Chaos transition despite linear stability

Influence and influenceability: global directionality in directed complex networks

Knowing which nodes are influential in a complex network and whether the network can be influenced by a small subset of nodes is a key part of network analysis. However, many traditional measures of importance focus on node level information without considering the global network architecture. We use the method of trophic analysis to study directed networks and show that both 'influence' and 'influenceability' in directed networks depend on the hierarchical structure and the global directionality, as measured by the trophic levels and trophic coherence, respectively. We show that in directed networks trophic hierarchy can explain: the nodes that can reach the most others; where the eigenvector centrality localizes; which nodes shape the behaviour in opinion or oscillator dynamics; and which strategies will be successful in generalized rock-paper-scissors games. We show, moreover, that these phenomena are mediated by the global directionality. We also highlight other structural properties of real networks related to influenceability, such as the pseudospectra, which depend on trophic coherence. These results apply to any directed network and the principles highlighted-that node hierarchy is essential for understanding network influence, mediated by global directionality-are applicable to many real-world dynamics.

Transient growth and dissipative exceptional points

In the context of non-Hermitian photonics, we study the physics of transient growth in coupled waveguide systems that exhibit higher-order exceptional points. We demonstrate the counterintuitive effect of transient growth despite the decaying spectrum, which is a direct consequence of the underlying modal nonorthogonality. Eigenvalue analysis fails to capture the power dynamics and thus we have to rely on methods of nonmodal stability theory, namely singular value decomposition and pseudospectra. The relation between the order of the exceptional point and transient growth is also examined. Our work provides a general methodology that can be applied to any non-Hermitian system that contains complex elements with more loss than gain, and exploits the boundaries of transient amplification in dissipative environments.

Input-output inspired method for permissible perturbation amplitude of transitional wall-bounded shear flows

The precise set of parameters governing transition to turbulence in wall-bounded shear flows remains an open question; many theoretical bounds have been obtained, but there is not yet a consensus between these bounds and experimental or simulation results. In this work, we focus on a method to provide a provable Reynolds-number-dependent bound on the amplitude of perturbations a flow can sustain while maintaining the laminar state. Our analysis relies on an input-output approach that partitions the dynamics into a feedback interconnection of the linear and nonlinear dynamics (i.e., a Luré system that represents the nonlinearity as static feedback). We then construct quadratic constraints of the nonlinear term that is restricted by system physics to be energy-conserving (lossless) and to have bounded input-output energy. Computing the region of attraction of the laminar state (set of safe perturbations) and permissible perturbation amplitude are then reformulated as linear matrix inequalities, which allows more computationally efficient solutions than prevailing nonlinear approaches based on the sum of squares programming. The proposed framework can also be used for energy method computations and linear stability analysis. We apply our approach to low-dimensional nonlinear shear flow models for a range of Reynolds numbers. The results from our analytically derived bounds are consistent with the bounds identified through exhaustive simulations. However, they have the added benefit of being achieved at a much lower computational cost and providing a provable guarantee that a certain level of perturbation is permissible.

Dynamics of homogeneous shear turbulence: A key role of the nonlinear transverse cascade in the bypass concept

To understand the mechanism of the self-sustenance of subcritical turbulence in spectrally stable (constant) shear flows, we performed direct numerical simulations of homogeneous shear turbulence for different aspect ratios of the flow domain with subsequent analysis of the dynamical processes in spectral or Fourier space. There are no exponentially growing modes in such flows and the turbulence is energetically supported only by the linear growth of Fourier harmonics of perturbations due to the shear flow non-normality. This non-normality-induced growth, also known as nonmodal growth, is anisotropic in spectral space, which, in turn, leads to anisotropy of nonlinear processes in this space. As a result, a transverse (angular) redistribution of harmonics in Fourier space is the main nonlinear process in these flows, rather than direct or inverse cascades. We refer to this type of nonlinear redistribution as the nonlinear transverse cascade. It is demonstrated that the turbulence is sustained by a subtle interplay between the linear nonmodal growth and the nonlinear transverse cascade. This course of events reliably exemplifies a well-known bypass scenario of subcritical turbulence in spectrally stable shear flows. These two basic processes mainly operate at large length scales, comparable to the domain size. Therefore, this central, small wave number area of Fourier space is crucial in the self-sustenance; we defined its size and labeled it as the vital area of turbulence. Outside the vital area, the nonmodal growth and the transverse cascade are of secondary importance: Fourier harmonics are transferred to dissipative scales by the nonlinear direct cascade. Although the cascades and the self-sustaining process of turbulence are qualitatively the same at different aspect ratios, the number of harmonics actively participating in this process (i.e., the harmonics whose energies grow more than 10% of the maximum spectral energy at least once during evolution) varies, but always remains quite large (equal to 36, 86, and 209) in the considered here three aspect ratios. This implies that the self-sustenance of subcritical turbulence cannot be described by low-order models.

Nonlinear transverse cascade and two-dimensional magnetohydrodynamic subcritical turbulence in plane shear flows

We find and investigate via numerical simulations self-sustained two-dimensional turbulence in a magnetohydrodynamic flow with a maximally simple configuration: plane, noninflectional (with a constant shear of velocity), and threaded by a parallel uniform background magnetic field. This flow is spectrally stable, so the turbulence is subcritical by nature and hence it can be energetically supported just by a transient growth mechanism due to shear flow non-normality. This mechanism appears to be essentially anisotropic in the spectral (wave-number) plane and operates mainly for spatial Fourier harmonics with streamwise wave numbers less than the ratio of flow shear to Alfvén speed, ky<S/uA (i.e., the Alfvén frequency is lower than the shear rate). We focus on analysis of the character of nonlinear processes and the underlying self-sustaining scheme of the turbulence, i.e., on the interplay between linear transient growth and nonlinear processes, in the spectral plane. Our study, being concerned with a new type of energy-injecting process for turbulence-the transient growth-represents an alternative to the main trends of magnetohydrodynamic (MHD) turbulence research. We find similarity of the nonlinear dynamics to the related dynamics in hydrodynamic flows: to the bypass concept of subcritical turbulence. The essence of the analyzed nonlinear MHD processes appears to be a transverse redistribution of kinetic and magnetic spectral energies in the wave-number plane [as occurs in the related hydrodynamic flow; see Horton et al., Phys. Rev. E 81, 066304 (2010)] and differs fundamentally from the existing concepts of (anisotropic direct and inverse) cascade processes in MHD shear flows.

Competition Between Transients in the Rate of Approach to a Fixed Point

The goal of this paper is to provide and apply tools for analyzing a specific aspect of transient dynamics not covered by previous theory. The question we address is whether one component of a perturbed solution to a system of differential equations can overtake the corresponding component of a reference solution as both converge to a stable node at the origin, given that the perturbed solution was initially farther away and that both solutions are nonnegative for all time. We call this phenomenon tolerance, for its relation to a biological effect. We show using geometric arguments that tolerance will exist in generic linear systems with a complete set of eigenvectors and in excitable nonlinear systems. We also define a notion of inhibition that may constrain the regions in phase space where the possibility of tolerance arises in general systems. However, these general existence theorems do not not yield an assessment of tolerance for specific initial conditions. To address that issue, we develop some analytical tools for determining if particular perturbed and reference solution initial conditions will exhibit tolerance.

Emergence of acoustic waves from vorticity fluctuations: impact of non-normality

Chagelishvili et al. [Phys. Rev. Lett. 79, 3178 (1997)] discovered a linear mechanism of acoustic wave emergence from vorticity fluctuations in shear flows. This paper illustrates how this "nonresonant" phenomenon is related to the non-normality of the operator governing the linear dynamics of disturbances in shear flows. The non-self-adjoint nature of the governing operator causes the emergent acoustic wave to interact strongly with the vorticity disturbance. Analytical expressions are obtained for the nondivergent vorticity perturbation. A discontinuity in the x component of the velocity field corresponding to the vorticity disturbance was originally identified to be the cause of acoustic wave emergence. However, a different mechanism is proposed in this paper. The correct "acoustic source" is identified and the reason for the abrupt nature of wave emergence is explained. The impact of viscous damping is also discussed.

Introduction. Turbulence transition in pipe flow: 125th anniversary of the publication of Reynolds' paper

The 125th anniversary of Osborne Reynolds' seminal publication on the transition to turbulence in pipe flow offers an opportunity to survey our understanding of the nature of the transition. Dynamical systems concepts, computational methods and dedicated experiments have helped to elucidate some of Reynolds' observations and to extract new quantitative characteristics of the transition. This introduction summarizes some of the developments and indicates how the various papers in this volume contribute to an improved understanding of Reynolds' observations.

Linear stability, transient energy growth, and the role of viscosity stratification in compressible plane Couette flow

Linear stability and the nonmodal transient energy growth in compressible plane Couette flow are investigated for two prototype mean flows: (a) the uniform shear flow with constant viscosity, and (b) the nonuniform shear flow with stratified viscosity. Both mean flows are linearly unstable for a range of supersonic Mach numbers (M). For a given M , the critical Reynolds number (Re) is significantly smaller for the uniform shear flow than its nonuniform shear counterpart; for a given Re, the dominant instability (over all streamwise wave numbers, alpha ) of each mean flow belongs to different modes for a range of supersonic M . An analysis of perturbation energy reveals that the instability is primarily caused by an excess transfer of energy from mean flow to perturbations. It is shown that the energy transfer from mean flow occurs close to the moving top wall for "mode I" instability, whereas it occurs in the bulk of the flow domain for "mode II." For the nonmodal transient growth analysis, it is shown that the maximum temporal amplification of perturbation energy, G(max), and the corresponding time scale are significantly larger for the uniform shear case compared to those for its nonuniform counterpart. For alpha=0 , the linear stability operator can be partitioned into L ~ L+Re(2) L(p), and the Re-dependent operator L(p) is shown to have a negligibly small contribution to perturbation energy which is responsible for the validity of the well-known quadratic-scaling law in uniform shear flow: G(t/Re) ~ Re(2). In contrast, the dominance of L(p) is responsible for the invalidity of this scaling law in nonuniform shear flow. An inviscid reduced model, based on Ellingsen-Palm-type solution, has been shown to capture all salient features of transient energy growth of full viscous problem. For both modal and nonmodal instability, it is shown that the viscosity stratification of the underlying mean flow would lead to a delayed transition in compressible Couette flow.

Direct numerical simulation of stochastically forced laminar plane couette flow: peculiarities of hydrodynamic fluctuations

The background of three-dimensional hydrodynamic (vortical) fluctuations in a stochastically forced, laminar, incompressible, plane Couette flow is simulated numerically. The fluctuating field is anisotropic and has well pronounced peculiarities: (i) the hydrodynamic fluctuations exhibit nonexponential, transient growth; (ii) fluctuations with the streamwise characteristic length scale about 2 times larger than the channel width are predominant in the fluctuating spectrum instead of streamwise constant ones; (iii) nonzero cross correlations of velocity (even streamwise-spanwise) components appear; (iv) stochastic forcing destroys the spanwise reflection symmetry (inherent to the linear and full Navier-Stokes equations in a case of the Couette flow) and causes an asymmetry of the dynamical processes.

Stochastic dynamo model for subcritical transition

The effects of stochastic perturbations in a nonlinear alpha Omega-dynamo model are investigated. By using transformation of variables we identify a "slow" variable that determines the global evolution of the non-normal alpha Omega-dynamo system in the subcritical case. We apply an adiabatic elimination procedure to derive a closed stochastic differential equation for the slow variable for which the dynamics is determined along one of the eigenvectors of the full system. We derive the corresponding Fokker-Planck equation and show that the generation of a large scale magnetic field can be regarded as a first-order phase transition. We show that the an advantage of the reduced system is that we have explicit expressions for both the stochastic and deterministic potentials. We also obtain the stationary solution of the Fokker-Planck equation and show that an increase in the intensity of the multiplicative noise leads to qualitative changes in the stationary probability density function. The latter can be interpreted as a noise-induced phase transition. By a numerical simulation of the stochastic galactic dynamo model, we show that the qualitative behavior of the "empirical" stationary pdf of the slow variable is accurately predicted by the stationary pdf of the reduced system.

Non-normal and stochastic amplification of magnetic energy in the turbulent dynamo: subcritical case

Our attention focuses on the stochastic dynamo equation with non-normal operator that gives an insight into the role of stochastics and non-normality in magnetic field generation. The main point of this Brief Report is a discussion of the generation of a large-scale magnetic field that cannot be explained by traditional linear eigenvalue analysis. The main result is a discovery of nonlinear deterministic instability and growth of finite magnetic field fluctuations in alpha beta dynamo theory. We present a simple stochastic model for the thin-disk axisymmetric alpha Omega dynamo involving three factors: (a) non-normality generated by differential rotation, (b) nonlinearity reflecting how the magnetic field affects the turbulent dynamo coefficients, and (c) stochastic perturbations. We show that even for the subcritical case (all eigenvalues are negative), there are three possible mechanisms for the generation of magnetic field. The first mechanism is a deterministic one that describes an interplay between transient growth and nonlinear saturation of the turbulent alpha effect and diffusivity. It turns out that the trivial state is nonlinearly unstable to small but finite initial perturbations. The second and third are stochastic mechanisms that account for the interaction of non-normal effect generated by differential rotation with random additive and multiplicative fluctuations.

Spectral theory for the failure of linear control in a nonlinear stochastic system

We consider the failure of localized control in a nonlinear spatially extended system caused by extremely small amounts of noise. It is shown that this failure occurs as a result of a nonlinear instability. Nonlinear instabilities can occur in systems described by linearly stable but strongly non-normal evolution operators. In spatially extended systems the non-normality manifests itself in two different but complementary ways: transient amplification and spectral focusing of disturbances. We show that temporal and spatial aspects of the non-normality and the type of nonlinearity are all crucially important to understand and describe the mechanism of nonlinear instability. Presented results are expected to apply equally to other physical systems where strong non-normality is due to the presence of mean flow rather than the action of control.

Stochastic analysis of a non-normal dynamical system mimicking a laminar-to-turbulent subcritical transition

The effects of stochastic perturbations on a non-normal dynamical system mimicking a laminar-to-turbulent subcritical transition are investigated both analytically and numerically. It is found that a nonlinear dynamical system with non-normal transient linear growth is very sensitive to the presence of weak random perturbations. The effect of non-normality on the exit probability from the zero fixed point is analyzed numerically for small values of the noise intensity parameter. It is found that an increase in the intensity of the noise, or a decrease of the non-normality parameter leads to qualitative changes in the behavior of the trajectories that can be interpreted as noise-induced phase transitions. By using the Itô formula and the adiabatic elimination procedure a stochastic equation governing the slow evolution of the energy of the non-normal system is derived.

Experimental investigation of high-quality synchronization of coupled oscillators

We describe two experiments in which we investigate the synchronization of coupled periodic oscillators. Each experimental system consists of two identical coupled electronic periodic oscillators that display bursts of desynchronization events similar to those observed previously in coupled chaotic systems. We measure the degree of synchronization as a function of coupling strength. In the first experiment, high-quality synchronization is achieved for all coupling strengths above a critical value. In the second experiment, no high-quality synchronization is observed. We compare our results to the predictions of the several proposed criteria for synchronization. We find that none of the criteria accurately predict the range of coupling strengths over which high-quality synchronization is observed. (c) 2000 American Institute of Physics.

Transition to turbulence in a shear flow

We analyze the properties of a 19-dimensional Galerkin approximation to a parallel shear flow. The laminar flow with a sinusoidal shape is stable for all Reynolds numbers Re. For sufficiently large Re additional stationary flows occur; they are all unstable. The lifetimes of finite amplitude perturbations shows a fractal dependence on amplitude and Reynolds number. These findings are in accord with observations on plane Couette flow and suggest a universality of this transition scenario in shear flows.