Multifractal structure of chaotically advected chemical fields

Mixing in two-dimensional shear flow with smooth fluctuations

Chaotic variations in flow speed up mixing of scalar fields via intensified stirring. This paper addresses the statistical properties of a passive scalar field mixing in a regular shear flow with random fluctuations against its background. We consider two-dimensional flow with shear component dominating over smooth fluctuations. Such flow is supposed to model passive scalar mixing, e.g., inside a large-scale coherent vortex forming in two-dimensional turbulence or in elastic turbulence in a microchannel. We examine both the decaying case and the case of the continuous forcing of the scalar variances. In both cases dynamics possesses strong intermittency, which can be characterized via the single-point moments and correlation functions calculated in our work. We present general qualitative properties of pair correlation function as well as certain quantitative results obtained in the framework of the model with fluctuations that are short correlated in time.

Experimental studies of coherent structures in an advection-reaction-diffusion system

We present experimental studies of reaction front propagation in a single vortex flow with an imposed external wind. The fronts are produced by the excitable, ferroin-catalyzed Belousov-Zhabotinsky chemical reaction. The flow is generated using an electromagnetic forcing technique: an almost-radial electrical current interacts with a magnetic field from a magnet below the fluid layer to produce the vortex. The magnet is mounted on crossed translation stages allowing for movement of the vortex through the flow. Reaction fronts triggered in or in front of the moving vortex form persistent structures that are seen experimentally for time-independent (constant motion), time-periodic, and time-aperiodic flows. These results are examined with the use of burning invariant manifolds that act as one-way barriers to front motion in the flows. We also explore the usefulness of finite-time Lyapunov exponent fields as an instrument for analyzing front propagation behavior in a fluid flow.

Resonant plankton patchiness induced by large-scale turbulent flow

Here we study how large-scale variability of oceanic plankton is affected by mesoscale turbulence in a spatially heterogeneous environment. We consider a phytoplankton-zooplankton (PZ) ecosystem model, with different types of zooplankton grazing functions, coupled to a turbulent flow described by the two-dimensional Navier-Stokes equations, representing large-scale horizontal transport in the ocean. We characterize the system using a dimensionless parameter, γ=T(B)/T(F), which is the ratio of the ecosystem biological time scale T(B) and the flow time scale T(F). Through numerical simulations, we examine how the PZ system depends on the time-scale ratio γ and find that the variance of both species changes significantly, with maximum phytoplankton variability at intermediate mixing rates. Through an analysis of the linearized population dynamics, we find an analytical solution based on the forced harmonic oscillator, which explains the behavior of the ecosystem, where there is resonance between the advection and the ecosystem predator-prey dynamics when the forcing time scales match the ecosystem time scales. We also examine the dependence of the power spectra on γ and find that the resonance behavior leads to different spectral slopes for phytoplankton and zooplankton, in agreement with observations.

Estimating generalized Lyapunov exponents for products of random matrices

We discuss several techniques for the evaluation of the generalized Lyapunov exponents which characterize the growth of products of random matrices in the large-deviation regime. A Monte Carlo algorithm that performs importance sampling using a simple random resampling step is proposed as a general-purpose numerical method which is both efficient and easy to implement. Alternative techniques complementing this method are presented. These include the computation of the generalized Lyapunov exponents by solving numerically an eigenvalue problem, and some asymptotic results corresponding to high-order moments of the matrix products. Taken together, the techniques discussed in this paper provide a suite of methods which should prove useful for the evaluation of the generalized Lyapunov exponents in a broad range of applications. Their usefulness is demonstrated on particular products of random matrices arising in the study of scalar mixing by complex fluid flows.

Smooth and filamental structures in chaotically advected chemical fields

This paper studies the spatial structure of decaying chemical fields generated by a chaotic-advection flow and maintained by a spatially smooth chemical source. Previous work showed that in a regime where diffusion can be neglected (large Péclet number), the structures are filamental or smooth depending on the relative strength of the chemical dynamics and the stirring induced by the flow. The scaling exponent, gamma(q), of the qth -order structure function depends, at leading order, linearly on the ratio of the rate of decay of the chemical processes, alpha , and the average rate of divergence of neighboring fluid parcel trajectories (Lyapunov exponent), h. Under a homogeneous stretching approximation, gamma(q)/q=max[alpha/h,1] which implies that a well-defined filamental-smooth transition occurs at alpha=h. This approximation has been improved by using the distribution of finite-time Lyapunov exponents to characterize the inhomogeneous stretching of the flow. However, previous work focused more on the behavior of the exponents as q varies and less on the effects of alpha and hence the implications for the filamental-smooth transition. Here we set out the precise relation between the stretching rate statistics and the scaling exponents and emphasize that the latter are determined by the distribution of the finite-size (rather than finite-time) Lyapunov exponents. We clarify the relation between the two distributions. We show that the corrected exponents, [symbol: see text] depend nonlinearly on alpha with [formula: see text]. The magnitude of the correction to the homogeneous stretching approximation, [formula: see text], grows as alpha increases, reaching a maximum when the leading-order transition is reached (alpha=h). The implication of these results is that there is no well-defined bulk filamental-smooth transition. Instead it is the case that the chemical field is unambiguously smooth for alpha>h(max), where h(max) denotes the maximum finite-time Lyapunov exponent and unambiguously filamental for alpha<h, with an intermediate character for alpha between these two values. Theoretical predictions are confirmed by numerical results obtained for a linearly decaying chemistry coupled to a renewing type of flow together with careful calculations of the Crámer function.

Influence of turbulent advection on a phytoplankton ecosystem with nonuniform carrying capacity

In this work we study a plankton ecosystem model in a turbulent flow. The plankton model we consider contains logistic growth with a spatially varying background carrying capacity and the flow dynamics are generated using the two-dimensional (2D) Navier-Stokes equations. We characterize the system in terms of a dimensionless parameter, gamma identical with TB/TF, which is the ratio of the ecosystem biological time scales TB and the flow time scales TF. We integrate this system numerically for different values of gamma until the mean plankton reaches a statistically stationary state and examine how the steady-state mean and variance of plankton depends on gamma. Overall we find that advection in the presence of a nonuniform background carrying capacity can lead to very different plankton distributions depending on the time scale ratio gamma. For small gamma the plankton distribution is very similar to the background carrying capacity field and has a mean concentration close to the mean carrying capacity. As gamma increases the plankton concentration is more influenced by the advection processes. In the largest gamma cases there is a homogenization of the plankton concentration and the mean plankton concentration approaches the harmonic mean, <1/K>(-1). We derive asymptotic approximations for the cases of small and large gamma. We also look at the dependence of the power spectra exponent, beta, on gamma where the power spectrum of plankton is proportional to k(-beta). We find that the power spectra exponent closely obeys beta=1+2/gamma as predicted by earlier studies using simple models of chaotic advection.

Fast chemical reaction and multiple-scale concentration fields in singular vortices

Two species involved in a simple, fast reaction tend to become segregated in patches composed of a single of these reactants. These patches are separated by a boundary where the stoichiometric condition is satisfied and the reaction occurs, fed by diffusion. Stirred by advection, this boundary and the concentration fields within the patches may tend to present multiple-scale characteristics. Based on this segregated state, this paper aims at evaluating the temporal evolutions of the length of the boundary and diffusive flux of reactants across it, when concentrations presenting initial self-similar fluctuations are advected by a singular vortex. First the two sources of singularity, i.e., the self-similar initial conditions and the singular vortex, are considered separately. On the one hand, self-similar initial conditions are imposed to a diffusion-reaction system, for one- and two-dimensional cases. On the other hand, an imposed singular vortex advects initially on/off concentration fields, in combination with diffusion and reaction. This problem is addressed analytically, by characterizing the boundary by a box-counting dimension and the concentration fields by a Hölder exponent, and numerically, by direct numerical simulations of the advection-diffusion-reaction equations. Second, the way the two sources hang together shows that, depending on the self-similar properties of the initial concentration fields, the vortex promotes the chemical activity close to its inner smoothed-out core or close to the outer region where the boundary starts to spiral. For all the considered situations, the length of the boundary and the global reaction speed are found to evolve algebraically with time after a short transient and a good agreement is found between the analytical and numerical scaling laws.

Discrete time model for chemical or biological decay in chaotic flows: reentrance phase transitions

We consider a discrete time model of advection, reaction, and diffusion on a lattice to investigate the steady-state spatial structure of chemically decaying substances. The time discretization of the dynamics has a considerable impact on these structures. Additional smooth-filamental phase transitions, nonexistent in the continuous-time description, appear. We show how these structures and their scaling properties depend on the time step of the discrete dynamics. Exploiting the analogies of this discrete model with the logistic map, some general features are discussed.

Intermittency in two-dimensional turbulence with drag

We consider the enstrophy cascade in forced two-dimensional turbulence with a linear drag force. In the presence of linear drag, the energy wave-number spectrum drops with a power law faster than in the case without drag, and the vorticity field becomes intermittent, as shown by the anomalous scaling of the vorticity structure functions. Using previous theory, we compare numerical simulation results with predictions for the power law exponent of the energy wave-number spectrum and the scaling exponents of the vorticity structure functions zeta(2q). We also study, both by numerical experiment and theoretical analysis, the multifractal structure of the viscous enstrophy dissipation in terms of its Rényi dimension spectrum D(q). We derive a relation between D(q) and zeta(2q), and discuss its relevance to a version of the refined similarity hypothesis. In addition, we obtain and compare theoretically and numerically derived results for the dependence on separation r of the probability distribution of delta(r)omega, the difference between the vorticity at two points separated by a distance r. Our numerical simulations are done on a 4096 x 4096 grid.

Multifractal spectra of chemical fields in fluid flows

In the filamental phase of reactions embedded in fluid flows, where the concentration distribution is strongly fluctuating, we show that a chemical measure can be defined based on the absolute value of the concentration gradients. We express the generalized dimensions in terms of the roughness exponents of the structure functions as well as of the cancellation exponents of the chemical concentration. This measure is of basically different character than the natural distribution of the passive advection. It is similar to the SRB measures of dissipative systems, although the advection problem is area preserving. This approach is shown to be a useful tool in analyzing sea surface temperature anomalies.

Reactions in flows with nonhyperbolic dynamics

We study the reaction dynamics of active particles that are advected passively by 2D incompressible open flows, whose motion is nonhyperbolic. This nonhyperbolicity is associated with the presence of persistent vortices near the wake, wherein fluid is trapped. We show that the fractal equilibrium distribution of the reactants is described by an effective dimension d(eff) , which is a finite resolution approximation to the fractal dimension. Furthermore, d(eff) depends on the resolution epsilon and on the reaction rate 1/tau . As tau is increased, the equilibrium distribution goes through a series of transitions where the effective dimension increases abruptly. These transitions are determined by the complex structure of Cantori surrounding the Kolmogorov-Arnold-Moser (KAM) islands.

Chemical and biological activity in three-dimensional flows

We study the dynamics of active particles advected by three-dimensional (3D) open incompressible flows, both analytically and numerically. We find that 3D reactive flows have fundamentally different dynamical features from those in 2D systems. In particular, we show that the reaction's productivity per reaction step can be enhanced, with respect to the 2D case, while the productivity per unit time in some 3D flows goes to zero in the limit of high mixing rates, in contrast to the 2D behavior, in which the productivity goes to a finite constant. These theoretical predictions are validated by numerical simulations on a generic map model.

Universality in active chaos

Many examples of chemical and biological processes take place in large-scale environmental flows. Such flows generate filamental patterns which are often fractal due to the presence of chaos in the underlying advection dynamics. In such processes, hydrodynamical stirring strongly couples into the reactivity of the advected species and might thus make the traditional treatment of the problem through partial differential equations difficult. Here we present a simple approach for the activity in inhomogeneously stirred flows. We show that the fractal patterns serving as skeletons and catalysts lead to a rate equation with a universal form that is independent of the flow, of the particle properties, and of the details of the active process. One aspect of the universality of our approach is that it also applies to reactions among particles of finite size (so-called inertial particles).

Dynamics of "leaking" Hamiltonian systems

In order to understand the dynamics in more detail, in particular for visualizing the space-filling unstable foliation of closed chaotic Hamiltonian systems, we propose to leak them up. The cutting out of a finite region of their phase space, the leak, through which escape is possible, leads to transient chaotic behavior of nearly all the trajectories. The never-escaping points belong to a chaotic saddle whose fractal unstable manifold can easily be determined numerically. It is an approximant of the full Hamiltonian foliation, the better the smaller the leak is. The escape rate depends sensitively on the orientation of the leak even if its area is fixed. The applications for chaotic advection, for chemical reactions superimposed on hydrodynamical flows, and in other branches of physics are discussed.

Intermittency in two-dimensional Ekman-Navier-Stokes turbulence

We study the statistics of the vorticity field in two-dimensional Navier-Stokes turbulence with linear Ekman friction. We show that the small-scale vorticity fluctuations are intermittent, as conjectured by Bernard [Europhys. Lett. 50, 333 (2000)] and Nam et al. [Phys. Rev. Lett. 84, 5134 (2000)]. The small-scale statistics of vorticity fluctuations coincide with that of a passive scalar with finite lifetime transported by the velocity field itself.

Spatial structure of passive particles with inertia transported by a chaotic flow

We study the spatial patterns formed by inertial particles suspended on the surface of a smooth chaotic flow. In addition to the well-known phenomenon of clustering, we show that, in the presence of diffusion and when a steady space-dependent source of particles is considered, the density of particles may show smooth or fractal features in the low density areas. The conditions needed for the appearance of these structures and their characterization with the first order structure function are also calculated.

Chaotic mixing induced transitions in reaction-diffusion systems

We study the evolution of a localized perturbation in a chemical system with multiple homogeneous steady states, in the presence of stirring by a fluid flow. Two distinct regimes are found as the rate of stirring is varied relative to the rate of the chemical reaction. When the stirring is fast localized perturbations decay towards a spatially homogeneous state. When the stirring is slow (or fast reaction) localized perturbations propagate by advection in form of a filament with a roughly constant width and exponentially increasing length. The width of the filament depends on the stirring rate and reaction rate but is independent of the initial perturbation. We investigate this problem numerically in both closed and open flow systems and explain the results using a one-dimensional "mean-strain" model for the transverse profile of the filament that captures the interplay between the propagation of the reaction-diffusion front and the stretching due to chaotic advection. (c) 2002 American Institute of Physics.

Small-scale structure of nonlinearly interacting species advected by chaotic flows

We study the spatial patterns formed by interacting biological populations or reacting chemicals under the influence of chaotic flows. Multiple species and nonlinear interactions are explicitly considered, as well as cases of smooth and nonsmooth forcing sources. The small-scale structure can be obtained in terms of characteristic Lyapunov exponents of the flow and of the chemical dynamics. Different kinds of morphological transitions are identified. Numerical results from a three-component plankton dynamics model support the theory, and they serve also to illustrate the influence of asymmetric couplings. (c) 2002 American Institute of Physics.

Chaotic stirring by a mesoscale surface-ocean flow

The horizontal stirring properties of the flow in a region of the East Australian Current are calculated. A surface velocity field derived from remotely sensed data, using the maximum cross correlation method, is integrated to derive the distribution of the finite-time Lyapunov exponents. For the region studied (between latitudes 36 degrees S and 41 degrees S and longitudes 150 degrees E and 156 degrees E) the mean Lyapunov exponent during 1997 is estimated to be lambda( infinity )=4x10(-7) s(-1). This is in close agreement with the few other measurements of stirring rates in the surface ocean which are available. Recent theoretical results on the multifractal spectra of advected reactive tracers are applied to an analysis of a sea-surface temperature image of the study region. The spatial pattern seen in the image compares well with the pattern seen in an advected tracer with a first-order response to changes in surface forcing. The response timescale is estimated to be 20 days. (c) 2002 American Institute of Physics.

Autocatalytic reactions of phase distributed active particles

We investigate the effect of asynchronism of autocatalytic reactions taking place in open hydrodynamical flows, by assigning a phase to each particle in the system to differentiate the timing of the reaction, while the reaction rate (periodicity) is kept unchanged. The chaotic saddle in the flow dynamics acts as a catalyst and enhances the reaction in the same fashion as in the case of a synchronous reaction that was studied previously, proving that the same type of nonlinear reaction kinetics is valid in the phase-distributed situation. More importantly, we show that, in a certain range of a parameter, the phenomenon of phase selection can occur, when a group of particles with a particular phase is favored over the others, thus occupying a larger fraction of the available space, or eventually leading to the extinction of the unfavored phases. We discuss the biological relevance of this latter phenomenon. (c) 2002 American Institute of Physics.

Noise-induced enhancement of chemical reactions in nonlinear flows

Motivated by the problem of ozone production in atmospheres of urban areas, we consider chemical reactions of the general type: A+B-->2C, in idealized two-dimensional nonlinear flows that can generate Lagrangian chaos. Our aims differ from those in the existing work in that we address the role of transient chaos versus sustained chaos and, more importantly, we investigate the influence of noise. We find that noise can significantly enhance the chemical reaction in a resonancelike manner where the product of the reaction becomes maximum at some optimal noise level. We also argue that chaos may not be a necessary condition for the observed resonances. A physical theory is formulated to understand the resonant behavior. (c) 2002 American Institute of Physics.

Flow pattern exchange in the Taylor-Couette system with a very small aspect ratio

Numerical investigation is carried out on the flow pattern exchanges found in Taylor-Couette flows between two concentric rotating cylinders. The inner cylinder rotates while the outer cylinder and both end walls are stationary. The aspect ratio (column length/gap width) is small, and its range is from 0.5 to 1.6. Previous experimental results for this range of the aspect ratio showed that the steady flow patterns are classified into three groups: the normal two-cell mode, anomalous one-cell mode and twin-cell mode. All modes found by experiments are predicted in the present numerical calculation. Besides these three flow modes, an unsteady mode is predicted, which is time dependent and fully developed. The existence of the unsteady mode is also confirmed by our experiments. When the inner cylinder starts to rotate from rest, vortices at the corners of the inner cylinder and both end walls develop, and they induce the normal two-cell mode. The flow of the anomalous one-cell mode or twin-cell mode appears after an abrupt breakdown of symmetric two-cell mode flows. During the gradual deceleration of the inner cylinder, the transitions of flow modes occur. We observed mode transitions between the normal two-cell mode and anomalous one-cell mode and mode transitions from the twin-cell mode to the normal two-cell mode, anomalous one-cell mode, and unsteady mode. The critical loci where these mode transitions appear are determined. The numerical confirmation of the twin-cell mode is a different result obtained in the present study.

Finite-size effects on active chaotic advection

A small (but finite-size) spherical particle advected by fluid flows obeys equations of motion that are inherently dissipative, due to the Stokes drag. The dynamics of the advected particle can be chaotic even with a flow field that is simply time periodic. Similar to the case of ideal tracers, whose dynamics is Hamiltonian, chemical or biological activity involving such particles can be analyzed using the theory of chaotic dynamics. Using the example of an autocatalytic reaction, A+Bright arrow2B, we show that the balance between dissipation in the particle dynamics and production due to reaction leads to a steady state distribution of the reagent. We also show that, in the case of coalescence reaction, B+Bright arrowB, the decay of the particle density obeys a universal scaling law as approximately t(minus sign1) and that the particle distribution becomes restricted to a subset with fractal dimension D2, where D2 is the correlation dimension of the chaotic attractor in the particle dynamics.

Comparison of averages of flows and maps

It is shown that in transient chaos there is no direct relation between averages in a continuous time dynamical system (flow) and averages using the analogous discrete system defined by the corresponding Poincaré map. In contrast to permanent chaos, results obtained from the Poincaré map can even be qualitatively incorrect. The reason is that the return time between intersections on the Poincaré surface becomes relevant. However, after introducing a true-time Poincaré map, quantities known from the usual Poincaré map, such as conditionally invariant measure and natural measure, can be generalized to this case. Escape rates and averages, e.g., Liapunov exponents and drifts, can be determined correctly using these measures. Significant differences become evident when we compare with results obtained from the usual Poincaré map.

Advective coalescence in chaotic flows

We investigate the reaction kinetics of small spherical particles with inertia, obeying coalescence type of reaction, B+B-->B, and being advected by hydrodynamical flows with time-periodic forcing. In contrast to passive tracers, the particle dynamics is governed by the strongly nonlinear Maxey-Riley equations, which typically create chaos in the spatial component of the particle dynamics, appearing as filamental structures in the distribution of the reactants. Defining a stochastic description supported on the natural measure of the attractor, we show that, in the limit of slow reaction, the reaction kinetics assumes a universal behavior exhibiting a t(-1) decay in the amount of reagents, which become distributed on a subset of dimension D2, where D2 is the correlation dimension of the chaotic flow.

Population dynamics advected by chaotic flows: A discrete-time map approach

A discrete-time model of reacting evolving fields, transported by a bidimensional chaotic fluid flow, is studied. Our approach is based on the use of a Lagrangian scheme where fluid particles are advected by a two-dimensional symplectic map possibly yielding Lagrangian chaos. Each fluid particle carries concentrations of active substances which evolve according to its own reaction dynamics. This evolution is also modeled in terms of maps. Motivated by the question, of relevance in marine ecology, of how a localized distribution of nutrients or preys affects the spatial structure of predators transported by a fluid flow, we study a specific model in which the population dynamics is given by a logistic map with space-dependent coefficient, and advection is given by the standard map. Fractal and random patterns in the Eulerian spatial concentration of predators are obtained under different conditions. Exploiting the analogies of this coupled-map (advection plus reaction) system with a random map, some features of these patterns are discussed. (c) 2001 American Institute of Physics.