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Scalar Decay in Chaotic Mixing Local and Global Theory Jean-Luc Thiffeault http://www.ma.imperial.ac.uk/˜jeanluc Department of Mathematics Imperial College London Transport in Geophysical Flows: Ten years after – p.1/60

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Page 1: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

Scalar Decay in Chaotic MixingLocal and Global Theory

Jean-Luc Thiffeault

http://www.ma.imperial.ac.uk/˜jeanluc

Department of Mathematics

Imperial College London

Transport in Geophysical Flows: Ten years after – p.1/60

Page 2: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

Overview

Part I: Local theory:• How does a blob of dye behave in a steady flow?• How does a blob behave in a random flow?• How do a large number of blobs behave in a random flow?

Part II: Global theory:• Get away from local (or blob) picture.• Every detail matters (such as boundary conditions)!• Fewer generic features.• Focus is on eigenfunctions.

Transport in Geophysical Flows: Ten years after – p.2/60

Page 3: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

Prelude

Transport in Geophysical Flows: Ten years after – p.3/60

Page 4: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

The Advection–Diffusion Equation

The equation that is in the spotlight is the advection–diffusionequation

∂tθ + v · ∇θ = κ∇2θ

for the time-evolution of a distribution of concentration θ(x, t),being advected by a velocity field v(x, t), and diffused withdiffusivity κ.

We will restrict our attention to incompressible velocity fields, forwhich ∇ · v = 0.

We leave the exact nature of θ nebulous: it could be temperature,concentration of salt, dye, chemicals, isotopes, plankton. . . .

The only assumption for now is that this scalar is passive, whichmeans that it does not affect the velocity field v.

Transport in Geophysical Flows: Ten years after – p.4/60

Page 5: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

Some Properties

Define average over the domain V :

〈θ〉 :=1

V

Vθ dV,

AD eq’n conserves the total quantity of θ, ∂t 〈θ〉 = 0, for periodicor zero-flux (n · ∇θ = 0) boundary conditions.

To measure the degree of mixing, define the variance,

Var := 〈θ2〉 − 〈θ〉2,

Then∂tVar = −2κ

⟨|∇θ|2

⟩≤ 0.

In bounded or periodic domains, we are guaranteed that variancewill go to zero.

Transport in Geophysical Flows: Ten years after – p.5/60

Page 6: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

How is Mixing Enhanced?

There is an apparent problem with this:

The evolution equation for the variance no longer involves thevelocity field. But if variance is to give us a measure of mixing,shouldn’t its time-evolution involve the velocity field?

What’s the catch?

We do not have a closed equation for the variance: the right-handside involves |∇θ|2, which is not the same as θ2. As we will see,the stirring velocity field can create very large gradients in theconcentration field, which makes variance decrease much fasterthan it would if diffusivity were acting alone.

This, in a nutshell, is the essence of enhanced mixing.

Transport in Geophysical Flows: Ten years after – p.6/60

Page 7: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

Some Questions

Several important questions can now be raised:• How fast is the approach to the perfectly-mixed state?• How does this depend on diffusivity?• What does the concentration field look like for long times?

What is its spectrum?• How does the probability distribution of θ evolve?• Which stirring fields give efficient mixing?

The answers to these questions are quite complicated, and notfully known. I will attempt to give some hints of the answers.

Transport in Geophysical Flows: Ten years after – p.7/60

Page 8: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

Blobs, Part I:

Steady Flows

Transport in Geophysical Flows: Ten years after – p.8/60

Page 9: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

A Linear Velocity Field

What happens to a passive scalar advected by a linear velocityfield? This is the starting point for what may be called the localtheory of mixing.

The perfect setting to consider a linear flow is in the limit of largeSchmidt number,

Sc := ν/κ

where ν is the kinematic viscosity of the fluid.

The scalar field has much faster spatial variations than thevelocity field. Can focus on a region of the domain large enoughfor the scalar concentration to vary appreciably, but small enoughthat the velocity field appears linear.

This regime leads to the celebrated k−1 Batchelor spectrum[Batchelor, 1959].

Transport in Geophysical Flows: Ten years after – p.9/60

Page 10: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

Solution of the Problem

We choose a linear velocity field of the form

v = x · σ(t), Tr σ = 0.

We wish to solve the initial value problem

∂tθ + x · σ(t) · ∇θ = κ∇2θ, θ(x, 0) = θ0(x).

We will follow closely the solution of Zeldovich et al. [1984],who solved this by the method of “partial solutions,”

θ(x, t) = θ(k0, t) exp(ik(t)·x), k(0) = k0, θ(k0, 0) = θ0(k0),

where k0 is some initial wavevector. We will see if we can makethis into a solution by a judicious choice of θ(k0, t) and k(t).

Transport in Geophysical Flows: Ten years after – p.10/60

Page 11: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

This gives the two evolution equations

∂tk = −σ · k , (1)

∂tθ = −κ k2θ. (2)

We can write the solution to (1) in terms of the fundamentalsolution Tt as

k(t) = Tt · k0 ,

where∂tTt = −σ(t) · Tt, T0 = Id

and Id is the identity matrix. We can then use the samefundamental solution for all initial conditions k0.

Transport in Geophysical Flows: Ten years after – p.11/60

Page 12: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

If σ is not a function of time, then the fundamental solution issimply a matrix exponential,

Tt = exp(−σ t),

but in general the form of Tt is more complicated.

Note that because Tr σ = 0, we have

det Tt = 1,

which expresses volume conservation (incompressibility).

Transport in Geophysical Flows: Ten years after – p.12/60

Page 13: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

Can express the solution to (1) and (2) as

k(t) = Tt · k0 ,

θ(k0, t) = θ0(k0) exp

{−κ

∫ t

0

(Ts · k0

)2ds

}.

We can think of Tt as transforming a Lagrangian wavevector k0

to its Eulerian counterpart k.

θ decays diffusively at a rate determined by the cumulative normof the wavenumber k = Ts · k0 experienced during its evolution.

Transport in Geophysical Flows: Ten years after – p.13/60

Page 14: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

The full solution to the AD eq’n is now given by superposition ofthe partial solutions,

θ(x, t) =

∫θ(k0, t) exp(ik(t) · x) d3k0

=

∫θ0(k0) exp

{i x · Tt · k0 − κ

∫ t

0

(Ts · k0

)2ds

}d3k0 ,

where θ0(k0) is the Fourier transform of the initialcondition θ0(x).

Two effects: stretching of the initial wavenumber and decay ofthe initial amplitude.

Transport in Geophysical Flows: Ten years after – p.14/60

Page 15: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

Stretching Flow in 2D

Take an even more idealised approach: consider the case wherethe velocity gradient matrix σ is constant and two-dimensional.

After a coordinate change, the traceless matrix σ can take one oftwo possible forms,

σ(2a) =

(λ 0

0 −λ

)and σ(2b) =

(0 0

U ′ 0

).

Case (2a) is a uniformly stretching flow that stretchesexponentially in one direction, and contracts in the other.

Case (2b) is a linear shear flow in the x1 direction.

We assume without loss of generality that λ > 0 and U ′ > 0.

Transport in Geophysical Flows: Ten years after – p.15/60

Page 16: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

The corresponding fundamental matrices Tt = exp(−σ t) are easyto compute.

For Case (2a) we merely exponentiate the diagonal elements.

T(2a)t =

(e−λt 0

0 eλt

)

For Case (2b) the exponential power series terminates after twoterms, because σ(2b) is nilpotent.

T(2b)t =

(1 0

−U ′t 1

).

Transport in Geophysical Flows: Ten years after – p.16/60

Page 17: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

Consider Case (2a), a flow with constant stretching. The action ofthe fundamental matrix on k0 is

T(2a)t · k0 =

(e−λt k01 , eλt k02

),

with norm(T

(2a)t · k0

)2= e−2λt k0

21 + e2λt k0

22 .

The wavevector k(t) = T(2a)t · k0 grows exponentially in time,

which means that the length scale is becoming very small.

This only occurs in the direction x2, which is sensible becausethat direction corresponds to a contracting flow.

Transport in Geophysical Flows: Ten years after – p.17/60

Page 18: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

For one Fourier mode, we have

θ(k0, t) = θ0(k0) exp

{−κ

∫ t

0

(e−2λs k0

21 + e2λs k0

22

)ds

}.

The time-integral can be done explicitly, and we find

θ(k0, t) = θ0(k0) exp{− κ

((e2λt − 1

)k0

22 −

(e−2λt − 1

)k0

21

)}.

For moderately long times (t & λ−1), we can surely neglect e−2λt

compared to 1, and 1 compared to e2λt,

θ(k0, t) ' θ0(k0) exp{− κ

(e2λt k0

22 + k0

21

)}.

Transport in Geophysical Flows: Ten years after – p.18/60

Page 19: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

This assumption of moderately long time is easily justifiedphysically.

If κk20/λ � 1, where k0 is the largest initial wavenumber (that is,

the smallest initial scale), then can neglect diffusion unless

e2λt & Pe−1 , or λ t & log Pe−1/2

where the Péclet number is

Pe = λ/κ k20 .

The Péclet number influences this time scale only weakly.Diffusivity has only a logarithmic effect. Thus vigorous stirringalways has a chance to overcome a small diffusivity: we need juststir a bit longer.

Transport in Geophysical Flows: Ten years after – p.19/60

Page 20: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

Roughly, for one Fourier mode our solution predicts

θ ∼ exp{−Pe−1 e2λt

}

for λt � 1: a superexponential decay (unreasonable).

This decay comes from the factor

exp(−(κ/2λ) e2λt k022) .

There is an exponential increase in the wavenumber. This isexactly the mechanism for enhanced mixing we advertisedearlier: very large gradients of concentration are being created,exponentially fast. This mechanism is just acting too quickly forour taste!

Transport in Geophysical Flows: Ten years after – p.20/60

Page 21: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

So what’s the problem? Clearly the concentration in mostwavenumbers gets annihilated almost instantly, once enough timehas elapsed.

Blow up the k02 integration by making the coordinatechange k02 = k02 eλt,

θ(x, t) = e−λt

∫∞

−∞

dk01

∫∞

−∞

dk02 θ0(k01, k02 e−λt) eik(t)·x

× exp{− κ

(k0

2

2 + k021

)},

For large times, dominated by very small wavenumbers in x2

direction.For small κ, we can neglect the k0

21 term in the exponential.

Transport in Geophysical Flows: Ten years after – p.21/60

Page 22: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

Taking the inverse Fourier transform,

θ(x, t) ' e−λt G(x2 ; `

) ∫ ∞

−∞

θ0(e−λtx1, x2) dx2 ,

where

G(x ; σ) :=1√2π`2

e−x2/2`2

is a normalised Gaussian with standard deviation `, and

` :=√

κ/λ .

The x1 dependence is given by the stretched initial distribution,averaged over x2. The x2 dependence is always Gaussian.

Transport in Geophysical Flows: Ten years after – p.22/60

Page 23: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

The important thing to notice is that

θ(x, t) ∼ e−λt .

This is a much more reasonable estimate for the decay ofconcentration than superexponential! The concentration thusdecays exponentially at a rate given by the stretching rate of theflow.

The asymptotic decay rate tends to be independent of diffusivity.

But note that a nonzero diffusivity is crucial in obtaining thisresult. The only direct effect of the diffusivity is to lengthen thewait before exponential decay sets in. But this is only logarithmicin the diffusivity.

Transport in Geophysical Flows: Ten years after – p.23/60

Page 24: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

Numerical Example

0

0.5

1

t = 0

0

0.5

1t = 1

0.10.20.30.40.5

t = 2

0.050.10.150.2t = 3

0.02

0.04

0.06

t = 4

Transport in Geophysical Flows: Ten years after – p.24/60

Page 25: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

Blobs, Part II:

Random Strain

Transport in Geophysical Flows: Ten years after – p.25/60

Page 26: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

A Single Blob

• We have thus far analysed the deformation of a patch ofconcentration field (a ‘blob’) in a linear velocity field.

• We will now inch slightly closer to the real world by giving arandom time dependence to our velocity field.

• As before, consider a single blob in a two-dimensionalconstant-stretching velocity field, but assume the orientationand stretching rate λ of the flow change randomly everytime τ .

• We assume that the time τ is much larger than a typicalstretching rate λ(i) at the ith period, so that there is sufficienttime for the blob to be deformed into its asymptotic form.

• The results presented are the culmination of a flurry ofactivity in the late 90’s [Antonsen, Jr. et al., 1996, Balkovsky and Fouxon, 1999,

Son, 1999, Falkovich et al., 2001].Transport in Geophysical Flows: Ten years after – p.26/60

Page 27: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

A Single Blob

PSfrag replacements

e−λ(1)τ e−λ(2)τ e−λ(3)τ

e−λ(4)τ e−λ(5)τ e−λ(6)τ

The amplitude of the concentration field decays by exp(−λ(i)τ) ateach period.

Transport in Geophysical Flows: Ten years after – p.27/60

Page 28: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

Decay of Concentration

The concentration field after n periods will thus be proportionalto the product of decay factors,

θ ∼ e−λ(1)τe−λ(2)τ · · · e−λ(n)τ ,

= e−(λ(1)+λ(2)+···+λ(n)) τ .

We may rewrite this as

θ ∼ e−Λnt,

where t = nτ , and

Λn :=1

n

n∑

i=1

λ(i)

is the ‘running’ mean value of the stretching rate at the nth period.Transport in Geophysical Flows: Ten years after – p.28/60

Page 29: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

Asymptotic Behaviour

• As we let n become large, how de we expect theconcentration field to decay?

• We might expect that it would decay at the mean value λ ofthe stretching rates λ(i).

• This is not the case: the running mean Λn does not convergeto the mean λ.

• Rather, by the central limit theorem its expected value is λ,but its fluctuations around that value are proportional to 1/

√t.

These fluctuations have an impact on the decay rate of θ.

Transport in Geophysical Flows: Ten years after – p.29/60

Page 30: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

Average over Realisations

The set of variables λ(i) is known as a realisation.

Now let us imagine performing our blob experiment severaltimes, and averaging the resulting concentration fields: this isknown as an ensemble average over realisations.

Ensemble-averaging smooths out fluctuations present in eachgiven realisation.

We may then replace the running mean Λn by a sample-spacevariable Λ, together with its probability distribution P (Λ, t). Themean (expected value) θα of the αth power of the concentrationfield is then proportional to

θα ∼∫

0e−αΛt P (Λ, t) dΛ .

Transport in Geophysical Flows: Ten years after – p.30/60

Page 31: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

The PDF of Λ

The form of the probability distribution function (PDF) P (Λ, t) isgiven by the central limit theorem:

P (Λ, t) ' G(Λ − Λ;

√ν/t),

that is, a Gaussian distribution with standard deviation√

ν/t.

Actually, the central limit theorem only applies to values of Λ thatdo not deviate too much from the mean. A more general form ofthe PDF of Λ comes from large deviation theory,

P (Λ, t) '√

t S′′(0)

2πe−tS(Λ−Λ).

The function S(x) is known as the rate function, the entropyfunction, or the Cramér function.

Transport in Geophysical Flows: Ten years after – p.31/60

Page 32: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

Large Deviation Theory

S is a time-independent convex function with a minimum valueof 0 at 0:

S(0) = S′(0) = 0.

If Λ is near the mean, we have

S(Λ − Λ) ' 12 S′′(0)(Λ − Λ)2,

which recovers the Gaussian result with ν = 1/S ′′(0).

The Gaussian or Large Deviation asymptotic forms are only validfor large t.(Which in our case means t � τ , or equivalently n � 1.)

Transport in Geophysical Flows: Ten years after – p.32/60

Page 33: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

The Decay Rate of θα

We can now evaluate our integral with the asymptotic PDF,

θα ∼∫

0e−αΛt e−tS(Λ−Λ) dΛ ∼

∫∞

0e−tH(Λ) dΛ ∼ e−γαt ,

where we have omitted the nonexponential prefactors, and defined

H(Λ) := αΛ + S(Λ − Λ).

Since t is large, the integral is dominated by the minimum valueof H(Λ): we can use the saddle-point approximation. The decayrate is then given by

γα = H(Λsp), with H ′(Λsp) = 0,

where Λsp is the saddle-point.Transport in Geophysical Flows: Ten years after – p.33/60

Page 34: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

The Decay Rate of θα (cont’d)

There’s a caveat to this: for α large enough the saddle point Λsp isnegative. This is not possible: the stretching rates are defined tobe nonnegative.The best we can do is to choose Λsp = 0: the ensemble average isdominated by realisations with no stretching.

In that case,γα = H(0) = S(−Λ),

independent of α!

All this is best illustrated by quoting the Gaussian result,

γα =

α(Λ − 1

2 αν), α < Λ/ν;

Λ2/2ν, α ≥ Λ/ν.Transport in Geophysical Flows: Ten years after – p.34/60

Page 35: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

Decay Rate of θα for Gaussian PDF

Decay rate γα for the moments of concentration θα of a blob(blue) in a Gaussian random stretching flow:

−2 −1 0 1 2 3 4 5 6−2

−1

0

1

2

3

PSfrag replacements

α

γα

Λ/ν

The red line is for a fixed, nonrandom flow.

The curve and its first derivative are always continuous.

Notice that the blue curve (for a random flow) lies below the redcurve (for a nonrandom flow). Transport in Geophysical Flows: Ten years after – p.35/60

Page 36: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

A More Familiar Form?

Plot this upside down and reversed:

−10 −8 −6 −4 −2 0 2−3

−2

−1

0

1

2

3

PSfrag replacements

−α

−γ

α

Plateau shows the difference between line- and blob-stretching.Transport in Geophysical Flows: Ten years after – p.36/60

Page 37: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

Fluctuations about the Mean

This is a general result: if f(x) is a convex function and x arandom variable, Jensen’s inequality says that

f(x) ≥ f(x).

Now, e−αtΛ is a convex funtion of Λ, so we have

e−αtΛ ≥ e−αtΛ,

which implies that the decay rate satisfies

γα ≤ α Λ .

Thus, fluctuations in Λ inevitably lead to a slower decay rate γα.

Transport in Geophysical Flows: Ten years after – p.37/60

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Many Blobs

• Consider now a large number of blobs, homogeneously andisotropically distributed, with random concentrations. Weassume that the mean concentration over all the blobs is zero.

• If we now apply a uniform stretching flow, the blobs are allstretched horizontally and contracted in the vertical direction.

• They are squished together in the vertical direction untildiffusion becomes important.

• The effect of diffusion is to homogenise the concentrationfield until it reaches a value which is the average of theconcentration of the individual blobs.

• This is depicted by the long gray blob in which will itselfkeep contracting until it reaches the diffusive length `.

Transport in Geophysical Flows: Ten years after – p.38/60

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Many Blobs

PSfrag replacements

(a) (b)

(c) (d)

Transport in Geophysical Flows: Ten years after – p.39/60

Page 40: Scalar Decay in Chaotic Mixingjeanluc/talks/aosta2004.pdf · A Linear Velocity Field What happens to a passive scalar advected by a linear velocity field? This is the starting point

Overlap of Blobs

The expected value of the concentration at a point x on the grayfilament consisting of N overlapping blobs is zero.

By the central limit theorem, the fluctuations in θ are

⟨θ2(x, t)

⟩blobs

∼ Ne−2Λt

(1

N

N∑

i

θ(i)0

2)

where θ(i)0 is the initial concentration of the ith blob, and 〈·〉blobs

denotes a sum over the overlapping blobs at point x.

But the number of overlapping blobs N is proportional to eΛt: astime increases more and more blobs converge and interactdiffusively.

Transport in Geophysical Flows: Ten years after – p.40/60

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Overlap of Blobs: Decay of Moments

Overall, then⟨θ2(x, t)

⟩1/2

blobs∼ e−Λt/2 .

Compare this to θ2 ∼ e−Λt for the single-blob case: the overlapbetween blobs has led to an extra square root.

Thus, the ensemble averages 〈θ2(x, t)〉αblobs for the overlappingblobs are computed exactly as for the single blob case.

Because of the assumption of homogeneity, the point-average isthe same as the average over the whole domain, and we have

C2α =⟨θ2⟩α ∼ e−γαt ,

with γα the same as before.

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“Reality”

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Practical Considerations

• The “many blobs” picture has a chance of depicting reality.• Two important questions:

• Where does the ensemble average come from?• What gives the stretching rates?

• The many initial random blobs provide the ensemble: eachblob is a “realisation”.

• The mean stretchings Λ are given by the finite-time Lyapunovexponents.

• These give the mean stretching experienced by a fluidelement, and account for reorientations of the blobs.

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Example: Microchannel Mixer

PSfrag replacements

xy

z

0

h

− `2

`2

• Periodicelectro-osmoticpotential at thebottom (movingwall).

• Width ∼ 100 µm,height ∼10–50 µm.

• A typical meanfluid velocityis 102–103 µm/s.

Use Stokes flow and lubrication approximations to deriveanalytical solutions (with M. A. Ewart).

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Poincaré Section

−0.5 0 0.50

0.1

0.2PSfrag replacements

y

z

Section through vertical plane at x = 0

The red and blue dots represent the same trajectory periodicallypuncturing two vertical planes many times over (blue if in thesame direction as the flow, red otherwise).

The green and yellow dots show two trajectories in regular,nonmixing regions.

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PDF of Finite-time Lyapunov Exponents (FTLEs)

0 0.2 0.4 0.6 0.80

1

2

3

4

5

6

7

8

9

PSfrag replacements

PDF

ofFT

LE

s

FTLEs

t = 19 s

0 0.2 0.4 0.6 0.80

1

2

3

4

5

6

7

8

9

PSfrag replacements

PDF

ofFT

LE

s

FTLEs

t = 38 s

0 0.2 0.4 0.6 0.80

1

2

3

4

5

6

7

8

9

PSfrag replacements

PDF

ofFT

LE

s

FTLEs

t = 57 s

0 0.2 0.4 0.6 0.80

1

2

3

4

5

6

7

8

9

PSfrag replacementsPD

Fof

FTL

Es

FTLEs

t = 76 s

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Rescaled Distribution of FTLEs

−1 −0.5 0 0.5 10

0.2

0.4

0.6

0.8

1

t=200t=300t=400t=500Gaussian

PSfrag replacements

√t (Λ − Λ)

Nor

mal

ised

PDF

The mean Lyapunov exponent is Λ ' 0.116 s−1, and the standarddeviation of the Gaussian is

√ν/t, with ν ' 0.168 s−1.

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Mixing Time

From the “many blobs” theory:

C2 =⟨θ2⟩∼ e−γ1t

γ1 = Λ2/2ν since ν > Λ

= (0.116)2/(2 · 0.168) ' 0.040 s−1.

• The “mixing time” is γ−11 ' 25 seconds.

• Fluctuations triple the mixing time compared to Λ−1!• We don’t really know if this is right. . .• Not spectacular improvement over diffusion time for, say,

DNA molecules, but still pretty good (factor of four).

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Summary: Local Theory

• The decay rate for the passive scalar depends on thedistribution of finite-time Lyapunov exponents.

• The fluctuations in the Lyapunov exponents tend to workagainst good mixing.

• There may be regions of poor mixing (regular regions).• This local regime is not always valid: must also understand

the role of strange eigenfunctions.• The breakdown is associated with blobs feeling higher-order

moments (curvature) of the velocity field and beginning tobend and fold.

• But range of validity is poorly understood (and controversial).• Comparison to direct solution is needed (but difficult).

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Limitations of the Local Theory

• Agreement of decay rate with Cramér function prediction isuncertain.

• The Cramér function is extremely difficult to obtainaccurately, even in two dimensions.

• There is evidence that moments don’t behave as predicted forlonger times. They show a linear increase with α. This isconsistent with θ ∼ e−γt everywhere [Fereday and Haynes, 2003].

• Boundary conditions: Results often change dramaticallybetween periodic vs no-flux [Gilbert, 2004].

• Some systems have a decay rate that is completelyindependent of stretching [Fereday et al., 2002, Wonhas and Vassilicos, 2002,

Thiffeault and Childress, 2003, Thiffeault, 2004].

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Global Theory

Let θ ∼ eγt and rewrite AD equation as

(−v · ∇ + κ∇2)θ = γ θ .

This is a linear eigenvalue problem for the AD operator.

• Difficult! Global problem. Boundary conditions matter.• All eigenvalues have negative real part.• But one (or several) eigenvalues must be largest.• This eigenfunctions will dominate at long times.• Diffusion is crucial in regularising at small scales (arrest

cascade, which allows existence of eigenmode).• Called “strange eigenmode” [Pierrehumbert, 1994].

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Experiment of Rothstein et al.: Persistent Pattern

Disordered array ofmagnets with oscilla-tory current drive athin layer of elec-trolytic solution.

periods 2, 20, 50, 50.5

[Rothstein et al., 1999]

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The Modified Cat Map

We consider a diffeomorphism of the 2-torus T2 = [0, 1]2,

M(x) = M · x + φ(x),

where

M =

(2 1

1 1

); φ(x) =

ε

(sin 2πx1

sin 2πx1

);

M · x is the Arnold cat map.

The map M is area-preserving and chaotic.

For ε = 0 the stretching of fluid elements is homogeneous inspace.For small ε the system is still uniformly hyperbolic.

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Action of the Modified Cat Map

Student Version of MATLAB

PSfrag replacements

n = 0 n = 1

n = 2 n = 3Transport in Geophysical Flows: Ten years after – p.54/60

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Advection and Pulsed Diffusion

Iterate the map and apply the heat operator to a scalar field (whichwe call temperature for concreteness) distribution θ(n−1)(x),

θ(n)(x) = Hκ θ(n−1)(M−1(x))

where κ is the diffusivity, with the heat operator Hκ and kernel hκ

Hκθ(x) :=∫

T2

hκ(x − y)θ(y) dy;

hκ(x) =∑

k

exp(2πik · x − k2κ).

In other words: advect instantaneously and then diffuse for oneunit of time.

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Decay of Variance

0 2 4 6 8 10 12 14

10−60

10−40

10−20

100

5 2

0.5

10−2

10−5

iteration

vari

ance

PSfrag replacementsκ = 10

ε = 10−3

e−15.2n

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Variance: 5 iterations for ε = 0.3 and κ = 10−3

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The Strange Eigenmode

Iteration 28 Iteration 30

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Decay Rate as κ → 0

10−4

10−3

10−2

10−1

100

101

−20

−18

−16

−14

−12

−10

−8

−6

−4

−2

0

PSfrag replacements

log

µ2

ε

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Summary: Global Theory

• Advection and diffusion conspire to create eigenfunctions.The slowest-decaying ones survive longest.

• Difficult and non-generic.• In some cases the local and global theories are clearly

different. Pathological?• The dynamo theory literature contains many relevant results

(cancellation exponents, . . . ).• The ergodic theory literature is also promising

(Pollicott–Ruelle resonances), if it could be understood bymortals (and if one cares mostly about hyperbolic systems).

• The approach to zero diffusivity is cool [Hascoët and Eckhardt, 2004].• Time-aperiodic systems a challenge (statistical eigenmodes).

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References

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role of chaotic orbits in the determination of power spectra.

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E. Balkovsky and A. Fouxon. Universal long-time properties of

Lagrangian statistics in the Batchelor regime and their appli-

cation to the passive scalar problem. Phys. Rev. E, 60(4):

4164–4174, Oct. 1999.

G. K. Batchelor. Small-scale variation of convected quantities

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G. Falkovich, K. Gawedzki, and M. Vergassola. Particles and

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D. R. Fereday and P. H. Haynes. Scalar decay in two-

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A. D. Gilbert. 2004. Preprint.

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dominated regime. Chaos Solitons Fractals, 4(6):1091–

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D. Rothstein, E. Henry, and J. P. Gollub. Persistent patterns in

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J.-L. Thiffeault. The strange eigenmode in Lagrangian coordi-

nates. Chaos, 14(3):–, Sept. 2004. in press.

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Y. B. Zeldovich, A. A. Ruzmaikin, S. A. Molchanov, and D. D.

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