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Celebratio Mathematica

Cathleen Morawetz

Transonic flow and
mixed-type partial differential equations

by Kevin R. Payne

Morawetz in 1958.
Photo courtesy of the Morawetz family.

The work of Cath­leen Mor­awetz on tran­son­ic flu­id flow and the un­der­ly­ing PDEs of mixed el­lipt­ic-hy­per­bol­ic type spanned her ca­reer. Here we de­scribe her earli­est work. Be­gin­ning in the mid 1950s, Mor­awetz began work­ing on tran­son­ic flow prob­lems through her in­ter­ac­tions with Kurt O. Friedrichs and Lip­man Bers. This prob­lem area was ripe for the unique blend of joy­ous in­genu­ity and prac­tic­al tenacity which char­ac­ter­ized her ap­proach to hap­pily do­ing math­em­at­ics in or­der to say something about a real world prob­lem. Mor­awetz quickly made a name for her­self by giv­ing a math­em­at­ic­al an­swer to an im­port­ant en­gin­eer­ing ques­tion in tran­son­ic air­foil design.

Mor­awetz peri­od­ic­ally re­turned to this area with bursts of pro­ductiv­ity that res­ul­ted in fun­da­ment­al con­tri­bu­tions over the next five dec­ades. The photo of Mor­awetz in 1958 shows the happy face that Mor­awetz would dis­play when dis­cuss­ing what in­ter­ested her most. It was with the same gentle smile and glint in the eyes that she might also show her warm tough­ness and at­tach­ment to phys­ic­al rel­ev­ance when li­quid­at­ing a night’s cal­cu­la­tions of a col­lab­or­at­or with a phrase like: “You know, the solu­tions should not really be­have this way. Let’s change the equa­tion.”

What is transonic flow about?

Figure 7. As wind tunnel speed increases from subsonic (blue regime, Mach \( M < 1 \)) to supersonic (yellow regime, Mach \( M > 1 \)), some supersonic shock (in red) appears over the wing already at Mach \( M=.85 \).
Figure by Penelope Chang, based on an image in slideshare.net.

In aero­dy­nam­ics, a ba­sic ques­tion is: How does one fly at a re­l­at­ively high speed, with re­l­at­ively low cost and re­l­at­ively low eco­lo­gic­al dam­age? In Mor­awetz’s 1982 art­icle in the Bul­let­in of the AMS, she de­scribed the prob­lem as fol­lows. The sci­ence of flight de­pends on the re­l­at­ive speed of the air­craft with re­spect to the speed of sound in the sur­round­ing air. At re­l­at­ively low speeds, the sub­son­ic range, one can “sail” by design­ing wings to “get as much as pos­sible of a free ride” from the wind. At very high speeds, the su­per­son­ic range, one needs “rock­et propul­sion” to over­come the drag pro­duced by shocks that in­vari­ably form (the son­ic boom). The goal of study­ing tran­son­ic flow is to find a com­prom­ise which al­lows for “sail­ing” ef­fi­ciently “near the speed of sound.” Shocks pro­duce drag, which in­creases fuel con­sump­tion and hence in­creases cost. As seen in Fig­ure 7, shocks (colored red) be­gin to ap­pear on air­foils in wind tun­nels when the up­stream ve­lo­city is be­low, but near the speed of sound.

The 2-D ir­rota­tion­al, sta­tion­ary, com­press­ible and is­en­trop­ic flow of air about a pro­file \( P \) is gov­erned by an equa­tion for the po­ten­tial \( \phi(x, y) \) whose gradi­ent is the ve­lo­city field of the flu­id with vari­able dens­ity \( \rho \): \begin{equation} \label{seventeen} (c^2 - \varphi^2_x) \varphi_{xx} - 2\varphi_x \varphi_y \varphi_{xy} + (c^2 - \varphi^2_y ) \varphi_{yy} = 0. \end{equation} The nat­ur­al bound­ary con­di­tion is to have nor­mal de­riv­at­ive \begin{equation} \label{eighteen} \frac{\partial\varphi}{\partial n} = 0 \quad\text{on } \partial P. \end{equation} The nature of the flow is de­term­ined by the loc­al Mach num­ber \( M = q/c \) where \( q = |\nabla \varphi| \) is the flow speed and \( c > 0 \) is the loc­al speed of sound defined by \( c^2 = \partial p/\partial \rho \), where the adia­bat­ic pres­sure dens­ity re­la­tion in air is \( p = p(\rho) \sim \rho^{\gamma} \) with \( \gamma \approx 1.4 \). Ob­serve that equa­tion \eqref{seventeen} is of the form \[ A\varphi_{xx} - 2B\varphi_{xy} + C\varphi_{xx}. \] It is el­lipt­ic when \[ AC - B^2 > 0, \] which oc­curs at points where the flow is sub­son­ic \( (q < c) \). It is hy­per­bol­ic when \[ AC - B^2 < 0, \] which oc­curs at points where the flow is su­per­son­ic \( (q > c) \) (see Fig­ure 7). A tran­son­ic flow hap­pens when there are both sub- and su­per­son­ic re­gions and the equa­tion \eqref{seventeen} is of mixed el­lipt­ic-hy­per­bol­ic type.

The pres­ence of shocks in su­per­son­ic re­gions cor­res­ponds to drastic changes in air dens­ity and pres­sure com­ing from the com­press­ib­il­ity, and these large pres­sure changes propag­ate at su­per­son­ic speeds, res­ult­ing in a shock wave which typ­ic­ally has a small but fi­nite thick­ness. In Fig­ure 7, the shock wave re­gion is de­pic­ted in red. The ve­lo­city field \( \nabla\varphi \) gov­erned by \eqref{seventeen} will ex­per­i­ence jump dis­con­tinu­it­ies as one crosses the shock wave. One can use the pres­ence of such dis­con­tinu­it­ies to de­tect the pres­ence of shocks. The math­em­at­ic­al de­scrip­tion of shocks re­quires a sep­ar­ate ana­lys­is of en­tropy ef­fects, where equa­tion \eqref{seventeen} has broken down.

The transonic controversy

By the time of the Third In­ter­na­tion­al Con­gress for Ap­plied Mech­an­ics in 1930, a lively de­bate centered around the ques­tion: Do tran­son­ic flows about a giv­en air­foil al­ways, nev­er, or some­times pro­duce shocks? In par­tic­u­lar, is it pos­sible to design a vi­able air­foil cap­able of shock-free flight at a range of tran­son­ic speeds? Con­trast­ing evid­ence was presen­ted at the con­gress which led many aero­dy­nam­icists to take op­pos­ing views. G. I. Taylor presen­ted con­ver­gent Rayleigh series ex­pan­sions for the ve­lo­city po­ten­tial of some smooth tran­son­ic flows, while A. Buse­mann presen­ted the res­ults of wind tun­nel ex­per­i­ments that in­dic­ated the pres­ence of a lot of shocks. World War II moved at­ten­tion to rock­et propul­sion. An an­swer would await the work of Mor­awetz in the 1950s. It was a case of “math­em­at­ics com­ing to the res­cue.”

Morawetz’s answer to the transonic controversy

In a series of pa­pers pub­lished in 1956–58 in Comm. Pure Ap­pl. Math., Mor­awetz gave a math­em­at­ic­al an­swer by prov­ing that shock-free tran­son­ic flows are un­stable with re­spect to ar­bit­rar­ily small per­turb­a­tions in the shape of the pro­file. Her the­or­em says that even if one can design a vi­able pro­file cap­able of a shock-free tran­son­ic flow, im­per­fec­tion in its con­struc­tion will res­ult in the form­a­tion of shocks at the design speed.

Let \( \varphi \) be a tran­son­ic solu­tion to \eqref{seventeen}\eqref{eighteen} with con­tinu­ous ve­lo­city field \( \nabla\varphi \) and fixed speed \( q_{\infty} \) at in­fin­ity about a sym­met­ric pro­file \( P \) as in Fig­ure 8. For an ar­bit­rary per­turb­a­tion of \( \widetilde{P} \) along an arc in­side the su­per­son­ic re­gion at­tached to the pro­file which con­tains the point of max­im­um speed in the flow, there is NO con­tinu­ous \( \nabla\tilde{\varphi} \) solv­ing the cor­res­pond­ing prob­lem \eqref{seventeen}\eqref{eighteen} with \( \widetilde{P} \).

Figure 8. Morawetz’s theorem proved that any perturbation of the wing inside the yellow supersonic regime creates shocks.
Figure adapted from Morawetz’s diagram in her 1964 CPAM article by Penelope Chang.

Mor­awetz’s proof in­volved two ma­jor steps. First, she de­term­ined the cor­rect bound­ary value prob­lem sat­is­fied the per­turb­a­tion of the ve­lo­city po­ten­tial in the hodo­graph plane where a hodo­graph trans­form­a­tion lin­ear­izes the PDE \eqref{seventeen} and sends the known pro­file ex­ter­i­or in­to an un­known do­main. Then, us­ing care­fully tailored in­teg­ral iden­tit­ies, she proved a unique­ness the­or­em for reg­u­lar solu­tions of the trans­formed PDE with data pre­scribed on only a prop­er sub­set of the trans­formed bound­ary pro­file, which says that the trans­formed prob­lem is over­de­termined and no reg­u­lar solu­tions ex­ist. Mor­awetz ex­ten­ded this res­ult to in­clude fixed pro­files but fi­nite per­turb­a­tions in \( q_{\infty} \), and the ex­ten­sion to non­sym­met­ric pro­files was car­ried out by L. Pamela Cook (In­di­ana Univ. Math. J., 1978).

Engineering impact

Morawetz with Paul Garabedian, whose complex characteristic method with D. Korn applied Morawetz’s work to computational fluid dynamics.
Photo courtesy of New York University.
While Mor­awetz’s work left open the the­or­et­ic­al pos­sib­il­ity of a per­fect tran­son­ic air­foil cap­able of shock-free flight over a small range of tran­son­ic speeds, im­per­fec­tion in its con­struc­tion means the search for it is fu­tile. In­stead en­gin­eers must cal­ib­rate wing design to min­im­ize shock strength over a use­ful range of tran­son­ic speeds. Be­gin­ning in the early 1960s with the work of H. H. Pear­cey and later R. T. Whit­comb on su­per­crit­ic­al air­foils, tran­son­ic air­foil design paid close at­ten­tion to the im­pact of Mor­awetz’s find­ings. In the midst of the en­ergy crisis of the 1970s, this dir­ec­tion of re­search ex­ploded as part of the field of com­pu­ta­tion­al flu­id dy­nam­ics. The type-de­pend­ent dif­fer­ence scheme of E. M. Mur­man and J. D. Cole (1971), the com­plex char­ac­ter­ist­ic meth­od of P. Ga­rabedi­an and D. Korn (1971), and the ro­tated dif­fer­ence scheme of A. Jameson (1974) were some of the mile­stones in the eco­nom­ic­ally vi­able cal­cu­la­tion of steady tran­son­ic flows and codes for tran­son­ic air­foil design.

Mathematical impact

Cath­leen Mor­awetz’s early work on tran­son­ic flow both trans­formed the field of mixed-type par­tial dif­fer­en­tial equa­tions and served as ex­cel­lent pub­li­city for math­em­at­ics. Com­ment­ing on the tran­son­ic con­tro­versy in 1955, the cel­eb­rated aero­dy­nam­icist Theodore von Kármán ob­served: “…the math­em­atician may ex­actly prove ex­ist­ence and unique­ness of solu­tions in cases where the an­swer is evid­ent to the phys­i­cist or en­gin­eer…On the oth­er hand, if there is really ser­i­ous doubt about the an­swer, the math­em­atician is of little help.” Mor­awetz’s sur­pris­ing the­or­em on the nonex­ist­ence of smooth flows was a cheer­ful re­sponse to von Kármán’s well-in­ten­tioned chal­lenge.

Hav­ing settled the en­gin­eer­ing ques­tion about the “ex­cep­tion­al nature” of shock-free tran­son­ic flows, Mor­awetz turned to re­lated ques­tions: Can one prove ro­bust ex­ist­ence the­or­ems for weak shock solu­tions? Can one “con­tract” a weak shock to a son­ic point on the pro­file? The first ques­tion was sup­por­ted by work of Ga­rabedi­an–Korn in 1971, which demon­strated that small per­turb­a­tions of con­tinu­ous flows can have only weak shocks. The second ques­tion was in­spired by the think­ing of K. G. Guder­ley in the 1950s. Mor­awetz took two very dif­fer­ent ap­proaches to such ques­tions.

Tak­ing a sin­gu­lar per­turb­a­tion with a hodo­graph trans­form­a­tion, the ques­tions re­duce to prov­ing the ex­ist­ence of weak solu­tions to the Di­rich­let prob­lem for lin­ear mixed-type equa­tions on do­mains \( \Omega \) in the hodo­graph plane: \begin{alignat}{2} K(\sigma)\psi_{\theta\theta} + \psi_{\sigma\sigma} &= f &\quad &\text{in } \Omega,\\ \text{and }\quad \psi& =0 &\quad &\text{on } \partial\Omega, \end{alignat} where \( K(\sigma) \sim\sigma \) as \( \sigma \rightarrow 0 \). Here \( \psi \) is the stream func­tion of the flow, \( \sigma \) is a log­ar­ithmic res­cal­ing of the flow speed which is son­ic at \( \sigma = 0 \), and \( \theta \) is the flow angle. For spe­cial do­mains, Mor­awetz [Comm. Pure Ap­pl. Math. 1970] proved the sur­pris­ing res­ult of the ex­ist­ence of a unique weak solu­tion to the prob­lem.

In­spired by the dif­fer­en­cing meth­od of Jameson, Mor­awetz in­tro­duced an ar­ti­fi­cial vis­cos­ity para­met­er \( v \) in­to the non­lin­ear po­ten­tial equa­tion by re­pla­cing the (in­vis­cid) Bernoulli law \[ \rho = \rho_B (|\nabla\varphi|) \] with a first-or­der PDE which re­tards the dens­ity \( \rho \). An am­bi­tious pro­gram en­sued in or­der to prove the ex­ist­ence of weak solu­tions to the in­vis­cid prob­lem as a weak lim­it of vis­cous solu­tions. Power­ful but del­ic­ate tools in the ap­plic­a­tion of the com­pensated com­pact­ness meth­od of F. Mur­at, L. Tar­tar, and R. Di Per­na were ap­plied with suc­cess to com­plete parts of the pro­gram in Mor­awetz [Comm. Pure Ap­pl. Math. 1985, 1991] and Gamba–Mor­awetz [Comm. Pure Ap­pl. Math. 1996].

Cathleen Morawetz with her family in 1958 when she solved the transonic controversy.
Photo courtesy of the Morawetz family.

Dur­ing the peri­od 1952–2007, Mor­awetz pro­duced 22 deep re­search pa­pers and 10 sur­vey pa­pers on tran­son­ic flow and mixed-type par­tial dif­fer­en­tial equa­tions. She was an ex­em­plary fig­ure of the ap­plied math­em­atician “who proves the­or­ems to solve prob­lems.” Mor­awetz dis­covered and im­ple­men­ted a wide vari­ety of tools to handle the com­plex­ity of mixed-type PDEs. She de­veloped en­ergy meth­ods and im­port­ant iden­tit­ies by the skill­ful and in­geni­ous use of mul­ti­pli­er meth­ods cham­pioned by K. Friedrichs [Comm. Pure Ap­pl. Math. 1958] and found sur­pris­ing max­im­um prin­ciples which were cal­ib­rated to in­vari­ances in the equa­tion.

The leg­acy of Cath­leen Mor­awetz in­cludes her ded­ic­a­tion to the pro­pos­i­tion that “there is no such thing as a dis­tant re­l­at­ive,” which she ap­plied to every part of her well-lived life. Her grace, warmth and gen­er­os­ity to gen­er­a­tions of math­em­aticians work­ing in the area will be long re­membered. She was a truly in­spir­a­tion­al fig­ure who in­vited us all to “sail with her, near the speed of sound.”1

Works

[1] C. S. Mor­awetz: “On the non-ex­ist­ence of con­tinu­ous tran­son­ic flows past pro­files, III,” Comm. Pure Ap­pl. Math. 11 : 1 (1958), pp. 129–​144. MR 96478 article

[2] C. S. Mor­awetz: “The math­em­at­ic­al ap­proach to the son­ic bar­ri­er,” Bull. Am. Math. Soc. (N.S.) 6 : 2 (1982), pp. 127–​145. Jo­si­ah Wil­lard Gibbs lec­ture presen­ted at AMS meet­ing, San Fran­cisco, 7 Janu­ary 1981. MR 640941 Zbl 0506.​76064 article

[3] D. Lupo, C. S. Mor­awetz, and K. R. Payne: “On closed bound­ary value prob­lems for equa­tions of mixed el­lipt­ic-hy­per­bol­ic type,” Comm. Pure Ap­pl. Math. 60 : 9 (2007), pp. 1319–​1348. An er­rat­um to this art­icle was pub­lished in Comm. Pure Ap­pl. Math. 61:4 (2008). MR 2337506 Zbl 1125.​35066 article