Meas. Sci. Technol. 7 (1996) 1498–1516.

Printed in the UK

Coherent structure identification from

the analysis of hot-wire data
P Sullivan† and A Pollard
Department of Mechanical Engineering, Queen’s University, Kingston,
Ontario K7L 3N6, Canada

Received 1 April 1996, in final form 24 June 1996, accepted for publication 4 July
1996

Abstract. This paper describes methods for the identification of coherent

structures from multipoint measurements made in a three-dimensional wall jet
using (a) proper orthogonal decomposition (POD), (b) linear stochastic estimation
(LSE), (c) Gram–Charlier estimation (GCE) and (d) wavelet decomposition (WD).
The comparison of both POD and LSE show that each captures essentially the
same information. The GCE is used to develop a spatially dense mapping of the
instantaneous flow. WD is found to offer a more general method for investigating a
flow field. These methods are applied and the resulting information analysed to
educe structure; it is proposed that the anisotropic growth rate, i.e. faster spreading
in the lateral direction in comparison to the transverse direction, found in the wall
jet is due to large scale structure.

1. Introduction ∆T

Coherent structures can be found from multipoint data

using various interrogation tools: proper orthogonal Hotwire 1
decomposition (POD), linear stochastic estimation (LSE), Vortex moving
Gram–Charlier estimation (GCE) and continuous wavelet at U
transforms (CWTs). In this paper these interrogation tools c
Spatial
are used to evaluate the near field of a three-dimensional Separation
wall jet. This flow is used because it is a combination of ∆s
free shear and near wall flow, both of which have been
found to contain organized motions. Although only one
flow is examined in this paper, this work [1] has been used
to examine data from a channel flow and multipoint cross- Hotwire 2
wire data from a mixing layer. T

v
Averaging Time
1.1. Free shear flows
Coherent vorticity has been used to identify structure in, for u

example, circular jets [2, 3], mixing layers [4], and wakes
[5, 6]. Coherent vorticity is defined here for one spatial Figure 1. Schematic showing technique for finding
dimension and time as, coherent vorticity.
∂v ∂u 1 1v 1u
ωz = − = − (1) large spatial separations between measurement positions in
∂x ∂y Uc 1t 1s
comparison to the temporal separation.
where ωz is the vorticity in the plane transverse to the axis To remedy this, Hussain and Hayakawa [6] suggested
of shear, u and v and x and y are the streamwise and lateral the use of filtered velocity fields, where a short-time average
velocities and directions respectively, Uc is a convection vorticity, ω̃, is defined of the same order as the structure
velocity, and 1t and 1s are separations in time and space, passage time, T ,
see figure 1. The measurement of spatial derivatives, Z 1
1 t+ 2 T
especially with hotwires, is very difficult because of the ω̃(t; T ) = ω(τ ) dτ. (2)
T t− 12 T
† Now at the Department of Mechanical and Industrial Engineering,
University of Toronto, Toronto, Ontario M5S 3G8, Canada. Thus, structure is a region of either positive or negative

0957-0233/96/101498+19$19.50

c 1996 IOP Publishing Ltd

a b
Figure 2. Patterns for (a ) single roller and (b ) double roller.
ω̃(t; T ) [7]. Equation (2) can be written discretely as a
spatial and temporal filter of the experimental data
X 
1 T
1v(t, Y ) X T
1t
ω̃c = − 1u(T , y)
T t=0
Uc t=0
1s
where T , t are temporal coordinates, and Y , y are spatial
coordinates. Therefore, equation (2) is a temporal filter and
also a spatial filter acting over spatial separation, 1s.
An improvement to the detection scheme of Hussain
was suggested by Bellin et al [8–10] who introduced
delocalized conditional sampling (DCS) and applied it to
a mixing layer with a 2:1 velocity ratio. Using rakes of
cross-wires, the measured flow was separated into structure
and non-structure passages, each averaged to determine
its influence on the flow field. After partitioning the
flow, the centre of the structure events could be identified
and phase averages constructed. In order to visualize
the measurement, pseudo-flow visualization (PFV) [11]
was used. PFV scales the instantaneously measured flow
field against a colour table, thereby providing an Eulerian
description of the data, which avoids the need to define a
convection velocity. Combining both DCS and PFV, the
evolution of a structure in the mixing layer was shown [8].
Pattern recognition analysis (PRA) has been used to
identify regions of coherent velocity. Mumford [12, 13]
and others [14, 15] proposed the use of the cross-correlation
tensor, u(x + 1x, t + τ )u(x, t), as a basis pattern. The
pattern is convolved with a measured flow field
NX X
wires Twindow
Ck` = u(i, n + k − 1)P (i + ` − 1, n)
i=1 k=1
` = 1, . . . , Smax − Nwires + 1
k = 1, . . . , Tmax − Twindow + 1
where Ck` is the correlation between the pattern, P , and the
measured velocity field, u; Nwires is the number of wires
used in the measurements; Smax is the number of spatial
points for the pattern chosen; Twindow is the total number
of temporal points; n is the temporal length of the pattern
and Tmax is the number of temporal points for the entire
data set. Every Ck` that exceeds a threshold value of the
long time RMS, Crms , is averaged together to construct a
Identification of coherent structures
a1
a2= 2a1
Figure 3. Mexican hat wavelet at scale a1 and scale a2 .
y
(3) x
D/A and Control
z
Computer Nozzle
Hotwire Rake Rake
Bridges (14) 1 2
Flow out of page
Wall
Figure 4. A general view of the experimental apparatus; x ,
axial direction; y , lateral direction; z , transverse direction.
new basis pattern, P . The new pattern is then replaced
in equation (4) and the operation repeated until minimal
statistical change occurs in the pattern from iteration to
iteration.
PRA in its original form modifies the pattern but does
not identify individual events important to the turbulence
statistics. Thus, there is no clear relationship between
the resulting averaged pattern and the original dataset. In
the plane jet, Mumford [13] postulated that the identified
structure is responsible for 20% of the mean turbulence
energy. In the plane wake, no mention is made of
(4)
the contribution of the resultant pattern to the long time
statistics.
The choice of pattern is also contentious. Single and
double rollers are two fundamental patterns usually chosen
for plane jets and wakes (figure 2); however, neither pattern
is statistically orthogonal. Ferré et al [16] and Mumford
[12, 13] suggested that it is possible to identify the influence
of single and double rollers separately within the same
field. Ferré et al [16] have further postulated that the
problem with separating the influence of the two is a pattern
alignment problem. No information is available to support
this supposition.
Ferré et al [16] examined the influence of the large
1499
P Sullivan and A Pollard
Standard Single Sensorrobe
P Series
Ceramic Tubing 38 mm length
Probe Prongs
15 mm length
LINEAR HO
T-WIRE ARRA
Y
Ceramic Tubing
1.6 mm Diameter
3.96 mm
Side
View
Figure 5. Auspex hotwire rake system.
scale structure on the fine scale turbulence with the fine
scale turbulence indicator function (FSIF) [17], Fs ,
d2 u
Fs = . (5)
dt 2
Fs was calculated for an entire measured dataset and a
predefined threshold level. Values above the threshold
were then averaged and compared to the results of PRA;
however, using two different initial patterns with PRA
often results in two different final averaged patterns. The
dependence of PRA on the initial conditions make it
difficult to compare PRA and FSIF.
Delville et al [18] applied the proper orthogonal
decomposition (POD), described later in section 2.1, to
the flow described by Bellin et al [8]. The first mode of
the decomposition corresponds to the highest turbulence
energy and is taken to be a coherent structure. From
the decomposition, it was found that the odd modes,
i.e. first, third, etc are symmetrical about the mixing
layer axis, while the even modes are antisymmetrical
about this axis. Most of the features along the mixing
layer axis could be reconstructed with the first mode.
However, the passage of a coherent structure from
the low to high speed side of the mixing layer was
associated with a velocity deficit on the low speed side
and a velocity increase on the high speed side. This
antisymmetrical feature was captured by antisymmetrical
modes of POD commencing with the second mode.
When the modes identified by Delville et al [18] are
compared with the structures found by Hussain and
Hayakawa [6] in a wake, the even modes seem to
capture vertical slices of the two-dimensional structures,
the rolls [6], and the odd modes capture the ribs.
Whether the modes correspond to either structure or
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View
are an optimal method of flow decomposition, remains
to be determined. For certain flows without visually
identifiable structure or low spatial or temporal correlation,
POD can return basis functions that have no relation to
the flow physics. While originally termed characteristic
eddies [19], Lumley [20] later suggested that these
features do not necessarily exist within the flow, merely
that this technique allows optimal decomposition of a
field.
1.2. Wall bounded flows
Willmarth and Lu [21] used quadrant splitting (QS) to
find the statistical influence of the coherent structure
in a boundary layer. QS separates the contribution of
the instantaneous kinematic Reynolds stress onto four
quadrants in the u, v hodograph plane. The authors found
that the largest contribution to the Reynolds stress in the
near wall region occurred in quadrant II. The majority of
the contribution to uv (99%) occurred during only 55%
of the sampling time. QS only identifies the location of
individual events within the hodograph plane and does not
determine whether an event corresponds to either a structure
or a single unrelated peak. Hairpin structures were found
to be responsible for the ejection of low speed fluid near
the wall [21].
Blackwelder and Kaplan [22] introduced variable
interval time averaging (VITA), where structure is defined
as a region of coherent velocity. With VITA, a time
scale is predefined for the structure passage and used to
calculate a localized RMS. Peaks in the localized RMS
with respect to the long-time RMS of the signal defines
structure passage. Since these peaks represent either spatial
accelerations or decelerations (if spatial averaging is used)
 Identification of coherent structures

Rake 1
Z
Mean Streamwise
Velocity Profile

Outer Region 0.6 h

3.42 h
V Instantaneous view (cartoon)
h of the orifice vortex

Inner Region
X

Side View Spanwise Mean

Velocity Profile
End Wall Z
Re h = 6500 y Wall
x/h = 3
x/h = 5
Orifice x/h = 7

x
Transverse Mean
Velocity Profile
Perspective
Figure 6. Experimental configuration of the wall jet. x /h are axial locations over which whole y –z planes of data were taken.

Figure 7. Decomposition of velocity field: —— measured velocity field, · · · · · · mode 1 of POD, — · — sum of modes 1 and 2
of POD, and – – –sum of modes 1, 2 and 3.

or temporal accelerations or decelerations, VITA will detect stress.

shearing events and neither the peak of the acceleration
nor the minima of the deceleration. Shearing events
do not necessarily have a unique phase relationship with
structure passage, this makes identification difficult (cf
Robinson [23]). Also, there is subjectivity in defining
both the structure time scale and the location of the
peak of the localized RMS. Willmarth and Lu [21]
and Blackwelder and Kaplan [22] both found that Q2
and Q4 events were major contributors to the Reynolds
Sullivan et al modified VITA [24] with the introduction
of structure information. Direct comparisons between
VITA and enhanced VITA (EVITA) applied to an ersatz
turbulence signal showed that EVITA was less dependent
on either threshold level or averaging time. Applied to
a channel flow [25], EVITA extracted bursting events
and highlighted various scales involved with bursting.
The bursting events were found to be responsible for a
significant portion of the turbulence energy in the field.

1501
P Sullivan and A Pollard

Figure 8. Comparison between the measured velocity field for wire 2 (full curve) and reconstructed velocity for wire 2, using
no information from wire 2 (broken curve).

Figure 9. Comparison between the POD Mode 1 for wire 2 (full curve) and reconstructed velocity for wire 2, with no
information from wire 2 (broken curve).

2. Data analysis is defined as that corresponding to the first eigenmode.

Defining a function, α, the structure φ and the velocity
2.1. Proper orthogonal decomposition (POD) field ui (x, t) can be related:
The proper orthogonal decomposition (POD) is a method α = ui φi . (6)
that decomposes the velocity cross-correlation tensor, Rij ,
into a set of eigenvalues and eigenmodes. The lowest order To maximize the projection of φ(x, t) on the velocity field,
or first eigenmode has the maximum turbulence energy, equation (6) is both squared and averaged,
the second eigenmode has less energy than the first and
more than the remaining and so on. A coherent structure |α|2 = |ui φi |2 (7)

1502
 Identification of coherent structures

Figure 10. Axial fluctuation velocity profiles measured with rake 2 at plane 1 (full circles) (x /h = 3) and reconstructed with
0
GCE/LSE (full curve) normalized by the maximum mean centreline velocity (u /Uclmax ). The ordinate is the spatial position
normalized by nozzle height (z /h ). The numbers inside the graphs correspond to lateral positions of the rake: (1)
y /h = −8.63; (2) y /h = −7.20; (3) y /h = −5.77; (4) y /h = −4.34; (5) y /h = −2.91; (6) y /h = −1.48; (7) y /h = −0.05; (8)
y /h = 1.37; (9) y /h = 2.80; (10) y /h = 4.23.

so that |α|2 is representative of the energy in the flow. where the coefficients, an , are,
φi can be found from the integral equation (Lumley ZZ
[19]), an = ui (z, t)φi∗ (z, t) dz dt (12)
ZZ
Rij (z, t, z 0 , τ )φj (z 0 , τ ) dz 0 dτ = |α|2 φi (z, t) (8) and statistically orthogonal [26],
∗ =λ δ .
an a m (13)
n mn
where z 0 is a spatial separation and Rij is the velocity cross-
correlation defined by, The present measurements of the correlation tensor
were done in one spatial dimension and time. The temporal
Rij = ui (z, t)ui (z 0 , τ ). (9) eigenmodes are simply Fourier components. Therefore, the
spatial direction is the only unknown. Fourier transforming
φi can be obtained by recognizing that equation (8) is an equation (8), it is possible to write
eigenvalue problem with the velocity cross-correlation as a Z
kernel. The eigenvalues, λn , are all real. The eigenmodes φij (z, z 0 ; ω)ψj (z; ω) dz 0 = λ(ω)ψi (z; ω) (14)
are orthogonal and satisfy the condition
X where ψj in equation (14) corresponds to φj , in
Rij (z, t, z 0 , τ ) = λn |φin (z, t)|2 . (10)
n equation (8), and φij is the cross-spectrum defined as the
Fourier transform of the cross-correlation,
The eigenmodes are used to represent the flow field as, Z ∞
X φij (z, z 0 ; ω) =
1
Rij (z, z 0 , τ )e−iω(τ ) d(τ ) (15)
ui (z, t) = an φin (z, t). (11) 2π −∞

1503
P Sullivan and A Pollard

3
2
4.0 1
3.4
2.8

z/h
2.3
a 1.7
1.1
0.6

2
4.0
1
3.4
2.8
z/h

2.3
1.7
b 1.1
0.6

4 3 1
4.0 2
3.4
2.8
z/h

2.3
1.7
c 1.1
0.6

time (*3000)

Figure 11. Streamwise turbulence velocity using combined GCE/LSE reconstruction. Spatial density ten times greater than
that measured. Flow is from right to left. Broken curves are negative velocities, full curves are positive velocities. The
reconstructions are for plane 1 (x /h = 3). (a ) y /h = 0.58, (b ) y /h = 2.01 and (c ) y /h = 3.43. Probable structures are noted
with bold numbers on the figure.
and the use of the Fourier transform is used since the flow 2.2. Linear stochastic estimation (LSE)
can be assumed stationary in time. Thus, POD can be used
to identify structure in the z dimension. Linear stochastic estimation (LSE) [27, 28] relates condi-
The decomposed Fourier transformed field can now be tional averages to the correlation functions.
reconstructed The conditional average of a velocity u at a position
X ∗
x + r and time t + τ , when a specified condition occurs at
F (ui (ω; z)) = an (ω)ψni (z; ω) (16) position x and time t, can be written as;
n
û(x, t; r, τ ) = u(x + r; t + τ )|u(x, t). (19)
where F indicates a Fourier transform, and the coefficients,
an (ω), are determined from Normally, conditional measurement at z + z 0 would depend
Z on a trigger condition at z. Stochastic estimation relates,
∗
an (ω) = F(ui (ω; z))ψni (z; ω) dz. (17) without recourse to a trigger condition, the conditional
average to higher powers of the velocity condition u(x)
An inverse Fourier transform is used to obtain the original (reference positions z1 and z2 ), resulting in an estimate of
velocity field, u(z, t; z 0 , τ ),
XZ ∞
ui (z, t) = an (ω)ψni (z; ω) eiωt dω. (18) u(z, t; z 0 , τ ) = A(z 0 , τ )uj (z1 , t) + B(z 0 , τ )uj (z2 , t)
n −∞ +O[u2 (z, t)]. (20)
POD works well in flows where structure is visually The unknown coefficients A, B can be evaluated with either
identifiable. As the flow becomes more random in motion a least squares method or any other appropriate technique
so that less apparent structure exists, the velocity cross- so as to minimize the error between the estimated and actual
correlation, Rij , is of lower magnitude, both spatially velocities at z + z 0
and temporally. As the magnitude of the velocity cross- e = [û − ui (z + z 0 , t + τ )]2. (21)
correlation approaches zero (away from zero temporal and
spatial lag), POD will continue to extract eigenmodes and The condition is met when
eigenvalues. However, these eigenmodes and eigenvalues ∂e ∂e
will have little or no relation to flow structure. = = 0. (22)
∂A ∂B
1504
 Identification of coherent structures

3 2
4.0 1
3.4
2.8

z/h
2.3
a 1.7
1.1
0.6

2 1
4.0 3
3.4
2.8
z/h

2.3
1.7
b 1.1
0.6

4.0 2
1
3.4
2.8
z/h

2.3
1.7
c
1.1
0.6

time (*3000)

Figure 12. Streamwise turbulence velocity using combined GCE/LSE reconstruction. Spatial density ten times greater than
that measured. Flow is from right to left. Broken curves are negative velocities, full curves are positive velocities. The
reconstructions are for plane 2 (x /h = 5). (a ) y /h = 0.58, (b ) y /h = 2.01 and (c ) y /h = 3.43. Probable structures are noted
with bold numbers on the figure.

P
Thus, the reconstructed point depends upon unconditional where fi (z 0 ) = λi 8∗i (z 0 )/ j∞=1 λj |8j (z 0 )|2 (Berkooz et al
and not conditional statistics, [29]). Equation (20) (for one spatial reference point) can
therefore be written as
uj (z1 , t)uk (z1 , t)A(z 0 , τ ) + uj (z1 , t)uk (z2 , t)B(z 0 , τ )
= uj (z1 , t)ui (z + z 0 , t + τ ) (23) X
∞
u(z 0 ) = u(z) 8i (z)fi (z 0 ). (27)
uj (z1 , t)uk (z2 , t)A(z 0 , τ ) + uj (z1 , t)uk (z1 , t)B(z 0 , τ ) i=1
= uj (z2 , t)ui (z + z 0 , t + τ ). (24)
Thus, fi is the relative contribution of each mode, 8i , to
From these equations, the coefficients for equation (20) are the conditional average; therefore, as with POD, there is a
found. probability that the eigenmodes will not be associated with
structure, but as random projections on Rij .
2.3. POD and LSE
2.4. Gram–Charlier estimation (GCE)
Using LSE, the relation between the measured and
reconstructed cross-correlations can be written, for one The cross-correlation, Rij (z; r, τ ), for a given spatial
spatially separated reference point and no temporal separation, can be written as,
separation as:
u1 (r, t)u1 (r + 1r, t + τ ) = (P0 + P1 τ + · · · + Pk τ k ) e−Bτ
2

0
u(z)u∗ (z 0 ) = A(z, z )u(z 0 )u∗ (1z). (25) (28)
where k is the order of the expansion and P1...k and B are
From equation (10), it is possible to expand this in terms constants that can be readily found using singular value
of the POD eigenmodes and eigenvalues, decomposition for each velocity pair. This expression
P∞ represents the non-Gaussian terms (large eddies [30]); the
∗ 0 X∞
i=1 λi 8i (z)8i (z )
A(z, z 0 ) = P ∞ 0 )|2
= 8i (z)fi (z 0 ) (26) small scale or Gaussian terms (small eddies [30]) can be
|8
2
i=1 λ i i (z i=1 included by adding A e(−Cτ ) ; however, this term was not

1505
P Sullivan and A Pollard

3 2 1
4.0
3.4
2.8

z/h
2.3
1.7
a
1.1
0.6

4 3 2
1
4.0
3.4
2.8
z/h

2.3
1.7
1.1
b 0.6

4.0 4 2
3 1
3.4
2.8
z/h

2.3
1.7
1.1
c
0.6

time (*3000)

Figure 13. Streamwise turbulence velocity using combined GCE/LSE reconstruction. Spatial density ten times greater than
that measured. Flow is from right to left. Broken curves are negative velocities, full curves are positive velocities. The
reconstructions are for plane 3 (x /h = 7). (a ) y /h = 0.58, (b ) y /h = 2.01 and (c ) y /h = 3.43. Probable structures are noted
with bold numbers on the figure.

4.0
3.4
2.8
z/h

2.3
a 1.7
1.1
0.6

4.0
3.4
2.8
b
z/h

2.3
1.7
1.1
0.6

4.0
3.4
2.8
z/h

c 2.3
1.7
1.1
0.6

time (*3000)

Figure 14. Vorticity contours with the combined GCE/LSE reconstruction, at x /h = 3 and (a ) y /h = 0.58, (b ) y /h = 2.01 and
(c ) y /h = 3.43. Spatial density ten times greater than that measured. Flow is from right to left. Broken curves are negative
and full curves are positive vorticity.

1506
 Identification of coherent structures

4.0
3.4
2.8

z/h
2.3
a
1.7
1.1
0.6

4.0
3.4
2.8
z/h
2.3
1.7
1.1
b
0.6

4.0
3.4
2.8
z/h

2.3
1.7
c 1.1
0.6

time (*3000)

Figure 15. Vorticity contours with the combined GCE/LSE reconstruction, at x /h = 5 and (a ) y /h = 0.58, (b ) y /h = 2.01 and
(c ) y /h = 3.43. Spatial density ten times greater than that measured. Flow is from right to left. Broken curves are negative
and full curves are positive vorticity.

included because there was found no computational benefit 2.5. Continuous wavelet transform (CWT)
[1].
In order to compare with other reconstruction The continuous wavelet transform (CWT) can be used to
techniques, it is possible to write equation (28) as, perform a spatio-temporal decomposition of a velocity field
with a set of predefined basis functions. The wavelet, g(t),
X ∞
∂n
Rij = G (29) chosen in this study is the Mexican hat, i.e. the second
n=0
∂τ n derivative of a Gaussian
where G is the Gaussian function and n the order. The
proper orthogonal decomposition (POD) [19] decomposes g(t) = (1 − (t/a)2 ) exp[− 12 (t/a)2 ] (32)
the cross-correlation as
where a is a scale parameter and t is time. This function
X
∞
Rij = λn 8ni 8jn (30) has been shown [1] to be an effective investigative function
n=1 in turbulent flows. By increasing or decreasing the value
where n is the mode of the decomposition, λ an eigenvalue, of a, the basis function in (32) is either stretched or
and 8 the eigenmodes. The eigenmodes and eigenvalues contracted, see figure 3. The Mexican hat wavelet is
are determined from the complete cross-correlation tensor, chosen because it can be used to extract either maxima
Rij . As with POD, the basis functions for this expansion or minima of acceleration within a flow [34]. The
are orthogonal to each other wavelet must meet the compatibility condition [35] of finite
Z ∞ n energy
∂ ∂m Z
n
G m G dτ = δmn . (31) |F (g)|2
−∞ ∂τ ∂τ cg ≡ (2π )n
dω < ∞ (33)
|ω|n
Unlike POD, however, the basis functions used with the
Gram–Charlier expansion are predefined. Using similar where n is the dimension of the space considered
functions [31, 32] there has been found little advantage in and ω is frequency. The wavelet transform is a
the number of polynomials required using either Gaussian convolution between the wavelet function and the velocity
functions or in the number of modes required from POD. field,
It is also interesting to note that unlike POD [33], the ZZ  
basis functions do not degenerate into trigonometric-like t −b
Tg (a, b) = (a n cg )− 2 g∗
1
u(b) dt da (34)
functions for higher modes. a

1507
P Sullivan and A Pollard

4.0
3.4
2.8

z/h
2.3
a 1.7
1.1
0.6

4.0
3.4
2.8
z/h
2.3
1.7
1.1

b 0.6

4.0
3.4
2.8
z/h

2.3
1.7
1.1
c
0.6

time (*3000)

Figure 16. Vorticity contours with the combined GCE/LSE reconstruction, at x /h = 7 and (a ) y /h = 0.58, (b ) y /h = 2.01 and
(c ) y /h = 3.43. Spatial density ten times greater than that measured. Flow is from right to left. Broken curves are negative
and full curves are positive vorticity.

where g ∗ is the complex conjugate of g and (a n cg )− 2 is

1
investigating this flow and applying these interrogation
used to ensure each expansion or contraction of the wavelet tools is to determine the main mechanism(s) behind the
function has the same energy. The inverse transform can anisotropic spread rate in the wall jet, which has identified
be defined as [35], differing ratios of lateral (y) to transverse (z) (for geometry,
ZZ   see figure 4) growth rates, from 3:1 to 8.5:1. This
t −b
u(t) = cg−1 a −(n+1) Tg (a, b)g da db. (35) anisotropic growth rate could be related to flow structure
a that combines characteristics of both free shear and wall
bounded flow. Schwab [37] has found a strong dependence
Wavelet transform data are normally presented as carpet of the flow on the conditions at the jet exit and inferred
plots of the coefficients [34], Tg , which presents data over that effects as far back as the settling chamber could be
its entire range, but it does not necessarily demonstrate important to the subsequent development of the wall jet.
statistical significance of either a scale or range of scales. This suggested the need to examine the flow for features
To find the influence of particular scales, there exists a important to the long time mean that are smeared out by
relationship between the wavelet coefficients and the energy time averaging, which is representative of the type of data
spectrum [36] available for this flow configuration.
Z ∞ Z Z
1 ∞ ∞
|u(t)| dt =
2
|Tg (a, t)|2 dt da
−∞ Z cg 0 −∞ 3.1. Apparatus
∞
= 2E(a) da. (36) The original design and construction of the rig was
0
implemented by Schwab [37]. The supply air is delivered
E(a) can be interpreted as a long time statistical measure by a small fan, mounted on anti-vibration pads; the fan
of the influence of particular scales in the flow, i.e. a local is connected to the settling chamber through a flexible
energy spectrum for each scale. E(a) permits statistically duct. From the settling chamber, the flow exits through
important scales to be determined. a rectangular nozzle. Measurements were made with two
hotwire rakes positioned with a three-dimensional traverse
3. Experiment and data acquired digitally using traditional techniques,
see below. Figure 4 shows the schematic drawing of the
As a vehicle for applying the above techniques, a three- experimental rig and shows the major components. The
dimensional wall jet is used. The main reason for coordinate directions are defined as streamwise (x) (out of

1508
 Identification of coherent structures

4.0
3.4
a 2.8

z/h
c b
2.3 a

1.7
1.1
0.6

4.0
3.4
2.8 c b
z/h

a
2.3
b 1.7
1.1
0.6

Figure 17. LSE reconstruction of velocity field for plane 1, position 4, using (a ) second order GCE and (b ) third order GCE.

the page), lateral (y) (parallel to wall) and transverse (z)
(normal to wall).
Two hotwire rakes, manufactured by Auspex Corpora-
tion, were used in the experiment, as shown in figure 5.
On each rake, there were seven hotwires, each separated
by 0.57 h, where h is the exit nozzle height. The total span
covered by each rake is 3.42 h.
3.2. Data acquisition
Two rakes of single-wire probes are used to make
the measurements. Digital sampling is done using
a microcomputer with a Keithley/MetraByte DAS–20
analogue to digital (A/D) board and simultaneous sample
and hold. The A/D board was also used to position the
rakes using stepper motors.
The single wires were calibrated in the potential core of
the jet at the exit of the calibration rig. A velocity range of
2–30 m s−1 was covered. The flow rate was varied over 30
discrete values from which a set of voltage–velocity data
points were obtained for each wire. The coefficients were
evaluated using least squares, for a polynomial fit of fourth
order, following [38].
3.3. Error analysis
The main thrust of this work is to interrogate the measured
HW signals for organized flow features. Therefore, in order
to ensure statistical independence, one hundred blocks of
data, each block with 581 samples for each wire, were
collected for a total of 58 100 samples per measurement
position sampled at 3 kHz. Each block of data was collected
and written to disk before the next block was collected,
ensuring statistical independence between blocks of data
[38]. Comparison between the mean values and fluctuation
velocities of two independently datasets measured at the
same position with the rakes showed agreement within 1%.
Comparing the calibration results with the measured
data, the error associated with the fit was less than 1%. A
calibration was performed at the beginning and the end of
the experiment; the difference between the two calibrations
was less than 2%.
The positioning errors with the wires were insignificant.
Both rakes were moved to the one extreme edge of the
nozzle (y/ h = −8.63 and y/ h = −2.27, for rakes 1 and
2 respectively). The rakes were then placed against the
wall, and moved up (+z) 0.1 nozzle heights. Once both
rakes were positioned, the computer was then used for all
remaining movement of the rakes.
The measurements were made with two rakes of seven
single hotwires. The rakes (figure 6) were positioned
parallel to the wall normal direction or the z axis and
measurements made at three downstream positions, x/ h =
3, 5, 7. Rake 1 was moved in discrete steps in the spanwise
direction (along the y axis in figure 6) at y/ h = −2.27,
−0.85, 0.58, 2.01, 3.43, 4.86, 6.29, 7.72, 9.15, 10.57,

1509
P Sullivan and A Pollard
a
b
b a
Figure 18. LSE reconstruction of vorticity field for plane 1, position 4, using (a ) second order GCE and (b ) third order GCE.
and Rake 2 was moved discretely in the same direction at
y/ h = −8.63, −7.2, −5.77, −4.34, −2.91, −1.48, −0.05,
1.37, 2.8, 4.23, where y/ h = 0 is the geometric centre
plane of the jet. The individual hotwires on rake 1 were
located at z/ h = 0.57, 1.14, 1.70, 2.27, 2.84, 3.40, 3.97
and the individual hotwires on rake 2 were at z/ h = 0.43,
1.0, 1.56, 2.12, 2.69, 3.25, 3.82.
4. Results and discussion
4.1. Instantaneous velocity profiles
The data from rake 1, wire 2, which was located at
x/ h = 3, y/ h = 2.01 and z/ h = 1.0, are displayed in
figure 7; also shown is the reconstruction from POD of
this same signal. The first mode of POD clearly captures
the peaks in the velocity field and the addition of higher
modes only slightly improves the reconstruction. POD
offers a method of mathematically reconstructing a data
field; however, unless the first mode contains a significant
percentage of the total energy of the data, a flow structure
[39, 40] may not be identified. Kevlahan et al [39] suggest
that large scale structure might correspond to a sum of
modes. While not corresponding to the complete structure,
the peaks reconstructed with POD may correspond to the
passage of a large scale structure. Since the magnitude of
the reconstructed signal depends on the spatial resolution
of the large scale structure, the flow field was decomposed
with a combination of the Gram–Charlier estimation and
1510
b
linear stochastic estimation (GC/LSE) to remap the data
onto a denser spatial grid. The Gram–Charlier estimation
has been used here to fit the spatial development of the
cross-correlation tensor [41].
Figure 8 shows the reconstructed velocity field of wire
2, using the statistical information from six wires, excluding
wire 2, on rake 1. Of course, any wire could have
been excluded, except the bounding wires 1, 7, 8 and
14. The positive velocity peaks are for the most part
well reconstructed, while the negative velocity peaks are
not. Unlike POD, the amplitudes of the stochastically
estimated positive valued fluctuation velocities are similar
to the measurements. Comparing both mode 1 from the
POD and the GC/LSE reconstruction (both normalized with
their respective standard deviations) (figure 9) shows very
good agreement. Both reconstructions are essentially in
phase, despite some differences in magnitude.
4.1.1. Streamwise fluctuation profiles. Figure 10
compares the measurements made with rake 2 and the
GC/LSE reconstruction at plane 1 (x/ h = 3). Between
y/ h = −8.63 . . . − 2.91, large peaks in u0 occur, which
are of order 0.6 to 1.2, which are significantly larger
than the measurements. From y/ h = −1.48 . . . 2.80
there is a corrugated profile between the measurement
positions z/ h = 0.43 and z/ h = 2.14. The
corrugated profiles have minima or maxima located at
points midway between the reference positions. LSE
reconstructs faithfully the measurement points; however,

1 2
4 5
f (Hz)
Figure 19. Wavelet (— · —) and Fourier (——) PSD at x /h = 3, y /h = 0.58. The ordinate is the turbulence energy and the
abscissa is in Hz. (1) z /h = 0.53, (2) z /h = 1.14, (3) z /h = 1.70, (4) z /h = 2.27, (5) z /h = 2.84, (6) z /h = 3.40,
(7) z /h = 3.97. The numbers also correspond to wire number on rake 1.
points in between the reference positions are not strictly
reconstructed. The reconstructed positions (those between
the measured positions) are a weighted sum of the
instantaneous measurements made at the seven reference
wires (wires 1 . . . 7 or wires 8 . . . 14). For reconstructed
positions near a reference position, the coefficients (A,
B, etc from equation (20)) are near unity for the nearest
reference wire, and near zero for the remainder of the
coefficients. Therefore, the corrugated profiles are the
result of low correlation between reference positions.
However, the corrugated profile is also an indicator
of the structure. If the coincident reference positions
were completely uncorrelated, the reconstruction midway
between the reference positions would be zero. As noted
in section 2.3, LSE can be viewed as a weighted sum of
an infinite number of POD eigenmodes. As POD fails to
capture in the first mode a significant amount of energy in
this flow, any structure within the flow would be a sum of
a number of eigenmodes [39]. Therefore, the corrugated
profiles are caused by two factors. The reference positions
are absolutely reconstructed and positions midway between
reference locations depend on the correlation between the
two positions. The magnitude of the reconstructions are
Identification of coherent structures
3
6
unlikely to be related to the flow physics and, thus, these
reconstructions are not used later.
Figure 11 shows the projection of a portion of the
measured data set onto a ten times denser spatial grid,
showing the temporal development of the turbulence
velocity field at x/ h = 3 and y/ h = 0.58, 2.01 and 3.43,
between z/ h = 0.57 and z/ h = 3.97. All reconstructions
use the measurements made with rake 1. Note that the
entrainment boundary is estimated to be at at z/ h = 2.85
(i.e. between wires 5 and 6) at this downstream location
[37]. Between wire number 1 and wire number 4, the u0
velocity contours show flow structures inclined 45◦ to the
wall for all three lateral positions. Examining figure 11(a),
three structures are noted (11(a)–1, 11(a)–2, 11(a)–3)
which are connected with a bridge of positive velocity fluid,
which because of the location of the velocity cores, suggests
that structure 11(a)–2 is engulfing structure 11(a)–3. In
figure 11(b), there is a bridge of positive fluid between
structures 11(b)–1 and 11(b)–2. Since the measurements
represent only a single component from a single rake, the
transverse component (z) of the fluid motion can only be
speculated. Previous work using quadrant analysis [21]
has found that structure with positive streamwise velocities
1511
P Sullivan and A Pollard
Plane 1
A
B
Figure 20. Frequency peaks of the wavelet transform plotted for the entire measurement plane, x /h = 3.
tended to have negative transverse velocities. This suggests
that structure 11(b)–1 is in the process of catching up to
and engulfing structure 11(b)–2. Figure 11(c) shows four
potential velocity cores (11(c)–1, 11(c)–1, 11(c)–3, 11(c)–
4). It is probable that structure 11(c)–2 and structure 11(c)–
3 are the same structure, separated because of the contour
levels. Structure 11(c)–1 is probably in the initial stages of
growth and will catch up and engulf structure 11(c)–2, as
seen in figure 11(b).
Figures 12(a)–(c) are the instantaneous reconstructions
in plane 2(x/ h = 5) at the same lateral positions as plane 1.
The transverse spatial extent of the structures is greater than
that found in the previous plane, extending approximately
to the measurement position of wire 5. Figure 12(a) shows
a number of positive velocity cores in the flow (the three
with the highest magnitude are labelled 12(a)–1, 12(a)–2,
12(a)–3). In figure 12(b), there are again three structures
(12(b)–1, 12(b)–2, 12(b)–3). Structure 12(b)–1 seems to be
engulfing structure 12(b)–2. Structures 11(b)–3 and 12(b)–
1 are independent of each other. Figure 12(c) has a large
scale structure (12(c)–1) spanning the temporal extent of the
reconstructions. This is probably two separate structures,
which have already merged. Structure 12(c)–2 is probably
the tail of the original structure being enveloped by 12(c)–1.
The instantaneous turbulence velocity reconstructions
are shown in figures 13(a)–(c). The positive velocity
cores extend in the transverse directions to approximately
the measurement position of wire 5. Figure 13(a) shows
three positive velocity cores (13(a)–1, 13(a)–2, 13(a)–3).
1512
D
Geometric
centreline
of nozzle
C
Structure 13(a)–1 is engulfing structure 13(a)–2. Structure
13(a)–3 is independent of the other two. There are four
positive velocity cores in figure 13(b) (13(b)–1, 13(b)–
2, 13(b)–3, 13(b)–4). Structures 13(b)–1 and 13(b)–2
are interacting, and structures 13(b)–3 and 13(b)–4 also
seem to be interacting. Figure 13(c) again has four
positive velocity cores (13(c)–1, 13(c)–2, 13(c)–3, 13(c)–
4). Structure 13(c)–1 is proceeding downstream, while
between structures 13(c)–2 and 13(c)–3 there seems to be
some linkage.
The instantaneous vorticity, defined as ∂u0 /∂z or ωy , is
shown in figures 14(a)–(c), for plane 1 (x/ h = 3) at the
same lateral positions (y/ h = 0.58, 2.01, 3.43). In all three
plots there are large ribbons of coherent positive vorticity
across the entire temporal range. Moreover, the sequence
of vortices near the bottom of the figures implies that the
vortex shed from the orifice (see figure 6) maintains some
coherence with ±ω. The mechanism of interaction may
be similar to cut and connect [6], which suggests that the
fundamental mechanism in this flow is the interaction of the
two- and three-dimensional structure that acts to constrain
growth in the transverse direction. Figures 15 and 16 also
show the same ribbons of positive vorticity across the field.
Note that the contour levels for figure 16 are different than
the contour levels used for figures 14 and 15.
The cross-correlation reconstruction was done with a
second order GCE. Increasing to third order provides very
little difference between the resulting reconstruction and
that obtained with the second order GCE (figure 17).

A
Plane 2
B
Figure 21. Frequency peaks of the wavelet transform plotted for the entire measurement plane, x /h = 5.
Both figures show similar regions of significant positive
velocity between wires 4 and 1, with three distinct regions
(a, b, c) found in both reconstructions. The velocity
contour magnitudes using both the second and third order
GC reconstructions are similar and similarly located in both
time and space.
Using the same definition of vorticity as above, the
second and third order GC data were used with LSE to
create vorticity maps. These are shown in figure 18.
The resulting figure shows many differences between
the two reconstructions, particularly with the two vortex
cores labelled a, b. Because of slight differences in the
reconstructed velocity field, a completely different vorticity
field is produced, suggesting two different physical pictures.
The LSE with the second order GCE results in vortex a
leading vortex b. Using third order GCE, a now lags b;
even so, both reconstructions highlight similar regions in
both fields. The calculation of derivatives, as noted in
section 1, is strongly dependent on small changes in the
flow field and thus vorticity is difficult to either measure or
calculate accurately.
4.2. Fourier and wavelet PSD
Figure 19 is the wavelet and Fourier PSD for the
measurements made with rake 1 at x/ h = 3, and y/ h =
0.58. Both the wavelet PSD and Fourier PSD peak at
approximately the same location, as expected. Within the
entrainment boundary (below the position of wire 4, as
Identification of coherent structures
D
Geometric
centreline
of nozzle
C
shown in the instantaneous velocity reconstruction), both
the wavelet and Fourier PSD have significantly higher
energy than found for the positions above the location of
wire 4. The peak of the wavelet PSD is also shifted to
higher frequencies than the peak found with the Fourier
PSD.
The wavelet decomposition, equation (34) is used to
identify scales important within the flow. Combined with
the wavelet PSD, equation (36), scales important to the
long time statistics of the jet are isolated. The wavelet
scales have been converted to frequencies [36].
Figure 20 shows a contour plot of the wavelet power
spectral densities (PSD) in the plane normal to the jet axis
at x/ h = 3. The measurements use data from both rakes 1
and 2. In the figure, four centres of frequency labelled A, B,
C, D are identified. The four peaks in the PSD suggest four
cores of quadrant specific motions (QSMs), which implies
that in this region the wall jet contains secondary flows
important to the long time statistics.
Figure 21 shows that the vortex centres, identified in
figure 20, appear to proceed downstream such that they
remain identifiable at x/ h = 5. The centre of the QSM A
has been displaced and its frequency significantly increased.
QSMs B, C and D have slightly lower frequencies. The
high energy motions are still acting to move fluid within
the y–z plane.
Figure 22 shows the QSM at x/ h = 7. The energetic
frequencies seem to be still associated with lateral and
transverse motions within the flow.
1513
P Sullivan and A Pollard
Plane 3
A
B C
Figure 22. Frequency peaks of the wavelet transform plotted for the entire measurement plane, x /h = 7.
5. Interpretation
The data show (a) the existence of a structure in the near
field of the wall jet (wavelet PSD), and (b) structure,
similar to the single roller exists within the flow (GC/LSE
statistics). Flow visualization made in a facility of the same
scale has noted the existence of a ring-like structure within
the field [42].
5.1. Growth rate
The data presented suggest that the anisotropic growth rate
of the jet is determined from the initial structure(s) at the jet
exit. Three regions have been defined in the wall jet [43]—
(a) potential core (PC), (b) shear layer interaction (SLI) and
(c) final decay (FD). These regions are defined using mean
velocities, i.e. the mean velocity is a constant in the PC
region (U/Umax ∝ (x/ h)0 ) , decays as a constant power
of downstream distance in the SLI region (U/Umax ∝
(x/ h)−0.16 ) and is followed by the FD region where the
flow develops like a radial jet (U/Umax ∝ (x/ h)−1.1 ). The
measurements in the present work are limited to the initial
two regions (PC and SLI). Initially, a structure exits from
the nozzle as a vortex ring/array as diagrammed in figure 6
(x/ h = 3) (that it is either a vortex ring or an array of
axially aligned vortices in the four corners of the jet or
even some combination of these, remains debatable [44]).
It is believed that the present data suggest that a ring-
like vortex evolves quickly into quadrant specific motions
1514
E
Geometric
centreline
of nozzle
D
(as implied by the wavelet PSD). These motions, which
may be representative of streamwise aligned vorticity, must
necessarily interact with the wall. That fluid is entrained
down (negative transverse direction) towards the wall,
and out parallel to the wall (parallel with the positive
and negative y axis since symmetry must be maintained)
implies that the ring-like vortex issuing from the orifice is
retarded by the wall, which evolves into a structure that
is tilted forward when viewed in a plane parallel with the
streamwise direction, see figure 23. The vorticity must
diffuse and, thus, the anisotropy in the spreading rate can
only be accomplished by vortex stretching near the wall,
which produces a lateral spread in the near wall portion of
the initial orifice vortex.
The development of this structure implies that there
must also be an induced velocity field near the wall.
Figure 24 shows a cutaway of the identified horseshoe
vortex structure with a velocity profile overlaid. The
vorticity (∂u/∂z) should be dissipated against the wall,
consequently destroying the hairpin, unless the structure
entrains fluid between the legs of the horseshoe structure
and the wall. This would lift the horseshoe structure away
from the wall. This entrained fluid is probably an initiator
of near wall structure within the flow.
The initial exit conditions (and the characteristics of the
structure) determine the growth rate of the jet. The structure
has been found to persist well into the FD region, where
a 12 Hz passage frequency was found as far downstream
as x/ h = 49.5 [32]. The dominant structure corresponds

a
b c
Side
View
x/h = 0
Front View
a
Structure
Surface
b
c
Figure 23. Development of the initial structure into the final
structure, (a ) x /h = 3, (b ) x /h = 5, and (c ) x /h = 7.
Fluid entrained
by structure
Head
Surface of
Horseshoe
Vortex
Leg
Wall
Figure 24. Cutaway of the identified structure and the near
wall induced vorticity. Velocity profiles are shown on the
figures.
to the peak of both the Fourier and wavelet PSD. It has
a significant amount of turbulence energy and is important
for the redistribution of fluid.
The saddle-backed velocity profiles found in this study
and in the studies of Schwab [37] and others are due to the
influence of this initial structure. The vortices act to move
fluid to the lateral edges of the jet from the transverse edge
of the jet. As the structure transforms into the large hairpin-
like structure, the saddle-backed velocity profiles start to
disappear. Schwab found that the saddle-backed velocity
profiles existed through x/ h = 10, after which they started
to decay and eventually disappeared by x/ h = 30. From
the initial stages and development of the structure exiting
the nozzle, it is postulated that the structure transforms into
a symmetric (about the transverse axis) structure, much like
the one postulated by Matsuda et al [45].
The instantaneous GC/LSE reconstruction show inter-
action between structures, which is characteristic of a cut
and connect mechanism for the regeneration of structure.
One flow structure has been found to engulf another and
the resulting structure is suggested to continue its evolution
Identification of coherent structures
downstream. The mechanism of regeneration is similar to
that suggested by Matsuda et al [45], in which the hairpin
structure (which, in the present interpretation, is the remains
of the initial vortex ring generated at the orifice) concen-
trates a region of lateral vorticity near the wall, stretching
it in the streamwise direction. This ultimately engulfs the
original vortex.
6. Summary
The near field of a three-dimensional wall jet has been
probed using multi point hotwire anemometry. The data
obtained have been supplemented by application of proper
orthogonal decomposition, linear stochastic estimation,
Gram–Charlier expansions and wavelet analysis. POD was
used to reveal an underlying structure in the wall jet. With
GCE/LSE, the evolution of the structure downstream was
shown to have an association with the exiting structure from
the rectangular nozzle. There appears, as revealed by the
power spectral density obtained from wavelet analysis, a
four-vortex array located in each quadrant of the jet. The
near field evolution of these cores of streamwise vorticity
has been documented. Their link with the orifice generated
vortex is not yet understood.
Acknowledgments
This work was supported by the Natural Sciences and
Engineering Research Council through equipment and
operating grants to AP, an equipment grant from Dantec
Corporation and Queen’s University Advisory Research
Council.
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