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Quaternions and particle dynamics in the Euler fluid equations

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23rd Feb 06: http://arxiv.org/abs/nl<strong>in</strong>.CD/0512034 <strong>Quaternions</strong> & <strong>particle</strong> <strong>dynamics</strong>. . . 1<br />

<strong>Quaternions</strong> <strong>and</strong> <strong>particle</strong> <strong>dynamics</strong> <strong>in</strong> <strong>the</strong> <strong>Euler</strong> <strong>fluid</strong> <strong>equations</strong><br />

J. D. Gibbon <strong>and</strong> D. D. Holm<br />

Department of Ma<strong>the</strong>matics,<br />

Imperial College London,<br />

London SW7 2AZ, UK ,<br />

R. M. Kerr<br />

Department of Ma<strong>the</strong>matics,<br />

University of Warwick,<br />

Coventry CV4 7AL, UK ,<br />

<strong>and</strong><br />

I. Roulstone<br />

Department of Ma<strong>the</strong>matics <strong>and</strong> Statistics,<br />

University of Surrey,<br />

Guildford GU2 7XH, UK .<br />

Abstract<br />

Vorticity <strong>dynamics</strong> of <strong>the</strong> three-dimensional <strong>in</strong>compressible <strong>Euler</strong> <strong>equations</strong> is cast <strong>in</strong>to a<br />

quaternionic representation governed by <strong>the</strong> Lagrangian evolution of <strong>the</strong> tetrad consist<strong>in</strong>g<br />

of <strong>the</strong> growth rate <strong>and</strong> rotation rate of <strong>the</strong> vorticity. In turn, <strong>the</strong> Lagrangian evolution of<br />

this tetrad is governed by ano<strong>the</strong>r that depends on <strong>the</strong> pressure Hessian. Toge<strong>the</strong>r <strong>the</strong>se<br />

form <strong>the</strong> basis for a direction of vorticity <strong>the</strong>orem. Moreover, <strong>in</strong> this representation, <strong>fluid</strong><br />

<strong>particle</strong>s carry ortho-normal frames whose Lagrangian evolution <strong>in</strong> time are shown to be<br />

directly related to <strong>the</strong> Frenet-Serret <strong>equations</strong> for a vortex l<strong>in</strong>e. The frame <strong>dynamics</strong> suggest<br />

an elegant Lagrangian relation regard<strong>in</strong>g <strong>the</strong> pressure Hessian tetrad. The <strong>equations</strong> for<br />

ideal MHD are similarly considered.<br />

1 Introductory <strong>and</strong> historical remarks<br />

Hamilton’s determ<strong>in</strong>ed concentration on <strong>the</strong> idea of quaternions is often depicted by ma<strong>the</strong>matical<br />

historians as an obsession. Lord Kelv<strong>in</strong> wrote that (O’Connor & Robertson 1998)<br />

<strong>Quaternions</strong> came from Hamilton after his really good work had been done, <strong>and</strong><br />

though beautifully <strong>in</strong>genious, (<strong>the</strong>y) have been an unmixed evil to those who have<br />

touched <strong>the</strong>m <strong>in</strong> any way.<br />

Hav<strong>in</strong>g fallen <strong>in</strong> <strong>and</strong> out of fashion over <strong>the</strong> last century <strong>and</strong> a half (Tait 1890), quaternions<br />

currently play an important part <strong>in</strong> <strong>the</strong> <strong>the</strong>ory of 4-manifolds, through which it has been shown<br />

that <strong>the</strong> essential physics of <strong>particle</strong>s <strong>and</strong> fields is governed by geometric pr<strong>in</strong>ciples. Fluid<br />

turbulence is one of <strong>the</strong> great unsolved problems of modern science. While viscosity plays a<br />

dom<strong>in</strong>ant role <strong>in</strong> <strong>the</strong> late development of an <strong>in</strong>compressible turbulent flow through <strong>the</strong> Navier-<br />

Stokes <strong>equations</strong>, <strong>the</strong> <strong>in</strong>viscid <strong>Euler</strong> <strong>equations</strong> determ<strong>in</strong>e <strong>the</strong> early <strong>and</strong> <strong>in</strong>termediate <strong>dynamics</strong>.<br />

The <strong>Euler</strong> <strong>fluid</strong> <strong>equations</strong> are known to be essentially geometrical, so it would not be surpris<strong>in</strong>g<br />

if geometry <strong>and</strong> even perhaps quaternions were also helpful <strong>in</strong> underst<strong>and</strong><strong>in</strong>g <strong>the</strong>ir solutions.<br />

A quaternion can be constructed from a scalar s <strong>and</strong> a 3-vector r by form<strong>in</strong>g <strong>the</strong> tetrad 1<br />

q = [s, r] that is def<strong>in</strong>ed by<br />

[s, r] = sI − r ∙ σ , (1.1)<br />

1 We avoid <strong>the</strong> direct nomenclature “4-vector” because of <strong>the</strong> mean<strong>in</strong>g assigned to this <strong>in</strong> gauge <strong>the</strong>ories.


23rd Feb 06: http://arxiv.org/abs/nl<strong>in</strong>.CD/0512034 <strong>Quaternions</strong> & <strong>particle</strong> <strong>dynamics</strong>. . . 2<br />

where r ∙ σ = ∑ 3<br />

i=1 r iσ i <strong>and</strong> I is <strong>the</strong> 2 × 2 unit matrix. {σ 1 , σ 2 , σ 3 } are <strong>the</strong> Pauli sp<strong>in</strong> matrices<br />

( )<br />

( )<br />

( )<br />

0 i<br />

0 1<br />

i 0<br />

σ 1 = , σ<br />

i 0<br />

2 =<br />

, σ<br />

−1 0<br />

3 =<br />

, (1.2)<br />

0 −i<br />

that obey <strong>the</strong> relations σ i σ j = −δ ij − ɛ ijk σ k . A multiplication rule can easily be determ<strong>in</strong>ed<br />

from <strong>the</strong>se properties<br />

q 1 ⊗ q 2 = [s 1 s 2 − r 1 ∙ r 2 , s 1 r 2 + s 2 r 1 + r 1 × r 2 ] . (1.3)<br />

This shows that quaternions are not commutative, although it is easily demonstrated that <strong>the</strong>y<br />

are associative. They are found to be extremely useful <strong>in</strong> modern <strong>in</strong>ertial navigation systems,<br />

robotics & graphics that control or track rapidly mov<strong>in</strong>g objects undergo<strong>in</strong>g three-axis rotations<br />

(Kuipers 1999). In fact, Hamilton discovered <strong>the</strong>m <strong>in</strong> <strong>the</strong> context of an algorithm for rotat<strong>in</strong>g<br />

<strong>the</strong> telescope <strong>in</strong> his observatory. If Kelv<strong>in</strong> were alive today, he might be forced to revise his<br />

negative op<strong>in</strong>ion of <strong>the</strong>ir importance.<br />

Given <strong>the</strong> evidence, it is natural to reformulate <strong>Euler</strong> vorticity <strong>dynamics</strong> <strong>in</strong> terms of quaternions,<br />

particularly <strong>in</strong> track<strong>in</strong>g a <strong>fluid</strong> <strong>particle</strong> that carries its own ortho-normal co-ord<strong>in</strong>ate<br />

system <strong>in</strong> motion. Instead of sett<strong>in</strong>g <strong>Euler</strong> variables <strong>in</strong> st<strong>and</strong>ard function spaces, <strong>in</strong> which delicate<br />

geometric <strong>in</strong>formation might be lost, <strong>the</strong> pr<strong>in</strong>cipal aim of this paper is to <strong>in</strong>vestigate <strong>the</strong><br />

Lagrangian evolution of <strong>the</strong>se variables <strong>in</strong> appropriate quaternionic form <strong>in</strong> order to preserve<br />

<strong>the</strong>ir <strong>in</strong>herent geometric properties.<br />

Three-dimensional <strong>Euler</strong> vorticity growth is driven by <strong>the</strong> stretch<strong>in</strong>g vector ω ∙ ∇u. This<br />

term plays a fundamental role <strong>in</strong> determ<strong>in</strong><strong>in</strong>g whe<strong>the</strong>r or not a s<strong>in</strong>gularity forms <strong>in</strong> f<strong>in</strong>ite time.<br />

Major computational studies can be found <strong>in</strong> Brachet et al. (1983, 1992); Pumir & Siggia (1990);<br />

Kerr (1993, 2005); Grauer et al. (1998), Pelz (2001) <strong>and</strong> Hou & Li (2006). The Beale-Kato-<br />

Majda <strong>the</strong>orem (Beale et al. 1982) has been <strong>the</strong> ma<strong>in</strong> cornerstone of <strong>Euler</strong> analysis : it makes<br />

<strong>the</strong> precise statement that ∫ t<br />

0 ‖ω‖ L ∞ (D)dτ must be f<strong>in</strong>ite to prevent s<strong>in</strong>gular behaviour on a<br />

doma<strong>in</strong> D. However, it has become clear that not only <strong>the</strong> magnitude but also <strong>the</strong> direction<br />

of vorticity is important. The papers by Constant<strong>in</strong> (1994), Constant<strong>in</strong> et al. (1996); Cordoba<br />

& Fefferman (2001); Deng et al. (2004, 2005) <strong>and</strong> Dongho Chae (2003, 2005) are variations on<br />

this <strong>the</strong>me. Shnirelman (1997) has constructed very weak solutions which have some realistic<br />

features but whose k<strong>in</strong>etic energy monotonically decreases <strong>in</strong> time <strong>and</strong> which are everywhere<br />

discont<strong>in</strong>uous <strong>and</strong> unbounded. For work on <strong>Euler</strong> limits see Brenier (1999, 2000) <strong>and</strong> for its<br />

<strong>dynamics</strong> <strong>in</strong> <strong>the</strong> more exotic function spaces see <strong>the</strong> papers by Tadmor (2001) <strong>and</strong> Dongho Chae<br />

(2003, 2004). O<strong>the</strong>r material, references <strong>and</strong> a more global perspective on <strong>the</strong> <strong>Euler</strong> <strong>equations</strong><br />

can be found <strong>in</strong> <strong>the</strong> book by Majda <strong>and</strong> Bertozzi (2001).<br />

The language of quaternions provides us with an alternative <strong>and</strong> unique look at <strong>the</strong> problem<br />

of <strong>Euler</strong> vortex <strong>dynamics</strong>. The pr<strong>in</strong>cipal results of this paper can be summarized as follows:<br />

1. A well-known variable is <strong>the</strong> scalar growth rate α = ˆω ∙ S ˆω (Constant<strong>in</strong> 1994). Associated<br />

with this is <strong>the</strong> 3-vector rotation rate χ = ˆω × S ˆω , where ˆω is <strong>the</strong> unit vorticity <strong>and</strong><br />

S = 1 2 (u i,j + u j,i ) is <strong>the</strong> stra<strong>in</strong> matrix. Toge<strong>the</strong>r <strong>the</strong>se form a natural tetrad ζ = [α, χ].<br />

Theorem 1 of §2 shows that <strong>the</strong> Lagrangian advection equation for <strong>the</strong> vorticity tetrad<br />

Ω = [0, ω] can <strong>the</strong>n be written as<br />

DΩ<br />

Dt = ζ ⊗ Ω . (1.4)<br />

All <strong>the</strong>se quaternionic variables are <strong>Euler</strong>ian variables ; i.e., po<strong>in</strong>t-wise functions of space<br />

<strong>and</strong> time, but undergo<strong>in</strong>g Lagrangian evolution <strong>in</strong> time.


23rd Feb 06: http://arxiv.org/abs/nl<strong>in</strong>.CD/0512034 <strong>Quaternions</strong> & <strong>particle</strong> <strong>dynamics</strong>. . . 3<br />

2. The tetrad ζ satisfies its own Lagrangian advection equation driven by <strong>the</strong> effect of <strong>the</strong><br />

pressure Hessian P = {p ,ij } through <strong>the</strong> variables α p = ˆω∙P ˆω <strong>and</strong> χ p = ˆω×P ˆω. Toge<strong>the</strong>r<br />

<strong>the</strong>se also form a natural tetrad ζ p = [α p , χ p ]. Figure 1 shows how Sω, P ω <strong>and</strong> <strong>the</strong> three<br />

orthogonal unit vectors (ˆω, ˆχ, ˆω × ˆχ) are related. In addition to (1.4), Theorem 1 also<br />

conta<strong>in</strong>s <strong>the</strong> results for <strong>the</strong> Lagrangian advection of ζ p <strong>and</strong> ζ. Simply stated this is<br />

Dζ<br />

Dt + ζ ⊗ ζ + ζ p = 0 . (1.5)<br />

3. The result <strong>in</strong> (1.5) enables us to prove a Theorem <strong>in</strong> §2 on <strong>the</strong> direction of vorticity :<br />

“Provided ‖χ p ‖ L ∞ (D) is <strong>in</strong>tegrable <strong>in</strong> time up to t ∗ > 0 on a periodic doma<strong>in</strong> D, no <strong>Euler</strong><br />

s<strong>in</strong>gularity is possible at t ∗ except<strong>in</strong>g <strong>the</strong> case where ˆω becomes coll<strong>in</strong>ear with an eigenvector<br />

of P at t ∗ ”. Although different <strong>in</strong> detail, this result is <strong>in</strong> <strong>the</strong> same style as <strong>the</strong> direction of<br />

vorticity <strong>the</strong>orems cited above <strong>and</strong> is directly a variation of <strong>the</strong> BKM <strong>the</strong>orem. Ohkitani<br />

<strong>and</strong> Kishiba (1995) have observed <strong>in</strong> computations that at maximum po<strong>in</strong>ts of enstrophy,<br />

ω becomes coll<strong>in</strong>ear with <strong>the</strong> most negative eigenvector of P .<br />

4. At each po<strong>in</strong>t <strong>in</strong> space-time a <strong>fluid</strong> <strong>particle</strong> carries its own ortho-normal co-ord<strong>in</strong>ate system<br />

(ˆω, ˆχ, ˆω × ˆχ) : see Figure 1. Explicit <strong>equations</strong> for Lagrangian time derivatives of this<br />

frame are given <strong>in</strong> §3. The correspond<strong>in</strong>g Darboux vector is <strong>the</strong> <strong>particle</strong> rotation rate.<br />

The frame-<strong>equations</strong> are <strong>the</strong>n shown to be directly related to <strong>the</strong> Frenet-Serret relations<br />

of differential geometry that govern <strong>the</strong> curvature <strong>and</strong> torsion of a vortex l<strong>in</strong>e through <strong>the</strong><br />

arc-length derivative of its tangent, normal <strong>and</strong> bi-normal. Us<strong>in</strong>g Ertel’s Theorem, explicit<br />

differential <strong>equations</strong> for <strong>the</strong> curvature <strong>and</strong> torsion are <strong>the</strong>n found.<br />

5. It is shown <strong>in</strong> §4 how to f<strong>in</strong>d Lagrangian differential <strong>equations</strong> for α p <strong>and</strong> χ p . The relation<br />

between ζ p <strong>and</strong> ζ is given <strong>in</strong> Theorem 3 where <strong>the</strong>y are shown to satisfy<br />

Dζ p<br />

Dt = ζ ⊗ ζ p + Π . (1.6)<br />

Π is a tetrad l<strong>in</strong>ear <strong>in</strong> ζ <strong>and</strong> ζ p whose scalar coefficients, <strong>in</strong> pr<strong>in</strong>ciple, are determ<strong>in</strong>ed by<br />

<strong>the</strong> Poisson pressure relation.<br />

6. The vorticity vector-field ω ∙ ∇ is frozen <strong>in</strong>to <strong>the</strong> <strong>Euler</strong> flow. Any system with a frozen-<strong>in</strong><br />

vector-field will also have an associated form of Ertel’s Theorem, <strong>and</strong> a correspond<strong>in</strong>g<br />

tetrad ζ = [α, χ]. Thus <strong>the</strong> Lagrangian-quaternionic format displayed <strong>in</strong> this paper is<br />

more generally applicable, as illustrated by <strong>the</strong> <strong>equations</strong> for ideal MHD <strong>in</strong> §5. Two timeclocks<br />

<strong>and</strong> two tetrads ζ ± = [α ± , χ ± ] appear as a result because of <strong>the</strong> two Lagrangian<br />

derivatives that naturally arise through <strong>the</strong> use of Elsasser variables.<br />

Previous attempts at formulat<strong>in</strong>g <strong>Euler</strong> vorticity <strong>dynamics</strong> us<strong>in</strong>g quaternions have met with only<br />

partial success. Past results have appeared <strong>in</strong> reverse order : <strong>the</strong> relations between α <strong>and</strong> χ to be<br />

displayed <strong>in</strong> Theorem 1 were derived first by Galanti et al. (1997) (see also Gibbon et al. 2000),<br />

which were <strong>the</strong>n shown to be expressible <strong>in</strong> a quaternionic form (Gibbon 2002). That story was<br />

<strong>in</strong>complete, however, because <strong>the</strong> Lagrangian advection equation for Ω was miss<strong>in</strong>g, as were<br />

<strong>the</strong> ideas on <strong>particle</strong> frame <strong>dynamics</strong>, <strong>the</strong> pressure relation (1.6), <strong>and</strong> results on <strong>the</strong> direction<br />

of vorticity. Roubtsov & Roulstone (1997, 2001) have also formulated semi-geostrophic <strong>the</strong>ory<br />

<strong>in</strong> terms of quaternions. S<strong>in</strong>ce it is known that <strong>Euler</strong> <strong>dynamics</strong> becomes rough very quickly all<br />

manipulations <strong>in</strong> this paper should be considered formal.


23rd Feb 06: http://arxiv.org/abs/nl<strong>in</strong>.CD/0512034 <strong>Quaternions</strong> & <strong>particle</strong> <strong>dynamics</strong>. . . 4<br />

2 Vorticity <strong>dynamics</strong> <strong>in</strong> quaternion form<br />

Sω<br />

ˆω<br />

ˆω × ˆχ<br />

ˆχ<br />

P ω<br />

ˆω<br />

ˆω × ˆχ p<br />

ˆχ p<br />

Figure 1: A vortex l<strong>in</strong>e with unit tangent vorticity vector ˆω. The normal vectors χ = ˆω × S ˆω <strong>and</strong><br />

χ p = ˆω ×P ˆω are def<strong>in</strong>ed <strong>in</strong> (2.8) & (2.9). Thus <strong>the</strong> three unit vectors [ˆω, ˆχ, ˆω × ˆχ] form an ortho-normal<br />

co-ord<strong>in</strong>ate system. Moreover, ˆω, Sω <strong>and</strong> ˆω × ˆχ are co-planar, as are ˆω, P ω <strong>and</strong> ˆω × ˆχ p .<br />

In <strong>the</strong>ir vorticity form, <strong>the</strong> three-dimensional <strong>in</strong>compressible <strong>Euler</strong> <strong>equations</strong> are<br />

Dω<br />

= ω ∙ ∇u = Sω , (2.1)<br />

Dt where <strong>the</strong> stra<strong>in</strong> matrix is written as S = 1 (u 2 i,j + u j,i ) <strong>and</strong> ω = curl u is <strong>the</strong> vorticity (Majda<br />

<strong>and</strong> Bertozzi 2001). Equation (2.1) arises from tak<strong>in</strong>g <strong>the</strong> curl of <strong>the</strong> <strong>Euler</strong> <strong>equations</strong> <strong>in</strong> <strong>the</strong>ir<br />

velocity formulation<br />

Du<br />

= −∇p , div u = 0 , (2.2)<br />

Dt <strong>in</strong> which <strong>the</strong> Lagrangian (material) derivative is def<strong>in</strong>ed as<br />

D<br />

Dt = ∂ ∂t + u ∙ ∇ . (2.3)<br />

The vorticity can be expressed as a tetrad by tak<strong>in</strong>g <strong>the</strong> quaternionic curl of U = [0, u]<br />

∇ ⊗ U = [−div u, curl u] , ⇒ Ω = [0, ω] . (2.4)<br />

Thus Ω has <strong>the</strong> divergence-free constra<strong>in</strong>t built <strong>in</strong>to it.<br />

The results <strong>in</strong> this paper employ Ertel’s <strong>the</strong>orem, which is widely used <strong>in</strong> geophysical <strong>fluid</strong><br />

<strong>dynamics</strong> <strong>in</strong> <strong>the</strong> study of potential vorticity : see Hide (1983, 2004) <strong>and</strong> Hosk<strong>in</strong>s, et al. (1985).<br />

More generally it applies to any <strong>fluid</strong> system whose flow preserves a vector field, as <strong>the</strong> <strong>Euler</strong><br />

<strong>equations</strong> preserve ω ∙ ∇. For <strong>the</strong> extensive history beh<strong>in</strong>d this result see Truesdell & Toup<strong>in</strong><br />

(1960), Kuznetsov <strong>and</strong> Zakharov (1997) <strong>and</strong> Viudez (1999). The most general form of Ertel’s<br />

Theorem says that if ω satisfies (2.1) <strong>the</strong>n for an arbitrary differentiable vector θ<br />

( )<br />

D<br />

Dθ<br />

Dt (ω ∙ ∇θ) = ω ∙ ∇ . (2.5)<br />

Dt<br />

The choice of θ as <strong>the</strong> <strong>Euler</strong> velocity field u (Ohkitani 1993) implies that <strong>the</strong> vortex stretch<strong>in</strong>g<br />

vector ω ∙ ∇u = Sω is governed by<br />

D(Sω)<br />

= −P ω , (2.6)<br />

Dt


23rd Feb 06: http://arxiv.org/abs/nl<strong>in</strong>.CD/0512034 <strong>Quaternions</strong> & <strong>particle</strong> <strong>dynamics</strong>. . . 5<br />

where P = {p ,ij } = { ∂ 2 } p/∂x i ∂x j is <strong>the</strong> Hessian matrix of <strong>the</strong> pressure. Thus <strong>the</strong> comb<strong>in</strong>ation<br />

of (2.1) <strong>and</strong> (2.6) gives Ohkitani’s relation (Ohkitani 1993)<br />

D 2 ω<br />

Dt 2 + P ω = 0 . (2.7)<br />

To underst<strong>and</strong> how <strong>the</strong> direction <strong>in</strong> which <strong>the</strong> vorticity vector stretches (compresses) <strong>in</strong> relation<br />

to its growth rate requires an underst<strong>and</strong><strong>in</strong>g of its relationship with <strong>the</strong> matrices S <strong>and</strong> P . The<br />

scalar <strong>and</strong> vector variables α <strong>and</strong> χ are def<strong>in</strong>ed by<br />

α = ˆω ∙ S ˆω , χ = ˆω × S ˆω , (2.8)<br />

α p = ˆω ∙ P ˆω , χ p = ˆω × P ˆω . (2.9)<br />

The left part of Figure 1, based upon S ˆω, shows <strong>the</strong> ortho-normal co-ord<strong>in</strong>ate system ˆω, ˆχ <strong>and</strong><br />

ˆω × ˆχ; <strong>the</strong> right h<strong>and</strong> part of <strong>the</strong> figure shows <strong>the</strong> same figure with S replaced by P . Thus S ˆω<br />

can be resolved <strong>in</strong>to <strong>the</strong> two co-planar vectors<br />

S ˆω = α ˆω + χ × ˆω . (2.10)<br />

By direct calculation from (2.1) <strong>and</strong> (2.10), <strong>the</strong> Lagrangian derivatives of |ω| <strong>and</strong> ˆω are given<br />

by<br />

D|ω|<br />

Dˆω<br />

= α |ω| ,<br />

= χ × ˆω . (2.11)<br />

Dt<br />

Dt The quantities (α, χ) are respectively <strong>the</strong> rates of change <strong>in</strong> vorticity magnitude <strong>and</strong> direction;<br />

that is, one may call respectively call α <strong>and</strong> χ <strong>the</strong> stretch<strong>in</strong>g rate 2 <strong>and</strong> rotation rate. These<br />

variables form natural tetrads to go alongside Ω = [0, ω]<br />

ζ = [α , χ] , ζ p = [ ] α p , χ p . (2.12)<br />

The follow<strong>in</strong>g <strong>the</strong>orem shows how <strong>Euler</strong> vorticity <strong>dynamics</strong> can be formulated us<strong>in</strong>g quaternions.<br />

Theorem 1 [<strong>Euler</strong> vorticity <strong>dynamics</strong> <strong>in</strong> terms of quaternions:] The vorticity tetrad<br />

Ω(x, t) satisfies <strong>the</strong> relation<br />

DΩ<br />

Dt = ζ ⊗ Ω , (2.13)<br />

while Ohkitani’s relation (2.7) becomes<br />

D 2 Ω<br />

Dt 2 + ζ p ⊗ Ω = 0 . (2.14)<br />

The tetrad ζ(x, t) satisfies <strong>the</strong> compatibility relation (Riccati equation)<br />

Dζ<br />

Dt + ζ ⊗ ζ + ζ p = 0 . (2.15)<br />

Remark: In terms of α <strong>and</strong> χ, <strong>the</strong> components of (2.15) were orig<strong>in</strong>ally calculated by an<br />

<strong>in</strong>direct route <strong>in</strong> Gibbon (2002), although at that time (2.13) was not yet available. Moreover<br />

<strong>the</strong> present formulation simplifies <strong>the</strong> proof.<br />

Proof: (2.13) follows from (2.1) <strong>and</strong> (2.10) by direct calculation<br />

DΩ<br />

= [0, αω + χ × ω] = [α , χ] ⊗ [0, ω] = ζ ⊗ Ω . (2.16)<br />

Dt 2 α <strong>and</strong> α p are Rayleigh quotient estimates for eigenvalues of S <strong>and</strong> P respectively although <strong>the</strong>y are only exact<br />

eigenvalues when ω aligns with one of <strong>the</strong>ir eigenvectors. Constant<strong>in</strong> (1994) has a Biot-Savart formula for α.


23rd Feb 06: http://arxiv.org/abs/nl<strong>in</strong>.CD/0512034 <strong>Quaternions</strong> & <strong>particle</strong> <strong>dynamics</strong>. . . 6<br />

Follow<strong>in</strong>g (2.10) <strong>and</strong> Figure 1, we have<br />

P ω = α p ω + χ p × ω ⇒ [0, P ω] = ζ p ⊗ Ω . (2.17)<br />

Consequently, Ohkitani’s relation (2.7) implies<br />

D 2 Ω<br />

Dt 2 = D Dt [0, Sω] = −[0, P ω] = −ζ p ⊗ Ω , (2.18)<br />

which is (2.14). Differentiat<strong>in</strong>g (2.13) aga<strong>in</strong> <strong>and</strong> us<strong>in</strong>g (2.14) gives <strong>the</strong> compatibility relation<br />

Dζ<br />

Dt ⊗ Ω + ζ ⊗ (ζ ⊗ Ω) + ζ p ⊗ Ω = 0 . (2.19)<br />

The result (2.15) <strong>in</strong> Theorem 1 follows because of <strong>the</strong> associativity property.<br />

<br />

The mean<strong>in</strong>g of χ now becomes clear. For structures such as straight vortex tubes or flat<br />

sheets, ω will align with an eigenvector of S <strong>and</strong> thus χ = 0. Then α is an exact eigenvalue of<br />

S. In this case <strong>the</strong> Ricatti equation for ζ <strong>in</strong> (2.15) reduces to a simple scalar form. However<br />

as soon as a tube or sheet bends, twists or tangles, χ ≠ 0 <strong>and</strong> <strong>the</strong> tetrad form is brought back<br />

<strong>in</strong>to play. Because all our variables are functions of (x , t), <strong>equations</strong> (2.13) <strong>and</strong> (2.15) govern<br />

<strong>the</strong> vorticity <strong>dynamics</strong> at all po<strong>in</strong>ts <strong>and</strong> all times <strong>in</strong> <strong>the</strong> flow provided solutions rema<strong>in</strong> f<strong>in</strong>ite.<br />

The BKM-<strong>the</strong>orem (Beale et al. 1984) shows that <strong>the</strong> time <strong>in</strong>tegral ∫ t ∗<br />

0 ‖ω‖ L ∞ (D) dτ must<br />

be f<strong>in</strong>ite at a time t ∗ to rule out s<strong>in</strong>gular behaviour. Variations of this <strong>the</strong>me are <strong>the</strong> direction<br />

of vorticity <strong>the</strong>orems expressed <strong>in</strong> <strong>the</strong> work of Constant<strong>in</strong> et al. (1996), Cordoba & Fefferman<br />

(2001) <strong>and</strong> Deng et al. (2004, 2005). A fur<strong>the</strong>r variation, <strong>and</strong> a direct consequence of Theorem<br />

1, concerns <strong>the</strong> pressure Hessian <strong>and</strong> its associated variable χ p .<br />

Theorem 2 : On <strong>the</strong> doma<strong>in</strong> D = [0, L] 3 per <strong>the</strong>re exists a global solution of <strong>the</strong> <strong>Euler</strong> <strong>equations</strong>,<br />

u ∈ C([0, ∞]; H s ) ∩ C 1 ([0, ∞]; H s−1 ) for s ≥ 3 if, for every t ∗ > 0<br />

∫ t ∗<br />

0<br />

‖χ p ‖ L ∞ (D) dτ < ∞ , (2.20)<br />

except<strong>in</strong>g <strong>the</strong> case where ˆω becomes coll<strong>in</strong>ear with an eigenvector of P at t ∗ .<br />

Remark 1: The <strong>the</strong>orem does not imply that blow-up occurs when coll<strong>in</strong>earity does; it simply implies<br />

that under condition (2.20) it is <strong>the</strong> only situation when it can happen.<br />

Remark 2: In fact Ohkitani (1993) <strong>and</strong> Ohkitani <strong>and</strong> Kishiba (1995) have noted <strong>the</strong> coll<strong>in</strong>earity mentioned<br />

above; <strong>the</strong>y observed <strong>in</strong> <strong>Euler</strong> computations that at maximum po<strong>in</strong>ts of enstrophy, ω tends to<br />

align with <strong>the</strong> eigenvector correspond<strong>in</strong>g to <strong>the</strong> most negative eigenvalue of P .<br />

Proof: Consider <strong>the</strong> relation for ζ <strong>in</strong> Theorem 1 <strong>in</strong> (2.15) expressed <strong>in</strong> α–χ components on <strong>particle</strong> paths<br />

Dα<br />

Dt = χ2 − α 2 Dχ<br />

− α p<br />

Dt = −2αχ − ˆχ ∙ χ p (2.21)<br />

where α = α(X(t), t) <strong>and</strong> χ(t) = χ(X(t), t).<br />

Firstly, consider <strong>the</strong> case when no coll<strong>in</strong>earity occurs<br />

between ˆω <strong>and</strong> P ˆω, <strong>in</strong> which case <strong>the</strong> assumption of po<strong>in</strong>t-wise <strong>in</strong> space <strong>in</strong>tegrability <strong>in</strong> time of χ p <strong>in</strong><br />

(2.20) also extends to α p . It is clear from (2.21) that on time <strong>in</strong>tervals where α takes large positive<br />

values, α itself is prevented from blow<strong>in</strong>g up to +∞ by <strong>the</strong> −α 2 -term <strong>and</strong> <strong>the</strong> exponential collapse <strong>in</strong> χ.<br />

Likewise on time <strong>in</strong>tervals where α takes large negative values <strong>the</strong> χ-equation ensures that dα/dt > 0,<br />

thus prevent<strong>in</strong>g α from blow<strong>in</strong>g down to −∞. If both α <strong>and</strong> χ are controlled <strong>the</strong>n so are |ω| <strong>and</strong> ˆω by<br />

(2.11). Po<strong>in</strong>t-wise upper bound control over α, χ, ω <strong>and</strong> |S ˆω| 2 = α 2 + χ 2 also means S is also controlled.<br />

This po<strong>in</strong>t-wise control also extends to ∇u because <strong>the</strong> anti-symmetric part of ∇u is controlled by ω.<br />

Us<strong>in</strong>g <strong>the</strong> same arguments as <strong>in</strong> <strong>the</strong> BKM-<strong>the</strong>orem all derivatives <strong>in</strong> u must rema<strong>in</strong> regular.<br />

F<strong>in</strong>ally <strong>the</strong>re still exists <strong>the</strong> possibility that <strong>the</strong> angle between ˆω <strong>and</strong> P ˆω might approach zero simultaneously<br />

as |P ˆω| blows up; under <strong>the</strong>se circumstances ∫ t<br />

0 ‖χ p‖ L∞ (D)dτ < ∞, whereas ∫ t<br />

0 ‖α p‖ L∞ (D)dτ → ∞<br />

<strong>and</strong> thus blow-up is still <strong>the</strong>oretically possible.


23rd Feb 06: http://arxiv.org/abs/nl<strong>in</strong>.CD/0512034 <strong>Quaternions</strong> & <strong>particle</strong> <strong>dynamics</strong>. . . 7<br />

3 Lagrangian frame <strong>dynamics</strong> for <strong>particle</strong>s <strong>and</strong> <strong>the</strong> Frenet-Serret <strong>equations</strong><br />

3.1 Frame <strong>dynamics</strong> for <strong>particle</strong>s<br />

The Lagrangian <strong>dynamics</strong> of <strong>the</strong> ortho-normal frame (ˆω, ˆχ, ˆω × ˆχ) can now be evaluated. Figure 2<br />

illustrates <strong>the</strong> motion of a <strong>particle</strong> from one co-ord<strong>in</strong>ate po<strong>in</strong>t <strong>in</strong> space-time to ano<strong>the</strong>r<br />

ˆω<br />

ˆω<br />

ˆχ<br />

(x 1 , t 1 )<br />

•<br />

ˆω × ˆχ<br />

(x 2 , t 2 ) •<br />

ˆω × ˆχ<br />

ˆχ<br />

Particle trajectory<br />

t 1<br />

t 2<br />

Figure 2: Vortex l<strong>in</strong>es at two different times t 1 <strong>and</strong> t 2 , with <strong>the</strong> dotted l<strong>in</strong>e represent<strong>in</strong>g <strong>the</strong> <strong>particle</strong> (•)<br />

trajectory mov<strong>in</strong>g from (x 1 , t 1 ) to (x 2 , t 2 ). The orientation of <strong>the</strong> ortho-normal unit vectors (ˆω, ˆχ, ˆω× ˆχ)<br />

is shown at each of <strong>the</strong> two space-time po<strong>in</strong>ts.<br />

To f<strong>in</strong>d a closed expression for <strong>the</strong> Lagrangian time derivatives of <strong>the</strong> ortho-normal set ( ˆω, ˆχ, ˆω × ˆχ)<br />

requires <strong>the</strong> derivative of ˆχ. To f<strong>in</strong>d this it is necessary to use <strong>the</strong> fact that <strong>the</strong> 3-vector P ˆω can be<br />

expressed <strong>in</strong> this ortho-normal frame as <strong>the</strong> l<strong>in</strong>ear comb<strong>in</strong>ation<br />

P ˆω = α p ˆω + c 1 ˆχ + c 2 (ˆω × ˆχ) . (3.1)<br />

where <strong>the</strong> coefficients c 1 <strong>and</strong> c 2 are def<strong>in</strong>ed by<br />

c 1 = ˆω ∙ ( ˆχ × χ p ) c 2 = − ( ˆχ ∙ χ p ) (3.2)<br />

The 3-vector product ˆω × P ˆω yields<br />

χ p = c 1 (ˆω × ˆχ) − c 2 ˆχ . (3.3)<br />

The Lagrangian time derivative of ˆχ comes from <strong>the</strong> 3-vector part of equation (2.15) for <strong>the</strong> tetrad<br />

ζ = [α, χ] <strong>in</strong> Theorem 1<br />

Dχ<br />

Dt = −2αχ − χ Dχ<br />

p ⇒<br />

Dt = −2αχ + c 2 , (3.4)<br />

where χ = |χ|. Us<strong>in</strong>g (3.3) <strong>and</strong> (3.4) <strong>the</strong>re follows<br />

D ˆχ<br />

Dt = −c 1χ −1 D(ˆω × ˆχ)<br />

(ˆω × ˆχ) ,<br />

= χ ˆω + c 1 χ −1 ˆχ . Dt<br />

(3.5)<br />

Thus, accord<strong>in</strong>g to <strong>Euler</strong>’s <strong>fluid</strong> <strong>equations</strong>, <strong>the</strong> Lagrangian time derivatives of <strong>the</strong> ortho-normal set can<br />

be expressed as<br />

Dˆω<br />

Dt<br />

= D × ˆω (3.6)<br />

D(ˆω × ˆχ)<br />

Dt<br />

= D × (ˆω × ˆχ) (3.7)<br />

D ˆχ<br />

Dt<br />

= D × ˆχ (3.8)<br />

where <strong>the</strong> “Darboux angular velocity vector” D for <strong>the</strong> ortho-normal frame is def<strong>in</strong>ed as<br />

D = χ − c 1<br />

χ ˆω with |D|2 = χ 2 + c2 1<br />

χ 2 . (3.9)


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3.2 Frame <strong>dynamics</strong> <strong>and</strong> <strong>the</strong> Frenet-Serret <strong>equations</strong><br />

ˆn<br />

ˆω<br />

ˆχ<br />

ˆω × ˆχ<br />

ˆb<br />

Figure 3: The ortho-normal frame (ˆω, ˆχ, ˆω × ˆχ) <strong>and</strong> <strong>the</strong> Frenet-Serret frame (ˆω, ˆn, ˆb).<br />

If <strong>the</strong> ortho-normal co-ord<strong>in</strong>ates ˆω, ˆχ, ˆω × ˆχ for a <strong>particle</strong> at a po<strong>in</strong>t (x , t) are written as row-vectors<br />

<strong>the</strong>n <strong>the</strong> frame-matrix can be def<strong>in</strong>ed by<br />

⎛<br />

F =<br />

⎝<br />

ˆω<br />

ˆχ<br />

ˆω × ˆχ<br />

⎞<br />

⎠ , (3.10)<br />

<strong>and</strong> (3.6)–(3.8) can be re-written as<br />

⎛<br />

DF<br />

Dt = AF where A = ⎝<br />

0 0 −χ<br />

0 0 −c 1 /χ<br />

χ c 1 /χ 0<br />

⎞<br />

⎠ . (3.11)<br />

For a space curve parameterized by arc-length s, with unit tangent vector ˆω, unit normal ˆn <strong>and</strong> unit<br />

b<strong>in</strong>ormal ˆb, <strong>the</strong> matrix equivalent to (3.10) is<br />

⎛<br />

⎞<br />

ˆω<br />

N =<br />

⎝<br />

ˆn<br />

⎠ . (3.12)<br />

ˆb<br />

Then <strong>the</strong> Frenet-Serret <strong>equations</strong> relat<strong>in</strong>g dN/ds to <strong>the</strong> curvature κ <strong>and</strong> <strong>the</strong> torsion τ of a vortex l<strong>in</strong>e are<br />

⎛<br />

dN<br />

0 κ 0 ⎞<br />

ds = BN where B = ⎝ −κ 0 τ ⎠ . (3.13)<br />

0 −τ 0<br />

A rotation by an angle φ around <strong>the</strong> unit vector ˆω <strong>the</strong>n relates N <strong>and</strong> F<br />

N = R(φ)F . (3.14)<br />

Us<strong>in</strong>g (3.11) <strong>and</strong> (3.14) we have<br />

(<br />

DN<br />

Dt = QN where Q = RA + DR )<br />

R −1 . (3.15)<br />

Dt<br />

It is now possible to relate <strong>the</strong> t <strong>and</strong> s derivatives of N given <strong>in</strong> (3.13) <strong>and</strong> (3.15). At any time t, <strong>the</strong><br />

<strong>in</strong>tegral curves of <strong>the</strong> vorticity vector field def<strong>in</strong>e a space curve through each po<strong>in</strong>t x by <strong>in</strong>tegrat<strong>in</strong>g its<br />

characteristic <strong>equations</strong>, dx/ds = ω(x) giv<strong>in</strong>g a system of ord<strong>in</strong>ary differential <strong>equations</strong>. Equivalently<br />

<strong>the</strong> arc-length derivative d/ds is def<strong>in</strong>ed by<br />

d<br />

ds = ω ∙ ∇ . (3.16)


23rd Feb 06: http://arxiv.org/abs/nl<strong>in</strong>.CD/0512034 <strong>Quaternions</strong> & <strong>particle</strong> <strong>dynamics</strong>. . . 9<br />

These space curves are called “vortex l<strong>in</strong>es.” The evolution of <strong>the</strong> curvature κ <strong>and</strong> torsion τ of a vortex<br />

l<strong>in</strong>e may be obta<strong>in</strong>ed from Ertel’s <strong>the</strong>orem <strong>in</strong> (2.5), expressed as <strong>the</strong> commutation of operators<br />

[ D Dt , d<br />

]<br />

= 0 . (3.17)<br />

ds<br />

This commutation relation immediately gives<br />

DB<br />

Dt = dQ + [Q, B] . (3.18)<br />

ds Thus Ertel’s Theorem gives explicit evolution <strong>equations</strong> for <strong>the</strong> curvature κ <strong>and</strong> torsion τ that lie with<strong>in</strong><br />

<strong>the</strong> matrix B <strong>and</strong> relates <strong>the</strong>m to c 1 , χ <strong>and</strong> <strong>the</strong> rotation matrix R.<br />

F<strong>in</strong>ally we remark that <strong>the</strong> frame <strong>dynamics</strong> along each Lagrangian trajectory may be characterized<br />

by a curve <strong>in</strong> <strong>the</strong> R 2 or C 1 plane. For example, one might consider <strong>the</strong> quantity<br />

(<br />

∫ t )<br />

ψ(s, t) = |D| exp<br />

i<br />

[c 1 χ −1 ](s, t ′ ) dt ′ (3.19)<br />

evaluated along each Lagrangian trajectory. This complex representation of <strong>the</strong> Darboux vector’s effect<br />

is rem<strong>in</strong>iscent of <strong>the</strong> Hasimoto transformation<br />

(<br />

∫ s )<br />

ψ(s, t) = κ(s, t) exp<br />

i<br />

τ(s ′ , t) ds ′ (3.20)<br />

used for represent<strong>in</strong>g <strong>the</strong> propagation of a Kelv<strong>in</strong> wave along a vortex filament <strong>in</strong> terms of its <strong>in</strong>duced<br />

curvature <strong>and</strong> torsion (Hasimoto 1972). Such a representation is potentially useful as a diagnostic for<br />

characteriz<strong>in</strong>g frame <strong>dynamics</strong> <strong>in</strong> an experimental or computational <strong>fluid</strong> flow. Thus, because <strong>the</strong> Darboux<br />

vector has only two components, a representation exists that reduces <strong>the</strong> description of frame rotation<br />

for each <strong>fluid</strong> element to a curve <strong>in</strong> a plane.<br />

4 A Lagrangian advection equation for ζ p<br />

One of <strong>the</strong> hurdles <strong>in</strong> pursu<strong>in</strong>g a Lagrangian approach to <strong>the</strong> <strong>Euler</strong> <strong>equations</strong> is <strong>the</strong> problem of <strong>the</strong> nonlocality<br />

of <strong>the</strong> pressure field. Overtly, we have no Lagrangian differential <strong>equations</strong> for ei<strong>the</strong>r α p or χ p :<br />

<strong>the</strong> usual numerical procedure is to up-date <strong>the</strong> pressure through its Poisson equation −Δp = u i,j u j,i .<br />

How to address this issue can be illustrated by an example. Differentiat<strong>in</strong>g <strong>the</strong> orthogonality relation<br />

χ ∙ ˆω = 0 <strong>and</strong> us<strong>in</strong>g <strong>the</strong> derivative of ˆω <strong>in</strong> (2.11) gives<br />

ˆω ∙ Dχ<br />

Dt = 0 ⇒ Dχ<br />

Dt = q 0 (4.1)<br />

where q 0 lies <strong>in</strong> <strong>the</strong> plane perpendicular to ˆω <strong>in</strong> which χ <strong>and</strong> χ p also lie. Thus q 0 = A(x, t) χ+B(x, t) χ p ;<br />

<strong>in</strong>dependently it is known that A = −2α <strong>and</strong> B = −1 from (2.15). The same method may be used for<br />

χ p by differentiat<strong>in</strong>g χ p ∙ ˆω = 0, lead<strong>in</strong>g to<br />

Dχ p<br />

= χ × χ Dt<br />

p + q where q = μχ + λ χ p (4.2)<br />

where μ = μ(x, t) <strong>and</strong> λ = λ(x, t) are unknown scalars. Explicitly differentiat<strong>in</strong>g χ p = ˆω × P ˆω <strong>in</strong> (4.2)<br />

gives<br />

D(P ˆω)<br />

ˆω (χ ∙ P ˆω) − α p χ + ˆω × = ˆω (χ ∙ P ˆω) + q . (4.3)<br />

Dt<br />

Us<strong>in</strong>g <strong>the</strong> cross product χ = ˆω × S ˆω, this can be manipulated <strong>in</strong>to<br />

{ }<br />

D(P ˆω)<br />

ˆω ×<br />

− α p S ˆω<br />

= q , (4.4)<br />

Dt<br />

which means that<br />

D(P ˆω)<br />

= α p S ˆω + q × ˆω + εˆω (4.5)<br />

Dt


23rd Feb 06: http://arxiv.org/abs/nl<strong>in</strong>.CD/0512034 <strong>Quaternions</strong> & <strong>particle</strong> <strong>dynamics</strong>. . . 10<br />

where ε = ε(x, t) is a third unknown scalar <strong>in</strong> addition to μ <strong>and</strong> λ <strong>in</strong> (4.2). Thus <strong>the</strong> Lagrangian derivative<br />

of α p = ˆω ∙ P ˆω is<br />

Dα p<br />

= αα p + χ ∙ χ Dt<br />

p + ε . (4.6)<br />

Lagrangian differential relations have now been found for χ p <strong>and</strong> α p , but at <strong>the</strong> price of <strong>in</strong>troduc<strong>in</strong>g<br />

<strong>the</strong> triplet of unknown coefficients μ, λ, <strong>and</strong> ε which must adjust <strong>in</strong> a flow to take <strong>the</strong> Poisson pressure<br />

constra<strong>in</strong>t <strong>in</strong>to account – <strong>the</strong>y cannot be regarded as arbitrary.<br />

Dimensional analysis on <strong>the</strong> various <strong>Euler</strong> variables governed by <strong>equations</strong> 3 (4.6) for α p <strong>and</strong> (4.2) for<br />

χ p shows that [ ω] = T −1 , [α] = T −1 , [χ] = T −1 , whereas [α p ] = T −2 , [χ p ] = T −2 . This means that<br />

[λ] = T −1 , [μ] = T −2 <strong>and</strong> [ε] = T −3 . S<strong>in</strong>ce <strong>the</strong> <strong>Euler</strong> <strong>equations</strong> possess no o<strong>the</strong>r time scale μ, λ <strong>and</strong> ε<br />

must be expressible <strong>in</strong> terms of <strong>the</strong>se units or <strong>the</strong>ir ratios<br />

μ = μ(ω, α, χ, α p , χ p ) such that [μ] = T −2 , (4.7)<br />

λ = λ(ω, α, χ, α p , χ p ) such that [λ] = T −1 , (4.8)<br />

ε = ε(ω, α, χ, α p , χ p ) such that [ε] = T −3 . (4.9)<br />

Now re-def<strong>in</strong>e <strong>the</strong> triplet such that<br />

λ = α + λ 1 , μ = α p + μ 1 , ε = −2χ ∙ χ p + μ 1 α + λ 1 α p + ε 1 (4.10)<br />

where <strong>the</strong> new triplet is subsumed <strong>in</strong>to <strong>the</strong> tetrad (<strong>the</strong> unit tetrad is I = [1, 0])<br />

Π = μ 1 ζ + λ 1 ζ p + ε 1 I . (4.11)<br />

Theorem 3 [Dynamics of ζ p ] : The pressure tetrad ζ p = [α p , χ p ] satisfies<br />

Dζ p<br />

= ζ ⊗ ζ Dt<br />

p + Π , (4.12)<br />

where <strong>the</strong> triplet of scalar variables μ 1 , λ 1 , <strong>and</strong> ε 1 with<strong>in</strong> Π(x , t) is determ<strong>in</strong>ed by <strong>the</strong> Poisson equation<br />

for <strong>the</strong> pressure<br />

−T rP = T rS 2 − 1 2ω 2 . (4.13)<br />

Remark: It has yet to be understood what effect <strong>the</strong> Poisson pressure constra<strong>in</strong>t has on <strong>the</strong> triplet of<br />

scalars μ 1 , λ 1 , <strong>and</strong> ε 1 with<strong>in</strong> Π. They are not all likely to be zero because, for example, <strong>in</strong> <strong>the</strong> simple<br />

case of Burgers vortex α = α 0 = const ; α p = −α0 2 ; χ = χ p = 0 ⇒ ε 1 = α0 3 <strong>and</strong> λ 1 = μ 1 = 0.<br />

5 Ideal MHD<br />

As already <strong>in</strong>dicated, <strong>the</strong>se ideas can be pursued for o<strong>the</strong>r systems that possess vortex stretch<strong>in</strong>g. The<br />

<strong>equations</strong> of ideal <strong>in</strong>compressible MHD couple an ideal <strong>fluid</strong> to a magnetic field B<br />

Du<br />

= B ∙ ∇B − ∇p , Dt (5.1)<br />

DB<br />

= B ∙ ∇u , Dt (5.2)<br />

toge<strong>the</strong>r with div u = 0 <strong>and</strong> div B = 0. The pressure p <strong>in</strong> (5.1) is <strong>the</strong> comb<strong>in</strong>ation p = p f + 1 2 B2 where p f<br />

is <strong>the</strong> <strong>fluid</strong> pressure. Elsasser variables are def<strong>in</strong>ed by comb<strong>in</strong><strong>in</strong>g <strong>the</strong> u <strong>and</strong> B fields <strong>in</strong> a ±-comb<strong>in</strong>ation<br />

v ± = u ± B . (5.3)<br />

The existence of two velocities v ± means that <strong>the</strong>re are two material derivatives<br />

D ±<br />

Dt = ∂ ∂t + v± ∙ ∇ . (5.4)<br />

3 S <strong>and</strong> P are subsumed <strong>in</strong>to <strong>the</strong> scalars α, α p, χ <strong>and</strong> χ p so <strong>the</strong>re is no need to consider <strong>the</strong>m separately.


23rd Feb 06: http://arxiv.org/abs/nl<strong>in</strong>.CD/0512034 <strong>Quaternions</strong> & <strong>particle</strong> <strong>dynamics</strong>. . . 11<br />

In terms of <strong>the</strong>se, (5.1) <strong>and</strong> (5.2) can be rewritten as<br />

with <strong>the</strong> magnetic field B satisfy<strong>in</strong>g<br />

D ± v ∓<br />

Dt<br />

= −∇p , (5.5)<br />

D ± B<br />

= B ∙ ∇v ± ≡ σ ± , Dt<br />

(5.6)<br />

toge<strong>the</strong>r with div v ± = 0. The σ ± -stretch<strong>in</strong>g vectors def<strong>in</strong>ed <strong>in</strong> (5.6) obey an Ertel’s relation already<br />

proved <strong>in</strong> Gibbon (2002)<br />

D ± σ ∓<br />

= −P B . Dt<br />

(5.7)<br />

The relations <strong>in</strong> (5.6) thus allow us to def<strong>in</strong>e<br />

α ± = ˆB ∙ ( ˆB ∙ ∇v ± ) χ ± = ˆB × ( ˆB ∙ ∇v ± ) (5.8)<br />

hav<strong>in</strong>g used Moffatt’s analogy between <strong>the</strong> vectors ω <strong>and</strong> B (Moffatt 1978). Moreover, because σ ±<br />

def<strong>in</strong>ed <strong>in</strong> (5.6) lie <strong>in</strong> <strong>the</strong> plane of <strong>the</strong> unit vectors ˆB <strong>and</strong> ˆB × ˆχ ± we have<br />

σ ± = α ± B + χ ± × B . (5.9)<br />

Thus it is easy to prove that<br />

D ± |B|<br />

= α ± D ± ˆB<br />

|B| ,<br />

= χ ± × ˆB , Dt<br />

Dt<br />

(5.10)<br />

which is <strong>the</strong> equivalent of (2.11) for <strong>the</strong> <strong>Euler</strong> <strong>equations</strong>.<br />

The α ± play <strong>the</strong> role(s) of scalar Elsasser<br />

stretch<strong>in</strong>g rates, with χ ± as <strong>the</strong> rotation rates. One may also def<strong>in</strong>e correspond<strong>in</strong>g variables based upon<br />

<strong>the</strong> Hessian matrix P<br />

α pB = ˆB ∙ P ˆB , χ pB = ˆB × P ˆB . (5.11)<br />

We def<strong>in</strong>e <strong>the</strong> tetrads ζ ± <strong>and</strong> ζ pB as follows<br />

Ω B = [0, B] , ζ ± = [ α ± , χ ±] , ζ pB = [ ] α pB , χ pB . (5.12)<br />

Theorem 4 The magnetic field tetrad Ω B satisfies <strong>the</strong> two relations<br />

D ± Ω B<br />

= ζ ± ⊗ Ω B , Dt<br />

(5.13)<br />

( D ± )<br />

Ω B<br />

+ ζ Dt Dt<br />

pB ⊗ Ω B = 0 . (5.14)<br />

D ∓<br />

The tetrads ζ ± satisfies <strong>the</strong> compatibility relation<br />

D ∓ ζ ±<br />

+ ζ ± ⊗ ζ ∓ + ζ Dt<br />

pB = 0 . (5.15)<br />

Proof: The proof of (5.13) follows immediately from (5.6)<br />

D ± [ ]<br />

Ω B<br />

= 0, D± B<br />

= [0, σ ± ] = ζ ± ⊗ Ω B , (5.16)<br />

Dt<br />

Dt<br />

where we have used (5.9) at <strong>the</strong> last step. The proof of (5.14) follows by comb<strong>in</strong><strong>in</strong>g (5.6) <strong>and</strong> (5.7)<br />

toge<strong>the</strong>r with <strong>the</strong> fact that P B lies <strong>in</strong> <strong>the</strong> plane of <strong>the</strong> unit vectors ˆB <strong>and</strong> ˆB × ˆχ pB . Thus we have<br />

P B = α pB B + χ pB × B , ⇒ [0, P B] = ζ pB ⊗ B . (5.17)<br />

The proof of (5.15) follows as a compatibility relation between (5.13) <strong>and</strong> (5.14).


23rd Feb 06: http://arxiv.org/abs/nl<strong>in</strong>.CD/0512034 <strong>Quaternions</strong> & <strong>particle</strong> <strong>dynamics</strong>. . . 12<br />

F<strong>in</strong>ally MHD-Lagrangian frame <strong>dynamics</strong>, <strong>in</strong> <strong>the</strong> spirit of §3, needs to be <strong>in</strong>terpreted <strong>in</strong> terms of two<br />

sets of ortho-normal vectors ˆB, ˆχ ± , ( ˆB × ˆχ ± ) acted on by <strong>the</strong>ir opposite Lagrangian time derivatives.<br />

After some calculation we f<strong>in</strong>d <strong>the</strong> equivalent of (3.6)–(3.8) <strong>and</strong> (3.9) is<br />

D ∓<br />

D ∓ ˆB<br />

= D ∓ × ˆB , (5.18)<br />

Dt<br />

Dt ( ˆB × ˆχ ± ) = D ∓ × ( ˆB × ˆχ ± ) , (5.19)<br />

D ∓ ˆχ ±<br />

Dt<br />

= D ∓ × ˆχ ± , (5.20)<br />

where <strong>the</strong> pair of Elsasser Darboux vectors D ∓ are def<strong>in</strong>ed as<br />

D ∓ = χ ∓ − c∓ 1<br />

χ ˆB ∓ , c ∓ 1 = ˆB ∙ [ ˆχ ± × (χ pB + α ± χ ∓ )] . (5.21)<br />

6 Summary<br />

The tetrad reformulation of <strong>Euler</strong>’s <strong>equations</strong> <strong>in</strong> this paper appears to be completely natural, giv<strong>in</strong>g<br />

results that are remarkably simple <strong>in</strong> <strong>the</strong>ir expression. It also provides a new hybrid picture of ideal<br />

<strong>fluid</strong> <strong>dynamics</strong> <strong>in</strong> which <strong>the</strong> Lagrangian <strong>fluid</strong> parcels carry ortho-normal frames, whose rotation velocity<br />

depends on <strong>the</strong> local <strong>Euler</strong>ian values of <strong>the</strong> pressure <strong>and</strong> vorticity. These frames are def<strong>in</strong>ed by three<br />

ortho-normal vectors: (a) along <strong>the</strong> vorticity; (b) along its rate of change follow<strong>in</strong>g <strong>the</strong> Lagrangian<br />

trajectory; <strong>and</strong> (c) along <strong>the</strong> cross product of <strong>the</strong>se two unit vectors. This frame is governed by <strong>the</strong><br />

Darboux vector that has components that lie only <strong>in</strong> <strong>the</strong> ˆχ–ˆω plane.<br />

Remarkably, a picture similar to that for <strong>Euler</strong> <strong>fluid</strong>s also emerges for magnetic <strong>fluid</strong>s described by <strong>the</strong><br />

ideal MHD <strong>equations</strong>. The MHD <strong>equations</strong> have two characteristic velocities, correspond<strong>in</strong>g to <strong>the</strong> two<br />

Elsässer variables. Thus, MHD-Elsasser variables summon two Lagrangian characteristics along which<br />

<strong>the</strong> evolutionary <strong>equations</strong> reduce to ortho-normal frame <strong>dynamics</strong>. Instead of be<strong>in</strong>g attached to <strong>the</strong><br />

vorticity vector, both of <strong>the</strong>se MHD frames are attached to <strong>the</strong> magnetic field vector (Moffatt 1978).<br />

The second vector <strong>in</strong> each mov<strong>in</strong>g frame is obta<strong>in</strong>ed by <strong>the</strong> rate of change of magnetic field along <strong>the</strong><br />

Elsasser characteristic. The two frames are <strong>the</strong>n completed by tak<strong>in</strong>g <strong>the</strong> cross product of <strong>the</strong> first two<br />

unit vectors <strong>in</strong> each frame. Aga<strong>in</strong> <strong>the</strong> rates of rotation of <strong>the</strong>se Elsasser frames depends on local <strong>Euler</strong>ian<br />

properties <strong>and</strong> <strong>the</strong> respective Darboux angular velocity vectors have only two components <strong>in</strong> each frame.<br />

An <strong>in</strong>terest<strong>in</strong>g direction of future work would be to numerically monitor <strong>the</strong> tetrads ζ <strong>and</strong> ζ p to see<br />

how close <strong>the</strong> relations between <strong>the</strong>m are adhered to. To rem<strong>in</strong>d <strong>the</strong> reader of <strong>the</strong> relation between <strong>the</strong>m,<br />

we proved <strong>in</strong> Theorem 1 that ζ satisfies<br />

Dζ<br />

Dt + ζ ⊗ ζ + ζ p = 0 , (6.1)<br />

<strong>and</strong> <strong>in</strong> Theorem 3 it was shown that if <strong>the</strong> triplet of scalars is chosen <strong>in</strong> a certa<strong>in</strong> way <strong>the</strong>n ζ p satisfies<br />

Dζ p<br />

= ζ ⊗ ζ Dt<br />

p + Π , (6.2)<br />

where Π is <strong>the</strong> tetrad, l<strong>in</strong>ear <strong>in</strong> ζ <strong>and</strong> ζ p , def<strong>in</strong>ed <strong>in</strong> (4.11). Elim<strong>in</strong>at<strong>in</strong>g ζ p between (6.1) <strong>and</strong> (6.2) gives<br />

D 2 ζ<br />

Dt 2 + Dζ<br />

Dt ⊗ ζ + Π = ζ ⊗ ζ ⊗ ζ , (6.3)<br />

which is not a completely closed because of <strong>the</strong> triplet of coefficients μ 1 , λ 1 , ε 1 <strong>in</strong> Π <strong>and</strong> <strong>the</strong> need to<br />

respect <strong>the</strong> Poisson equation. Through this, <strong>the</strong> vorticity is related to P <strong>and</strong> S by<br />

1<br />

2ω 2 = T r(P + S 2 ) =<br />

3∑<br />

[<br />

i=1<br />

λ (i)<br />

(<br />

P +<br />

λ (i)<br />

S<br />

) ]<br />

2<br />

(6.4)


23rd Feb 06: http://arxiv.org/abs/nl<strong>in</strong>.CD/0512034 <strong>Quaternions</strong> & <strong>particle</strong> <strong>dynamics</strong>. . . 13<br />

The associated eigenvectors of P <strong>and</strong> S project onto <strong>the</strong> <strong>the</strong> ortho-normal frame (ˆω, ˆχ, ˆω × ˆχ) to yield<br />

<strong>the</strong> coefficients α, χ, α p , c 1 <strong>and</strong> c 2 . In this ortho-normal basis P has components<br />

⎛<br />

α p c 1 c 2<br />

⎞<br />

P =<br />

⎝<br />

c 1 β c 3<br />

⎠ (6.5)<br />

c 2 c 3 γ<br />

In this frame P has six components but for <strong>the</strong> present formulation only α p , c 1 <strong>and</strong> c 2 are required from<br />

P with α = ˆω ∙ S ˆω <strong>and</strong> χ = (ˆω × ˆχ) ∙ S ˆω.<br />

D ± ζ<br />

An alternative way of look<strong>in</strong>g at <strong>the</strong> coupl<strong>in</strong>g between ζ <strong>and</strong> ζ p is to def<strong>in</strong>e <strong>the</strong> ±-operators as<br />

= D ± ζ⊗, where D = D/Dt. Then (2.13), (6.1) <strong>and</strong> (6.2) can be written as<br />

D − ζ Ω = 0 , D+ ζ ζ = −ζ p , D − ζ ζ p = −Π , (6.6)<br />

from which we conclude that D − ζ D+ ζ ζ = Π.<br />

F<strong>in</strong>ally, recent developments <strong>in</strong> experimental <strong>and</strong> numerical capabilities also address <strong>the</strong> hybrid Lagrangian<br />

<strong>and</strong> <strong>Euler</strong>ian descriptions of <strong>fluid</strong> <strong>dynamics</strong> while <strong>the</strong>oretical developments <strong>in</strong>clude <strong>the</strong> Lagrangian<br />

averaged Navier-Stokes-alpha <strong>equations</strong> for turbulence. The latter have been reviewed <strong>in</strong> Holm<br />

et al. (2005). The implications for Lagrangian averag<strong>in</strong>g of <strong>the</strong> hybrid picture of rotat<strong>in</strong>g frames <strong>in</strong> ideal<br />

<strong>fluid</strong>s presented here will be discussed elsewhere. For now we note that <strong>the</strong> rotat<strong>in</strong>g frame representation<br />

may suggest a natural decomposition <strong>in</strong>to fast <strong>and</strong> slow variables <strong>in</strong>volv<strong>in</strong>g rapid rotations with slow<br />

modulations.<br />

Acknowledgements: We thank Marc Brachet of <strong>the</strong> University of Paris VI, Evgenii Kuznetsov of<br />

Moscow’s L<strong>and</strong>au Institute, Alan O’Neill <strong>and</strong> Jonathan Mat<strong>the</strong>ws of <strong>the</strong> University of Read<strong>in</strong>g, Mike<br />

Cullen of <strong>the</strong> UK Meteorological Office, Raymond Hide of Oxford University <strong>and</strong> Imperial College, as<br />

well as J. T. Stuart of Imperial College for useful discussions <strong>and</strong> conversations regard<strong>in</strong>g this problem.<br />

The work of DDH was partially supported by <strong>the</strong> US Department of Energy, Office of Science, Applied<br />

Ma<strong>the</strong>matical Research.<br />

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