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Linear stability of slip pipe flow

Kaiwen Chen    Baofang Song Email address for correspondence: baofang_song@tju.edu.cn Center for Applied Mathematics, Tianjin University, Tianjin 300072, China
Abstract

We investigated the linear stability of pipe flow with anisotropic slip length at the wall by considering streamwise and azimuthal slip separately as the limiting cases. Our numerical analysis shows that streamwise slip renders the flow less stable but does not cause instability. The exponential decay rate of the least stable mode appears to be Re1\propto Re^{-1} when the Reynolds number is sufficiently large. Azimuthal slip can cause linear instability if the slip length is sufficiently large. The critical Reynolds number can be reduced to a few hundred given large slip lengths. Besides numerical calculations, we present a mathematical proof of the linear stability of the flow to three-dimensional yet streamwise-independent disturbances for arbitrary Reynolds number and slip length, as an alternative to the usual energy analysis. Meanwhile we derived analytical solutions to the eigenvalue and eigenvector, and explained the structure of the spectrum and the dependence of the leading eigenvalue on the slip length. The scaling of the exponential decay rate of streamwise independent modes is shown to be rigorously Re1\propto Re^{-1}. Our non-modal analysis shows that overall streamwise slip reduces the non-modal growth and azimuthal slip has the opposite effect. Nevertheless, both slip cases still give the Re2Re^{2}-scaling of the maximum non-modal growth and the most amplified disturbances are still streamwise rolls, which are qualitatively the same as in the no-slip case.

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1 Introduction

The classic pipe flow with no-slip boundary condition has been proved linearly stable to axisymmetric perturbations (Herron, 1991, 2017), and numerical studies suggest that the flow is linearly stable to any perturbations at arbitrary Reynolds numbers (Meseguer & Trefethen, 2003). The recent work of Chen et al. (2019) presented a rigorous proof of the linear stability of the flow to general perturbations at high Reynolds number regime. Therefore, transition to turbulence in pipe flow is subcritical via finite-amplitude perturbations (see e.g. Eckhardt et al. (2007); Avila et al. (2011)).

However, velocity slip of viscous fluid can occur on super-hydrophobic surfaces (Voronov et al., 2008; Rothstein, 2010), for which slip boundary condition instead of the classic no-slip condition should be adopted for the momentum equations, and the slip boundary condition can potentially influence the stability of the flow. A simplified and widely used slip boundary condition is the Navier slip boundary condition, which has been shown to apply to many flow problems and frequently adopted for linear stability studies (Vinogradova, 1999; Lauga & Cossu, 2005; Min & Kim, 2005; Gan & Wu, 2006; Ren et al., 2008; Ghosh et al., 2014; Seo & Mani, 2016; Chattopadhyay et al., 2017, to list a few). For pipe geometry, although many studies have investigated the linear stability of immiscible and miscible multi-fluid flows with either no-slip or Navier slip boundary condition (Hu & Joseph, 1989; Joseph, 1997; Li & Renardy, 1999; Selvam et al., 2007; Sahu, 2016; Chattopadhyay et al., 2017, etc.), much fewer studies were dedicated to the linear stability of single-phase pipe flow with slip boundary condition. Průša (2009) investigated this problem and showed that, subject to Navier slip boundary condition, pipe flow becomes less stable compared to the no-slip case, however, the destabilization effect is constrained to small Reynolds numbers and is not sufficient to render the flow linearly unstable. Their results indicated that the stability property of pipe flow is not qualitatively affected by the slip boundary condition, regardless of the slip length. For its counterpart in plane geometry, i.e. channel flow, on the contrary, Min & Kim (2005); Lauga & Cossu (2005) reported a stabilizing effect of velocity slip on the linear stability.

Usually, slip length is assumed homogeneous and isotropic, i.e. independent of position and direction at the wall in stability analysis. However, anisotropy in the effective slip length can be incurred by anisotropy in the texture pattern on superhydrophobic surfaces, such as parallel periodic slats, grooves and grates (Lecoq et al., 2004; Bazant & Vinogradova, 2008; Ng & Wang, 2009; Belyaev & Vinogradova, 2010; Asmolov & Vinogradova, 2012; Pralits et al., 2017). For example, Ng & Wang (2009) reported a ratio of down to about 0.25 between the transverse slip length (in the direction perpendicular to the slats) and longitudinal slip length (parallel to the slats). The linear stability of channel flow with anisotropic slip caused by parallel micro-graves was analyzed by Pralits et al. (2017) using the the tensorial formulation of slip boundary condition proposed by Bazant & Vinogradova (2008). Their results showed possibilities of linear instability using special alignment of the micro-graves. Recently, Chai & Song (2019) studied the linear stability of single-phase channel flow subject to anisotropy in slip length by considering streamwise and azimuthal slip separately as the limiting cases, which can potentially be realized or approximated by using specially designed surface texture, e.g. specially aligned micro-grates/graves, according to Bazant & Vinogradova (2008). Their results showed that streamwise slip mainly stabilizes the flow (with increased critical Reynolds number), although it surprisingly destabilizes the flow slightly in a small Reynolds number range, and that azimuthal slip can greatly destabilize the flow and reduce the critical Reynolds number given sufficiently large slip length. The critical Reynolds number can be reduced to a few hundred with a dimensionless azimuthal slip length of 𝒪(0.1)\mathcal{O}(0.1), in contrast to Recr=5772Re_{cr}=5772 for the no-slip case. Their study also indicated that Squire’s theorem (Squire, 1933) ceases to apply when the wall normal velocity and vorticity are coupled via the slip boundary condition, such that the leading instability becomes three dimensional (3-D) rather than two dimensional (2-D) when slip length is sufficiently large, in agreement with Pralits et al. (2017). The stability of 3-D perturbations was not considered by Min & Kim (2005); Lauga & Cossu (2005) in which Squire’s theorem was seemingly assumed.

Differing from channel flow, linear instability is absent at arbitrary Reynolds numbers in classic pipe flow. This raises the question of whether the anisotropy in slip length can also cause linear instability in pipe flow. To our knowledge, this problem has not been studied in pipe geometry. The pseudospectrum analysis of classic pipe flow of Schmid & Henningson (1994); Meseguer & Trefethen (2003) suggests that, despite the linear stability, at sufficiently large Reynolds numbers, a small perturbation to the linear operator associated with the governing equation can possibly change the stability of the system. The slip boundary condition can be thought of as a perturbation to the linear operator with no-slip boundary condition. However, Průša (2009) showed that homogeneous and isotropic slip does not change the spectrum qualitatively no matter how large the slip length (i.e. operator perturbation) is. Following Chai & Song (2019), in this work, we still consider anisotropic slip length in the limiting cases and explore the possibility of linear instability for pipe flow. Aside from the critical Reynolds number as focused on by Chai & Song (2019), here we also investigate the effects of the slip on the spectrum and on the scaling of the leading eigenvalues with Reynolds number. Besides numerical calculations, we also perform analytical studies on the eigenvalues and eigenvectors of the 3-D yet streamwise-independent modes, and discuss about their structure as well as their dependence on the slip length on a theoretical basis, which to our knowledge have not been reported in the literature.

2 Numerical methods

The nondimensional incompressible Navier-Stokes equations read

𝒖t+𝒖𝒖=p+1Re2𝒖,𝒖=0,\dfrac{\partial\bm{u}}{\partial t}+{\bm{u}}\cdot\bm{\nabla}{\bm{u}}=-{\bm{\nabla}p}+\dfrac{1}{Re}{\bm{\nabla}^{2}}{\bm{u}},\;\bm{\nabla}\cdot{\bm{u}}=0, (1)

where 𝒖\bm{u} denotes velocity and pp denotes pressure. For pipe geometry, cylindrical coordinates (r,θ,x)(r,\theta,x) are considered, where rr, θ\theta and xx denote the radial, azimuthal, and streamwise coordinates, respectively. Velocity components uru_{r}, uθu_{\theta} and uxu_{x} are normalized by 2Ub2U_{b} where UbU_{b} is the bulk speed (the average of the streamwise velocity on the pipe cross-section), length by pipe radius RR and time by R/UbR/U_{b}. The Reynolds number is defined as Re=UbR/νRe=U_{b}R/\nu where ν\nu is the kinematic viscosity of the fluid. In order to eliminate the pressure and impose the incompressibility condition, we adopt the velocity-vorticity formulation of Schmid & Henningson (1994), with which the governing equations of disturbances reduce to only two equations about the wall normal velocity uru_{r} and wall normal vorticity η\eta. With a Fourier-Fourier-Chebyshev collocation discretization, considering perturbations of the form of {ur,η}={u^r(r),η^(r)}ei(αx+nθ)\{u_{r},\eta\}=\{\hat{u}_{r}(r),\hat{\eta}(r)\}\text{e}^{-i(\alpha x+n\theta)}, the governing equations in the Fourier spectral space read

L𝒒+τM𝒒=0,L{\bm{q}}+\dfrac{\partial}{\partial\tau}M{\bm{q}}=0, (2)

where

L=(iαReUΓ+iαRer(Uk2r)+Γ(k2r2Γ)2αn2ReΓiUr+2αReΓiαRek2r2U+ϕ),L=\left(\begin{array}[]{cc}i\alpha ReU\Gamma+i\dfrac{\alpha Re}{r}\left(\dfrac{U^{\prime}}{k^{2}r}\right)^{\prime}+\Gamma(k^{2}r^{2}\Gamma)&2\alpha n^{2}Re\Gamma\\ -\dfrac{iU^{\prime}}{r}+\dfrac{2\alpha}{Re}\Gamma&i\alpha Rek^{2}r^{2}U+\phi\end{array}\right), (3)
M=(Γ00k2r2),M=\left(\begin{array}[]{cc}\Gamma&0\\ 0&k^{2}r^{2}\end{array}\right), (4)

τ=tRe\tau=\dfrac{t}{Re} is the scaled time, and unknowns are

𝒒=(Φ^Ω^)=(iru^rαru^θnu^xnRek2r2)=(iru^rη^inRek2r).\bm{q}=\left(\begin{array}[]{c}\hat{\Phi}\\ \hat{\Omega}\end{array}\right)=\left(\begin{array}[]{c}-ir{\hat{u}_{r}}\\ \dfrac{\alpha r{\hat{u}_{\theta}}-n{\hat{u}_{x}}}{nRek^{2}r^{2}}\end{array}\right)=\left(\begin{array}[]{c}-ir{\hat{u}_{r}}\\ \dfrac{\hat{\eta}}{inRek^{2}r}\end{array}\right). (5)

The real number α\alpha is the axial wave number and nn, which is an integer, is the azimuthal wavenumber. The base flow is denoted as UU, k2=α2+n2r2k^{2}=\alpha^{2}+\dfrac{n^{2}}{r^{2}}, i=1i=\sqrt{-1} and the prime denotes the derivative with respect to rr. The operators Γ\Gamma and ϕ\phi are defined as Γ=1r21rddr(1k2rddr)\Gamma=\dfrac{1}{r^{2}}-\dfrac{1}{r}\dfrac{\text{d}}{\text{d}r}\left(\dfrac{1}{k^{2}r}\dfrac{\text{d}}{\text{d}r}\right) and ϕ=k4r21rddr(k2r3ddr)\phi=k^{4}r^{2}-\dfrac{1}{r}\dfrac{\text{d}}{\text{d}r}\left(k^{2}r^{3}\dfrac{\text{d}}{\text{d}r}\right). The other two velocity components u^x\hat{u}_{x} and u^θ\hat{u}_{\theta} can be calculated as

u^x=αk2rΦ^rn2rΩ^,u^θ=nk2r2Φ^r+αnrReΩ^.\hat{u}_{x}=-\dfrac{\alpha}{k^{2}r}\dfrac{\partial\hat{\Phi}}{\partial r}-n^{2}r\hat{\Omega},\hskip 11.38109pt\hat{u}_{\theta}=-\dfrac{n}{k^{2}r^{2}}\dfrac{\partial\hat{\Phi}}{\partial r}+\alpha nrRe\hat{\Omega}. (6)

We use the Robin-type Navier slip boundary condition at the pipe wall for streamwise and azimuthal velocities separately, i.e.

(lxuxr+ux)|r=1=0,(lθuθr+uθ)|r=1=0,\left(l_{x}\dfrac{\partial{u_{x}}}{\partial r}+u_{x}\right)\bigg{|}_{r=1}=0,\hskip 5.69054pt\left(l_{\theta}\dfrac{\partial{u_{\theta}}}{\partial r}+u_{\theta}\right)\bigg{|}_{r=1}=0, (7)

where lx0l_{x}\geqslant 0 and lθ0l_{\theta}\geqslant 0 are streamwise and azimuthal slip lengths, respectively, and are independent of each other. In spectral space, these boundary conditions apply identically to u^x\hat{u}_{x} and u^θ\hat{u}_{\theta} given the homogeneity of the slip length. We use the no-penetration condition for the wall-normal velocity component at the wall, i.e. ur(1,θ,x,t)=0u_{r}(1,\theta,x,t)=0. Lauga & Cossu (2005); Chai & Song (2019) considered the same boundary conditions for slip channel flow. Note that in the isotropic slip case considered by Průša (2009), lxl_{x} and lθl_{\theta} are related as lθ=lx1+lxl_{\theta}=\dfrac{l_{x}}{1+l_{x}}, which gives lθlxl_{\theta}\approx l_{x} for small slip lengths. With boundary condition (7), given that we impose the same volume flux as in the no-slip case, i.e.

01Ux(r)rdr=14,\int_{0}^{1}U_{x}(r)r{\text{d}}r=\frac{1}{4}, (8)

the velocity profile of the constant-volume-flux base flow reads

𝑼(r)=1r2+2lx1+4lx𝒙^,\bm{U}(r)=\dfrac{1-r^{2}+2l_{x}}{1+4l_{x}}\hat{\bm{x}}, (9)

where 𝒙^\hat{\bm{x}} represents the unit vector in the streamwise direction. Note that the base flow is independent of lθl_{\theta}. Converting to the (Ω^,Φ^)(\hat{\Omega},\hat{\Phi}) system, the boundary condition (7) reads

αk2Φ^r+n2ReΩ^+lx(n2ReΩ^r+αk22Φ^r2+αn2α2(n2+α2)2Φ^r)=0\dfrac{\alpha}{k^{2}}\dfrac{\partial\hat{\Phi}}{\partial r}+n^{2}Re{\hat{\Omega}}+l_{x}\left(n^{2}Re\dfrac{\partial\hat{\Omega}}{\partial r}+\dfrac{\alpha}{k^{2}}\dfrac{\partial^{2}{\hat{\Phi}}}{\partial r^{2}}+\alpha\dfrac{n^{2}-\alpha^{2}}{(n^{2}+\alpha^{2})^{2}}\dfrac{\partial{\hat{\Phi}}}{\partial r}\right)=0 (10)

and

αnReΩ^\displaystyle\alpha nRe{\hat{\Omega}} nn2+α2Φ^r+\displaystyle-\dfrac{n}{n^{2}+\alpha^{2}}\dfrac{\partial{\hat{\Phi}}}{\partial r}+
lθ(αnReΩ^+αnReΩ^rnn2+α22Φ^r2+2nα2(n2+α2)2Φ^r)=0.\displaystyle l_{\theta}\left(\alpha nRe{\hat{\Omega}}+\alpha nRe\dfrac{\partial{\hat{\Omega}}}{\partial r}-\dfrac{n}{n^{2}+\alpha^{2}}\dfrac{\partial^{2}{\hat{\Phi}}}{\partial r^{2}}+\dfrac{2n\alpha^{2}}{(n^{2}+\alpha^{2})^{2}}\dfrac{\partial{\hat{\Phi}}}{\partial r}\right)=0. (11)

It can be seen that Ω^\hat{\Omega} and Φ^\hat{\Phi}, i.e. u^r\hat{u}_{r} and η^\hat{\eta}, are coupled via the slip boundary condition.

In order to avoid the singularity at the pipe center, i.e. r=0r=0, the domain [0, 1] is extended to [-1, 1] and an even number of Chebyshev grid points over [-1, 1] are used such that there is no grid point at r=0r=0. This extension also allows us to use the Chebyshev collocation method for the discretization in the radial direction and the resulted redundancy is circumvented by setting proper parity conditions on Φ^\hat{\Phi} and Ω^\hat{\Omega} with respect to rr (Trefethen, 2000; Meseguer & Trefethen, 2003). In this way, no explicit boundary condition is imposed at the pipe center.

To determine whether a mode (α,n)(\alpha,n) is linearly stable or not, one only needs to calculate the eigenvalues of the operator M1L-M^{-1}L and check if any eigenvalue has a positive real part, λr\lambda_{r}, which determines the asymptotic growth/decay rate of the corresponding eigenvector as tt\to\infty.

3 Streamwise slip

We consider the case of lx0l_{x}\neq 0 and lθ=0l_{\theta}=0 as the limiting case of streamwise slip being significant and azimuthal slip being negligible.

The effect of the slip on the spectrum is investigated for Re=3000Re=3000 and is shown in Figure 1 for the modes (α,n)=(0,1)(\alpha,n)=(0,1) and (0.5,1)(0.5,1). Firstly, panel (a) shows that the eigenvalues of the (α,n)=(0,1)(\alpha,n)=(0,1) mode visually all fall on the λi=0\lambda_{i}=0 line (λi\lambda_{i} denotes the imaginary part of the eigenvalue) and in the left half-plane, which suggests that the eigenvalues are all real and negative. Meseguer & Trefethen (2003) reported the same finding for the no-slip case in a large Reynolds number range up to 10710^{7}. In fact, the eigenvalues being real and negative can be rigorously proved, see our proof in Section 5.1. Secondly, as lxl_{x} increases, it can be observed that there are two groups of eigenvalue, one of which stays constant and the other of which shifts to the right, see the two insets in panel (a). Specifically, as lxl_{x} is increased to 0.5, the left eigenvalue in the left inset has moved from the circle to the triangle and finally to the square while the right eigenvalue stays constant. Nontheless, the rightmost eigenvalue increases as lxl_{x} increases (see the right inset) which indicates that the flow becomes less stable. In Section 5.2, we will show that the former group corresponds to disturbances with Φ0\Phi\not\equiv 0, i.e. ur0u_{r}\not\equiv 0 and the latter group, on the contrary, is associated with disturbances with Φ0\Phi\equiv 0, i.e. ur0u_{r}\equiv 0 and, the rightmost eigenvalue belongs to the latter group (see Figure 13).

Refer to caption
Figure 1: Spectrum of the flow at Re=3000Re=3000 with lx=0.005l_{x}=0.005 (circles), 0.05 (triangles) and 0.5 (squares). (a) The mode (α,n)=(0,1)(\alpha,n)=(0,1). (b) The mode (α,n)=(0.5,1)(\alpha,n)=(0.5,1).

Panel (b) shows the case for the mode (α,n)=(0.5,1)(\alpha,n)=(0.5,1). The slip does not qualitatively change the shape of the spectrum. As lxl_{x} increases, the eigenvalues overall move to the right. Besides a horizontal shift, there is a shift in the vertical direction either, and meanwhile the spectrum is compressed in the vertical direction, see the comparison between the lx=0.5l_{x}=0.5 and the other two cases. Using the term of Schmid & Henningson (1994); Meseguer & Trefethen (2003), the horizontal branch of the spectrum (the part with λr600\lambda_{r}\lesssim-600) corresponds to mean modes, the upper branch corresponds to wall modes and the lower branch to center modes. Note that the speed of a wave is given by λiαRe\frac{-\lambda_{i}}{\alpha Re} in our formulation. It has been known that the wave speed of the mean modes follows the mean velocity of the ‘two-dimensional’ axial base flow, i.e. 01Ux(r)dr\int_{0}^{1}U_{x}(r)\text{d}r in pipe flow (see e.g. Drazin & Reid (1981)), which gives 23\frac{2}{3} in the no-slip case (Schmid & Henningson, 1994). In our case, the wave speed of the mean modes is decreased by the slip, reducing to 0.5559 for lx=0.5l_{x}=0.5 (833.8680.5×3000\frac{833.868}{0.5\times 3000}, see the eigenvalue in Table 1) which is very close to 59\frac{5}{9} given by 01Ux(r)dr\int_{0}^{1}U_{x}(r)\text{d}r with the base flow shown in (9). The wall modes, which are located close to the wall, move at lower speed than the center modes, which are located close to the pipe center and move at speeds close to the centerline velocity. Since we fix the volume flux of the flow while the slip length is varied, the speed of the base flow close to the wall increases as lxl_{x} increases, whereas the speed near the pipe center decreases, i.e. the velocity profile becomes flatter, see the base flow given by (9). Therefore, it can be expected that as lxl_{x} increases, the speed of the wall-modes increases and that of the center modes decreases, and all three types of modes move at closer speeds. This is exactly what the compression in the vertical direction of the spectrum reveals. The other noticeable effect is that the slip brings the adjacent eigenvalues associated with the mean modes closer as the slip length increases, causing a seemingly degeneracy of the spectrum, see Figure 1(b).

Refer to caption
Figure 2: The maximum eigenvalue, maxλr\max{\lambda_{r}}, as a function of α\alpha, for Re=3000Re=3000 (a,b) and 10410^{4} (c,d). For each Reynolds number, azimuthal wavenumbers n=0n=0, 1, 2, 3, 4 and slip lengths lx=0.1l_{x}=0.1 and 1.0 are shown.

Figure 2 shows the maximum of the real part of the eigenvalue, maxλr\max{\lambda_{r}}, as a function of the streamwise wavenumber, α\alpha, for Re=3000Re=3000 and 10410^{4}. For each ReRe, slip lengths lx=0.1l_{x}=0.1 and 1.0, and azimuthal wavenumbers n=0n=0, 1, 2, 3 and 4 are considered. The trend shown in the figure suggests that, for both Reynolds numbers, α=0\alpha=0 is nearly the least stable mode, i.e. the slowest decaying mode given that all maxλr\max{\lambda_{r}}’s are negative, regardless of the slip length. At small α\alpha, where maxλr\max{\lambda_{r}} is largest, the results suggest that n=1n=1 is always the least stable one. At larger α\alpha, however, n=1n=1 is still the least stable when lxl_{x} is small, see the case of lx=0.1l_{x}=0.1 in panel (a, c), but is not in a range of α\alpha around α=1\alpha=1, see the case of lx=1.0l_{x}=1.0 in panel (b, d). Nevertheless, in this range, maxλr\max{\lambda_{r}} is much smaller than that in the small α\alpha regime. Therefore, as we are most interested in the least stable mode, in the following, we will focus on the n=1n=1 modes. In fact, for the α=0\alpha=0 modes, we can rigorously prove that n=1n=1 is the least stable azimuthal wavenumber, see Appendix B.

Refer to caption
Figure 3: The influence of streamwise slip on maxλr\max{\lambda_{r}} of n=1n=1 modes for Re=3000Re=3000 (a) and 10410^{4} (b). Slip lengths of lx=0.005l_{x}=0.005 (thin black), 0.05 (blue) and 0.5 (bold red) are shown. The insets show the close-up of the regions with very small α\alpha.

Figure 3 shows maxλr\max{\lambda_{r}} as a function of α\alpha of the n=1n=1 modes for Re=3000Re=3000 (a) and 10410^{4} (b). For each ReRe, overall maxλr\max{\lambda_{r}} increases as lxl_{x} increases, i.e. the n=1n=1 modes decay more slowly as lxl_{x} increases. The insets show the close-up of the small α\alpha region, in which the dependence of maxλr\max{\lambda_{r}} on α\alpha is not monotonic, with the maximum appears at some small but finite α\alpha instead of α=0\alpha=0. Nevertheless, the difference between the peak value and the value for α=0\alpha=0 is very small, i.e. α=0\alpha=0 is nearly the least stable mode, as aforementioned. In fact, the dependence on lxl_{x} is not fully monotonic either, see the very small region around α=0.03\alpha=0.03 for the lx=0.005l_{x}=0.005 (the thin black line) and lx=0.05l_{x}=0.05 (the blue line) cases as shown in the inset in (a) and around α=0.01\alpha=0.01 in the inset in (b). However, for α=0\alpha=0 and in most range of α\alpha, our results show a monotonic increase of maxλr\max{\lambda_{r}} as lxl_{x} increases.

Refer to caption
Figure 4: maxλr\max{\lambda_{r}} of n=1n=1 modes with α=0\alpha=0, 0.1, 0.5, 1.0 and 2.0 as a function of lxl_{x} for Re=3000Re=3000 (a) and Re=104Re=10^{4} (b).

Figure 4 illustrates the dependence of maxλr\max{\lambda_{r}} of the n=1n=1 modes on lxl_{x} in a broader range of lxl_{x}. For each ReRe, α=0\alpha=0, 0.1, 0.5, 1 and 2 are shown. The trend shows that as lxl_{x} keeps increasing, maxλr\max{\lambda_{r}} seems to asymptotically approach a plateau with a negative value, i.e. all the modes shown in the figure appear to be linearly stable, for both Reynolds numbers.

The above results suggest that, with streamwise slip, the flow is linearly stable to any perturbations, regardless of the slip length. In order to show evidences in a broader parameter regime, we numerically searched for the global maximum of maxλr\max{\lambda_{r}} over α\alpha and nn and explored a wider range of lxl_{x} up to 10 and of ReRe up to 10610^{6}. Practically, based on our analysis, we only need to search in a small range of α\alpha immediately above zero (see the insets in Figure 3) while setting n=1n=1. Specifically, the range of [0, 1.2] is searched at Re=100Re=100, and the range is decreased as Re1Re^{-1} for higher Reynolds numbers. Then we plotted the global maximum of maxλr\max{\lambda_{r}}, still denoted as maxλr\max{\lambda_{r}}, as a function of lxl_{x}, for a few Reynolds numbers ranging from 10210^{2} to 10610^{6} in Figure 5(a).

Refer to caption
Figure 5: (a) The global maximum of maxλr\max{\lambda_{r}}, i.e. the maximum of maxλr\max{\lambda_{r}} over α\alpha and nn, for Re=100Re=100, 1000, 1×1041\times 10^{4}, 1×1051\times 10^{5}, and 1×1061\times 10^{6} (symbols). The bold black line shows the maximum maxλr\max{\lambda_{r}} of the α=0\alpha=0 modes, which is associated with the (α,n)=(0,1)(\alpha,n)=(0,1) mode and is independent of ReRe. The dashed line marks the value for the (α,n)=(0,1)(\alpha,n)=(0,1) mode in the no-slip case (Meseguer & Trefethen, 2003). The inset shows the zoom-in at lx=0.005l_{x}=0.005. (b) The product of ReRe and αmaxλr\alpha_{\max{\lambda_{r}}} (the α\alpha at which maxλr\max{\lambda_{r}} takes the maximum) plotted against ReRe.

It is interesting to note that our data for high Reynolds numbers all collapse over the whole lxl_{x} range investigated, see the cases with ReRe above 1×1041\times 10^{4} in Figure 5, suggesting that the maximum eigenvalue of the system is independent of ReRe. At lower Reynolds numbers, e.g. Re=100Re=100 and 10310^{3} in the figure, there is almost a collapse for small lxl_{x} (0.1\lesssim 0.1) but a small deviation from the high Reynolds number cases can be seen, see the inset that shows the zoom-in at lx=0.005l_{x}=0.005. As lxl_{x} increases further, the maximum eigenvalue for Re=100Re=100 and 10310^{3} approaches to that of α=0\alpha=0 modes, which is strictly ReRe-independent (see the proof in Section 5.1). Besides, the figure also shows that the global maximum of maxλr\max{\lambda_{r}} is slightly larger than the maximum of the α=0\alpha=0 modes over the whole lxl_{x} range and the difference is most significant at small lxl_{x}. We did not explore further larger lxl_{x} considering that the range we investigated is already much larger than the slip length that can be encountered in applications (0.1\lesssim 0.1 in set-ups with characteristic length of one millimeter or larger, because so far the maximum slip length achieved in experiments is 𝒪(100)\mathcal{O}(100) micron, see Voronov et al. (2008); Lee et al. (2008); Lee & Jim (2009)). Nevertheless, the SS-shaped trend as lxl_{x} increases suggests that the flow stays stable no matter how large the slip length is. In fact, as lxl_{x}\to\infty, full slip boundary condition is recovered, and the velocity profile of the base flow will be completely flat and no mean shear exists, in which case linear stability can be expected for any perturbations. Panel (b) shows the product of ReRe and the α\alpha at which maxλr\max{\lambda_{r}} maximizes globally, denoted as αmaxλr\alpha_{\max{\lambda_{r}}}. Interestingly, it seems that this product is a constant when lxl_{x} is small (0.1\lesssim 0.1) for all the ReRe’s investigated and approaches a constant as ReRe is sufficiently high (104\gtrsim 10^{4}) if lx0.1l_{x}\gtrsim 0.1. This indicates that αmaxλr\alpha_{\max{\lambda_{r}}} scales as Re1Re^{-1} for either not very large lxl_{x} or in high Reynolds number regime. It should be noted that we observed a non-monotonic dependence of αmaxλrRe\alpha_{\max{\lambda_{r}}}\cdot Re on the slip length, which minimizes at around lx=0.1l_{x}=0.1.

That the global maxλr\max{\lambda_{r}} is ReRe-independent, as our results suggest, indicates that the slowest exponential decay rate (referred to as decay rate for simplicity hereafter) of perturbations scales as Re1Re^{-1} given that the scaled time τ=tRe\tau=\frac{t}{Re} is used in our formulation, see Eqs. (2). The same scaling was observed by the calculation of Meseguer & Trefethen (2003) for the (α,n)=(0,1)(\alpha,n)=(0,1) mode of the classic pipe flow. Therefore, our results suggest that, as ReRe\to\infty, the decay rate of perturbations asymptotically approaches zero and stays negative, i.e. the flow is linearly stable at arbitrary Reynolds number. The Re1Re^{-1}-scaling of the slowest decay rate can be rigorously proved for the α=0\alpha=0 modes, see Section 5.1.

In a word, in the pure streamwise slip case, we did not observe any linear instability in the large ranges of lxl_{x} and ReRe that we considered, and based on the data shown in Figure 5, we propose that streamwise slip destabilizes the flow but does not cause linear instability, regardless of the slip length and Reynolds number. A similar destabilizing effect was reported by Průša (2009) for the isotropic slip case.

4 Azimuthal slip

We consider the case of lθ0l_{\theta}\neq 0 and lx=0l_{x}=0 as the limiting case of azimuthal slip being significant and streamwise slip being negligible.

Refer to caption
Figure 6: Spectrum of the flow at Re=3000Re=3000 with lθ=0.005l_{\theta}=0.005 (circles), 0.05 (triangles) and 0.5 (squares). (a) The mode (α,n)=(0,1)(\alpha,n)=(0,1). (b) The mode (α,n)=(0.5,1)(\alpha,n)=(0.5,1).

The effect of azimuthal slip on the spectrum is investigated for Re=3000Re=3000 and is shown in Figure 6 for the modes (α,n)=(0,1)(\alpha,n)=(0,1) and (0.5,1)(0.5,1). Similar to the streamwise slip case, the eigenvalues of the α=0\alpha=0 mode also fall on the λi=0\lambda_{i}=0 line and in the left half-plane, see panel (a). This suggests that the eigenvalues of streamwise-independent modes are all real and negative. We will show a rigorous proof of this observation in Section 5.1. As lθl_{\theta} increases, similar to the streamwise slip case, we also observed two groups of eigenvalues. One group stays constant as the azimuthal slip length changes and the other shifts to the right, see the inset in panel (a). As we will theoretically show in Section 5.2 and 5.3, the former group is associated with the disturbances with Φ0\Phi\equiv 0 and is independent of lθl_{\theta}, and the latter group is associated with the disturbances with Φ0\Phi\not\equiv 0. The rightmost eigenvalue belongs to the former group for lθ<1l_{\theta}<1 and can only be overtaken by the latter group if lθ>1l_{\theta}>1 (the two groups precisely overlap when lθ=1l_{\theta}=1), i.e. the rightmost eigenvalue can only increase with lθl_{\theta} if lθ>1l_{\theta}>1. For the α=0.5\alpha=0.5 and n=1n=1 mode, the mean-mode branch overall does not show either a vertical or horizontal shift, but adjacent eigenvalues are brought closer by the increasing slip length, and for lθ=0.5l_{\theta}=0.5 there is almost an eigenvalue degeneracy (see the inset in panel (b)). The center-mode branch is nearly unchanged as lθl_{\theta} increases. However, the wall-mode branch is significantly affected. As lθl_{\theta} increases, the wall mode overtakes the center mode and becomes the least stable perturbation, and as lθl_{\theta} is sufficiently large, the rightmost eigenvalue appears in the right half-plane, indicating the onset of a linear instability. In contrast to the streamwise slip case, the wave speed of the mean modes does not change because the speed follows 01Ux(r)dr\int_{0}^{1}U_{x}(r)\text{d}r as aforementioned and the base flow 𝑼(r)\bm{U}(r) is not affected by the azimuthal slip. The speed of the center modes is also not affected, whereas the wave speed of the wall modes is considerably decreased by the slip. This is reasonable because the slip boundary condition should mostly affect the flow close to the wall and should not affect significantly the flow far from the wall.

Figure 7 shows maxλr\max{\lambda_{r}} maximized over α\alpha (over [0, 2] in practice), still denoted as maxλr\max{\lambda_{r}}, as a function of lθl_{\theta} for n=0n=0, 1, 2, 3 and 4 at Re=3000Re=3000. Overall, maxλr\max{\lambda_{r}} increases monotonically as lθl_{\theta} increases, while the n=0n=0 case seems to stay constant until it starts to increase at around lθ=0.4l_{\theta}=0.4. In the small lθl_{\theta} regime, all modes are linearly stable. As lθl_{\theta} is increased to around 0.1, maxλr\max{\lambda_{r}} of the n=1n=1 mode becomes positive, indicating a linear instability. As lθl_{\theta} increases further, n=2n=2 and 3 also become unstable. In the whole range of lθl_{\theta} investigated, n=1n=1 is the least stable/most unstable one, which is also the case for other Reynolds numbers we investigated. Therefore, in the following, we mainly discuss about n=1n=1 modes.

Refer to caption
Figure 7: The maxλr\max{\lambda_{r}} maximized over α\alpha, still denoted as maxλr\max{\lambda_{r}}, as a function of lθl_{\theta}. Modes with n=0n=0, 1, 2, 3 and 4 are shown for Re=3000Re=3000.
Refer to caption
Figure 8: maxλr\max{\lambda_{r}} of modes α=0.1\alpha=0.1, 0.5, 1.0 and 2.0 for Re=3000Re=3000 and n=1n=1 as a function of lθl_{\theta}. Panel (b) shows the details in the small lθl_{\theta} regime.

Figure 8 shows maxλr\max{\lambda_{r}} of modes α=0.1\alpha=0.1, 0.5, 1.0 and 2.0 for Re=3000Re=3000 and n=1n=1 as a function of lθl_{\theta}. The results show that when lθl_{\theta} is small, overall maxλr\max{\lambda_{r}} decreases as α\alpha increases. As lθl_{\theta} is increased, some moderate α\alpha turns to be the least stable/most unstable mode, see the crossover of α=0.1\alpha=0.1 (cyan thin line) and 0.5 (red dashed line) cases in the figure. Panel (b) shows the small lθl_{\theta} range, in which it appears that maxλr\max{\lambda_{r}} first stays nearly unchanged and then starts to increase, and the trend shows that the larger α\alpha, the later maxλr\max{\lambda_{r}} starts to increase as lθl_{\theta} is increased. The same behavior is also observed for α=0\alpha=0 modes and we will show a rigorous proof of this behavior in Section 5.3. Interestingly, the case of α=2\alpha=2 seems to stay unchanged up to lθ=2.0l_{\theta}=2.0.

Refer to caption
Figure 9: maxλr\max{\lambda_{r}} of the n=1n=1 modes as a function of α\alpha for Re=3000Re=3000. The data for lθ=0l_{\theta}=0, 0.005, 0.05, 0.1 and 0.5 are plotted. Note that the curves for lθ=0l_{\theta}=0 (the black bold dotted line) and lθ=0.005l_{\theta}=0.005 (the green thin solid line) coincide.

The dependence of maxλr\max{\lambda_{r}} on α\alpha is more comprehensively shown in Figure 9. The smallest lθ=0.005l_{\theta}=0.005 shows a monotonic decrease with increasing α\alpha, which completely collapses onto the curve for lθ=0l_{\theta}=0, i.e. the classic no-slip case. However, as lθl_{\theta} increases, maxλr\max{\lambda_{r}} significantly increases in the region of 0<α10<\alpha\lesssim 1 such that a bump appears in the curves, see those for lθ=0.05l_{\theta}=0.05, 0.1 and 0.5. At certain point, the bump reaches maxλr=0\max{\lambda_{r}=0} and the flow starts to become linearly unstable if lθl_{\theta} increases further, see the cases of lθ=0.1l_{\theta}=0.1 and 0.5. As observed in Figure 8 for the α=2\alpha=2 case, the results suggest that maxλr\max{\lambda_{r}} of sufficiently large α\alpha seems unaffected by azimuthal slip in the lθl_{\theta} range investigated, see the collapse of all curves above α1.2\alpha\simeq 1.2 in Figure 9. It should be noted that as lθl_{\theta} becomes larger, the bump widens up, i.e. maxλr\max{\lambda_{r}} is affected by the slip in a wider range of α\alpha.

Refer to caption
Figure 10: Visualization of the most unstable mode (α,n)=(0.383,1)(\alpha,n)=(0.383,1) for Re=3000Re=3000 with lθ=0.1l_{\theta}=0.1. Panel (a) shows the rθr-\theta cross-section and (b) the xrx-r cross-section. In both panels, the streamwise velocity is plotted as the colormap with red color representing positive and blue representing negative values with respect to the base flow. In (a), the in-plane velocity field is plotted as arrows.

Figure 10 shows the velocity field of the most unstable perturbation of mode (α,n)=(0.383,1)(\alpha,n)=(0.383,1) for Re=3000Re=3000 with lθ=0.1l_{\theta}=0.1. Panel (a) shows the in-plane velocity field in the rθr-\theta pipe cross-section and (b) shows the pattern of the streamwise velocity in the xrx-r cross-section. The patterns shown suggest that the flow manifests with a pair of helical waves. The flow structures are mostly located near the wall (r0.5r\gtrsim 0.5), indicating that the most unstable mode is a wall-mode, which can also been seen in Figure 6(b).

Refer to caption
Figure 11: (a)The neutral stability curves for Re=3000Re=3000 and n=1n=1, 2 and 3 in the lθl_{\theta}-α\alpha plane. (a) The neutral stability curves for n=1n=1 and Re=3000Re=3000, 5000 and 7000. (b) The critical Reynolds number RecrRe_{cr} as a function of lθl_{\theta}.

Obviously, azimuthal slip can cause linear instability given sufficiently large slip length. We can search in the lθl_{\theta}-α\alpha plane to obtain the neutral stability curve for given ReRe and nn. Figure 11(a) shows the neutral stability curves for Re=3000Re=3000 and n=1n=1, 2 and 3 (n=4n=4 and higher are all stable, see Figure 7). It can be seen that, as nn increases, the unstable region shifts to the right and upward. However, as the results in Figure 7 show, n=1n=1 is the most unstable based on the eigenvalue maximized over α\alpha and therefore, we only investigate the n=1n=1 case in the following. Panel (b) shows the neutral stability curves for n=1n=1 and Re=3000Re=3000, 5000 and 7000. As ReRe increases, the neutral stability curve moves towards the smaller lθl_{\theta} region, indicating that, for a given lθl_{\theta}, the flow becomes more unstable as ReRe increases, as expected. The data show that the wavelength of the unstable modes is comparable or significantly larger than the pipe diameter, whereas very long waves (α0\alpha\to 0) and short waves (α1.0\alpha\gg 1.0) are generally stable. That the flow is always stable to perturbations with α=0\alpha=0, regardless of the value of lθl_{\theta} and ReRe, can be rigorously proved (see Section 5.1).

Further, for each lθl_{\theta}, a critical Reynolds number RecrRe_{cr} can be determined by searching the first appearance of a positive maxλr\max{\lambda_{r}} in the lθl_{\theta}-α\alpha plane by varying ReRe. Figure 11(c) shows RecrRe_{cr} as a function of lθl_{\theta}. As shown, RecrRe_{cr} is a few hundred if lθl_{\theta} is large (lθ0.3l_{\theta}\gtrsim 0.3), but the trend suggests that it does not reduce to zero if lθl_{\theta}\to\infty. Since the classic pipe flow is linearly stable for arbitrary Reynolds number, there is an explosive increase in RecrRe_{cr} as lθl_{\theta} decreases, which can be expected because the classic pipe flow will be recovered if lθ0l_{\theta}\to 0. We also explored the limit of lθl_{\theta}\to\infty, in which case the boundary condition for the azimuthal velocity becomes the full slip condition of

uθr=0.\dfrac{\partial u_{\theta}}{\partial r}=0. (12)

The neutral stability curve for n=1n=1 in the ReαRe-\alpha plane is shown in Figure 12, which shows that the unstable modes are still long waves with α\alpha approximately between 0 and 0.8. The critical Reynolds number (the nose of the curve) appears approximately at Recr=260Re_{\text{cr}}=260.

Refer to caption
Figure 12: The neutral stability curve in the ReαRe-\alpha plane for lθ=l_{\theta}=\infty and n=1n=1.

5 Eigenvalues and eigenvectors of streamwise independent modes

We can rigorously prove the linear stability of the base flow to perturbations with α=0\alpha=0. In the following, we do not consider the (α,n)=(0,0)(\alpha,n)=(0,0) mode, which should be strictly stable as it is purely dissipative and there can be no energy production mechanism associated with it. In fact, the stability of the classic pipe flow to streamwise independent perturbations has already been proved by Joseph & Hung (1971) using an energy analysis. Nevertheless, here we also account for the effect of the velocity slip and perform analytical studies on the eigenvalues and eigenvectors of α=0\alpha=0 modes.

5.1 Proof of linear stability to α=0\alpha=0 modes

For α=0\alpha=0, the eigenvalue λ\lambda of the operator M1L-M^{-1}L satisfies

Γ(n2Γ)Φ+λΓΦ=0,\Gamma(n^{2}\Gamma)\Phi+\lambda\Gamma\Phi=0, (13)

and

2i1+4lxΦ+ϕΩ+λn2Ω=0,\dfrac{2i}{1+4l_{x}}\Phi+\phi\Omega+\lambda n^{2}\Omega=0, (14)

where Φ\Phi and Ω\Omega compose the eigenvector 𝒒\bm{q} associated with λ\lambda (see the definition of qq in (5)). The boundary conditions (10) and (2) reduce to

lxΩ+Ω=0l_{x}\Omega^{\prime}+\Omega=0 (15)

and

lθΦ′′+Φ=0l_{\theta}\Phi^{\prime\prime}+\Phi^{\prime}=0 (16)

It can be seen that for α=0\alpha=0 modes, Ω\Omega and Φ\Phi are decoupled in the boundary conditions (15) and (16).

We define a space Θ={f|fC2[0,1],f(0)=f(1)=0}\Theta=\{f|f\in C^{2}[0,1],f(0)=f(1)=0\} and an inner product associated with this space

(f1,f2)=01rf1f¯2𝑑r,(f_{1},f_{2})=\int_{0}^{1}rf_{1}\bar{f}_{2}dr, (17)

where the over-bar represents complex conjugate. Then the operator Γ\Gamma has the following two properties.

  1. 1.
    (Γf1,f2)=(f1,Γf2),f1,f2Θ,(\Gamma f_{1},f_{2})=(f_{1},\Gamma f_{2}),\hskip 5.69054pt\forall f_{1},f_{2}\in\Theta, (18)
    Proof 5.1.
    (Γf1,f2)=\displaystyle(\Gamma f_{1},f_{2})= 01r(f1r21rddr(rn2df1dr))f¯2dr\displaystyle\int_{0}^{1}r\left(\dfrac{f_{1}}{r^{2}}-\dfrac{1}{r}\dfrac{\text{d}}{\text{d}r}\left(\dfrac{r}{n^{2}}\dfrac{\text{d}f_{1}}{\text{d}r}\right)\right)\bar{f}_{2}\text{d}r
    =\displaystyle= 01f1f¯2rdr01f¯2d(rn2df1dr)\displaystyle\int_{0}^{1}\dfrac{f_{1}\bar{f}_{2}}{r}\text{d}r-\int_{0}^{1}\bar{f}_{2}\text{d}\left(\dfrac{r}{n^{2}}\dfrac{\text{d}f_{1}}{\text{d}r}\right)
    =\displaystyle= 01f1f¯2rdrf¯2(rn2df1dr)|01+01rn2df1drdf¯2\displaystyle\int_{0}^{1}\dfrac{f_{1}\bar{f}_{2}}{r}\text{d}r-\bar{f}_{2}\left(\dfrac{r}{n^{2}}\dfrac{\text{d}f_{1}}{\text{d}r}\right)\bigg{|}_{0}^{1}+\int_{0}^{1}\dfrac{r}{n^{2}}\dfrac{\text{d}f_{1}}{\text{d}r}\text{d}\bar{f}_{2}
    =\displaystyle= 01f1f¯2rdr+01rn2df¯2drdf1\displaystyle\int_{0}^{1}\dfrac{f_{1}\bar{f}_{2}}{r}\text{d}r+\int_{0}^{1}\dfrac{r}{n^{2}}\dfrac{\text{d}\bar{f}_{2}}{\text{d}r}\text{d}f_{1} (19)

    and similarly, using intergration by parts, it can be derived that

    (f1,Γf2)=\displaystyle(f_{1},\Gamma f_{2})= 01r(f¯2r21rddr(rn2df¯2dr))f1dr\displaystyle\int_{0}^{1}r\left(\dfrac{\bar{f}_{2}}{r^{2}}-\dfrac{1}{r}\dfrac{\text{d}}{\text{d}r}\left(\dfrac{r}{n^{2}}\dfrac{\text{d}\bar{f}_{2}}{\text{d}r}\right)\right)f_{1}\text{d}r
    =\displaystyle= 01f1f¯2rdr+01rn2df¯2drdf1=(Γf1,f2)\displaystyle\int_{0}^{1}\dfrac{f_{1}\bar{f}_{2}}{r}\text{d}r+\int_{0}^{1}\dfrac{r}{n^{2}}\dfrac{\text{d}\bar{f}_{2}}{\text{d}r}\text{d}f_{1}=(\Gamma f_{1},f_{2}) (20)
  2. 2.
    (Γf,f)0,fΘ.(\Gamma f,f)\geqslant 0,\hskip 5.69054pt\forall f\in\Theta. (21)
    Proof 5.2.

    Taking f=f1=f2f=f_{1}=f_{2} in Proof 5.1,

    (Γf,f)=01ff¯rdr+01rn2df¯drdf=01ff¯rdr+01rn2df¯drdfdrdr0.\displaystyle(\Gamma f,f)=\int_{0}^{1}\dfrac{f\bar{f}}{r}\text{d}r+\int_{0}^{1}\dfrac{r}{n^{2}}\dfrac{\text{d}\bar{f}}{\text{d}r}\text{d}f=\int_{0}^{1}\dfrac{f\bar{f}}{r}\text{d}r+\int_{0}^{1}\dfrac{r}{n^{2}}\dfrac{\text{d}\bar{f}}{\text{d}r}\dfrac{\text{d}f}{\text{d}r}\text{d}r\geqslant 0. (22)

    Note that property (21) still holds for those ff with f(1)0f(1)\neq 0 but satisfy f(1)+bf(1)=0f(1)+bf^{\prime}(1)=0, where b>0b>0 is a constant, because

    (Γf,f)\displaystyle(\Gamma f,f) =01ff¯rdrf(rn2df¯dr)|01+01rn2df¯drdf\displaystyle=\int_{0}^{1}\dfrac{f\bar{f}}{r}\text{d}r-f\left(\dfrac{r}{n^{2}}\dfrac{\text{d}\bar{f}}{\text{d}r}\right)\bigg{|}_{0}^{1}+\int_{0}^{1}\dfrac{r}{n^{2}}\dfrac{\text{d}\bar{f}}{\text{d}r}\text{d}f
    =01ff¯rdr+01rn2df¯drdfdrdr+1bn2f(1)f¯(1)0.\displaystyle=\int_{0}^{1}\dfrac{f\bar{f}}{r}\text{d}r+\int_{0}^{1}\dfrac{r}{n^{2}}\dfrac{\text{d}\bar{f}}{\text{d}r}\dfrac{\text{d}f}{\text{d}r}\text{d}r+\dfrac{1}{bn^{2}}f(1)\bar{f}(1)\geqslant 0. (23)

Firstly, for the case of Φ0\Phi\equiv 0 (i.e. the wall normal velocity component ur0u_{r}\equiv 0) and Ω0\Omega\not\equiv 0, Eqs. (14) becomes

ϕΩ+λn2Ω=0,\phi\Omega+\lambda n^{2}\Omega=0, (24)

and the operators ϕ\phi and Γ\Gamma are related as ϕ=n4r21rddr(n2rddr)=n4Γ\phi=\dfrac{n^{4}}{r^{2}}-\dfrac{1}{r}\dfrac{\text{d}}{\text{d}r}\left(n^{2}r\dfrac{\text{d}}{\text{d}r}\right)=n^{4}\Gamma. Therefore, Eqs. (24) becomes

n4ΓΩ+λn2Ω=0.n^{4}\Gamma\Omega+\lambda n^{2}\Omega=0. (25)

Taking the inner product of Eqs. (25) with Ω\Omega, we have

(n4ΓΩ,Ω)+(λn2Ω,Ω)=0.(n^{4}\Gamma\Omega,\Omega)+(\lambda n^{2}\Omega,\Omega)=0. (26)

According to property (21), (n4ΓΩ,Ω)0(n^{4}\Gamma\Omega,\Omega)\geqslant 0 given Ω(1)=0\Omega(1)=0 (without streamwise slip) or Ω(1)+lxΩ(1)=0\Omega(1)+l_{x}\Omega^{\prime}(1)=0 (with streamwise slip), which leads to λ<0\lambda<0, i.e. the eigenvalue is real and negative.

Secondly, we discuss about the Φ0\Phi\not\equiv 0 case, i.e. the wall normal velocity component ur0u_{r}\not\equiv 0. From Eqs. (13), by denoting g=n2ΓΦ+λΦg=n^{2}\Gamma\Phi+\lambda\Phi, we have Γg=0\Gamma g=0, i.e.

n2g=r(rg),n^{2}g=r(rg^{\prime})^{\prime}, (27)

from which it can be obtained that

rng=Cr2n+C1,r^{n}g=Cr^{2n}+C_{1}, (28)

where CC and C1C_{1} are constants. Note that for n=2n=2, r2g=n2r2ΓΦ+λr2Φ=n2Φnr(rΦ)r^{2}g=n^{2}r^{2}\Gamma\Phi+\lambda r^{2}\Phi=n^{2}\Phi-nr(r\Phi^{\prime})^{\prime} has to vanish at r=0r=0, because Φ\Phi vanishes, and Φ\Phi^{\prime} and Φ′′\Phi^{\prime\prime} are finite at r=0r=0. The same applies to n>2n>2. If n=1n=1, rg=Φr(rΦ)+λrΦ=ΦrΦrΦ′′+λrΦrg=\dfrac{\Phi}{r}-(r\Phi^{\prime})^{\prime}+\lambda r\Phi=\dfrac{\Phi}{r}-\Phi^{\prime}-r\Phi^{\prime\prime}+\lambda r\Phi, which also vanishes when r0r\to 0 (using L’Hopital rule). Therefore, C10C_{1}\equiv 0 and rng=Cr2nr^{n}g=Cr^{2n}, i.e.

n2ΓΦ+λΦ=Crn.\displaystyle n^{2}\Gamma\Phi+\lambda\Phi=Cr^{n}. (29)

5.1.1 The case without azimuthal slip, i.e. lθ=0l_{\theta}=0

In case of lθ=0l_{\theta}=0, the boundary condition (2) or (16) becomes Φ=0\Phi^{\prime}=0. Taking the inner product (17) of Eqs. (29) and ΓΦ\Gamma\Phi, we have

n2(ΓΦ,ΓΦ)+λ(Φ,ΓΦ)=C(rn,ΓΦ)=C(Γrn,Φ)=C(0,Φ)=0.n^{2}(\Gamma\Phi,\Gamma\Phi)+\lambda(\Phi,\Gamma\Phi)=C(r^{n},\Gamma\Phi)=C(\Gamma r^{n},\Phi)=C(0,\Phi)=0. (30)

The second equality in Eqs. (30) holds in spite of that rnΘr^{n}\notin\Theta and thus, property (18) cannot be applied directly. Nevertheless, as Φ=Φ=0\Phi=\Phi^{\prime}=0 at r=1r=1 in case of lθ=0l_{\theta}=0, property (18) still holds (this can been seen by taking Φ\Phi as f2f_{2} and rnr^{n} as f1f_{1} in Proof 5.1). What follows is that the eigenvalue λ\lambda is real and λ<0\lambda<0 because (ΓΦ,ΓΦ)>0(\Gamma\Phi,\Gamma\Phi)>0 and (Φ,ΓΦ)>0(\Phi,\Gamma\Phi)>0.

5.1.2 The case with azimuthal slip, i.e. lθ0l_{\theta}\neq 0

In case of lθ0l_{\theta}\neq 0, Eqs. (30) does not hold, except for C=0C=0, because Φ=0\Phi^{\prime}=0 at r=1r=1 does not necessarily hold and therefore the second equality in Eqs. (30) does not hold either. For C0C\neq 0, consider the special case of C=1C=1 (if C1C\neq 1, a rescaling of Φ~=Φ/C\tilde{\Phi}=\Phi/C can easily convert to this special case), Eqs. (29) can be written as

(n2+λr2)Φr(rΦ)=(n2+λr2)Φr(Φ+rΦ′′)=rn+2.(n^{2}+\lambda r^{2})\Phi-r(r\Phi^{\prime})^{\prime}=(n^{2}+\lambda r^{2})\Phi-r(\Phi^{\prime}+r\Phi^{\prime\prime})=r^{n+2}. (31)

As r1r\to 1, Eqs. (31) turns to

(Φ+Φ′′)=1.-(\Phi^{\prime}+\Phi^{\prime\prime})=1. (32)

Further, the azimuthal slip requires

Φ(1)+lθΦ′′(1)=0,lθ(0,+).\Phi^{\prime}(1)+l_{\theta}\Phi^{\prime\prime}(1)=0,\hskip 5.69054ptl_{\theta}\in(0,+\infty). (33)

It follows that, for lθ=1l_{\theta}=1, CC has to be zero, otherwise Eqs. (32) and (33) would conflict with each other. That C=0C=0 leads to λ<0\lambda<0, see Eqs. (30). For lθ1l_{\theta}\neq 1, one can solve for Φ\Phi^{\prime} from Eqs. (32) and (33) as

Φ(1)=lθ1lθ,\Phi^{\prime}(1)=\dfrac{l_{\theta}}{1-l_{\theta}}, (34)

which indicates that Φ(1)\Phi^{\prime}(1) is real and Φ(1)(,1)(0,+)\Phi^{\prime}(1)\in(-\infty,-1)\cup(0,+\infty).

It can be verified that Eqs. (31) has a special solution

Φ=rnλ,\Phi=\dfrac{r^{n}}{\lambda}, (35)

and its corresponding homogeneous differential equation is

r2Φ′′+rΦ(n2+λr2)Φ=0.r^{2}\Phi^{\prime\prime}+r\Phi^{\prime}-(n^{2}+\lambda r^{2})\Phi=0. (36)

From the theory of ordinary differential equation, this equation has two linearly independent solutions in (0,1](0,1]. One of the two solutions can be represented as a generalized power series

Φ1=m=0Bmrm+ρ(B00),\Phi_{1}=\sum_{m=0}^{\infty}B_{m}r^{m+\rho}\hskip 5.69054pt(B_{0}\neq 0), (37)

in which it can be obtained that ρ=n\rho=n, B2k+1=0B_{2k+1}=0 and B2k=(λ4)kB0k!(n+k)!B_{2k}=\left(\dfrac{\lambda}{4}\right)^{k}\dfrac{B_{0}}{k!(n+k)!} using the standard undetermined coefficient method. Denoting an=B0a_{n}=B_{0}, Eqs. (37) can be written as

Φ1=anrnk=0(λ4)kr2kk!(n+k)!.\Phi_{1}=a_{n}r^{n}\sum_{k=0}^{\infty}\left(\dfrac{\lambda}{4}\right)^{k}\dfrac{r^{2k}}{k!(n+k)!}. (38)

The other solution of Eqs. (36) has the following form

Φ2=Φ11r1Φ12(s)exp(1s1tdt)ds=Φ11r1sΦ12(s)ds.\Phi_{2}=\Phi_{1}\int_{1}^{r}\dfrac{1}{\Phi_{1}^{2}(s)}\exp{\left(-\int_{1}^{s}\dfrac{1}{t}\text{d}t\right)}\text{d}s=\Phi_{1}\int_{1}^{r}\dfrac{1}{s\Phi_{1}^{2}(s)}\text{d}s. (39)

However, by L’Hopital rule,

limr0Φ2(r)=limr01r1sΦ12(s)ds1Φ1(r)=limr01rΦ12(r)Φ1(r)Φ12(r)=,\lim_{r\to 0}\Phi_{2}(r)=\lim_{r\to 0}\dfrac{\int_{1}^{r}\dfrac{1}{s\Phi_{1}^{2}(s)}\text{d}s}{\dfrac{1}{\Phi_{1}(r)}}=\lim_{r\to 0}\dfrac{\dfrac{1}{r\Phi_{1}^{2}(r)}}{\dfrac{\Phi_{1}^{\prime}(r)}{\Phi_{1}^{2}(r)}}=\infty, (40)

which is unphysical, and therefore Φ2\Phi_{2} should not appear in the general solution of Eqs. (31), i.e. the general solution of Eqs. (31) can be solved as

Φ=1λrn+anrnk=0(λ4)kr2kk!(n+k)!.\Phi=\dfrac{1}{\lambda}r^{n}+a_{n}r^{n}\sum_{k=0}^{\infty}\left(\dfrac{\lambda}{4}\right)^{k}\dfrac{r^{2k}}{k!(n+k)!}. (41)

For simplicity, denoting μ=λ4\mu=\dfrac{\lambda}{4} and using the boundary condition Φ(1)=0\Phi(1)=0, one can solve for ana_{n} as

an=14μ(k=0μkk!(n+k)!)1,a_{n}=-\dfrac{1}{4\mu}\left(\sum_{k=0}^{\infty}\dfrac{\mu^{k}}{k!(n+k)!}\right)^{-1}, (42)

consequently,

Φ(1)=\displaystyle\Phi^{\prime}(1)= n4μ+ank=0μk(n+2k)k!(n+k)!\displaystyle\dfrac{n}{4\mu}+a_{n}\sum_{k=0}^{\infty}\dfrac{\mu^{k}(n+2k)}{k!(n+k)!}
=\displaystyle= 14μ(k=0μkk!(n+k)!)1k=02kμkk!(n+k)!,\displaystyle-\dfrac{1}{4\mu}\left(\sum_{k=0}^{\infty}\dfrac{\mu^{k}}{k!(n+k)!}\right)^{-1}\sum_{k=0}^{\infty}\dfrac{2k\mu^{k}}{k!(n+k)!}, (43)

i.e. μ\mu satisfies

k=1kμk1k!(n+k)!+2Φ(1)k=0μkk!(n+k)!=0.\sum_{k=1}^{\infty}\dfrac{k\mu^{k-1}}{k!(n+k)!}+2\Phi^{\prime}(1)\sum_{k=0}^{\infty}\dfrac{\mu^{k}}{k!(n+k)!}=0. (44)

In the following, we prove that μ\mu has to be real and μ<0\mu<0 given Eqs. (44). For simplicity, let s=Φ(1)s=\Phi^{\prime}(1) and define f(z)f(z) as

f(z)=k=0zkk!(n+k)!,f(z)=\sum_{k=0}^{\infty}\dfrac{z^{k}}{k!(n+k)!}, (45)

where zz is complex. Then, Eqs. (44) states that μ\mu is a root of the equation f(z)+2sf(z)=0f^{\prime}(z)+2sf(z)=0. Note that

(zn+1f(z))=(k=1kzn+kk!(n+k)!)=znk=1znk(k1)!(n+k1)!=znk=0zkk!(n+k)!=znf(z).\left(z^{n+1}f^{\prime}(z)\right)^{\prime}=\left(\sum_{k=1}^{\infty}\dfrac{kz^{n+k}}{k!(n+k)!}\right)^{\prime}=z^{n}\sum_{k=1}^{\infty}\dfrac{z^{n-k}}{(k-1)!(n+k-1)!}=z^{n}\sum_{k=0}^{\infty}\dfrac{z^{k}}{k!(n+k)!}=z^{n}f(z). (46)

Then, defining fμ(z)=f(μz)f_{\mu}(z)=f(\mu z), it can be verified that

(zn+1fμ(z))=μznfμ(z),(z^{n+1}f_{\mu}^{\prime}(z))^{\prime}=\mu z^{n}f_{\mu}(z), (47)

in which the prime denotes the derivative with respect to zz. Further, note that μ¯\bar{\mu} is also a root of Eqs. (44), because the coefficients are all real. That is to say,

(zn+1fμ¯(z))=μ¯znfμ¯(z),(z^{n+1}f_{\bar{\mu}}^{\prime}(z))^{\prime}=\bar{\mu}z^{n}f_{\bar{\mu}}(z), (48)

where fμ¯=f(μ¯z)f_{\bar{\mu}}=f(\bar{\mu}z). Then, the difference between Eqs (47) multiplied by fμ¯(z)f_{\bar{\mu}}(z) and Eqs. (48) multiplied by fμ(z)f_{\mu}(z), integrated along the real axis from 0 to 1 gives that

01(zn+1fμ(z))fμ¯(z)dz01(zn+1fμ¯(z))fμ(z)dz\displaystyle\int_{0}^{1}(z^{n+1}f_{\mu}^{\prime}(z))^{\prime}f_{\bar{\mu}}(z)\text{d}z-\int_{0}^{1}(z^{n+1}f_{\bar{\mu}}^{\prime}(z))^{\prime}f_{\mu}^{\prime}(z)\text{d}z
=zn+1fμ(z)fμ¯(z)|0101zn+1fμ(z)dfμ¯(z)zn+1fμ¯(z)fμ(z)|01+01zn+1fμ¯(z)dfμ(z)\displaystyle=z^{n+1}f_{\mu}^{\prime}(z)f_{\bar{\mu}}(z)\bigg{|}_{0}^{1}-\int_{0}^{1}z^{n+1}f_{\mu}^{\prime}(z)\text{d}f_{\bar{\mu}}(z)-z^{n+1}f_{\bar{\mu}}^{\prime}(z)f_{\mu}(z)\bigg{|}_{0}^{1}+\int_{0}^{1}z^{n+1}f_{\bar{\mu}}^{\prime}(z)\text{d}f_{\mu}(z)
=01zn+1|fμ(z)|2dz01zn+1|fμ(z)|2dz+fμ(1)fμ¯(1)fμ(1)fμ¯(1)\displaystyle=\int_{0}^{1}z^{n+1}|f_{\mu}^{\prime}(z)|^{2}\text{d}z-\int_{0}^{1}z^{n+1}|f_{\mu}^{\prime}(z)|^{2}\text{d}z+f_{\mu}^{\prime}(1)f_{\bar{\mu}}(1)-f_{\mu}(1)f_{\bar{\mu}}^{\prime}(1)
=2s(μ¯μ)|fμ(1)|2=(μμ¯)01zn|fμ(z)|2dz,\displaystyle=2s(\bar{\mu}-\mu)|f_{\mu}(1)|^{2}=(\mu-\bar{\mu})\int_{0}^{1}z^{n}|f_{\mu}(z)|^{2}\text{d}z,

where the condition f(z)+2sf(z)=0f^{\prime}(z)+2sf(z)=0 is used to derive fμ(z)+2μsfμ(z)=0f_{\mu}^{\prime}(z)+2\mu sf_{\mu}(z)=0 and fμ¯(z)+2μ¯sfμ¯(z)=0f_{\bar{\mu}}^{\prime}(z)+2\bar{\mu}sf_{\bar{\mu}}(z)=0. Then we have

(μμ¯)(01zn|fμ(z)|2dz+2s|fμ(1)|2)=0.(\mu-\bar{\mu})\left(\int_{0}^{1}z^{n}|f_{\mu}(z)|^{2}\text{d}z+2s|f_{\mu}(1)|^{2}\right)=0. (49)

Similarly, the sum of Eqs (47) multiplied by fμ¯(z)f_{\bar{\mu}}(z) and Eqs. (48) multiplied by fμ(z)f_{\mu}(z), integrated along the real axis from 0 to 1 gives that

(μ+μ¯)(01zn|fμ(z)|2dz+2s|fμ(1)|2)=201zn+1|fμ(z)|2dz,\displaystyle(\mu+\bar{\mu})\left(\int_{0}^{1}z^{n}|f_{\mu}(z)|^{2}\text{d}z+2s|f_{\mu}(1)|^{2}\right)=-2\int_{0}^{1}z^{n+1}|f_{\mu}^{\prime}(z)|^{2}\text{d}z, (50)

which indicates 01zn|fμ(z)|2dz+2s|fμ(1)|20\int_{0}^{1}z^{n}|f_{\mu}(z)|^{2}\text{d}z+2s|f_{\mu}(1)|^{2}\neq 0 because the right hand side is non-zero. Consequently, Eqs. (49) indicates that μμ¯=0\mu-\bar{\mu}=0, i.e. μ\mu is real.

Subsequently, we can deduce that μ<0\mu<0 if s(0,)s\in(0,\infty) because the term in the parentheses and the integral on the right hand side of Eqs. (50) are all positive. In case of s(,1)s\in(-\infty,-1), if μ\mu were positive, one would obtain

2sk=0μkk!(n+k)!=k=1kμk1k!(n+k)!=k=0μkk!(n+k+1)!k=0μkk!(n+k)!,-2s\sum_{k=0}^{\infty}\dfrac{\mu^{k}}{k!(n+k)!}=\sum_{k=1}^{\infty}\dfrac{k\mu^{k-1}}{k!(n+k)!}=\sum_{k=0}^{\infty}\dfrac{\mu^{k}}{k!(n+k+1)!}\leqslant\sum_{k=0}^{\infty}\dfrac{\mu^{k}}{k!(n+k)!}, (51)

and consequently 2s1-2s\leqslant 1, which would conflict with s(,1)s\in(-\infty,-1). Therefore, μ<0\mu<0. Finally, we obtain that μ<0\mu<0 for s(,1)(0,+)s\in(-\infty,-1)\cup(0,+\infty), i.e. for any value of lθ1l_{\theta}\neq 1. Since we have shown before that λ<0\lambda<0 for lθ=1l_{\theta}=1 and for lθ=0l_{\theta}=0, now we reach the conclusion that λ\lambda is real and λ<0\lambda<0 for any lθ[0,+)l_{\theta}\in[0,+\infty), regardless of lxl_{x}, i.e. the flow is rigorously linearly stable to perturbations with α=0\alpha=0 with or without velocity slip.

5.2 Analytical solution of the eigenvalue and eigenvector for α=0\alpha=0 modes

We consider the general case with both streamwise and azimuthal slip. For Φ0\Phi\not\equiv 0, if C0C\neq 0, we obtain from Eqs. (44) that μ=λ4\mu=\dfrac{\lambda}{4} satisfies

(1lθ)k=1kμk1k!(n+k)!+2lθk=0μkk!(n+k)!=0,(1-l_{\theta})\sum_{k=1}^{\infty}\dfrac{k\mu^{k-1}}{k!(n+k)!}+2l_{\theta}\sum_{k=0}^{\infty}\dfrac{\mu^{k}}{k!(n+k)!}=0, (52)

where Eqs. (34) is used. The Bessel functions of integer order nn and n+1n+1 read

Jn(z)=k=0(1)kk!(n+k)!(z2)2k+n=(z2)nk=01k!(n+k)!(z24)k,J_{n}(z)=\sum_{k=0}^{\infty}\dfrac{(-1)^{k}}{k!(n+k)!}\left(\dfrac{z}{2}\right)^{2k+n}=\left(\dfrac{z}{2}\right)^{n}\sum_{k=0}^{\infty}\dfrac{1}{k!(n+k)!}\left(-\dfrac{z^{2}}{4}\right)^{k}, (53)
Jn+1(z)=k=0(1)kk!(n+1+k)!(z2)2k+n+1=(z2)n+1k=01k!(n+k+1)!(z24)k.J_{n+1}(z)=\sum_{k=0}^{\infty}\dfrac{(-1)^{k}}{k!(n+1+k)!}\left(\dfrac{z}{2}\right)^{2k+n+1}=\left(\dfrac{z}{2}\right)^{n+1}\sum_{k=0}^{\infty}\dfrac{1}{k!(n+k+1)!}\left(-\dfrac{z^{2}}{4}\right)^{k}. (54)

Denoting μ=η24\mu=-\dfrac{\eta^{2}}{4}, i.e. the eigenvalue λ=4μ=η2\lambda=4\mu=-\eta^{2}, it can be observed that η\eta is a root of the equation

(1lθ)Jn+1(z)+lθzJn(z)=0.(1-l_{\theta})J_{n+1}(z)+l_{\theta}zJ_{n}(z)=0. (55)

Next, we show that C0C\neq 0 if lθ1l_{\theta}\neq 1. Assuming C=0C=0 and lθ1l_{\theta}\neq 1, Φ(1)+Φ′′(1)=0\Phi^{\prime}(1)+\Phi^{\prime\prime}(1)=0 and the boundary condition Φ(1)+lθΦ′′(1)=0\Phi^{\prime}(1)+l_{\theta}\Phi^{\prime\prime}(1)=0 would give Φ(1)=Φ′′(1)=0\Phi^{\prime}(1)=\Phi^{\prime\prime}(1)=0. Recall that the solution to the homogeneous equation Eqs. (36) is

Φ1=anrnk=0(λ4)kr2kk!(n+k)!,\Phi_{1}=a_{n}r^{n}\sum_{k=0}^{\infty}\left(\dfrac{\lambda}{4}\right)^{k}\dfrac{r^{2k}}{k!(n+k)!}, (56)

where ana_{n} is a constant. Using the notation of (45), f(μ)=k=0μk1k!(n+k)!=0f(\mu)=\sum_{k=0}^{\infty}\mu^{k}\dfrac{1}{k!(n+k)!}=0 results from Φ1(1)=0\Phi_{1}(1)=0 (note that Φ=Φ1\Phi=\Phi_{1} if C=0C=0), which would indicate that the corresponding η\eta satisfies Jn(z)=0J_{n}(z)=0. Further, Φ(1)=0\Phi^{\prime}(1)=0 gives

k=0μkn+2kk!(n+k)!=0.\sum_{k=0}^{\infty}\mu^{k}\dfrac{n+2k}{k!(n+k)!}=0. (57)

In combination with f(μ)=0f(\mu)=0, we would obtain that

k=1μk1(k1)!(n+k)!=k=0μk1k!(n+k+1)!=0,\sum_{k=1}^{\infty}\mu^{k}\dfrac{1}{(k-1)!(n+k)!}=\sum_{k=0}^{\infty}\mu^{k}\dfrac{1}{k!(n+k+1)!}=0, (58)

which means that η\eta would also be a zero of Jn+1(z)J_{n+1}(z), i.e. η\eta would be a zero of both Jn(z)J_{n}(z) and Jn+1(z)J_{n+1}(z). This would conflict with the fact that there exists no comment zero of Jn(z)J_{n}(z) and Jn+1(z)J_{n+1}(z). Therefore, C0C\neq 0 and η\eta is a root of Eqs. (55) if lθ1l_{\theta}\neq 1.

We have proved before that C=0C=0 if lθ=1l_{\theta}=1, which gives Φ=Φ1\Phi=\Phi_{1}. Consequently, Φ(1)=Φ1(1)=0\Phi(1)=\Phi_{1}(1)=0 gives f(μ)=0f(\mu)=0, which means η\eta is a root of Jn(z)=0J_{n}(z)=0, i.e. η\eta is also a root of Eqs. (55) (note that the first term disappears if lθ=1l_{\theta}=1). Therefore, η\eta is a root of Eqs. (55) for any lθ0l_{\theta}\geqslant 0.

For the case of Φ0\Phi\equiv 0, Eqs. (25) and the corresponding boundary condition Ω(1)+lxΩ(1)=0\Omega(1)+l_{x}\Omega^{\prime}(1)=0 (see Eqs. (2) and (15)) imply that the eigenvector Ω\Omega has the same form as the solution Φ1\Phi_{1}, and we can deduce that λ=γ2\lambda=-\gamma^{2}, in which γ\gamma is a root of

(1+nlx)Jn(z)lxzJn+1(z)=0.(1+nl_{x})J_{n}(z)-l_{x}zJ_{n+1}(z)=0. (59)

For an eigenvalue λ=η2\lambda=-\eta^{2}, the corresponding eigenvector can be solved as

Φ=Jn(ηr)Jn(η)rn,\Phi=J_{n}(\eta r)-J_{n}(\eta)r^{n}, (60)
Ω=bnJn(ηr)+2i(1+4lx)n2(r2ηJn+1(ηr)Jn(η)η2rn),\Omega=b_{n}J_{n}(\eta r)+\frac{2i}{(1+4l_{x})n^{2}}\left(\frac{r}{2\eta}J_{n+1}(\eta r)-\frac{J_{n}(\eta)}{\eta^{2}}r^{n}\right), (61)

where bnb_{n} is a constant and should be determined by the boundary condition Eqs. (15). For an eigenvalue λ=γ2\lambda=-\gamma^{2}, the eigenvector can be solved as

Φ0,Ω=Jn(γr).\Phi\equiv 0,\hskip 5.69054pt\Omega=J_{n}(\gamma r). (62)

To sum up, there are always two groups of eigenvalues, corresponding to Φ0\Phi\equiv 0 (given by Eqs. 59) and Φ0\Phi\not\equiv 0 (given by Eqs. 55), respectively. Particularly, for the no-slip case, Eqs. (55) reduces to Jn+1(z)=0J_{n+1}(z)=0 and Eqs. (59) reduces to Jn(z)=0J_{n}(z)=0, and it is known that the zeros of Jn(z)J_{n}(z) and Jn+1(z)J_{n+1}(z) distribute alternately. Therefore, in the no-slip case, these two groups of eigenvalues distribute alternately either. For the streamwise slip case, Eqs. (55) still reduces to Jn+1(z)=0J_{n+1}(z)=0, i.e. the Φ0\Phi\not\equiv 0 eigenvalues do not change with lxl_{x}, whereas the Φ0\Phi\equiv 0 eigenvalues will change with lxl_{x}. However, there cannot be common roots between Jn+1(z)=0J_{n+1}(z)=0 and Eqs. 59, otherwise there would be common zeros between Jn(z)J_{n}(z) and Jn+1(z)J_{n+1}(z), which conflicts with the fact that there are none common zero between the two. Therefore, as lxl_{x} changes, the two groups of eigenvalues distribute in the same alternating pattern as in the no-slip case and there is no over-taking between the two groups, see Figure 1(a) and Figure 13(a). However, this behavior is not guaranteed in the azimuthal slip case as there can be common roots between Eqs. (55) and (59)) given lx=0l_{x}=0 and lθ=1.0l_{\theta}=1.0, i.e. the roots of Jn(z)=0J_{n}(z)=0. Nonetheless, it should be noted that the common roots can only exist at lθ=1.0l_{\theta}=1.0. This implies that, when eigenvalues change with lθl_{\theta}, an over-taking between the two groups may occur at precisely lθ=1.0l_{\theta}=1.0.

Refer to caption
Figure 13: Validation of the analytical eigenvalues against the numerical calculation for the case of Re=3000Re=3000, n=1n=1, lx=1.0l_{x}=1.0 and lθ=0l_{\theta}=0. In (a), the first 20 eigenvalues are shown as squares and circles, and the numerical results are shown as crosses. The circles are the first ten eigenvalues (in descending order) for the cases with Φ0\Phi\equiv 0 and the squares are the first 10 eigenvalues (in descending order) for the Φ0\Phi\not\equiv 0 case. (b) The relative error ϵ\epsilon between the analytical and numerical ones.

Figure 13 shows the comparison between our analytical solution of the two groups of eigenvalues and numerical calculation for the streamwise slip case of Re=3000Re=3000, n=1n=1, lx=1.0l_{x}=1.0 and lθ=0l_{\theta}=0. In panel (a), blue circles are analytical solutions of the first 10 largest eigenvalues given by Eqs. (59), i.e. the corresponding eigenvectors all have Φ0\Phi\equiv 0, and red squares represent the first 10 largest eigenvalues given by Eqs. (55), i.e. the corresponding eigenvectors all have Φ0\Phi\not\equiv 0. Clearly, the leading eigenvalue is and will always be associated with Φ0\Phi\equiv 0 disturbances because no over-taking between the two groups of eigenvalues can occur as lxl_{x} varies, as we concluded in Section 5.2. These analytical solutions agree very well with the numerical calculations (the crosses) with relative errors of 𝒪(1011)\mathcal{O}(10^{-11}) or lower, see panel (b). The eigenvector associated with the leading eigenvalue (the leftmost circle in Figure 13(a)) is plotted in Figure 14(a). The black line shows the analytical solution given by (62) and the circles show the numerical calculation. The Φ\Phi part of the eigenvector is not shown because Φ0\Phi\equiv 0. Figure 14(b) shows the eigenvector associated with the second largest eigenvalue (the leftmost red square in Figure 13(a)), which has a non-zero Φ\Phi part. The figure shows that, for both Φ\Phi and Ω\Omega, our analytical solutions (lines) agree very well with the numerical calculations (symbols). This comparison validates our theory about the eigenvalue and eigenvector.

Refer to caption
Figure 14: Validation of the analytical eigenvectors against the numerical calculation for the case of Re=3000Re=3000, n=1n=1, lx=1.0l_{x}=1.0 and lθ=0l_{\theta}=0. (a) The Ω\Omega component of the eigenvector associated with the leading eigenvalue (the leftmost blue circle in Figure 13(aa)). The Φ\Phi component is zero and is not shown. (b) The Ω\Omega and Φ\Phi component of the eigenvector associated with the second largest eigenvalue (the leftmost red square in Figure 13(aa)).

The two groups of eigenvalues of the azimuthal slip cases of lθ=0.05l_{\theta}=0.05 and 2.0 for Re=3000Re=3000, n=1n=1 and lx=0l_{x}=0 are also shown in Figure 15. Again, perfect agreement between the analytical and numerical ones is observed. We can see that, for lθ=0.05l_{\theta}=0.05, the Φ0\Phi\not\equiv 0 group is entirely below the Φ0\Phi\equiv 0 group, which is independent of lθl_{\theta}, whereas is entirely above the Φ0\Phi\equiv 0 group for lθ=2.0l_{\theta}=2.0, indicating that an over-taking indeed occurs between the two groups as lθl_{\theta} increases. Therefore, for lθ<1.0l_{\theta}<1.0, the leading eigenvalue is associated with Φ0\Phi\equiv 0 disturbances and does not change with lθl_{\theta} (see also Figure 6(a)), whereas it is associated with Φ0\Phi\not\equiv 0 disturbances and increases with lθl_{\theta} for lθ>1.0l_{\theta}>1.0.

Refer to caption
Figure 15: Eigenvalues for Re=3000Re=3000, n=1n=1 and lx=0l_{x}=0 with lθ=0.05l_{\theta}=0.05 and 2.0. In (a), analytical eigenvalues are shown as circles (Φ0\Phi\equiv 0, for which eigenvalues are independent of lθl_{\theta}), squares (Φ0\Phi\not\equiv 0 and lθ=0.05l_{\theta}=0.05) and triangles (Φ0\Phi\not\equiv 0 and lθ=2.0l_{\theta}=2.0), and the numerical calculations are shown as crosses. Panel (b) and (c) show the zoom-in of the two ends of the spectrum shown in (a).

5.3 The dependence of the leading eigenvalue on slip length for α=0\alpha=0 modes

Denoting F(z,lθ)=(1lθ)Jn+1(z)+lθzJn(z)F(z,l_{\theta})=(1-l_{\theta})J_{n+1}(z)+l_{\theta}zJ_{n}(z), it can be obtained that, as z0z\to 0,

Jn(z)zn2nn!,F(z,lθ)(1lθ2n+1(n+1)!+lθ2nn!)zn+1.J_{n}(z)\sim\dfrac{z^{n}}{2^{n}n!},\hskip 5.69054ptF(z,l_{\theta})\sim\left(\dfrac{1-l_{\theta}}{2^{n+1}(n+1)!}+\dfrac{l_{\theta}}{2^{n}n!}\right)z^{n+1}. (63)

It can be seen that 1lθ2n+1(n+1)!+lθ2nn!>0\dfrac{1-l_{\theta}}{2^{n+1}(n+1)!}+\dfrac{l_{\theta}}{2^{n}n!}>0 for lθ0l_{\theta}\geqslant 0, therefore, F(z,lθ)F(z,l_{\theta}) is positive for sufficiently small zz. Let z1z_{1} be the minimum root of F(z,lθ1)=0F(z,l_{\theta 1})=0 and z2z_{2} be the minimum root of F(z,lθ2)=0F(z,l_{\theta 2})=0. If lθ1<lθ2l_{\theta 1}<l_{\theta 2}, it can be derived that

F(z1,lθ2)=\displaystyle F(z_{1},l_{\theta 2})= (1lθ2)Jn+1(z1)+lθ2z1Jn(z1)\displaystyle(1-l_{\theta 2})J_{n+1}(z_{1})+l_{\theta 2}z_{1}J_{n}(z_{1})
=\displaystyle= (1lθ2)Jn+1(z1)1lθ1lθ1lθ2Jn+1(z1)\displaystyle(1-l_{\theta 2})J_{n+1}(z_{1})-\dfrac{1-l_{\theta 1}}{l_{\theta 1}}l_{\theta 2}J_{n+1}(z_{1})
=\displaystyle= lθ1lθ2lθ1Jn+1(z1)<0.\displaystyle\dfrac{l_{\theta 1}-l_{\theta 2}}{l_{\theta 1}}J_{n+1}(z_{1})<0. (64)

In (5.3), Jn+1(z)>0J_{n+1}(z)>0 follows from that, at the minimum positive zero of Jn+1(z)J_{n+1}(z), denoted as z0z_{0}, we have F(z0,lθ1)<0F(z_{0},l_{\theta 1})<0 because Jn(z0)<0J_{n}(z_{0})<0. We showed before that F(z,lθ1)>0F(z,l_{\theta 1})>0 at sufficiently small zz, therefore, the minimum positive zero of F(z,lθ1)F(z,l_{\theta 1}), z1z_{1}, should be smaller than z0z_{0} given that F(z,lθ1)F(z,l_{\theta 1}) is continuous with respect to zz, i.e. z1<z0z_{1}<z_{0}, and therefore Jn+1(z1)>0J_{n+1}(z_{1})>0. Consequently, given F(z1,lθ2)<0F(z_{1},l_{\theta 2})<0, there must be a zero in (0,z1)(0,z_{1}), i.e. z2<z1z_{2}<z_{1} because the function F(z,lθ2)F(z,l_{\theta 2}) is continuous with respect to zz. This states that, for the case of Φ0\Phi\not\equiv 0, the maximum eigenvalue λ\lambda, denoted as λ1\lambda_{1} in the following, increases as lθl_{\theta} increases and is independent of lxl_{x}. Similarly, one can deduce that the minimum root of Eqs. (59) decreases as lxl_{x} increases, consequently, the maximum eigenvalue for the Φ0\Phi\equiv 0 case, denoted as λ2\lambda_{2}, increases as lxl_{x} increases and is independent of lθl_{\theta}.

Refer to caption
Figure 16: The dependence of maxλ\max{\lambda} on slip length for Re=3000Re=3000 and n=1n=1. (a) Both streamwise and azimuthal slip are present. The black line shows the dependence on lxl_{x} given lθ1l_{\theta}\leqslant 1. Symbol lines show two cases for lθ>1l_{\theta}>1. (b) The dependence on lθl_{\theta} in case of lx=0l_{x}=0.

For the special case of lx=0l_{x}=0, Eqs. (59) becomes Jn(z)=0J_{n}(z)=0 and for the case of lθ=1l_{\theta}=1, Eqs. (55) turns into zJn(z)=0zJ_{n}(z)=0. Clearly, these two cases share the non-zero roots, i.e. λ1=λ2\lambda_{1}=\lambda_{2}. Therefore, the minimum root of Eqs. (59) is always greater than that of Eqs. (55), i.e. λ1>λ2\lambda_{1}>\lambda_{2}, when lθ<1l_{\theta}<1. This explains why, for a given lθ1l_{\theta}\leqslant 1, maxλ\max{\lambda} increases monotonically as lxl_{x} increases from zero, whereas for a given lθ>1l_{\theta}>1, maxλ\max{\lambda} first stays constant and only starts to increase until lxl_{x} is increased above a threshold, see Figure 16(a). If only azimuthal slip is present, i.e. lx=0l_{x}=0, maxλ\max{\lambda} firstly stays constant and only starts to increase precisely at lθ=1l_{\theta}=1, see Figure 16(b). The data shown in the inset of Figure 6(a) also support this conclusion, see that maxλ\max{\lambda} for lθ=0.005l_{\theta}=0.005, 0.05 and 0.5 are identical. It can also be inferred that, given a fixed lx>0l_{x}>0 and that λ2\lambda_{2} increases with lxl_{x}, maxλ\max{\lambda} can only start to increase as lθl_{\theta} increases at some lθ>1l_{\theta}>1.

In summary, the maximum eigenvalue of α=0\alpha=0 modes is an increasing function of lθl_{\theta} or lxl_{x} (may not be strictly increasing, depending on the slip length setting, as Figure 16 shows) and is independent of the Reynolds number, which is obvious as ReRe does not appear in Eqs. (55) and (59). Nevertheless, the eigenvalues remain negative.

6 Non-modal stability

It has been known that in many shear flows (e.g., pipe, channel and plane-Couette flows), small disturbances can be transiently amplified due to the non-normality of the linearized equations, despite their asymptotic linear stability (Schmid & Henningson, 1994; Meseguer & Trefethen, 2003; Schmid, 2007). This transient amplification is believed to play an important role in the subcritical transition in shear flows. Here, we also investigated the effects of the anisotropic slip on the non-modal stability of the flow. The same method for calculating the transient growth described by Schmid & Henningson (1994) is adopted. The transient growth at time tt for a mode (α,n)(\alpha,n) is defined as

G(t;α,n)=maxE(0)0E(t)E(0),G(t;\alpha,n)=\underset{{E(0)\neq 0}}{\text{max}}\frac{E(t)}{E(0)}, (65)

where E(t)=V𝒖(t)2𝑑VE(t)=\int_{V}\bm{u}(t)^{2}dV is the kinetic energy of the perturbation 𝒖\bm{u} integrated in the whole flow domain at time tt. For linearly stable flow, GG will reach the maximum, GmaxG_{\text{m}ax}, at certain time and monotonically decay at larger times. For linearly unstable flow, GG can be either non-monotonic or monotonic at early stages, depending on the competition between the modal and non-modal growth, and will be dominated by the exponential growth of the most unstable disturbance at large times.

Refer to caption
Figure 17: The maximum transient growth, GmaxG_{\text{m}ax}, at Re=3000Re=3000 plotted in the lxl_{x}-α\alpha plane for n=1n=1 (a) and n=2n=2 (b). Azimuthal slip length lθl_{\theta}=0. The contour level step is 80 in both panels.
Refer to caption
Figure 18: The maximum transient growth, GmaxG_{\text{m}ax}, at Re=3000Re=3000 plotted in the lθl_{\theta}-α\alpha plane for n=1n=1 (a) and n=2n=2 (b). Streamwise slip length lxl_{x}=0. The bold lines enclose the linearly unstable regions.

Figure 17 shows GmaxG_{\text{m}ax} at Re=3000Re=3000 in the lxl_{x}-α\alpha plane (lx=0l_{x}=0) for n=1n=1 and n=2n=2 (low azimuthal wavenumbers are generally most amplified by non-normality). From the contour lines we can see that steamwise slip reduces GmaxG_{\text{m}ax} and the decrease is monotonic as lxl_{x} increases. Intuitively, streamwise slip reduces the background shear such that the lift-up mechanism (Brandt, 2014) is subdued. Therefore, the transient growth should be reduced as our results show. The most amplified mode is still the (α,n)=(0,1)(\alpha,n)=(0,1) mode (streamwise rolls) as in the no-slip case (Schmid & Henningson, 1994; Meseguer & Trefethen, 2003).

Figure 18 shows GmaxG_{\text{m}ax} for the azimuthal slip case at Re=3000Re=3000 in the lθl_{\theta}-α\alpha plane. Azimuthal wavenumbers n=1n=1 and n=2n=2 are considered. From the orientation of the contour lines we can see that azimuthal slip increases GmaxG_{\text{m}ax}. Presumably, azimuthal slip can enhance streamwise vortices because it reduces wall friction and allows finite azimuthal velocity at the wall, and therefore, the lift-up mechanism can be enhanced exhibiting increased transient growth as our results show. For n=1n=1, in the lθl_{\theta} range investigated, the most amplified mode is still the (α,n)=(0,1)(\alpha,n)=(0,1) mode as in the no-slip case. However, for n=2n=2, as lθl_{\theta} increases, the most amplified mode is no longer the streamwise independent one but one with a small finite streamwise wavenumber (long wavelength), see panel (b). For example, the most amplified mode is approximately α=0.05\alpha=0.05 for lθl_{\theta} above about 0.1. Similar behavior has also been reported for channel flow (Chai & Song, 2019). The two bold lines in the figure enclose the linearly unstable regions in which GmaxG_{\text{m}ax} is theoretically infinite, therefore, the linearly unstable region is left blank. Unlike the streamwise slip case where the slip length significantly reduces the transient growth throughout the α\alpha and lxl_{x} ranges investigated (see Figure 17), azimuthal slip only significantly affects the transient growth for small α\alpha and nearly does not affect that of larger α\alpha, see the nearly horizontal contour lines for relatively large α\alpha. Besides, even for small α\alpha, GmaxG_{\text{m}ax} quickly saturates as lθl_{\theta} increases. To sum up, azimuthal slip only affects the transient growth of the modes with small streamwise wavenumbers and the effect saturates as the slip length increases.

Refer to caption
Figure 19: The time instant when GmaxG_{\text{m}ax} is reached, tmaxt_{\text{m}ax}, in the lxl_{x}-α\alpha plane for n=1n=1 (a) and n=2n=2 (b) and in the lθl_{\theta}-α\alpha plane for n=1n=1 (c) and n=2n=2 (d).

Figure 19 shows the time instant when GmaxG_{\text{m}ax} is reached, tmaxt_{\text{m}ax}, for the cases shown in Figure 17 and 18. In the streamwise slip case (panel (a,b)), for both n=1n=1 and 2, the slip increases tmaxt_{\text{m}ax} and the effect is more significant for larger α\alpha. In the azimuthal slip case (panel (c,d)), for small α\alpha (0.2\lesssim 0.2), tmaxt_{\text{m}ax} is also slightly increased by the slip, whereas for larger α\alpha, tmaxt_{\text{m}ax} is slightly decreased by the slip, in contrast to the streamwise slip case. Overall, for the modes with small α\alpha, i.e. most amplified modes due to non-normality, both streamwise and azimuthal slip only mildly increase tmaxt_{\text{m}ax}.

Refer to caption
Figure 20: The scaling of global GmaxG_{\text{m}ax} with ReRe. (a) Streamwise slip lx=0.005l_{x}=0.005, 0.05 and 0.5. (b) Azimuthal slip lθ=0.005l_{\theta}=0.005 and 0.02. In both panels, the bold black line shows the scaling for the no-slip case. The inset in (b) is a zoom-in around Re=3000Re=3000.

In the no-slip case, the global GmaxG_{\text{m}ax} (maximized over α\alpha and nn) is known to scale as Re2Re^{2} when ReRe is large (Meseguer & Trefethen, 2003). In the presence of streamwise and azimuthal slip, the scaling is also investigated and shown in Figure 20. In the streamwise slip case (panel (a)), the lines for lx=0.005l_{x}=0.005, 0.05 and 0.5 appear to be parallel to the no-slip case with a downward vertical shift, suggesting a Re2Re^{2}-scaling for any streamwise slip length. Similarly, for azimuthal slip, the scaling also seem to be Re2Re^{2}. For this case, we only investigated lθ=0.005l_{\theta}=0.005 and 0.02 in the linearly stable regime because larger lθl_{\theta} will cause linear instability.

7 Conclusions and discussions

It has been well established that the classic pipe flow is (asymptotically) linearly stable. In this paper, we studied the effect of velocity slip on the linear stability of pipe flow. Our results show that the leading eigenvalue increases with streamwise slip length lxl_{x} but remains negative, i.e. streamwise slip renders the flow less stable but does not cause linear instability, similar to the effect of isotropic slip length on the flow (Průša, 2009). Interestingly, our results suggest that the leading eigenvalue is independent of ReRe, or equivalently, the slowest decay rate of disturbances scales as Re1Re^{-1} (note that time is scaled by Re1Re^{-1} in our formulation). It should be pointed out that this scaling holds at sufficiently high Reynolds numbers (104\gtrsim 10^{4}). For relatively low Reynolds numbers (100 and 1000 in our study), there is a very slight deviation from the scaling for lx0.1l_{x}\lesssim 0.1 and the deviation is substantial at larger lxl_{x}. The Re1Re^{-1}-scaling of the decay rate is the same as what was observed for the mode (α,n)=(0,1)(\alpha,n)=(0,1) of the classic pipe flow by Meseguer & Trefethen (2003). Besides, our results show that the streamwise wavenumber at which the eigenvalue maximizes is not α=0\alpha=0 but also scales as Re1Re^{-1}. However, if lxl_{x} is very large (1.0\gtrsim 1.0, and note that in applications the slip length is generally much smaller), the eigenvalue maximizes at α=0\alpha=0 at relatively low Reynolds numbers (100 and 1000 in our study) and this scaling also only holds at high Reynolds numbers (104\gtrsim 10^{4}).

This destabilizing effect appears to be opposite to the stabilizing effect of streamwise slip reported for channel flow (the stabilizing effect is mainly observed for 2-D perturbations) (Lauga & Cossu, 2005; Min & Kim, 2005; Chai & Song, 2019). Here, we only provide a possible explanation for the least stable/most unstable perturbation (referred to as the leading perturbation for simplicity) of the two flows. We speculate that the different flow structures of the leading perturbations of the two flows are responsible. For pipe flow, we proved that the uru_{r} component of the leading perturbation for α=0\alpha=0 modes vanishes. The globally leading perturbation has very small α\alpha (1Re\sim\frac{1}{Re}), which indicates that uru_{r} should be nearly vanishing. Therefore, the production rate of kinetic energy (VuruxdUxdr𝑑V-\int_{V}u_{r}u_{x}\frac{\text{d}U_{x}}{\text{d}r}dV) should be also very small and the decay rate of disturbances should be dominated by the dissipation rate. Intuitively, velocity slip reduces the dissipation rate due to the reduced wall friction, therefore, the decay rate of the least stable perturbation decreases, i.e. the flow appears to be destabilized. In contrast, for channel flow, the leading perturbations are 2-D Tollmien-Schlichting waves for small slip length, which have a substantial wall-normal velocity component (comparable to the streamwise component). Therefore, the kinetic energy production is significant and even dominant in the variation of the kinetic energy. Streamwise slip reduces the base shear (dUxdr\frac{\text{d}U_{x}}{\text{d}r}) and therefore subdues the production. If the reduction in the production rate outweighs the decrease in the energy dissipation rate due to the reduced wall friction, the flow will be stabilized. This is probably why stabilizing effect of the streamwise slip on channel flow was observed.

On the contrary, azimuthal slip, given sufficiently large slip length, causes linear instability, similar to the finding of Chai & Song (2019) for channel flow. Our results show that azimuthal slip destabilizes helical waves with wavelengths considerably larger than the pipe diameter, whereas it does not affect the stability of waves with much shorter wavelengths and in the long wavelength limit, i.e. α0\alpha\to 0. The critical Reynolds number decreases sharply as lθl_{\theta} increases and gradually levels off at around a few hundred as lθ0.3l_{\theta}\gtrsim 0.3 and at approximately 260 as lθl_{\theta}\to\infty. Similar destabilizing effect was reported for channel flow (Chai & Song, 2019). Azimuthal slip serves as an example for a perturbation to the linear operator associated with the linearized Navier-Stokes equations with no-slip boundary condition that destabilizes the originally stable system.

Regarding the stability of the classic pipe flow to streamwise independent perturbations, using an energy analysis, Joseph & Hung (1971) concluded the absolute and global stability of the flow, i.e. the flow is asymptotically (as tt\to\infty) stable to such perturbations with arbitrary amplitude. Here, for the linear case and from a mathematical point of view, we rigorously proved that the eigenvalues of streamwise independent modes (α=0\alpha=0) are real and negative, for arbitrary slip length and arbitrary Reynolds number. Besides, the eigenvalue of the α=0\alpha=0 modes is proved to be strictly independent of Reynolds number in our formulation, in agreement with the numerical calculation by Meseguer & Trefethen (2003). We derived analytical solutions to the eigenvalue and eigenvector for α=0\alpha=0 modes and verified our theory by numerical calculations. We also proved that, the eigenvalues of α=0\alpha=0 modes consist of two groups: One group is associated with disturbances with Φ0\Phi\equiv 0, i.e. ur0u_{r}\equiv 0, and the other is associated with disturbances with Φ0\Phi\not\equiv 0, i.e. ur0u_{r}\not\equiv 0 (see Fig 13 and Figure 15). The two groups distribute alternately. For the streamwise slip case, the latter group stays constant while the former group changes with lxl_{x}. It is the other way round for the azimuthal slip case. Interestingly, for the streamwise slip case, the leading eigenvalue belongs to the Φ0\Phi\equiv 0 group and does not switch group as lxl_{x} changes, whereas for the azimuthal slip case, it switches from the Φ0\Phi\equiv 0 group to the Φ0\Phi\not\equiv 0 group as lθl_{\theta} crosses 1.0 from below (see Figure 15). When both lxl_{x} and lθl_{\theta} are non-zero, lxl_{x} dominates the leading eigenvalue if lθ<1l_{\theta}<1. If lθ>1l_{\theta}>1, the leading eigenvalue first stays constant and can only start to increase at a threshold as lxl_{x} increases (see Figure 16). Such analytical solutions might inspire asymptotic analysis in the limit of small streamwise wavenumber.

Non-modal analysis shows that streamwise slip greatly reduces the transient growth, whereas azimuthal slip significantly increases the transient growth for disturbances with very small steamwise wavenumbers but nearly does not affect that for disturbances with larger streamwise wavenumbers, aside from the linear instability caused by the slip. Both streamwise slip and azimuthal slip give the Re2Re^{2}-scaling of the maximum transient growth, the same as in the no-slip case (Schmid & Henningson, 1994; Meseguer & Trefethen, 2003). Similar effects were observed for channel flow (Chai & Song, 2019).

Linear instability caused by anisotropic slip at low Reynolds numbers is of interest for small flow systems, such as microfluidics, in which the Reynolds number is usually low but the non-dimensional slip length can be significantly large using advanced surface texturing techniques. The instability can be exploited to enhance mixing or heat transfer in applications involving small flow systems. Larger non-modal growth caused by azimuthal slip can potentially cause earlier subcritical transition to turbulence. Besides, introducing modal instability into originally sub-critical flows may also help to better understand the transition mechanism in such flows.

8 Acknowledgements

The authors acknowledge financial support from the National Natural Science Foundation of China under grant number 91852105 and 91752113 and from Tianjin University under grant number 2018XRX-0027. The comments from the reviewers are also highly appreciated.

9 Declaration of interests

The authors report no conflict of interest.

Appendix A Numerics

Firstly, we briefly explain the implementation of the boundary condition (10) and (2) in the eigenvalue problem for the linear system (2).

The eigenvalue equation reads

L1M𝒒=λ𝒒,-L^{-1}M{\bm{q}}=\lambda{\bm{q}}, (66)

where qq is the unknown vector composed of Φ^\hat{\Phi} and Ω^\hat{\Omega}, see (5). Boundary conditions (10) and (2) couple Φ^\hat{\Phi} and Ω^\hat{\Omega}, unlike in the no-slip case. In our Fourier-Fourier-Chebyshev collocation discretization, 𝒒\bm{q} is a 2N×12N\times 1 vector and the operator L1M-L^{-1}M is discretized as a 2N×2N2N\times 2N matrix, where NN is the number of collocation grid point on the radius. Adopting the Chebyshev differentiation matrix of Trefethen (2000) which is of spectral accuracy, the matrix is dense and the radial differentiation of 𝒒\bm{q} at a single grid point is calculated using the value of 𝒒\bm{q} at all collocation points on the radius. Given that Φ^\hat{\Phi} is known at r=1r=1, i.e. Φ^=0\hat{\Phi}=0 at r=1r=1, the size of the system can be reduced by one. The boundary conditions (10) and (2) give two linear algebraic equations about Φ^\hat{\Phi} and Ω^\hat{\Omega} at the collocation points, from which we can further eliminate two unknowns. By doing so, the system size is reduced by 3, i.e. to (2N3)×(2N3)(2N-3)\times(2N-3), from which the eigenvalue problem can be solved with the boundary conditions being taken accounted for.

Secondly, we show the convergence test of our numerical calculation. We consider the case of Re=3000Re=3000, α=0.5\alpha=0.5 and n=1n=1, as presented in Figure 1(b) and Figure 6(b). We change the number of Chebyshev points and check the convergence of the mean-mode, wall-mode and center-mode separately. Table 1, 2 and 3 shows the resolutions and the eigenvalue of an arbitrarily selected mean mode and the rightmost eigenvalues corresponding to the wall- and center-mode. It can be seen that grid numbers N=32N=32, 64 and 128 give very close values of the eigenvalues, which differ only after about 7 digits after the decimal point (the relative difference is 𝒪(1011)\mathcal{O}(10^{-11})), for all the slip length of 0.005, 0.05, 0.5 and the case of lθ=l_{\theta}=\infty. The convergence test show that, for the calculation of the rightmost eigenvalues and for calculating the mean mode at Re=3000Re=3000, 32 points are sufficient. Solely for calculating the rightmost eigenvalue, we used 32 points for Re=100Re=100, 1000 and 10000, and 64 points for Re=105Re=10^{5} and Re=106Re=10^{6}. We checked the convergence by doubling the number of grid points and found these numbers sufficient. It should be noted that, although 32 points are sufficient for calculating both of the rightmost eigenvalue and the spectrum at Re=3000Re=3000, more grid points may be needed for accurately calculating the spectrum than for calculating the rightmost eigenvalue at higher Reynolds numbers (Trefethen, 2000; Meseguer & Trefethen, 2003).

Re=3000Re=3000, α=0.5\alpha=0.5, n=1n=1, lx=0.005l_{x}=0.005 and lθ=0l_{\theta}=0 NN mean-mode wall-mode 32 -622.180970763082-1006.803438258427ii -106.901701568167-600.000309196652ii 64 -622.180970617437-1006.803438460110ii -106.901701568129-600.000309195248ii 128 -622.180970549502-1006.803438403115ii -106.901701574121-600.000309193566ii NN center-mode 32 -87.144443682906-1299.140360156589ii 64 -87.144443682943-1299.140360156482ii 128 -87.144443681739-1299.140360155874ii Re=3000Re=3000, α=0.5\alpha=0.5, n=1n=1, lx=0.05l_{x}=0.05 and lθ=0l_{\theta}=0 NN mean-mode wall-mode 32 -530.922788817816-953.518793751342ii -68.522846170133-646.557599422173ii 64 -530.922788815748-953.518793737632ii -68.522846166147-646.557599425783ii 128 -530.922788808102-953.518793754673ii -68.522846166147-646.557599425783i NN center-mode 32 -80.309678415026-1203.366029301252ii 64 -80.309678415070-1203.366029301237ii 128 -80.309678413737-1203.366029300673ii

Re=3000Re=3000, α=0.5\alpha=0.5, n=1n=1, lx=0.5l_{x}=0.5 and lθ=0l_{\theta}=0 NN mean-mode wall-mode 32 -582.2041335894776-833.8681859837275ii -32.3669400581618-546.6565442837639ii 64 -582.2041335893674-833.8681859850334ii -32.3669400570418-546.6565442835596ii 128 -582.2041336044291-833.8681859835294ii -32.3669400643051-546.6565442852506ii NN center-mode 32 -36.8382964038017-757.7599724649968ii 64 -36.8382964035955-757.7599724652722ii 128 -36.8382963977050-757.7599724664044ii

Table 1: The convergence of the eigenvalue corresponding to the mean mode (arbitrarily selected) and the rightmost wall-mode and center-mode as the radial grid number NN. The streamwise slip cases of lx=0.005l_{x}=0.005, 0.05 and 0.5 for Re=3000Re=3000, α=0.5\alpha=0.5, n=1n=1 and lθ=0l_{\theta}=0 are listed.

Re=3000Re=3000, α=0.5\alpha=0.5, n=1n=1, lθ=0.005l_{\theta}=0.005 and lx=0l_{x}=0 NN mean-mode wall-mode 32 -878.143428857252-1000.225260064803ii -147.212095816072-565.187041064729ii 64 -878.143429638119-1000.225258436485ii -147.212095816866-565.187041057138ii 128 -878.143429646590-1000.225258451813ii -147.212095817673-565.187041057973ii NN center-mode 32 -88.016026669448-1311.995868654545ii 64 -88.016026669520-1311.995868654469ii 128 -88.016026668333-1311.995868653794ii Re=3000Re=3000, α=0.5\alpha=0.5, n=1n=1, lθ=0.05l_{\theta}=0.05 and lx=0l_{x}=0 NN mean-mode wall-mode 32 -818.018362966476-992.813175584590ii -30.701258513947-434.347551571943ii 64 -818.018361688704-992.813172416195ii -30.701258511491-434.347551570607ii 128 -818.018361708603-992.813172372158ii -30.701258513706-434.347551572422ii NN center-mode 32 -88.015855528115-1312.001178576785ii 64 -88.015855528186-1312.001178576701ii 128 -88.015855526922-1312.001178575825ii

Re=3000Re=3000, α=0.5\alpha=0.5, n=1n=1, lθ=0.5l_{\theta}=0.5 and lx=0l_{x}=0 NN mean-mode wall-mode 32 -794.161410360041-1006.311883474201ii 33.866513836957-391.619593748286ii 64 -794.161408826090-1006.311880389063ii 33.866513839707-391.619593747032ii 128 -794.161408715927-1006.311880293383ii 33.866513840046-391.619593749138ii NN center-mode 32 -88.013747237500-1312.003625793072ii 64 -88.013747237549-1312.003625792987ii 128 -88.013747236338-1312.003625792171ii

Table 2: The convergence of the eigenvalue corresponding to the mean mode (arbitrarily selected) and the rightmost wall-mode and center-mode as the radial grid number NN. The azimuthal slip cases of lθ=0.005l_{\theta}=0.005, 0.05 and 0.5 for Re=3000Re=3000, α=0.5\alpha=0.5, n=1n=1 and lx=0l_{x}=0 are listed.

Re=3000Re=3000, α=0.5\alpha=0.5, n=1n=1, lθ=l_{\theta}=\infty and lx=0l_{x}=0 NN mean-mode wall-mode 32 -637.771735030362-1019.911762553870ii 45.558397965700-383.081240915272ii 64 -637.771735090255-1019.911762536828ii 45.558397968779-383.081240913500ii 128 -637.771735157437-1019.911762419706ii 45.558397965363-383.081240919212ii NN center-mode 32 -88.013312066798-1312.003902287461ii 64 -88.013312066887-1312.003902287400ii 128 -88.013312039270-1312.003902226469ii

Table 3: The convergence of the eigenvalue corresponding to the mean mode (arbitrarily selected) and the rightmost wall-mode and center-mode as the radial grid number NN. The azimuthal slip case of lθ=l_{\theta}=\infty for Re=3000Re=3000, α=0.5\alpha=0.5, n=1n=1 and lx=0l_{x}=0 is listed.

Appendix B The dependence of the leading eigenvalue on the azimuthal wavenumber nn for α=0\alpha=0

Our numerical calculations in Section 3 and 4 showed that n=1n=1 modes are the least stable/most unstable modes. Here we show the dependence of maxλ\max{\lambda} of α=0\alpha=0 modes on the azimuthal wavenumber nn and prove that n=1n=1 is indeed the least stable azimuthal mode. For this purpose, we only need to prove that the minimum non-zero roots of Eqs. (55) and (59) all increase with nn.

Note that the root of Eqs. (55) is independent of lxl_{x}. Because the zeros of Jn(z)J_{n}(z) and Jn+1(z)J_{n+1}(z) distribute alternately, it can be easily seen that, if lθ1l_{\theta}\leqslant 1, the minimum positive root of Eqs. (55) is located between the minimum positive zeros of Jn(z)J_{n}(z) and Jn+1(z)J_{n+1}(z). Therefore, the minimum positive root of Eqs. (55) increases with nn because the positive zeros of Jn(z)J_{n}(z) and Jn+1(z)J_{n+1}(z) all increase with nn, i.e., λ1\lambda_{1} decreases as nn increases if lθ1l_{\theta}\leqslant 1.

If lθ>1l_{\theta}>1, we need to prove that the minimum positive root of

gn(z)=(1lθ)Jn(z)+lθzJn1(z)=0,n2g_{n}(z)=(1-l_{\theta})J_{n}(z)+l_{\theta}zJ_{n-1}(z)=0,\hskip 5.69054ptn\geqslant 2 (67)

is smaller than that of gn+1(z)=0g_{n+1}(z)=0, i.e. Eqs. (55). We already showed in Eqs. (63) that F(z,lθ)>0F(z,l_{\theta})>0 at sufficiently small zz, i.e. gn(z)>0g_{n}(z)>0 for sufficiently small zz. Denoting the minimum positive root of Eqs. (55) as z0z_{0}, we only need to show that gn(z0)<0g_{n}(z_{0})<0. Using the property of Bessel function of

Jn+1(z)+Jn1(z)=2nzJn(z)J_{n+1}(z)+J_{n-1}(z)=\frac{2n}{z}J_{n}(z) (68)

and Eqs. (55), gn(z)g_{n}(z) can be rewritten as

gn(z0)=(1lθ)Jn(z0)+lθz0(2nz0lθlθ1z0)Jn(z0).g_{n}(z_{0})=(1-l_{\theta})J_{n}(z_{0})+l_{\theta}z_{0}\left(\frac{2n}{z_{0}}-\frac{l_{\theta}}{l_{\theta}-1}z_{0}\right)J_{n}(z_{0}). (69)

It is easily seen that Jn(z0)>0J_{n}(z_{0})>0, therefore, we need to show that

(1lθ)+lθz0(2nz0lθlθ1z0)<0,(1-l_{\theta})+l_{\theta}z_{0}\left(\frac{2n}{z_{0}}-\frac{l_{\theta}}{l_{\theta}-1}z_{0}\right)<0, (70)

or equivalently,

z02>(1lθ1)(2n1+lθ1),z_{0}^{2}>(1-l_{\theta}^{-1})(2n-1+l_{\theta}^{-1}), (71)

in order to prove that gn(z0)<0g_{n}(z_{0})<0, given lθ>1l_{\theta}>1. Noticing that (1lθ1)(2n1+lθ1)<2n1(1-l_{\theta}^{-1})(2n-1+l_{\theta}^{-1})<2n-1 if lθ>1l_{\theta}>1, we can prove gn(z0)<0g_{n}(z_{0})<0 if we can show that z02>2n1z_{0}^{2}>2n-1.

In Section 5.3 we proved that the minimum positive root of Eqs. (55) decreases as lθl_{\theta} increases, therefore, z0z_{0} is minimized at lθ=+l_{\theta}=+\infty. To prove that z02>2n1z_{0}^{2}>2n-1 for any lθ>1l_{\theta}>1, we only need to show that z02>2n1z_{0}^{2}>2n-1 holds for lθ=+l_{\theta}=+\infty, with which Eqs. (55) reduces to Jn+1(z)zlθJn(z)=0J_{n+1}(z)-zl_{\theta}J_{n}(z)=0. That F(z,lθ)>0F(z,l_{\theta})>0 at sufficiently small zz indicates that Jn+1(z)zJn(z)<0J_{n+1}(z)-zJ_{n}(z)<0 at sufficiently small zz given lθ=+l_{\theta}=+\infty. Therefore, Jn+1(z0)z0Jn(z0)=0J_{n+1}(z_{0})-z_{0}J_{n}(z_{0})=0 requires that Jn+1(z)zJn(z)<0J_{n+1}(z)-zJ_{n}(z)<0, i.e. Jn+1(z)<zJn(z)J_{n+1}(z)<zJ_{n}(z) for any z<z0z<z_{0}. In fact, we can show that Jn+1(z)<zJn(z)J_{n+1}(z)<zJ_{n}(z) if 0<z2<2n10<z^{2}<2n-1 such that z0z_{0} has to satisfy z02>2n1z_{0}^{2}>2n-1. Using the series form of Bessel function, Jn+1(z)<zJn(z)J_{n+1}(z)<zJ_{n}(z) means

k=0+(1)2k!1(n+k+1)!(z2)2k+n+1<zk=0+(1)2k!1(n+k)!(z2)2k+n.\sum_{k=0}^{+\infty}\frac{(-1)^{2}}{k!}\frac{1}{(n+k+1)!}\left(\frac{z}{2}\right)^{2k+n+1}<z\sum_{k=0}^{+\infty}\frac{(-1)^{2}}{k!}\frac{1}{(n+k)!}\left(\frac{z}{2}\right)^{2k+n}. (72)

Because of the absolute convergence of the two infinite series in Eqs. (72), we only need to show that for any positive even number kk,

1k!1(n+k+1)!(z2)2k+n+1\displaystyle\frac{1}{k!}\frac{1}{(n+k+1)!}\left(\frac{z}{2}\right)^{2k+n+1} 1(k+1)!1(n+k+2)!(z2)2k+2+n+1<\displaystyle-\frac{1}{(k+1)!}\frac{1}{(n+k+2)!}\left(\frac{z}{2}\right)^{2k+2+n+1}<
zk!1(n+k)!(z2)2k+nz(k+1)!1(n+k+1)!(z2)2k+2+n,\displaystyle\frac{z}{k!}\frac{1}{(n+k)!}\left(\frac{z}{2}\right)^{2k+n}-\frac{z}{(k+1)!}\frac{1}{(n+k+1)!}\left(\frac{z}{2}\right)^{2k+2+n}, (73)

if 0<z2<2n10<z^{2}<2n-1. Rearranging Eqs. (B), we have

z2<4(k+1)(n+k+2),z^{2}<4(k+1)(n+k+2), (74)

which obviously holds because z2<2n1<4n+4k+84(k+1)(n+k+2)z^{2}<2n-1<4n+4k+8\leq 4(k+1)(n+k+2). To sum up, we have proved that Jn+1(z)<zJn(z)J_{n+1}(z)<zJ_{n}(z) if z2<2n1z^{2}<2n-1, therefore, z0z_{0}, which satisfies Jn+1(z0)z0Jn(z0)=0J_{n+1}(z_{0})-z_{0}J_{n}(z_{0})=0, must satisfy z02>2n1z_{0}^{2}>2n-1. Consequently, Eqs. (71) and gn(z0)<0g_{n}(z_{0})<0 hold, and thusly the minimum positive root of Eqs. (67) is smaller than z0z_{0}, which indicates that the minimum positive root of Eqs. (55) increases with nn, i.e. λ1\lambda_{1} decreases with nn.

Next, we prove that the minimum positive root of Eqs. (59) also increases with nn. The equation

hn(z)=(1+nlx)znJn(z)lxzn+1Jn+1(z)=0h_{n}(z)=(1+nl_{x})z^{n}J_{n}(z)-l_{x}z^{n+1}J_{n+1}(z)=0 (75)

share the non-zero roots with Eqs. (59), therefore, we only need to prove the same statement for Eqs. (75). Denoting the minimum positive zero of hn1(z)h_{n-1}(z) as z0z_{0}, we next show that hn(z)h_{n}(z) monotonically increases in [0,z0][0,z_{0}] such that there is no positive root of Eqs. (75) in [0,z0][0,z_{0}], i.e. the minimum positive root of Eqs. (75) increases with nn. Using the property of Bessel function of (zn+1Jn+1(z))=zn+1Jn(z)(z^{n+1}J_{n+1}(z))^{\prime}=z^{n+1}J_{n}(z), where ‘’ denotes the derivative with respect to zz, we take the derivative of hn(z)h_{n}(z) with respect to zz and obtain

hn(z)=(1+nlx)znJn1(z)lxzn+1Jn(z)=z(hn1(z)+lxzn1Jn1(z)).h_{n}^{\prime}(z)=(1+nl_{x})z^{n}J_{n-1}(z)-l_{x}z^{n+1}J_{n}(z)=z(h_{n-1}(z)+l_{x}z^{n-1}J_{n-1}(z)). (76)

It is easy to see that hn1(z)h_{n-1}(z) is positive at sufficiently small zz (the derivation is similar to that of F(z,lθ)F(z,l_{\theta}) being positive at sufficiently small zz, see Eqs. (63)), consequently, hn1(z)>0h_{n-1}(z)>0 in (0,z0)(0,z_{0}). As z0z_{0} is smaller than the minimum positive zero of Jn1(z)J_{n-1}(z), we have Jn1(z)>0J_{n-1}(z)>0 in (0,z0)(0,z_{0}). Therefore, hn(z)>0h_{n}^{\prime}(z)>0 in (0,z0)(0,z_{0}), i.e. hn(z)h_{n}(z) monotonically increases and there is no positive root of Eqs. (75) in (0,z0](0,z_{0}]. In other words, the minimum positive root of hn(z)=0h_{n}(z)=0 is always larger than that of hn1(z)=0h_{n-1}(z)=0, i.e. the minimum positive root of Eqs. (59) increases with nn, and therefore λ2\lambda_{2} decreases with nn. Now, we reach the conclusion that maxλ=max{λ1,λ2}\max{\lambda}=\max\{\lambda_{1},\lambda_{2}\} decreases with nn for α=0\alpha=0 modes because λ1\lambda_{1} and λ2\lambda_{2} both decrease with nn.

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