui appearing in equations (4.162)-(4.164). These time scales along with DNS data for other required correlations for fluid properties hu0i (x, t)u0j (x, t)i, hu0i (x, t)t0 (x, t)i and ht0 (x, t)t0 (x, t)i were used to predict various statistics for particle phase by solving the macroscopic equations. The predicted temporal evolutions of vi0 vj0 , vi0 θ0 , and θ0 θ0 are shown in Figs. 7 and 8 and are compared with the DNS data. The temporal evolution of particle Reynolds stresses v10 v10 , v20 v20 , and v30 v30 are shown in Fig. 7(a) and of v10 v20 is shown in Fig. 7(b). The pdf model predictions are shown by solid line and referred to as PDF I. This figure exhibits a good agreement between pdf model predictions and DNS data for 0 ≤ αt ≤ 10 where α is the mean shear rate dhUb1 i/dx2 . The temporal evolution of particle Reynolds stresses in homogeneous shear flow as predicted by pdf modeling were also assessed by Hyland et al.219, 250 and Zaichik151 using LES data. The temporal evolution of the temperature related statistical properties of the particle phase are shown in Fig. 8. In this figure, PDF I refers to numerical solutions of macroscopic equations when the initial condition effects of particle temperature and velocity fluctuations are taken into account. PDF II refers to solutions without the initial conditions. Figure 8(a) shows the comparison 94 of PDF I and PDF II solutions for variance θ0 θ0 with DNS data. The inclusion of initial conditions results in better agreement with DNS data and without the initial conditions, θ0 θ0 is under-predicted initially. Figure 8(b) shows the comparison of pdf model predictions, for the flux vi0 θ0 with DNS data and suggests a good agreement. The above mentioned cases show how the DNS data can be efficiently used to obtain values for model constants and further used to assess the model predictions before the models are ready to be implemented for more general situation of inhomogeneous flows. 6 Concluding Remarks The accurate description of turbulent dispersed phase still remains an unfinished task. This is, firstly, due to unavailability of accurate first-principle Lagrangian equations governing particle’s motion, temperature, size variation due to evaporation, and its other properties of interest in the presence of other particles in turbulent flows. At present, we rely on the approximate Lagrangian equations which are strictly valid for single or lonely particle in certain range of flow parameters. Even if these approximate equations are considered as a set of first-principle equations, the task remains unfinished, secondly, due to our limitations in extracting accurate and useful information from them. Various approaches (DNS, LES, SM, RANS, pdf) developed in the past few decades for extracting the information have certain merits and limitations at present. DNS being the most accurate approach allows us to obtain details of fluctuations present in turbulent fluid and particle flow properties but at present is restricted to flows in simple geometry and at low velocity. The restriction is mainly imposed by the limitations of present day computing resources and most of the DNS studies are designed accordingly. For example, we have seen that the feasibility of DNS to obtain statistical properties of particle phase in simple anisotropic homogeneous flows is achieved under the condition when only the Stokes drag term is considered for the particle motion. Under this condition, the homogeneity of particle 95 phase has been achieved and utilized for accurate calculation of its statistical properties. Also, with the advancement in the numerical schemes for DNS of turbulence, much suited for parallel computing, new particle tracking algorithms in the framework of these schemes need to be developed. In contrast to DNS, the merit of LES allows the simulation of turbulent flows with higher Reynolds numbers but at the cost of sacrificing fluctuations detail of small scales. The effects of small or subgrid scales are present in the form of statistical average. The accurate modeling of the subgrid scales effect in the presence of particles and the interactions between these scales and particles remains as a main issue of LES research on two-phase flow. We have seen that a limited amount of work has been done in this direction and much has yet to be accomplished to make the LES as a reliable approach for inhomogeneous two-phase flows. In the stochastic modeling we loose all the details of ‘real’ fluid turbulence fluctuations in the sense that these were never calculated in SM. Instead, a synthetic turbulence has been created from certain known statistical properties, mainly obtained from single point turbulence closure schemes, of real turbulence. This reduces the computational efforts significantly. The accuracy of predictions is governed by the accuracy of predicted single point statistical properties and then how well the generated synthetic turbulence represents the real turbulence. Even when the accurate statistical properties are known, the difficulty arises due to the fact that more than one synthetic turbulence can have identical values for certain statistical properties. We have also seen that the stochastic scheme having better prediction for non-evaporating particles has failed to predict correctly the size distribution of evaporating droplets in isotropic case. Much efforts have been devoted in devising various stochastic schemes and their assessment in a variety of flow cases. Further improvement would continue to remain as an active area of research because of the reduction in computational efforts and advantage of Lagrangian framework for particle in stochastic modeling approach. Despite the suitability of Lagrangian framework for particle phase in DNS, LES and SM, one has to abandon these approaches in many cases of practical applications where the 96 number of particles are substantially large. Then other alternate techniques of RANS and pdf modeling become useful in which the resulting equations for particle phase statistical properties are in the form of ‘fluid’ equations in Eulerian framework. In the RANS, instantaneous fluid equations for the dispersed phase have been the starting set of equations. The ensemble average of these equations have resulted in closure problems due to the appearance of the various unknown correlations. These problems have been tackled using the singlepoint, second-order closure schemes available for fluid turbulence closure. We have seen that a detail analysis by taking the proper account of two-way coupling and the effect of particles on the pressure-strain correlations has been done recently. The number of these averaged partial differential equations are large and which have been reduced by incorporating certain approximations leading to algebraic models for second order correlations. As we are aware that there is no universal single-point model available for fluid turbulence, we expect the same in case of dispersed phase. And in view of this, RANS type models which involve various non-universal constants would require improvement and adjustment in different cases of flows which are not similar in nature. The most recent method is the pdf modeling, in which the transition from Lagrangian to Eulerian frame is achieved by first using the Liouville theorem, solving the closure problems to obtain closed pdf equation and then taking various moments of the pdf equation. The various pdf models can differ in their selection for phase space variables. The single-point pdf modeling, having variables describing the particle properties, has been discussed in this review. The pdf transport equation, if solved numerically, would contain more information as compared to RANS models. The accuracy of the closed pdf equation depends on the employed closure scheme and our ability in predicting or ‘seeing’ the statistical properties of the fluid as ‘seen’ by the particle. We have seen that all the three closure methods, namely, LHDIA, functional and Van Kampen’s method, have resulted in an identical pdf or kinetic equation. 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[255] Peirano, E. and Leckner, B., Fundamentals of Turbulent Gas-Solid Flows Applied to Circulating Fluidized Bed Combustion, Prog. Energy Combust. Sci., 24:259–296 (1998). 115 Constant Magnitude Basis for choice Cf 1 1.75 LRR187 Cf 2 -0.159 LRR187 Cf 3 0.5 Budget of ui uj Cf p1 2.5 Budget of ui vj Cf p2 0.5 Budget of ui vj Cf p3 0.2 Budget of ui vj C²1 1.45 Standard k-² C²2 1.85 Standard k-² C²3 0.8 Overall model performance Table 1: Empirical constants. 116 Figure Captions Figure 1. Correspondence between simple homogeneous flows and various regions in a backward-facing step flow. Figure 2. Instantaneous particle distribution in a homogeneous plane strain turbulence at various times for (a) τp = 0.1τpcr , and (b) τp = 0.5τpcr . The prediction of the theory for the particle-containing box is also shown with dashed line. Figure 3. Energy budgets of << u21 >> and << u1 v1 >> in homogeneous shear flow for a case with Φm = 0.25 and τp = 0.032s. Figure 4. Comparisons between the algebraic model predictions and DNS results for various components of (a) fluid Reynolds stress, (b) particle Reynolds stress, and (c) fluid-particle velocity covariance, in homogeneous shear flow for a case with Φm = 0.25 and τp = 0.016s. Figure 5. Temporal variations of h(τd /τd0 )1/2 i for evaporating droplets in isotropic turbulence for τd0 = 5τk , τec = 5τk and Scd = 5. 1/2 Figure 6. Temporal variations of the standard deviation of τd , for evaporating droplets in isotropic turbulence, at different droplet Schmidt numbers for τd0 = 5τk , τec = 5τk . Figure 7. Temporal evolution of particle Reynolds stresses in homogeneous shear turbulence with constant b1 i ∂hU . ∂x2 Figure 8. Temporal evolution of particle temperature-temperature and velocity-temperature correlations in homogeneous shear turbulence with constant 117 b1 i ∂hU ∂x2 and constant ∂hT i . ∂x2 plane strain shear isotropic Figure 1: Correspondence between simple homogeneous flows and various regions in a backward-facing step flow. 118 4 4 St=0 St=0 3 3 x2/π 2 x2/π 2 1 1 1 2 x1/π 3 4 1 4 4 St=0.693 3 x2/π 2 x2/π 2 1 1 2 x1/π 3 4 1 4 3 3 x2/π 2 x2/π 2 1 1 2 x1/π 2 x1/π 3 4 St=1.386 1 4 3 4 3 St=0.693 1 2 x1/π 3 4 St=1.386 1 2 x1/π 3 4 (a) (b) Figure 2: Instantaneous particle distribution in a homogeneous plane strain turbulence at various times for (a) τp = 0.1τpcr , and (b) τp = 0.5τpcr . The prediction of the theory for the particle-containing box is also shown with dashed line. 119 1.0 Budget of <<u1u1>> 0.5 0.0 −0.5 Production (DNS) Dissipation (DNS) Drag (DNS) Pressure−strain (model) RHS (DNS) ΣLHS (DNS+model) −1.0 (a) −1.5 0 2 4 6 St 8 10 12 1.0 Budget of <<u1v1>> 0.5 0.0 −0.5 −1.0 −1.5 (b) −2.0 0 2 4 6 St Production (DNS) Drag (DNS) Pressure−strain (model) RHS (DNS) ΣLHS (DNS+model) 8 10 12 Figure 3: Energy budgets of << u21 >> and << u1 v1 >> in homogeneous shear flow for a case with Φm = 0.25 and τp = 0.032s. 120 1.0 (a) 0.8 <<uiuj>> 0.6 0.4 0.2 0.0 −0.2 −0.4 0 2 4 6 8 10 12 1.0 (b) 0.8 <<vivj>> 0.6 0.4 0.2 0.0 −0.2 −0.4 0 2 4 6 8 10 12 1.0 0.8 <<uivj>> 0.6 0.4 i=1, j=1 i=2, j=2 i=3, j=3 i=1, j=2 i=2, j=1 (c) 0.2 0.0 −0.2 −0.4 0 2 4 6 St 8 10 12 Figure 4: Comparisons between the algebraic model predictions and DNS results for various components of (a) fluid Reynolds stress, (b) particle Reynolds stress, and (c) fluid-particle velocity covariance, in homogeneous shear flow for a case with Φm = 0.25 and τp = 0.016s. 121 1.0 1/2 <(τd/τd0) > 0.8 0.6 0.4 DNS STH ANL1 ANL2 0.2 0.0 0.0 0.5 1.0 1.5 2.0 2.5 t/τE Figure 5: Temporal variations of h(τd /τd0 )1/2 i for evaporating droplets in isotropic turbulence for τd0 = 5τk , τec = 5τk and Scd = 5. 122 0.06 Scd=5.0, DNS Scd=1.0, DNS Scd=5.0, STH Scd=1.0, STH Scd=5.0, ANL1 Scd=1.0, ANL1 Scd=1.0, ANL2 Scd=5.0, ANL2 0.05 σ/τd0 1/2 0.04 0.03 0.02 0.01 0.00 0 1 2 3 t/τE 1/2 Figure 6: Temporal variations of the standard deviation of τd , for evaporating droplets in isotropic turbulence, at different droplet Schmidt numbers for τd0 = 5τk , τec = 5τk . 123 2 0.2 (b) (a) PDF I τd=0.3 i=j=1, DNS i=j=2, DNS i=j=3, DNS 1 0 v1’v2’ vi’vj’ 1.5 −0.2 0.5 0 DNS −0.4 −0.6 0 5 10 15 −0.8 αt 0 5 10 15 αt Figure 7: Temporal evolution of particle Reynolds stresses in homogeneous shear turbulence b with constant ∂h∂xU21 i . 124 2 3 (a) PDF I τd=0.3 PDF II DNS 1 vi’θ’ θ’θ’ 2 (b) i=1, DNS i=2, DNS 1.5 0.5 0 1 −0.5 0 0 5 10 15 −1 αt 0 5 10 15 αt Figure 8: Temporal evolution of particle temperature-temperature and velocity-temperature b i correlations in homogeneous shear turbulence with constant ∂h∂xU21 i and constant ∂hT . ∂x2 125